相关论文: Weak error in negative Sobolev spaces for the stoc…

In this paper, we consider a semi-classical version of the nonhomogeneous heat equation with singular time-dependent coefficients on the lattice $\hbar \mathbb{Z}^n$. We establish the well-posedeness of such Cauchy equations in the…

The aim of the present paper is to estimate and control the Type I and Type II errors of a simple hypothesis testing problem of the drift/viscosity coefficient for stochastic fractional heat equation driven by additive noise. Assuming that…

We proceed to a critical examination of the method used in nuclear fragmentation to exhibit signals of negative heat capacity. We show that this method leads to unsatisfactory results when applied to a simple and well controlled model.…

An error estimate for a canonical discretization of the harmonic map heat flow into spheres is derived. The numerical scheme uses standard finite elements with a nodal treatment of linearized unit-length constraints. The analysis is based…

A class of stochastic Besov spaces $B^p L^2(\Omega;\dot H^\alpha(\mathcal{O}))$, $1\le p\le\infty$ and $\alpha\in[-2,2]$, is introduced to characterize the regularity of the noise in the semilinear stochastic heat equation \begin{equation*}…

This paper presents analogous results for stochastic fast-diffusion equations. Since the fast-diffusion equation possesses weaker dissipativity than the porous medium one does, some technical difficulties appear in the study. As a…

We consider the Sobolev norms of the pointwise product of two functions, and estimate from above and below the constants appearing in two related inequalities.

In this paper we study some applications of the L\'evy logarithmic Sobolev inequality to the study of the regularity of the solution of the fractal heat equation, i. e. the heat equation where the Laplacian is replaced with the fractional…

The classical Donsker weak invariance principle is extended to a Besov spaces framework. Polygonal line processes build from partial sums of stationary martingale differences as well independent and identically distributed random variables…

Study of stochastic differential equations on the field of p-adic numbers was initiated by the second author and has been developed by the first author, who proved several results for the p-adic case, similar to the theory of ordinary…

We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…

In this paper, we show that any Sobolev norm of nonnegative integer order of radially symmetric functions is equivalent to a weighted Sobolev norm of their radial profile. This establishes in terms of weighted Sobolev spaces on an interval…

We obtain Sobolev inequalities for the Schrodinger operator -\Delta-V, where V has critical behaviour V(x)=((N-2)/2)^2|x|^{-2} near the origin. We apply these inequalities to obtain pointwise estimates on the associated heat kernel,…

We consider continuously monitored quantum systems and introduce definitions of work and heat along individual quantum trajectories that are valid for coherent superpositions of energy eigenstates. We use these quantities to extend the…

The time evolution of the two-time conditional probability of the classical stochastic process is described in an analogous form of the quantum mechanical wave equations. By using it, we emulate the same strange behaviors as those of the…

We consider error estimates in weak parametrised norms for stabilized finite element approximations of the two-dimensional Navier-Stokes' equations. These weak norms can be related to the norms of certain filtered quantities, where the…

In nonequilibrium classical thermostatistics, the state of a system may be described by not only dynamical/thermodynamical variables but also a kinetic distribution function. This "double structure" bears some analogy with that in quantum…

We prove a weak error estimate for the approximation in space and time of a semilinear stochastic Volterra integro-differential equation driven by additive space-time Gaussian noise. We treat this equation in an abstract framework, in which…

We investigate a stochastic partial differential equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by a space-time white noise. We introduce a notion of weak…

We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are established, which can be viewed as a functional law of large…