We study an infinite-dimensional
Ornstein-Uhlenbeck process $(X_t)$ in a given
Hilbert space $H$. This is driven by a cylindrical symmetric Lévy process without a Gaussian component and taking values in a Hilbert space $U$ which usually contains $H$. We give if and only if conditions under which $X_t$ takes values in $H$ for some $t>0$ or for all $t>0$. Moreover, we prove irreducibility for $(X_t)$.
We prove a Stroock-Varadhan's type support theorem for a stochastic partial differential equation (SPDE) on the real line with a noise term driven by a cylindrical Wiener process on $L_2 (\mathbb{R})$. The main ingredients of the proof are V. Mackevicius's approach to support theorem for diffusion processes and N.V. Krylov's $L_p$-theory of SPDEs.
We consider the Navier-Stokes equation on the 2D torus, with a stochastic forcing term which is a cylindrical fractional Wiener noise of Hurst parameter $H$. Following [3,8] which dealt with the case $1/2$, we prove a local existence and uniqueness result when $7/16< H< 1/ 2$ and a global existence and uniqueness result when $ 1/2<H<1$.
In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical α-stable Lévy processes via modulation or amplitude equations. We study SPDEs with a cubic nonlinearity, where the deterministic equation is close to a change of stability of the trivial solution. The natural separation of time-scales close to this bifurcation allows us to obtain an amplitude equation describing the essential dynamics of the bifurcating pattern, thus reducing the original infinite dimensional dynamics to a simpler finite-dimensional effective d…
The Boussinesq equations are fundamental in meteorology. Among other aspects, they aim to model the process of front formation. We use the approach presented in [Hol15] to introduce stochasticity into the incompressible Boussinesq equations. This is, we introduce cylindrical transport noise in a way that the geometric properties in the Euler-Poincaré formulation are preserved. One of our main results establishes the local well-posedness of regular solutions for these new stochastic Boussinesq equations. We also construct a blow-up criterion and derive some general estimates, which are crucial …
We consider the linear second order PDO's $$ \mathscr{L} = \mathscr{L}_0 - \partial_t : = \sum_{i,j =1}^N \partial_{x_i}(a_{i,j} \partial_{x_j} ) - \sum_{j=i}^N b_j \partial_{x_j} - \partial _t,$$and assume that $\mathscr{L}_0$ has nonnegative characteristic form and satisfies the Ole\vınik--Radkevič rank hypoellipticity condition. These hypotheses allow the construction of Perron-Wiener solutions of the Dirichlet problems for $\mathscr{L}$ and $\mathscr{L}_0$ on bounded open subsets of $\mathbb R^{N+1}$ and of $\mathbb R^{N}$, respectively. Our main result is the following Tikhonov-type theor…
We provide sufficient conditions on the coefficients of a stochastic evolution equation on a Hilbert space of functions driven by a cylindrical Wiener process ensuring that its mild solution is positive if the initial datum is positive. As an application, we discuss the positivity of forward rates in the Heath-Jarrow-Morton model via Musiela's stochastic PDE.
We investigate stochastic reaction-diffusion equations on finite metric graphs. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given. The vertex conditions are the standard continuity and generalized, non-local Neumann-Kirchhoff-type law in each vertex. The reaction term on each edge is assumed to be an odd degree polynomial, not necessarily of the same degree on each edge, with possibly stochastic coefficients and negative leading term. The model is a generalization of the problem in [14] where polynomials with much more restrictive…
We address the local well-posedness for the stochastic Navier-Stokes system with multiplicative cylindrical noise in the whole space. More specifically, we prove that there exists a unique local strong solution to the system in $L^p(\mathbb{R}^3)$ for $p>3$.
Inspired by applications, we consider reaction-diffusion equations on $\mathbb{R}$ that are stochastically forced by a small multiplicative noise term that is white in time, coloured in space and invariant under translations. We show how these equations can be understood as a stochastic partial differential equation (SPDE) forced by a cylindrical Q-Wiener process and subsequently explain how to study stochastic travelling waves in this setting. In particular, we generalize the phase tracking framework that was developed in [Hamster & Hupkes 2017] and [Hamster & Hupkes 2018] for noise processes…
We consider the homogenisation of a coupled reaction-diffusion process in a porous medium with evolving microstructure. A concentration-dependent reaction rate at the interface of the pores with the solid matrix induces a concentration-dependent evolution of the domain. Hence, the evolution is fully coupled with the reaction-diffusion process. In order to pass to the homogenisation limit, we employ the two-scale-transformation method. Thus, we homogenise a highly non-linear problem in a periodic and in time cylindrical domain instead. The homogenisation result is a reaction-diffusion equation,…
In this article, we propose a macro-micro (two-scale) mathematical model for describing the macroscopic swelling of a rubber foam caused by the microscopic absorption of some liquid. In our modeling approach, we suppose that the material occupies a one-dimensional domain which swells as described by the standard beam equation including an additional term determined by the liquid pressure. As special feature of our model, the absorption takes place inside the rubber foam via a lower length scale, which is assumed to be inherently present in such a structured material. The liquid's absorption an…
