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.     

Schauder estimates for parabolic nondivergence operators of Hörmander type

Let X₁,X₂,…,Xq be a system of real smooth vector fields satisfying Hörmander's rank condition in a bounded domain Ω of Rn. Let be a symmetric, uniformly positive definite matrix of real functions defined in a domain U⊂R×Ω. For operators of kind

     

Carleman estimates for stochastic parabolic equations with Neumann boundary conditions and applications

By a dual method, two Carleman estimates for forward and backward stochastic parabolic equations with Neumann boundary conditions are established. Then they are used to study a null controllability problem and a state observation problem for some stochastic forward parabolic equations with Neumann boundary conditions.     

Weighted Poincaré inequalities for Hörmander vector fields and local regularity for a class of degenerate elliptic equations

In this note we state weighted Poincaré inequalities associated with a family of vector fields satisfying Hörmander rank condition. Then, applications are given to relative isoperimetric inequalities and to local regularity (Harnack's inequality) for a class of degenerate elliptic equations with measurable coefficients.     

Decay estimates for a class of wave equations

In this paper we use a unified way studying the decay estimate for a class of dispersive semigroup given by , where is smooth away from the origin. Especially, the decay estimates for the solutions of the Klein-Gordon equation and the beam equation are simplified and slightly improved.     

Weyl Calculus for a Class of Subelliptic Operators

Weyl–Hörmander calculus is used to geta parametrix in OPS_1/2,1/2 ^1–m ()for a class of subelliptic pseudodifferential operators in OPS_1,0 ^m ()with real nonnegative principal symbol.     

A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions

Nonlinear partial differential equation with random Neumann boundary conditions are considered. A stochastic Taylor expansion method is derived to simulate these stochastic systems numerically. As examples, a nonlinear parabolic equation (the real Ginzburg-Landau equation) and a nonlinear hyperbolic equation (the sine-Gordon equation) with random Neumann boundary conditions are solved numerically using a stochastic Taylor expansion method. The impact of boundary noise on the system evolution is also discussed.     

Optimal control of stochastic differential equations with dynamical boundary conditions

In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problems with nonstandard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a finite dimensional dynamics, which describes the boundary conditions of the internal system. In other terms, we are concerned with nonstandard boundary conditions, as the value at the boundary is governed by a different stochastic differential equation.     

Corrector estimates in homogenization of a nonlinear transmission problem for diffusion equations in connected domains

This paper is devoted to the homogenization of a nonlinear transmission problem stated in a two-phase domain. We consider a system of linear diffusion equations defined in a periodic domain consisting of two disjoint phases that are both connected sets separated by a thin interface. Depending on the field variables, at the interface, nonlinear conditions are imposed to describe interface reactions. In the variational setting of the problem, we prove the homogenization theorem and a bidomain averaged model. The periodic unfolding technique is used to obtain the residual error estimate with a first-order corrector.     

Generalized solutions of a stochastic partial differential equation

We discuss the Cauchy problem of a certain stochastic parabolic partial differential equation arising in the nonlinear filtering theory, where the initial data and the nonhomogeneous noise term of the equation are given by Schwartz distributions. The generalized (distributional) solution is represented by a partial (conditional) generalized expectation ofT(t)° _0,t ^–1 , whereT(t) is a stochastic process with values in distributions and _s,t is a stochastic flow generated by a certain stochastic differential equation. The representation is used for getting estimates of the solution with respect to Sobolev norms.Further, by applying the partial Malliavin calculus of Kusuoka-Stroock, we show that any generalized solution is aC -function under a condition similar to Hörmander's hypoellipticity condition.     

Regularity for a class of degenerate elliptic equations with discontinuous coefficients under natural growth

In this paper we are concerned with the regularity in Morrey spaces for weak solutions of a class of degenerate elliptic equations when the coefficient matrices satisfy certain VMO conditions in x uniformly with respect to u and the lower order terms satisfy a natural growth condition. Interior Hölder continuity of weak solutions is also derived with the improvement of the given data regularities.     

Pointwise local estimates and Gaussian upper bounds for a class of uniformly subelliptic ultraparabolic operators

We consider a class of second order ultraparabolic differential equations in the form

     

Error estimates of expanded mixed methods for optimal control problems governed by hyperbolic integro‐differential equations

In this article, we investigate the L^∞(L²) ‐error estimates of the semidiscrete expanded mixed finite element methods for quadratic optimal control problems governed by hyperbolic integrodifferential equations. The state and the costate are discretized by the order k Raviart‐Thomas mixed finite element spaces, and the control is approximated by piecewise polynomials of order k(k ≥ 0). We derive error estimates for both the state and the control approximation. Numerical experiments are presented to test the theoretical results. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise

In this paper we solve an infinite-horizon linear quadratic control problem for a class of differential equations with countably infinite Markov jumps and multiplicative noise. The global solvability of the associated differential Riccati-type equations is studied under detectability hypotheses. A nonstochastic, operatorial approach is used. Some properties of the linear stochastic systems, such as stability, stabilizability and detectability, are also discussed on the basis of a new solution representation result. A generalized Ito's formula which applies to infinite dimensional stochastic differential equations with countably infinite Markov jumps is also provided.     

Optimal control of stochastic functional differential equations with a bounded memory

This paper treats a finite time horizon optimal control problem in which the controlled state dynamics are governed by a general system of stochastic functional differential equations with a bounded memory. An infinite dimensional Hamilton–Jacobi–Bellman (HJB) equation is derived using a Bellman-type dynamic programming principle. It is shown that the value function is the unique viscosity solution of the HJB equation.     

A Gaussian upper bound for the fundamental solutions of a class of ultraparabolic equations

We prove Gaussian estimates from above of the fundamental solutions to a class of ultraparabolic equations. These estimates are independent of the modulus of continuity of the coefficients and generalize the classical upper bounds by Aronson for uniformly parabolic equations.     

A priori and universal estimates for global solutions of superlinear degenerate parabolic equations

We prove an a priori estimate and a universal bound for any global solution of the nonlinear degenerate reaction-diffusion equation u _t =Δu ^m +u ^p in a bounded domain with zero Dirichlet boundary conditions. Received: October 1, 2001?Published online: July 9, 2002