Abstract We consider the following stochastic heat equation$$\begin{aligned} \partial _t u(t,x) = \tfrac{1}{2} \partial ^2_x u(t,x) + b(u(t,x)) + \sigma (u(t,x)) {\dot{W}}(t,x), \end{aligned}$$ defined for$$(t,x)\in (0,\infty )\times {\mathbb {R}}$$ , where$${\dot{W}}$$ denotes space-time white noise. The function$$\sigma $$ is assumed to be positive, bounded, globally Lipschitz, and bounded uniformly away from the origin, and the functionbis assumed to be positive, locally Lipschitz and nondecreasing. We prove that the Osgood condition$$\begin{aligned} \int _1^\infty \frac{\textrm{d}y}{b(y)}<\infty \end{aligned}$$ implies that the solution almost surely blows up everywhere and instantaneously, In other words, the Osgood condition ensures that$$\textrm{P}\{ u(t,x)=\infty \quad \hbox { for all } t>0 \hbox { and } x\in {\mathbb {R}}\}=1.$$ The main ingredients of the proof involve a hitting-time bound for a class of differential inequalities (Remark 3.3), and the study of the spatial growth of stochastic convolutions using techniques from the Malliavin calculus and the Poincaré inequalities that were developed in Chen et al. (Electron J Probab 26:1–37, 2021, J Funct Anal 282(2):109290, 2022).
more »
« less
Numerical approximation of nonlinear SPDE’s
Abstract The numerical analysis of stochastic parabolic partial differential equations of the form$$\begin{aligned} du + A(u)\, dt = f \,dt + g \, dW, \end{aligned}$$ is surveyed, whereAis a nonlinear partial operator andWa Brownian motion. This manuscript unifies much of the theory developed over the last decade into a cohesive framework which integrates techniques for the approximation of deterministic partial differential equations with methods for the approximation of stochastic ordinary differential equations. The manuscript is intended to be accessible to audiences versed in either of these disciplines, and examples are presented to illustrate the applicability of the theory.
more »
« less
- Award ID(s):
- 2012259
- PAR ID:
- 10371577
- Publisher / Repository:
- Springer Science + Business Media
- Date Published:
- Journal Name:
- Stochastics and Partial Differential Equations: Analysis and Computations
- ISSN:
- 2194-0401
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Abstract We consider the Cauchy problem for the logarithmically singular surface quasi-geostrophic (SQG) equation, introduced by Ohkitani,$$\begin{aligned} \begin{aligned} \partial _t \theta - \nabla ^\perp \log (10+(-\Delta )^{\frac{1}{2}})\theta \cdot \nabla \theta = 0, \end{aligned} \end{aligned}$$ and establish local existence and uniqueness of smooth solutions in the scale of Sobolev spaces with exponent decreasing with time. Such a decrease of the Sobolev exponent is necessary, as we have shown in the companion paper (Chae et al. in Illposedness via degenerate dispersion for generalized surface quasi-geostrophic equations with singular velocities,arXiv:2308.02120) that the problem is strongly ill-posed in any fixed Sobolev spaces. The time dependence of the Sobolev exponent can be removed when there is a dissipation term strictly stronger than log. These results improve wellposedness statements by Chae et al. (Comm Pure Appl Math 65(8):1037–1066, 2012). This well-posedness result can be applied to describe the long-time dynamics of the$$\delta $$ -SQG equations, defined by$$\begin{aligned} \begin{aligned} \partial _t \theta + \nabla ^\perp (10+(-\Delta )^{\frac{1}{2}})^{-\delta }\theta \cdot \nabla \theta = 0, \end{aligned} \end{aligned}$$ for all sufficiently small$$\delta >0$$ depending on the size of the initial data. For the same range of$$\delta $$ , we establish global well-posedness of smooth solutions to the dissipative SQG equations.more » « less
