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This work establishes and exploits a connection between the invariant measure of stochastic partial differential equations (SPDEs) and the law of bridge processes. Namely, it is shown that the invariant measure of ut=uxx+f(u)+2?η(x,t), where η(x,t) is a space–time white-noise, is identical to the law of the bridge process associated to dU=a(U)dx+?dW(x), provided that a and f are related by ?a(u)+2a(u)a(u)=?2f(u), uR. Some consequences of this connection are investigated, including the existence and properties of the invariant measure for the SPDE on the line, xR. To cite this article: M.G. Reznikoff, E. Vanden-Eijnden, C. R. Acad. Sci. Paris, Ser. I 340 (2005).  相似文献   

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In this paper we investigate boundary blow-up solutions of the problem
{?Δp(x)u+f(x,u)=±K(x)|?u|m(x) in Ω,u(x)+as d(x,?Ω)0,
where Δp(x)u=div(|?u|p(x)?2?u) is called the p(x)-Laplacian. Our results extend the previous work [25] of Y. Liang, Q.H. Zhang and C.S. Zhao from the radial case to the non-radial setting, and [46] due to Q.H. Zhang and D. Motreanu from the assumption that K(x)|?u(x)|m(x) is a small perturbation, to the case in which ±K(x)|?u|m(x) is a large perturbation. We provide an exact estimate of the pointwise different behavior of the solutions near the boundary in terms of d(x,?Ω) and in terms of the growth of the exponents. Furthermore, the comparison principle is no longer applicable in our context, since f(x,?) is not assumed to be monotone in this paper.  相似文献   

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We consider two types of Schrödinger operators H(t)=?d2/dx2+q(x)+tcosx and H(t)=?d2/dx2+q(x)+Acos(tx) defined on L2(R), where q is an even potential that is bounded from below, A is a constant, and t>0 is a parameter. We assume that H(t) has at least two eigenvalues below its essential spectrum; and we denote by λ1(t) and λ2(t) the lowest eigenvalue and the second one, respectively. The purpose of this paper is to study the asymptotics of the gap Γ(t)=λ2(t)?λ1(t) in the limit as t.  相似文献   

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We introduce and analyze curvature bounds Curv?(M,d,m)?K for metric measure spaces (M,d,m), based on convexity properties of the relative entropy Ent(?|m). For Riemannian manifolds, Curv?(M,d,m)?K if and only if RicM(ξ,ξ)?K?|ξ|2 for all ξTM. We define a complete separable metric D on the family of all isomorphism classes of normalized metric measure spaces. It has a natural interpretation in terms of mass transportation. Our lower curvature bounds are stable under D-convergence. We also prove that the family of normalized metric measure spaces with doubling constant ?C is closed under D-convergence. Moreover, the subfamily of spaces with diameter ?R is compact. To cite this article: K.-T. Sturm, C. R. Acad. Sci. Paris, Ser. I 340 (2005).  相似文献   

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