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Erika Hausenblas

Publications and source records attributed to Erika Hausenblas.

At least 37 records · Page 2Linked to original sources

A Carleman estimate for the fractional heat equation and its application in final state observability

In the paper, we show a global Carleman estimate for the non-local heat equation. To be more precise, let $Ω\subset\RR^d$ be a bounded domain and $\CO\subsetΩ$ an open subdomain, $s\in(0,1)$. We show that there exist constants $C_1,C_2,r_0, T_0>0$ and a weight function $α:Ω\to(0,\infty)$ such that any solution $u$ of %consider the following system % \begin{eqnarray}\label{oben1} \left\{ \begin{array}{rcl} \timed u(x,t)+(-\De)^s u (x,t) &=&f(x,t) \quad\mbox{for}\quad (x,t)\in \Om \times (0,\infty), \\ u(x,t) &=& 0 \quad\mbox{for}\quad(x,t)\in \partial \Om \times (0,\infty), \end{array}\right. \end{eqnarray} satisfies for all $r\ge r_0$ and $T>0$ \begin{eqnarray}\label{Carle} % \lefteqn{ \int_0^T\Big[ \int_\Om e^{-2r\frac {α(x)}{t(T-t)}} |f(x,t)|^2\,dx+C_1\int_\CO e^{-2r\frac {α(x)}{t(T-t)}} \frac {r^2}{t^4(T-t)^4}|u(x,t)|^2dx\,\Big] dt \vspace{2cm} }&& \\ \nonumber &\ge & C_2 \Bigg[\int_0^T \int_\Om e^{-2r\frac {α(x)}{t(T-t)}}\Big\{ \big|(-Δ)^s u(x,t)\big|^2 + \frac 12 \Big|\timed u(x,t)\Big|^2+ \frac r{t^4(T-t)^4}\,|u(t,x)|^2\Big\} dx\, dt. %\del{\\ %&&\vspace{2cm}}+ r^3\int_0^T \int_\mathcal{O} \frac {r^3}{t^3(T-t)^3} Φ^2(x,t) |u(x,t)|^2 \, dx\, dt\Bigg]. \end{eqnarray} % In order to prove this result, we use the Caffarelli-Silvestre extension procedure. To illustrate the applicability of the result, we prove as a second main result the final state observability of the non-local heat equation.

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Strong solution to stochastic penalised nematic liquid crystals model driven by multiplicative Gaussian noise

In this paper, we prove the existence of a unique maximal local strong solutions to a stochastic system for both 2D and 3D penalised nematic liquid crystals driven by multiplicative Gaussian noise. In the 2D case, we show that this solution is global.As a by-product of our investigation, but of independent interest, we present a general method based on fixed point arguments to establish the existence and uniqueness of a maximal local solution of an abstract stochastic evolution equations with coefficients satisfying local Lipschitz condition involving the norms of two different Banach spaces.

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Pathwise space approximations of semi-linear parabolic SPDEs with multiplicative noise

We provide convergence rates for space approximations of semi-linear stochastic differential equations with multiplicative noise in a Hilbert space. The space approximations we consider are spectral Galerkin and finite elements, and the type of convergence we consider is strong and almost sure uniform convergence, i.e., pathwise convergence. The proofs are based on a previously published perturbation result for such equations.

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Stochastic Reaction-diffusion Equations Driven by Jump Processes

We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative functional. The drift in the equations contains a dissipative nonlinearity of polynomial growth.

math.PR↗

Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces

The present paper is devoted to the numerical approximation of an abstract stochastic nonlinear evolution equation in a separable Hilbert space {$\mathrm{H}$}. Examples of equations which fall into our framework include the GOY and Sabra shell models and { a class of nonlinear heat equations.} The space-time numerical scheme is defined in terms of a Galerkin approximation in space and a { semi-implicit Euler--Maruyama scheme in time}. {We prove the convergence in probability of our scheme by means of an estimate of the error on a localized set of arbitrary large probability.} Our error estimate is shown to hold in a more regular space $\mathrm{V}_β\subset \mathrm{H}$ with $β\in [0,\frac14)$ and { that the explicit rate of convergence of our scheme depends on this parameter $β$. }

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Uniqueness of the nonlinear Schrödinger Equation driven by jump processes

In a recent paper by the first two named authors, existence of martingale solutions to a stochastic nonlinear Schrödinger equation driven by a Lévy noise was proved. In this paper, we prove pathwise uniqueness, uniqueness in law and existence of strong solutions to this problem using an abstract uniqueness result of Kurtz.