-
Abstract This article revisits the problem of global well-posedness for the generalized parabolic Anderson model on$$\mathbb {R}^+\times \mathbb {T}^2$$ within the framework of paracontrolled calculus (Gubinelli et al. in Forum Math, 2015). The model is given by the equation:$$\begin{aligned} (\partial _t-\Delta ) u=F(u)\eta \end{aligned}$$ where$$\eta \in C^{-1-\kappa }$$ with$$1/6>\kappa >0$$ , and$$F\in C_b^2(\mathbb {R})$$ . Assume that$$\eta \in C^{-1-\kappa }$$ and can be lifted to enhanced noise, we derive new a priori bounds. The key idea follows from the recent work by Chandra et al. (A priori bounds for 2-d generalised Parabolic Anderson Model,,2024), to represent the leading error term as a transport type term, and our techniques encompass the paracontrolled calculus, the maximum principle, and the localization approach (i.e. high-low frequency argument).more » « less
-
A<sc>bstract</sc> A time-dependent, flavour-tagged measurement ofCPviolation is performed withB0→ D+D−and$$ {B}_s^0 $$ →$$ {D}_s^{+}{D}_s^{-} $$ decays, using data collected by the LHCb detector in proton-proton collisions at a centre-of-mass energy of 13 TeV corresponding to an integrated luminosity of 6 fb−1. InB0→ D+D−decays theCP-violation parameters are measured to be$$ {\displaystyle \begin{array}{c}{S}_{D^{+}{D}^{-}}=-0.552\pm 0.100\left(\textrm{stat}\right)\pm 0.010\left(\textrm{syst}\right),\\ {}{C}_{D^{+}{D}^{-}}=0.128\pm 0.103\left(\textrm{stat}\right)\pm 0.010\left(\textrm{syst}\right).\end{array}} $$ In$$ {B}_s^0 $$ →$$ {D}_s^{+}{D}_s^{-} $$ decays theCP-violating parameter formulation in terms ofϕsand|λ|results in$$ {\displaystyle \begin{array}{c}{\phi}_s=-0.086\pm 0.106\left(\textrm{stat}\right)\pm 0.028\left(\textrm{syst}\right)\textrm{rad},\\ {}\mid {\lambda}_{D_s^{+}{D}_s^{-}}\mid =1.145\pm 0.126\left(\textrm{stat}\right)\pm 0.031\left(\textrm{syst}\right).\end{array}} $$ These results represent the most precise single measurement of theCP-violation parameters in their respective channels. For the first time in a single measurement,CPsymmetry is observed to be violated inB0→ D+D−decays with a significance exceeding six standard deviations.more » « less
-
Abstract The free multiplicative Brownian motion$$b_{t}$$ is the large-Nlimit of the Brownian motion on$$\mathsf {GL}(N;\mathbb {C}),$$ in the sense of$$*$$ -distributions. The natural candidate for the large-Nlimit of the empirical distribution of eigenvalues is thus the Brown measure of$$b_{t}$$ . In previous work, the second and third authors showed that this Brown measure is supported in the closure of a region$$\Sigma _{t}$$ that appeared in the work of Biane. In the present paper, we compute the Brown measure completely. It has a continuous density$$W_{t}$$ on$$\overline{\Sigma }_{t},$$ which is strictly positive and real analytic on$$\Sigma _{t}$$ . This density has a simple form in polar coordinates:$$\begin{aligned} W_{t}(r,\theta )=\frac{1}{r^{2}}w_{t}(\theta ), \end{aligned}$$ where$$w_{t}$$ is an analytic function determined by the geometry of the region$$\Sigma _{t}$$ . We show also that the spectral measure of free unitary Brownian motion$$u_{t}$$ is a “shadow” of the Brown measure of$$b_{t}$$ , precisely mirroring the relationship between the circular and semicircular laws. We develop several new methods, based on stochastic differential equations and PDE, to prove these results.more » « less
An official website of the United States government
