Closability of Quadratic Forms Associated to Invariant Probability Measures of SPDEs

Closability, regularity, and approximation by graphs for separable bilinear forms

We consider a countably generated and uniformly closed algebra of bounded functions. We assume that there is a lower semicontinuous, with respect to the supremum norm, quadratic form and that normal contractions operate in a certain sense. Then we prove that a subspace of the effective domain of the quadratic form is naturally isomorphic to a core of a regular Dirichlet form on a locally compact separable metric space. We also show that any Dirichlet form on a countably generated measure space can be approximated by essentially discrete Dirichlet forms, i.e. energy forms on finite weighted gra…

Backward doubly stochastic differential equations and SPDEs with quadratic growth

In this paper, we initiate the study of backward doubly stochastic differential equations (BDSDEs, for short) with quadratic growth. The existence, comparison, and stability results for one-dimensional BDSDEs are proved when the generator $f(t,Y,Z)$ grows in $Z$ quadratically and the terminal value is bounded, by introducing some new ideas. Moreover, in this framework, we use BDSDEs to give a probabilistic representation for the solutions of semilinear stochastic partial differential equations (SPDEs, for short) in Sobolev spaces, and use it to prove the existence and uniqueness of such SPDEs,…

Amplitude equations for SPDEs with quadratic nonlinearities forced by additive and multiplicative noise

This article deals with stochastic partial differential equations with quadratic nonlinearities perturbed by small additive and multiplicative noise. We present the approximate solution of the original equation via the amplitude equation and give the rigorous error analysis. For illustration, we apply our main theorems to stochastic Burger's equation.

关于具有白噪声的均值反射SPDEs的运输成本不等式

Transportation cost inequalities for mean reflection SPDEs with white noise

本文研究了均值反射随机偏微分方程的解在统一范数下的二次运输成本不等式，提出了一种新的方程类型，其中补偿反射部分不依赖于路径，而是依赖于解的分布。

Qualitative Properties of Local Random Invariant Manifolds for SPDEs with Quadratic Nonlinearity

The qualitative properties of local random invariant manifolds for stochastic partial differential equations with quadratic nonlinearities and multiplicative noise is studied by a cut off technique. By a detail estimates on the Perron fixed point equation describing the local random invariant manifold, the structure near a bifurcation is given.

Multiscale Analysis for SPDEs with Quadratic Nonlinearities

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from bifurcation and the strength of the noise. We show that, due to the presence of two distinct timescales in our system, the noise (which acts only on the fast modes) gets transmitted to the slow modes and, as a result, the amplitude equation contains both additive and multiplicative noise. As an application we study the case of the one dimensional Burgers equation for…