Stochastic heat equation driven by fractional noise and local time

The aim of this paper is to study the d-dimensional stochastic heat equation with a multiplicative Gaussian noise which is white in space and has the covariance of a fractional Brownian motion with Hurst parameter H ∈ (0,1) in time. Two types of equations are considered. First we consider the equation in the Itô-Skorohod sense, and later in the Stratonovich sense. An explicit chaos expansion for the solution is obtained. On the other hand, the moments of the solution are expressed in terms of the exponential moments of some weighted intersection local time of the Brownian motion.     

Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations

In this paper we establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin calculus and recent density estimates obtained by Nourdin and Viens in [17]. In particular, we deal with the one-dimensional stochastic heat equation in [0, 1] driven by the space-time white noise, and the stochastic heat and wave equations in R^d${\mathbb{R}}^d$ (d≥1$d\ge 1$ and d≤3$d\le 3$, respectively) driven by a Gaussian noise which is white in time and has a general spatially homogeneous correlation.     

Domain of existence for the solution of some IVP's and BVP's by using an efficient ninth-order iterative method

In this paper, we consider the problem of solving initial value problems and boundary value problems through the point of view of its continuous form. It is well known that in most cases these types of problems are solved numerically by performing a discretization and applying the finite difference technique to approximate the derivatives, transforming the equation into a finite-dimensional nonlinear system of equations. However, we would like to focus on the continuous problem, and therefore, we try to set the domain of existence and uniqueness for its analytic solution. For this purpose, we study the semilocal convergence of a Newton-type method with frozen first derivative in Banach spaces. We impose only the assumption that the Fréchet derivative satisfies the Lipschitz continuity condition and that it is bounded in the whole domain in order to obtain appropriate recurrence relations so that we may determine the domains of convergence and uniqueness for the solution. Our final aim is to apply these theoretical results to solve applied problems that come from integral equations, ordinary differential equations, and boundary value problems.     

Stochastic calculus with anticipating integrands

Summary We study the stochastic integral defined by Skorohod in [24] of a possibly anticipating integrand, as a function of its upper limit, and establish an extended Itô formula. We also introduce an extension of Stratonovich's integral, and establish the associated chain rule. In all the results, the adaptedness of the integrand is replaced by a certain smoothness requirement.     

Besov Regularity of Stochastic Integrals with Respect to the Fractional Brownian Motion with Parameter H > 1/2

Let {B _t ,t[0,1]} be a fractional Brownian motion with Hurst parameter H > 1/2. Using the techniques of the Malliavin calculus we show that the trajectories of the indefinite divergence integral ^t ₀ u _s B _s belong to the Besov space _p,q for all , provided the integrand u belongs to the space . Moreover, if u is bounded and belongs to for some even integer p2 and for some large enough, then the trajectories of the indefinite divergence integral ^t ₀ u _s B _s belong to the Besov space _p, ^H .     

An Approach to the Use of Glycol Alkoxysilane–Polysaccharide Hybrids in the Conservation of Historical Building Stones

Stone consolidants have been widely used to protect historical monuments. Consolidants and hydrophobic formulations based on the use of tetraethoxysilane (TEOS) and alkylalkoxysilanes as precursors have been widely applied, despite their lack of solubility in water and requirement to be applied in organic media. In the search for a “greener” alternative based on silicon that has potential use in this field, the use of tetrakis(2-hydroxyethyl)silane (THEOS) and tris(2-hydroxyethyl)methyl silane (MeTHEOS) as precursors, due their high water solubility and stability, is proposed in this paper. It is already known that THEOS and MeTHEOS possess remarkable compatibility with different natural polysaccharides. The investigated approach uses the water-soluble silanes THEOS–chitosan and MeTHEOS–chitosan as a basis for obtaining hybrid consolidants and hydrophobic formulations for the conservation of siliceous and calcareous stones. In the case of calcareous systems, their incompatibility with alkoxysilanes is known and is expected to be solved by the developed hybrid consolidant. Their application in the conservation of building stones from historical and archeological sites from Guanajuato, México was studied. The evaluation of the consolidant and hydrophobic formulation treatment was mainly conducted by determining the mechanical properties and contact angle measurements with satisfactory results in terms of the performance and compatibility with the studied stones.     

Two-point Correlation Function and Feynman-Kac Formula for the Stochastic Heat Equation

In this paper, we obtain an explicit formula for the two-point correlation function for the solutions to the stochastic heat equation on \(\mathbb {R}\). The bounds for p-th moments proved in Chen and Dalang (Ann. Probab. 2015) are simplified. We validate the Feynman-Kac formula for the p-point correlation function of the solutions to this equation with measure-valued initial data.     

Variational solutions for a class of fractional stochastic partial differential equations

In this Note we present new results regarding the existence, the uniqueness and the equivalence of two notions of variational solution related to a class of non autonomous, semilinear, stochastic partial differential equations defined on an open bounded domain $D?{\mathbb{R}}^d$. The equations we consider are driven by an infinite-dimensional noise derived from an $L^2(D)$-valued fractional Wiener process $W^{\mathrm{H}}$ with Hurst parameter $\mathrm{H}\in (\frac{1}{\gamma +1}\text{,}1)$, where $\gamma \in (0\text{,}1]$ denotes the Hölder exponent of the derivative of the nonlinearity that appears in the stochastic term. To cite this article: D. Nualart, P.-A. Vuillermot, C. R. Acad. Sci. Paris, Ser. I 340 (2005).     

Generalized holomorphic processes and differentiability

Holomorphic processes are studied when the parameter set is a general finite atomless separable measure space, using the differentiation operator and Malliavin calculus. Generalized martingales are connected with differentiable processes. In the two-parameter case, these methods give a new simpler proof of the characterization of holomorphic processes by power series expansion.This work has been done while D. Nualart was staying as a visitor at Bar-Ilan University.     

Multiple Wiener-Ito integrals possessing a continuous extension

LetF(W) be a Wiener functional defined byF(W)=I _n(f) whereI _n(f) denotes the multiple Wiener-Ito integral of ordern of the symmetricL ²([0, 1] ⁿ ) kernelf. We show that a necessary and sufficient condition for the existence of a continuous extension ofF, i.e. the existence of a function ø(·) from the continuous functions on [0, 1] which are zero at zero to which is continuous in the supremum norms and for which ø(W)=F(W) a.s, is that there exists a multimeasure (dt ₁,...,dt _n ) on [0, 1] ⁿ such thatf(t ₁, ...,t _n ) = ((t ₁, 1]), ..., (t _n , 1]) a.e. Lebesgue on [0, 1] ⁿ . Recall that a multimeasure (A ₁,...,A _n ) is for every fixedi and every fixedA _i,...,A_i-1, A_i+1,...,A_n a signed measure inA _i and there exists multimeasures which are not measures. It is, furthermore, shown that iff(t ₁,t ₂, ...,t _n ) = ((t ₁, 1], ..., (t _n , 1]) then all the tracesf ^(k), off exist, eachf(^k) induces ann–2k multimeasure denoted by ^(k), the following relation holds