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A Stochastic Wave Equation In Dimension Three
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Book Synopsis Holder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension Three by : Robert C. Dalang
Download or read book Holder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension Three written by Robert C. Dalang and published by American Mathematical Soc.. This book was released on 2009-04-10 with total page 83 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth function. The authors prove that at any fixed time, a.s., the sample paths in the spatial variable belong to certain fractional Sobolev spaces. In addition, for any fixed $x\in\mathbb{R}^3$, the sample paths in time are Holder continuous functions. Further, the authors obtain joint Holder continuity in the time and space variables. Their results rely on a detailed analysis of properties of the stochastic integral used in the rigourous formulation of the s.p.d.e., as introduced by Dalang and Mueller (2003). Sharp results on one- and two-dimensional space and time increments of generalized Riesz potentials are a crucial ingredient in the analysis of the problem. For spatial covariances given by Riesz kernels, the authors show that the Holder exponents that they obtain are optimal.
Book Synopsis A Stochastic Wave Equation in Dimension Three by : Lluís Quer-Sardanyons
Download or read book A Stochastic Wave Equation in Dimension Three written by Lluís Quer-Sardanyons and published by . This book was released on 2003 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Minicourse on Stochastic Partial Differential Equations by : Robert C. Dalang
Download or read book A Minicourse on Stochastic Partial Differential Equations written by Robert C. Dalang and published by Springer Science & Business Media. This book was released on 2009 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.
Book Synopsis A Stochastic Wave Equation in Two Space Dimension by : Annie Millet
Download or read book A Stochastic Wave Equation in Two Space Dimension written by Annie Millet and published by . This book was released on 1997 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Hölder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension 3 by : Robert C. Dalang
Download or read book Hölder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension 3 written by Robert C. Dalang and published by . This book was released on 2005 with total page 75 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Analysis of Variations for Self-similar Processes by : Ciprian Tudor
Download or read book Analysis of Variations for Self-similar Processes written by Ciprian Tudor and published by Springer Science & Business Media. This book was released on 2013-08-13 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature. Some of them are extensions of fractional Brownian motion (bifractional Brownian motion, subtractional Brownian motion, Hermite processes), while others are solutions to the partial differential equations driven by fractional noises. In this monograph the author discusses the basic properties of these new classes of self-similar processes and their interrelationship. At the same time a new approach (based on stochastic calculus, especially Malliavin calculus) to studying the behavior of the variations of self-similar processes has been developed over the last decade. This work surveys these recent techniques and findings on limit theorems and Malliavin calculus.
Book Synopsis Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference by : Ciprian A Tudor
Download or read book Stochastic Partial Differential Equations With Additive Gaussian Noise - Analysis And Inference written by Ciprian A Tudor and published by World Scientific. This book was released on 2022-10-11 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: The stochastic partial differential equations (SPDEs) arise in many applications of the probability theory. This monograph will focus on two particular (and probably the most known) equations: the stochastic heat equation and the stochastic wave equation.The focus is on the relationship between the solutions to the SPDEs and the fractional Brownian motion (and related processes). An important point of the analysis is the study of the asymptotic behavior of the p-variations of the solutions to the heat or wave equations driven by space-time Gaussian noise or by a Gaussian noise with a non-trivial correlation in space.The book is addressed to public with a reasonable background in probability theory. The idea is to keep it self-contained and avoid using of complex techniques. We also chose to insist on the basic properties of the random noise and to detail the construction of the Wiener integration with respect to them. The intention is to present the proofs complete and detailed.
Book Synopsis Hitting Probabilities for Nonlinear Systems of Stochastic Waves by : Robert C. Dalang
Download or read book Hitting Probabilities for Nonlinear Systems of Stochastic Waves written by Robert C. Dalang and published by American Mathematical Soc.. This book was released on 2015-08-21 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors consider a d-dimensional random field u={u(t,x)} that solves a non-linear system of stochastic wave equations in spatial dimensions k∈{1,2,3}, driven by a spatially homogeneous Gaussian noise that is white in time. They mainly consider the case where the spatial covariance is given by a Riesz kernel with exponent β. Using Malliavin calculus, they establish upper and lower bounds on the probabilities that the random field visits a deterministic subset of Rd, in terms, respectively, of Hausdorff measure and Newtonian capacity of this set. The dimension that appears in the Hausdorff measure is close to optimal, and shows that when d(2−β)>2(k+1), points are polar for u. Conversely, in low dimensions d, points are not polar. There is, however, an interval in which the question of polarity of points remains open.
Book Synopsis Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions by : Qi Lü
Download or read book Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions written by Qi Lü and published by American Mathematical Society. This book was released on 2024-03-18 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: View the abstract.
Book Synopsis Malliavin Calculus by : Marta Sanz Solé
Download or read book Malliavin Calculus written by Marta Sanz Solé and published by EPFL Press. This book was released on 2005-01-01 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics. This book presents applications of Malliavin calculus to the analysis of probability laws of solutions to stochastic partial differential equations driven by Gaussian noises that are white in time and coloured in space. The first five chapters introduce the calculus itself b.
