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Norm inflation for a non-linear heat equation with gaussian initial conditions 具有高斯初始条件的非线性热方程的范数膨胀
3区 数学 Q2 Mathematics Pub Date : 2023-10-15 DOI: 10.1007/s40072-023-00317-6
Ilya Chevyrev
Abstract We consider a non-linear heat equation $$partial _t u = Delta u + B(u,Du)+P(u)$$ t u = Δ u + B ( u , D u ) + P ( u ) posed on the d -dimensional torus, where P is a polynomial of degree at most 3 and B is a bilinear map that is not a total derivative. We show that, if the initial condition $$u_0$$ u 0 is taken from a sequence of smooth Gaussian fields with a specified covariance, then u exhibits norm inflation with high probability. A consequence of this result is that there exists no Banach space of distributions which carries the Gaussian free field on the 3D torus and to which the DeTurck–Yang–Mills heat flow extends continuously, which complements recent well-posedness results of Cao–Chatterjee and the author with Chandra–Hairer–Shen. Another consequence is that the (deterministic) non-linear heat equation exhibits norm inflation, and is thus locally ill-posed, at every point in the Besov space $$B^{-1/2}_{infty ,infty }$$ B , - 1 / 2 ; the space $$B^{-1/2}_{infty ,infty }$$ B , - 1 / 2 is an endpoint since the equation is locally well-posed for $$B^{eta }_{infty ,infty }$$ B , η for every $$eta >-frac{1}{2}$$ η > - 1 2 .
我们考虑一个非线性热方程$$partial _t u = Delta u + B(u,Du)+P(u)$$∂t u = Δ u + B (u, du) + P (u),其中P是一个最多3次的多项式,B是一个非全导数的双线性映射。我们证明,如果初始条件$$u_0$$ u 0取自具有指定协方差的光滑高斯场序列,则u表现出高概率的范数膨胀。该结果的一个结果是,不存在在三维环面上携带Gaussian自由场且DeTurck-Yang-Mills热流连续延伸的分布的Banach空间,这补充了cho - chatterjee和作者最近的适定性结果与Chandra-Hairer-Shen。另一个结果是(确定性)非线性热方程在Besov空间$$B^{-1/2}_{infty ,infty }$$ B∞,∞- 1 / 2上的每一点都表现出范数膨胀,因此是局部不适定的;空间$$B^{-1/2}_{infty ,infty }$$ B∞,∞- 1 / 2是一个端点,因为方程对于$$B^{eta }_{infty ,infty }$$ B∞,∞η对于每个$$eta >-frac{1}{2}$$ η &gt是局部适定的;- 12。
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引用次数: 6
Local strong solutions to the stochastic third grade fluid equations with Navier boundary conditions 具有Navier边界条件的随机三阶流体方程的局部强解
3区 数学 Q2 Mathematics Pub Date : 2023-10-09 DOI: 10.1007/s40072-023-00314-9
Yassine Tahraoui, Fernanda Cipriano
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引用次数: 2
On partially observed jump diffusions II: the filtering density 部分观测到的跳跃扩散II:过滤密度
3区 数学 Q2 Mathematics Pub Date : 2023-10-03 DOI: 10.1007/s40072-023-00311-y
Alexander Davie, Fabian Germ, István Gyöngy
Abstract A partially observed jump diffusion $$Z=(X_t,Y_t)_{tin [0,T]}$$ Z = ( X t , Y t ) t [ 0 , T ] given by a stochastic differential equation driven by Wiener processes and Poisson martingale measures is considered when the coefficients of the equation satisfy appropriate Lipschitz and growth conditions. Under general conditions it is shown that the conditional density of the unobserved component $$X_t$$ X t given the observations $$(Y_s)_{sin [0,t]}$$ ( Y s ) s [ 0 , t ] exists and belongs to $$L_p$$ L p if the conditional density of $$X_0$$ X 0 given $$Y_0$$ Y 0 exists and belongs to $$L_p$$ L p .
