arXiv subjects
Publications and source records attributed to C. Olivera.
This paper is based on a formulation of the Navier-Stokes equations developed by Iyer and Constantin \cite{Cont} , where the velocity field of a viscous incompressible fluid is written as the expected value of a stochastic process. Our contribution is to establish this probabilistic representation formula for mild solutions of the Navier-Stokes equations on $\mathbb{R}^{d} $.
Via a special transform and by using the techniques of the Malliavin calculus, we analyze the density of the solution to a stochastic differential equation with unbounded drift.
We introduce a new concepts of weak solution for the conservative stochastic Burgers equation in any dimension. The definition is based on weak solution concepts introduced by various authors in order to make sense of equations which do not solutions in the sense of distributions. In one dimension the solution reduces to the classical distributional solution of the 1--D stochastic Burgers equation.
In a mathematical context in which one can multiply distributions the "`formal"' nonperturbative canonical Hamiltonian formalism in Quantum Field Theory makes sense mathematically, which can be understood a priori from the fact the so called "`infinite quantities"' make sense unambiguously (but are not classical real numbers). The perturbation series does not make sense. A novelty appears when one starts to compute the transition probabilities. The transition probabilities have to be computed in a nonperturbative way which, at least in simplified mathematical examples (even those looking like nonrenormalizable series), gives real values between 0 and 1 capable to represent probabilities. However these calculations should be done numerically and we have only been able to compute simplified mathematical examples due to the fact these calculations appear very demanding in the physically significant situation with an infinite dimensional Fock space and the QFT operators.
This work introduces a new notion of solution for the KPZ equation, in particular, our approach encompasses the Cole-Hopf solution. We set in the context of the distribution theory the proposed results by Bertini and Giacomin from the mid 90's. This new approach provides a pathwise notion of solution as well as a structured approximation theory. The developments are based on regularization arguments from the theory of distributions.
This work introduces a pathwise notion of solution for the stochastic Burgers equation, in particular, our approach encompasses the Cole-Hopf solution. The developments are based on regularization arguments from the theory of distributions.
The paper introduces a novel Ito's formula for time dependent tempered generalized functions. As an application, we study the heat equation when initial conditions are allowed to be a generalized tempered function. A new proof of the Ustunel- Ito's formula for tempered distributions is also provided.
In this work we introduce a new algebra of tempered generalized functions. The tempered distributions are embedded in this algebra via their Hermite expansions. The Fourier transform is naturally extended to this algebra in such a way that the usual relations involving multiplication, convolution and differentiation are valid. We study the elementary properties of the association, embedding, point values and Fourier transform. Furthermore, we give a generalized Ito formula in this context and some applications to stochastic analysis.