Book Synopsis Symplectic Integration of Stochastic Hamiltonian Systems by : Jialin Hong
Download or read book Symplectic Integration of Stochastic Hamiltonian Systems written by Jialin Hong and published by Springer Nature. This book was released on 2023-02-21 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimensional stochastic Hamiltonian systems. The long-time dynamical behaviours under study involve symplectic structure, invariants, ergodicity and invariant measure. The emphasis is placed on the systematic construction and the probabilistic superiority of stochastic symplectic methods, which preserve the geometric structure of the stochastic flow of stochastic Hamiltonian systems. The problems considered in this book are related to several fascinating research hotspots: numerical analysis, stochastic analysis, ergodic theory, stochastic ordinary and partial differential equations, and rough path theory. This book will appeal to researchers who are interested in these topics.
Book Synopsis Stochastic Analysis 2010 by : Dan Crisan
Download or read book Stochastic Analysis 2010 written by Dan Crisan and published by Springer Science & Business Media. This book was released on 2010-11-26 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume “Stochastic Analysis 2010” provides a sample of the current research in the different branches of the subject. It includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009.
Book Synopsis The Dynamics of Modulated Wave Trains by : A. Doelman
Download or read book The Dynamics of Modulated Wave Trains written by A. Doelman and published by American Mathematical Soc.. This book was released on 2009 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors investigate the dynamics of weakly-modulated nonlinear wave trains. For reaction-diffusion systems and for the complex Ginzburg-Landau equation, they establish rigorously that slowly varying modulations of wave trains are well approximated by solutions to the Burgers equation over the natural time scale. In addition to the validity of the Burgers equation, they show that the viscous shock profiles in the Burgers equation for the wave number can be found as genuine modulated waves in the underlying reaction-diffusion system. In other words, they establish the existence and stability of waves that are time-periodic in appropriately moving coordinate frames which separate regions in physical space that are occupied by wave trains of different, but almost identical, wave number. The speed of these shocks is determined by the Rankine-Hugoniot condition where the flux is given by the nonlinear dispersion relation of the wave trains. The group velocities of the wave trains in a frame moving with the interface are directed toward the interface. Using pulse-interaction theory, the authors also consider similar shock profiles for wave trains with large wave number, that is, for an infinite sequence of widely separated pulses. The results presented here are applied to the FitzHugh-Nagumo equation and to hydrodynamic stability problems.
Book Synopsis Lyapunov Exponents and Invariant Manifolds for Random Dynamical Systems in a Banach Space by : Zeng Lian
Download or read book Lyapunov Exponents and Invariant Manifolds for Random Dynamical Systems in a Banach Space written by Zeng Lian and published by American Mathematical Soc.. This book was released on 2010 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors study the Lyapunov exponents and their associated invariant subspaces for infinite dimensional random dynamical systems in a Banach space, which are generated by, for example, stochastic or random partial differential equations. The authors prove a multiplicative ergodic theorem and then use this theorem to establish the stable and unstable manifold theorem for nonuniformly hyperbolic random invariant sets.
Book Synopsis Stochastic Equations in Infinite Dimensions by : Giuseppe Da Prato
Download or read book Stochastic Equations in Infinite Dimensions written by Giuseppe Da Prato and published by Cambridge University Press. This book was released on 2014-04-17 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.
Book Synopsis Center Manifolds for Semilinear Equations with Non-Dense Domain and Applications to Hopf Bifurcation in Age Structured Models by : Pierre Magal
Download or read book Center Manifolds for Semilinear Equations with Non-Dense Domain and Applications to Hopf Bifurcation in Age Structured Models written by Pierre Magal and published by American Mathematical Soc.. This book was released on 2009 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt: Several types of differential equations, such as delay differential equations, age-structure models in population dynamics, evolution equations with boundary conditions, can be written as semilinear Cauchy problems with an operator which is not densely defined in its domain. The goal of this paper is to develop a center manifold theory for semilinear Cauchy problems with non-dense domain. Using Liapunov-Perron method and following the techniques of Vanderbauwhede et al. in treating infinite dimensional systems, the authors study the existence and smoothness of center manifolds for semilinear Cauchy problems with non-dense domain. As an application, they use the center manifold theorem to establish a Hopf bifurcation theorem for age structured models.
Book Synopsis Twisted Pseudodifferential Calculus and Application to the Quantum Evolution of Molecules by : Andr Martinez
Download or read book Twisted Pseudodifferential Calculus and Application to the Quantum Evolution of Molecules written by Andr Martinez and published by American Mathematical Soc.. This book was released on 2009-06-05 with total page 96 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors construct an abstract pseudodifferential calculus with operator-valued symbol, suitable for the treatment of Coulomb-type interactions, and they apply it to the study of the quantum evolution of molecules in the Born-Oppenheimer approximation, in the case of the electronic Hamiltonian admitting a local gap in its spectrum. In particular, they show that the molecular evolution can be reduced to the one of a system of smooth semiclassical operators, the symbol of which can be computed explicitely. In addition, they study the propagation of certain wave packets up to long time values of Ehrenfest order.
