相关论文: Moment estimates for some renormalized parabolic A…
We present formulas for the (raw and central) moments and absolute moments of the normal distribution. We note that these results are not new, yet many textbooks miss out on at least some of them. Hence, we believe that it is worthwhile to…
We study a stochastic Schr{\"o}dinger equation with a quadratic nonlinearity and a space-time fractional perturbation, in space dimension less than 3. When the Hurst index is large enough, we prove local well-posedness of the problem using…
We consider a priori estimates of possibly sign-changing solutions to superlinear parabolic problems and their applications (blow-up rates, energy blow-up, continuity of blow-up time, existence of nontrivial steady states etc). Our…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Using the classical estimation method of moments, we propose a new semiparametric estimation procedure for multi-parameter copula models. Consistency and asymptotic normality of the obtained estimators are established. By considering an…
The aim of this paper is to establish the almost sure asymptotic behavior as the space variable becomes large, for the solution to the one spatial dimensional stochastic heat equation driven by a Gaussian noise which is white in time and…
We use the formalism of Hairer's regularity structures theory \cite{hai-14} to study a heat equation with non-linear perturbation driven by a space-time fractional noise. Different regimes are observed, depending on the global pathwise…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…
We develop in this work a general version of paracontrolled calculus that allows to treat analytically within this paradigm some singular partial differential equations with the same efficiency as regularity structures. This work deals with…
We consider the non-linear equation $T^{-1} u+\partial_tu-\partial_x^2\pi(u)=\xi$ driven by space-time white noise $\xi$, which is uniformly parabolic because we assume that $\pi'$ is bounded away from zero and infinity. Under the further…
We survey a number of moment hierarchies and test their performances in computing one-dimensional shock structures. It is found that for high Mach numbers, the moment hierarchies are either computationally expensive or hard to converge,…
We introduce a new notion of "regularity structure" that provides an algebraic framework allowing to describe functions and / or distributions via a kind of "jet" or local Taylor expansion around each point. The main novel idea is to…
In this paper, we study the spatial averages of the solution to the parabolic Anderson model driven by a space-time Gaussian homogeneous noise that is colored in time and space. We establish quantitative central limit theorems (CLT) of this…
Originally introduced in solid state physics to model amorphous materials and alloys exhibiting disorder induced metal-insulator transitions, the Anderson model $H_{\omega}= -\Delta + V_{\omega} $ on $l^2(\bZ^d)$ has become in mathematical…
In this paper, we study the fully fractional heat equation involving the master operator: $$ (\partial_t -\Delta)^{s} u(x,t) = f(x,t)\ \ \mbox{in}\ \mathbb{R}^n\times\mathbb{R} , $$ where $s\in(0,1)$ and $f(x,t) \geq 0$. First we derive…
We prove a new $\mathcal{A}$-caloric approximation lemma compatible with an Orlicz setting. With this result, we establish a partial regularity result for parabolic systems of the type $$ u_{t}- {\rm div} \,a(Du)=0. $$ Here the growth of…
This short note is devoted to establishing the almost sure central limit theorem for the parabolic/hyperbolic Anderson models driven by colored-in-time Gaussian noises, completing recent results on quantitative central limit theorems for…
In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…
In Euclidean relational particle mechanics, only relative times, relative angles and relative separations are meaningful. Barbour--Bertotti (1982) theory is of this form and can be viewed as a recovery of (a portion of) Newtonian mechanics…
The extremal index $\theta$, a number in the interval $[0,1]$, is known to be a measure of primal importance for analyzing the extremes of a stationary time series. New rank-based estimators for $\theta$ are proposed which rely on the…