arXiv subjects
Publications and source records attributed to M. Neklyudov.
In this paper we will show that the solution of 1D stochastic parabolic equation with additive noise converges to a martingale (independent upon space variable) when we rescale noise at the extremum points of the process.
We prove the existence of a global solution for the filament equation with inital condition given by a geometric rough path in the sense of Lyons (1998).Our work gives a positive answer to a question left open in recent publications: Berselli and Gubinelli (2007) showed the existence of global solution for a smooth initial condition while Bessaih, Gubinelli, Russo (2005) proved the existence of a local solution for a general initial condition given by a rough path.
We analyse certain degenerate infinite dimensional sub-elliptic generators, and obtain estimates on the long-time behaviour of the corresponding Markov semigroups that describe a certain model of heat conduction. In particular, we establish ergodicity of the system for a family of invariant measures, and show that the optimal rate of convergence to equilibrium is polynomial. Consequently, there is no spectral gap, but a Liggett-Nash type inequality is shown to hold.
The aim of this article is to study the asymptotic behaviour for large times of solutions to a certain class of stochastic partial differential equations of parabolic type. In particular, we will prove the backward uniqueness result and the existence of the spectral limit for abstract SPDEs and then show how these results can be applied to some concrete linear and nonlinear SPDEs. For example, we will consider linear parabolic SPDEs with gradient noise and stochastic NSEs with multiplicative noise. Our results generalize the results proved in \cite{[Ghidaglia-1986]} for deterministic PDEs.
In this article we show that three dimensional vector advection equation is self dual in certain sense defined below. As a consequence, we infer classical result of Serrin of existence of strong solution of Navier-Stokes equation. Also we deduce Feynman-Kac type formula for solution of the vector advection equation and show that the formula is not unique i.e. there exist flows which differ from standard flow along which vorticity is conserved.
In this article I will prove new representation for the Levi-Civita connection in terms of the stochastic flow corresponding to Brownian motion on manifold.