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Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method

A time-discretization of the stochastic incompressible Navier--Stokes problem by penalty method is analyzed. Some error estimates are derived, combined, and eventually arrive at a speed of convergence in probability of order 1/4 of the main algorithm for the pair of variables velocity and pressure. Also, using the law of total probability, we obtain the strong convergence of the scheme for both variables.

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Global solutions to the stochastic Volterra Equation driven by Lévy noise

In this article we investigate the existence and uniqueness of the stochastic Volterra equation driven by a \levy noise of pure jump type. In particular, we consider the following type of equation $ du(t) = ( A\int_0 ^t b(t-s) u(s)\,ds) \, dt + F(t,u(t))\,dt+ \int_ZG(t,u(t), z) \tilde η(dz,dt) + \int_{Z_L}G_L(t,u(t), z) η_L(dz,dt) ;\, t\in (0,T], $, $u(0)=u_0$, where $Z$ and $Z_L$ are Banach spaces, $\tilde η$ is a time-homogeneous compensated Poisson random measure on $Z$ with \levy measure $ν$ capturing the small jumps, and $η_L$ is a time-homogeneous Poisson random measure on $Z_L$ with finite \levy measure $ν_L$ capturing the large jumps. Here, $A$ is a selfadjoint operator on a Hilbert space $H$, $b$ is a scalar memory function and $F$, $G$ and $G_L$ are nonlinear mappings. We provide conditions on $b$, $F$ $G$ and $G_L$ under which a unique global solution exists. Finally, we present an example from the theory of linear viscoelasticity where our result is applicable.

math.PR↗

The nonlinear Schrödinger Equation driven by jump processes

The main result of the paper is the existence of a solution of the nonlinear Schrödinger equation with a \levy noise with infinite activity. To be more precise, let $A=Δ$ be the Laplace operator with $D(A)=\{ u\in L ^2 (\mathbb{R} ^d): Δu \in L ^2 (\mathbb{R} ^d)\}$. Let $Z\hookrightarrow L ^2(\mathbb{R} ^d)$ be a function space and $η$ be a Poisson random measure on $Z$, let $g:\mathbb{R}\to\mathbb{C}$ and $h:\mathbb{R}\to\mathbb{C}$ be some given functions, satisfying certain conditions specified later. Let $α\ge 1$ and $λ\ge 0$. We are interested in the solution of the following equation % $$ i \, d u(t,x) - Δu(t,x)\,dt +λ|u(t,x)|^{α-1} u(t,x) \, dt $$ $$= \int_Z u(t,x)\, g(z(x))\,\tilde η(dz,dt)+\int_Z u(t,x)\, h (z(x))\, γ(dz, dt), $$ $$ u(0)= u_0. $$ First we consider the case, where the \levy process is a compound Poisson process. With the help of this result we can tackle the general case, and show that the equation above has a solution.

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Some results on the penalised nematic liquid crystals driven by multiplicative noise

In this paper we prove several results related to the existence and uniqueness of solution to coupled highly nonlinear stochastic partial differential equations (PDEs). These equations are motivated by the dynamics of nematic liquid crystals under the influence of stochastic external forces. Firstly, we prove the existence of global weak solution (in sense of both stochastic analysis and PDEs). We show the pathwise uniqueness of the solution in 2D domain. Secondly, we establish the existence and uniqueness of local maximal solution which is strong in sense of both PDEs and stochastic analysis. In the 2D case, we show that this solution is global. In contrast to several works in the deterministic setting we replace the Ginzburg-Landau function ${1}_{\lvert \mathbf{n}\rvert \le 1}(\lvert \mathbf{n}\rvert^2-1)\mathbf{n}$ by a general polynomial $f(\mathbf{n})$ and we give sufficient conditions on the polynomial $f$ for the aforementioned results to hold. As a by-product of our investigation we present a general method based on fixed point argument to establish the existence and uniqueness of a local maximal solution of an abstract stochastic evolution equations with coefficients satisfying local Lipschitz condition involving the norms of two different Banach spaces. This general method can be used to treat several stochastic hydrodynamical models such as Navier-Stokes, Magnetohydrodynamic (MHD) equations, and the $α$-models of Navier-Stokes equations and their MHD counterparts.

