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# Documents  Berglund, Nils | enregistrements trouvés : 7

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## Singular SPDE with rough coefficients Otto, Felix | CIRM H

Post-edited

Research talks;Partial Differential Equations;Probability and Statistics

We are interested in parabolic differential equations $(\partial_t-a\partial_x^2)u=f$ with a very irregular forcing $f$ and only mildly regular coefficients $a$. This is motivated by stochastic differential equations, where $f$ is random, and quasilinear equations, where $a$ is a (nonlinear) function of $u$.
Below a certain threshold for the regularity of $f$ and $a$ (on the Hölder scale), giving even a sense to this equation requires a renormalization. In the framework of the above setting, we present recent ideas from the area of stochastic differential equations (Lyons' rough path, Gubinelli's controlled rough paths, Hairer's regularity structures) that allow to build a solution theory. We make a connection with Safonov's approach to Schauder theory.
This is based on joint work with H. Weber, J. Sauer, and S. Smith.
We are interested in parabolic differential equations $(\partial_t-a\partial_x^2)u=f$ with a very irregular forcing $f$ and only mildly regular coefficients $a$. This is motivated by stochastic differential equations, where $f$ is random, and quasilinear equations, where $a$ is a (nonlinear) function of $u$.
Below a certain threshold for the regularity of $f$ and $a$ (on the Hölder scale), giving even a sense to this equation requires a ...

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## Théorie des valeurs extrêmes et problème de sortie stochastique Berglund, Nils | CIRM H

Post-edited

Research talks;Dynamical Systems and Ordinary Differential Equations;Probability and Statistics

La théorie des valeurs extrêmes décrit le comportement du maximum d'une suite de variables aléatoires i.i.d. à valeurs réelles. L'une des distributions limites possibles, la loi de Gumbel, apparaît également dans l'asymptotique en bruit faible du temps de transition réactive pour des équations différentielles stochastiques métastables. Nous décrivons des résultats récents en dimension 1 et leur interprétation, et donnons un résultat en dimension 2, motivé par le phénomène de synchronisation d'oscillateurs couplés. La théorie des valeurs extrêmes décrit le comportement du maximum d'une suite de variables aléatoires i.i.d. à valeurs réelles. L'une des distributions limites possibles, la loi de Gumbel, apparaît également dans l'asymptotique en bruit faible du temps de transition réactive pour des équations différentielles stochastiques métastables. Nous décrivons des résultats récents en dimension 1 et leur interprétation, et donnons un résultat en dimension ...

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## Stochastic solutions of 2D fluids​ Flandoli, Franco | CIRM H

Multi angle

Research talks;Partial Differential Equations;Probability and Statistics

We revise recent contributions to 2D Euler and Navier-Stokes equations with and without noise, but always in the case of stochastic solutions. The role of white noise initial conditions will be stressed and related to some questions about turbulence.

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## Asymptotics for some non-linear stochastic heat equations Nualart, Eulalia | CIRM H

Multi angle

Research talks;Partial Differential Equations;Probability and Statistics

Consider the following stochastic heat equation,
$\frac{\partial u_t(x)}{\partial t}=-\nu(-\Delta)^{\alpha/2} u_t(x)+\sigma(u_t(x))\dot{F}(t,\,x), \quad t>0, \; x \in \mathbb{R}^d.$
Here $-\nu(-\Delta)^{\alpha/2}$ is the fractional Laplacian with $\nu>0$ and $\alpha \in (0,2]$, $\sigma: \mathbb{R}\rightarrow \mathbb{R}$ is a globally Lipschitz function, and $\dot{F}(t,\,x)$ is a Gaussian noise which is white in time and colored in space. Under some suitable conditions, we will explore the effect of the initial data on the spatial asymptotic properties of the solution. We also prove a strong comparison principle thus filling an important gap in the literature.
Joint work with Mohammud Foondun (University of Strathclyde).
Consider the following stochastic heat equation,
$\frac{\partial u_t(x)}{\partial t}=-\nu(-\Delta)^{\alpha/2} u_t(x)+\sigma(u_t(x))\dot{F}(t,\,x), \quad t>0, \; x \in \mathbb{R}^d.$
Here $-\nu(-\Delta)^{\alpha/2}$ is the fractional Laplacian with $\nu>0$ and $\alpha \in (0,2]$, $\sigma: \mathbb{R}\rightarrow \mathbb{R}$ is a globally Lipschitz function, and $\dot{F}(t,\,x)$ is a Gaussian noise which is white in time and colored in space. ...

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## Bessel-like SPDEs Zambotti, Lorenzo | CIRM H

Multi angle

Research talks;Partial Differential Equations;Probability and Statistics

I will discuss integration by parts formulae on the law of the Bessel bridge of dimension less than $3$ and show how this allows to conjecture the form of an associated SPDE. The most relevant case is the dimension equal to $1$, which is expected to be the scaling limit of critical wetting models.

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## Global solutions to elliptic and parabolic $\Phi^4$ models in Euclidean space Hofmanova, Martina | CIRM H

Multi angle

Research talks;Partial Differential Equations;Mathematical Physics;Probability and Statistics

I will present some recent results on global solutions to singular SPDEs on $\mathbb{R}^d$ with cubic nonlinearities and additive white noise perturbation, both in the elliptic setting in dimensions $d=4,5$ and in the parabolic setting for $d=2,3$. A motivation for considering these equations is the construction of scalar interacting Euclidean quantum field theories. The parabolic equations are related to the $\Phi^4_d$ Euclidean quantum field theory via Parisi-Wu stochastic quantization, while the elliptic equations are linked to the $\Phi^4_{d-2}$ Euclidean quantum field theory via the Parisi--Sourlas dimensional reduction mechanism. We prove existence for the elliptic equations and existence, uniqueness and coming down from infinity for the parabolic
equations. Joint work with Massimiliano Gubinelli.
I will present some recent results on global solutions to singular SPDEs on $\mathbb{R}^d$ with cubic nonlinearities and additive white noise perturbation, both in the elliptic setting in dimensions $d=4,5$ and in the parabolic setting for $d=2,3$. A motivation for considering these equations is the construction of scalar interacting Euclidean quantum field theories. The parabolic equations are related to the $\Phi^4_d$ Euclidean quantum field ...

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## Noise-induced phenomena in slow-fast dynamical systems:a sample-paths approach Berglund, Nils ; Gentz, Barbara | Springer 2006

Ouvrage

- xiii; 276 p.
ISBN 978-1-84628-038-2

Probability and its applications

Localisation : Ouvrage RdC (BERG)

équation différentielle stochastique # bifurcation dynamique # système dynamique lent-rapide # système lent-rapide avec bruit

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