考虑由Wiener过程和泊松鞅测度驱动的随机微分方程给出的部分观测跳跃扩散$$Z=(X_t,Y_t)_{tin [0,T]}$$ Z = (X t, Y t) t∈[0,t],当方程的系数满足适当的Lipschitz条件和生长条件时。在一般条件下,如果$$X_0$$ X 0在$$Y_0$$ Y 0下的条件密度存在并属于$$L_p$$ L p,则在观测值$$(Y_s)_{sin [0,t]}$$ (Y s) s∈[0,t]下的未观测分量$$X_t$$ X t的条件密度存在且属于$$L_p$$ L p。
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引用次数: 0
Multilevel Monte Carlo FEM for elliptic PDEs with Besov random tree priors 具有Besov随机树先验的椭圆偏微分方程的多层蒙特卡罗有限元
3区 数学 Q2 Mathematics Pub Date : 2023-09-30 DOI: 10.1007/s40072-023-00313-w
Christoph Schwab, Andreas Stein
Abstract We develop a multilevel Monte Carlo (MLMC)-FEM algorithm for linear, elliptic diffusion problems in polytopal domain $${mathcal {D}}subset {mathbb {R}}^d$$ D R d , with Besov-tree random coefficients. This is to say that the logarithms of the diffusion coefficients are sampled from so-called Besov-tree priors, which have recently been proposed to model data for fractal phenomena in science and engineering. Numerical analysis of the fully discrete FEM for the elliptic PDE includes quadrature approximation and must account for (a) nonuniform pathwise upper and lower coefficient bounds, and for (b) low path-regularity of the Besov-tree coefficients. Admissible non-parametric random coefficients correspond to random functions exhibiting singularities on random fractals with tunable fractal dimension, but involve no a-priori specification of the fractal geometry of singular supports of sample paths. Optimal complexity and convergence rate estimates for quantities of interest and for their second moments are proved. A convergence analysis for MLMC-FEM is performed which yields choices of the algorithmic steering parameters for efficient implementation. A complexity (“error vs work”) analysis of the MLMC-FEM approximations is provided.
我们开发了一种多层蒙特卡罗(MLMC)-FEM算法,用于求解多元域$${mathcal {D}}subset {mathbb {R}}^d$$ D∧R D上具有besov树随机系数的线性椭圆扩散问题。也就是说,扩散系数的对数是从所谓的贝索夫树先验中采样的,贝索夫树先验最近被提出用于科学和工程中分形现象的建模数据。椭圆型PDE的全离散有限元数值分析包括正交近似,并且必须考虑(a)非均匀路径上和下系数边界,以及(b) Besov-tree系数的低路径正则性。允许的非参数随机系数对应于分形维数可调的随机分形上具有奇异性的随机函数,但不涉及样本路径奇异支撑的分形几何的先验规范。证明了兴趣量及其二阶矩的最优复杂度和收敛速率估计。对MLMC-FEM算法进行了收敛性分析,给出了算法转向参数的选择,以保证算法的有效实施。给出了MLMC-FEM近似的复杂度(“误差与工作量”)分析。
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引用次数: 1
Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds 粗糙初始条件有界域上的抛物型随机偏微分方程:矩界和相关界
3区 数学 Q2 Mathematics Pub Date : 2023-09-29 DOI: 10.1007/s40072-023-00310-z
David Candil, Le Chen, Cheuk Yin Lee
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引用次数: 0
An $$L_q(L_p)$$-theory for space-time non-local equations generated by Lévy processes with low intensity of small jumps 低强度小跃变lsamvy过程产生的时空非局部方程的$$L_q(L_p)$$ -理论
IF 1.5 3区 数学 Q2 Mathematics Pub Date : 2023-08-25 DOI: 10.1007/s40072-023-00309-6
Jaehoon Kang, Daehan Park
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引用次数: 0
On the wellposedness of periodic nonlinear Schrödinger equations with white noise dispersion 含白噪声色散的周期性非线性Schrödinger方程的适定性
IF 1.5 3区 数学 Q2 Mathematics Pub Date : 2023-08-08 DOI: 10.1007/s40072-023-00306-9
Gavin Stewart
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引用次数: 0
Asymptotic stability of evolution systems of probability measures of stochastic discrete modified Swift–Hohenberg equations 随机离散修正Swift-Hohenberg方程概率测度演化系统的渐近稳定性
IF 1.5 3区 数学 Q2 Mathematics Pub Date : 2023-07-25 DOI: 10.1007/s40072-023-00307-8
Fengling Wang, T. Caraballo, Yangrong Li, Renhai Wang
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引用次数: 0
A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle 用随机极大值原理求解部分观测随机最优控制问题的分支粒子系统近似
IF 1.5 3区 数学 Q2 Mathematics Pub Date : 2023-03-24 DOI: 10.1007/s40072-023-00294-w
Hexiang Wan, Guangchen Wang, Jie Xiong
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引用次数: 1
Correction to: Uniqueness for nonlinear Fokker–Planck equations and weak uniqueness for McKean-Vlasov SDEs 修正:非线性Fokker-Planck方程的唯一性和McKean-Vlasov SDEs的弱唯一性
IF 1.5 3区 数学 Q2 Mathematics Pub Date : 2023-03-01 DOI: 10.1007/s40072-021-00223-9
V. Barbu, M. Röckner
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引用次数: 1
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Stochastics and Partial Differential Equations-Analysis and Computations
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