math.PR↗

Ergodicity of stochastic shell models driven by pure jump noise

In the present paper we study a stochastic evolution equation for shell (SABRA \& GOY) models with pure jump \levy noise $L=\sum_{k=1}^\infty l_k(t)e_k$ on a Hilbert space $\h$. Here $\{l_k, k\in \mathbb{N}\}$ is a family of independent and identically distributed (i.i.d.) real-valued pure jump \levy processes and $\{e_k, k\in \mathbb{N}\}$ is an orthonormal basis of $\h$. We mainly prove that the stochastic system has a unique invariant measure. For this aim we show that if the \levy measure of each component $l_k(t)$ of $L$ satisfies a certain order and a non-{degeneracy} condition and is absolutely continuous with respect to the Lebesgue measure, then the Markov semigroup associated {with} the unique solution of the system has the strong Feller property. If, furthermore, each $l_k(t)$ satisfies a small deviation property, then 0 is accessible for the dynamics independently of the initial condition. Examples of noises satisfying our conditions are a family of i.i.d tempered \levy noises $\{l_k, k\in \mathbb{N}\}$ and $\{l_k=W_k\circ G_k + G_k, k\in \mathbb{N} \}$ where $\{G_k, k \in \mathbb{N}\}$ (resp., $\{W_k, k\in \mathbb{N}\}$) is a sequence of i.i.d subordinator Gamma (resp., real-valued Wiener) processes with \levy density $f_G(z)=(\vartheta z)^{-1} e^{-\frac z\vartheta} \mathds{1}_{z>0}$. The proof of the strong Feller property relies on the truncation of the nonlinearity and the use of a gradient estimate for the Galerkin system of the truncated equation. The gradient estimate is a consequence of a Bismut-Elworthy-Li (BEL) type formula that we prove in the Appendix A of the paper.

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Maximal inequality of Stochastic convolution driven by compensated Poisson random measures in Banach spaces

Let $(E, \| \cdot\|)$ be a Banach space such that, for some $q\geq 2$, the function $x\mapsto \|x\|^q$ is of $C^2$ class and its first and second Fréchet derivatives are bounded by some constant multiples of $(q-1)$-th power of the norm and $(q-2)$-th power of the norm and let $S$ be a $C_0$-semigroup of contraction type on $(E, \| \cdot\|)$. We consider the following stochastic convolution process \begin{align*} u(t)=\int_0^t\int_ZS(t-s)ξ(s,z)\,\tilde{N}(\mathrm{d} s,\mathrm{d} z), \;\;\; t\geq 0, \end{align*} where $\tilde{N}$ is a compensated Poisson random measure on a measurable space $(Z,\mathcal{Z})$ and $ξ:[0,\infty)\timesΩ\times Z\rightarrow E$ is an $\mathbb{F}\otimes \mathcal{Z}$-predictable function. We prove that there exists a càdlàg modification a $\tilde{u}$ of the process $u$ which satisfies the following maximal inequality \begin{align*} \mathbb{E} \sup_{0\leq s\leq t} \|\tilde{u}(s)\|^{q^\prime}\leq C\ \mathbb{E} \left(\int_0^t\int_Z \|ξ(s,z) \|^{p}\,N(\mathrm{d} s,\mathrm{d} z)\right)^{\frac{q^\prime}{p}}, \end{align*} for all $ q^\prime \geq q$ and $1<p\leq 2$ with $C=C(q,p)$.

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Copulas in Hilbert spaces

In this article, the concept of copulas is generalised to infinite dimensional Hilbert spaces. We show one direction of Sklar's theorem and explain that the other direction fails in infinite dimensional Hilbert spaces. We derive a necessary and sufficient condition which allows to state this direction of Sklar's theorem in Hilbert spaces. We consider copulas with densities and specifically construct copulas in a Hilbert space by a family of pairwise copulas with densities.

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Analytic properties of Markov semigroup generated by Stochastic Differential Equations driven by Lévy processes

We consider the stochastic differential equations of the form \begin{equation*} \begin{cases} dX^ x(t) = σ(X(t-)) dL(t) \\ X^ x(0)=x,\quad x\in\mathbb{R}^ d, \end{cases} \end{equation*} where $σ:\mathbb{R}^ d\to \mathbb{R}^ d$ is Lipschitz continuous and $L=\{L(t):t\ge 0\}$ is a Lévy process. Under this condition on $σ$ it is well known that the above problem has a unique solution $X$. Let $(\mathcal{P}_{t})_{t\ge0}$ be the Markovian semigroup associated to $X$ defined by $( \mathcal{P}_t f) (x) := \mathbb{E} [ f(X^ x(t))]$, $t\ge 0$, $x\in \mathbb{R}^d$, $f\in \mathcal{B}_b(\mathbb{R}^d)$. Let $B$ be a pseudo--differential operator characterized by its symbol $q$. Fix $ρ\in\mathbb{R}$. In this article we investigate under which conditions on $σ$, $L$ and $q$ there exist two constants $γ>0$ and $C>0$ such that $$ \lvert B \mathcal{P}_t u \rvert_{H^ρ_2} \le C \, t^{-γ} \,\lvert u \rvert_{H^ρ_2}, \quad \forall u \in {H^ρ_2}(\mathbb{R}^d ),\, t>0. $$

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Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type

In this paper we prove the existence and uniqueness of maximal strong (in PDE sense) solution to several stochastic hydrodynamical systems on unbounded and bounded domains of $\mathbb{R}^n$, $n=2,3$. This maximal solution turns out to be a global one in the case of 2D stochastic hydrodynamical systems. Our framework is general in the sense that it allows us to solve the Navier-Stokes equations, MHD equations, Magnetic Bénard problems, Boussinesq model of the Bénard convection, Shell models of turbulence and the Leray-$α$ model with jump type perturbation. Our goal is achieved by proving general results about the existence of maximal and global solution to an abstract stochastic partial differential equations with locally Lipschitz continuous coefficients. The method of the proofs are based on some truncation and fixed point methods.

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On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution

We investigate the stochastic evolution equations describing the motion of a Non-Newtonian fluids excited by multiplicative noise of Lévy type. By making use of Galerkin approximation we can prove that the system has a global (probabilistic) strong solution. This solution is unique and we also prove that the sequence of Galerkin solution converges to this unique solution in mean square.

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Uniqueness in Law of the stochastic convolution process driven by Lévy noise

We will give a proof of the following fact. If $\mathfrak{A}_1$ and $\mathfrak{A}_2$, $\tilde η_1$ and $\tilde η_2$, $ξ_1$ and $ξ_2$ are two examples of filtered probability spaces, time homogeneous compensated Poisson random measures, and progressively measurable Banach space valued processes such that the laws on $L^p([0,T],{L}^{p}(Z,ν;E))\times \CM_I([0,T]\times Z)$ of the pairs $(ξ_1,η_1)$ and $(ξ_2,η_2)$ %, $i=1,2$, are equal, and $u_1$ and $u_2$ are the corresponding stochastic convolution processes, then the laws on $ (\DD([0,T];X)\cap L^p([0,T];B)) \times L^p([0,T],{L}^{p}(Z,ν;E))\times \CM_I([0,T]\times Z) $, where $B \subset E \subset X$, of the triples $(u_i,ξ_i,η_i)$, $i=1,2$, are equal as well. By $\DD([0,T];X)$ we denote the Skorokhod space of $X$-valued processes.

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Convergence analysis of sectional methods for solving aggregation population balance equations: The fixed pivot technique

In this paper, we introduce the convergence analysis of the fixed pivot technique given by S.Kumar and Ramkrishna \cite{Kumar:1996-1} for the nonlinear aggregation population balance equations which are of substantial interest in many areas of science: colloid chemistry, aerosol physics, astrophysics, polymer science, oil recovery dynamics, and mathematical biology. In particular, we investigate the convergence for five different types of uniform and non-uniform meshes which turns out that the fixed pivot technique is second order convergent on a uniform and non-uniform smooth meshes. Moreover, it yields first order convergence on a locally uniform mesh. Finally, the analysis exhibits that the method does not converge on an oscillatory and non-uniform random meshes. Mathematical results of the convergence analysis are also demonstrated numerically.

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