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Michael Roeckner

Publications and source records attributed to Michael Roeckner.

12 recordsLinked to original sources

Nonlinear Dirichlet forms associated with quasiregular mappings

If $({\cal E}, {\cal D})$ is a symmetric, regular, strongly local Dirichlet form on $L^2 (X,m)$, admitting a carré du champ operator $Γ$, and $p>1$ is a real number, then one can define a nonlinear form ${\cal E}^p$ by the formula $$ {\cal E}^p(u,v) = \int_{X} Γ(u)^\frac{p-2}{2} Γ(u,v)dm , $$ where $u$, $v$ belong to an appropriate subspace of the domain ${\cal D}$. We show that ${\cal E}^p$ is a nonlinear Dirichlet form in the sense introduced by P. van Beusekom. We then construct the associated Choquet capacity. As a particular case we obtain the nonlinear form associated with the $p$-Laplace operator on $W_0^{1,p}$. Using the above procedure, for each $n$-dimensional quasiregular mapping $f$ we construct a nonlinear Dirichlet form ${\cal E}^n$ ($p=n$) such that the components of $f$ become harmonic functions with respect to ${\cal E}^n$. Finally, we obtain Caccioppoli type inequalities in the intrinsic metric induced by ${\cal E}$, for harmonic functions with respect to the form ${\cal E}^p$.

math.AP

Strong uniqueness for Dirichlet operators related to stochastic quantization under exponential/trigonometric interactions on the two-dimensional torus

We consider space-time quantum fields with exponential/trigonometric interactions. In the context of Euclidean quantum field theory, the former and the latter are called the Hoegh-Krohn model and the Sine-Gordon model, respectively. The main objective of the present paper is to construct infinite dimensional diffusion processes which solve modified stochastic quantization equations for these quantum fields on the two-dimensional torus by the Dirichlet form approach and to prove strong uniqueness of the corresponding Dirichlet operators.

math.PR

Absolutely continuous solutions for continuity equations in Hilbert spaces

We prove existence of solutions to continuity equations in a separable Hilbert space. We look for solutions which are absolutely continuous with respect to a reference measure γwhich is Fomin-differentiable with exponentially integrable partial logarithmic derivatives. We describe a class of examples to which our result applies and for which we can prove also uniqueness. Finally, we consider the case where γis the invariant measure of a reaction-diffusion equation and prove uniqueness of solutions in this case. We exploit that the gradient operator D_x is closable with respect to L^p(H,γ) and a recent formula for the commutator D_xP_t - P_tD_x where P_t is the transition semigroup corresponding to the reaction-diffusion equation, [DaDe14]. We stress that P_t is not necessarily symmetric in this case. This uniqueness result is an extension to such γof that in [DaFlRo14] where γwas the Gaussian invariant measure of a suitable Ornstein-Uhlenbeck process.

math.PR

Global solutions for random vorticity equations perturbed by gradient dependent noise, in two and three dimensions

The aim of this work is to prove an existence and uniqueness result of Kato-Fujita type for the Navier-Stokes equations, in vorticity form, in $2-D$ and $3-D$, perturbed by a gradient type multiplicative Gaussian noise (for sufficiently small initial vorticity). These equations are considered in order to model hydrodynamic turbulence. The approach was motivated by a recent result by V. Barbu and the second named author in \cite{b1}, that treats the stochastic $3D$-Navier-Stokes equations, in vorticity form, perturbed by linear multiplicative Gaussian noise. More precisely, the equation is transformed to a random nonlinear parabolic equation, as in \cite{b1}, but the transformation is different and adapted to our gradient type noise. Then global unique existence results are proved for the transformed equation, while for the original stochastic Navier-Stokes equations, existence of a solution adapted to the Brownian filtration is obtained up to some stopping time.

math.AP

A mild Ito formula for SPDEs

This article introduces a certain class of stochastic processes, which we suggest to call mild Ito processes, and a new - somehow mild - Ito type formula for such processes. Examples of mild Ito processes are mild solutions of SPDEs and their numerical approximation processes.

math.PR

Phase transitions and quantum effects in anharmonic crystals

The most important recent results in the theory of phase transitions and quantum effects in quantum anharmonic crystals are presented and discussed. In particular, necessary and sufficient conditions for a phase transition to occur at some temperature are given in the form of simple inequalities involving the interaction strength and the parameters describing a single oscillator. The main characteristic feature of the theory is that both mentioned phenomena are described in one and the same setting, in which thermodynamic phases of the model appear as probability measures on path spaces. Then the possibility of a phase transition to occur is related to the existence of multiple phases at the same values of the relevant parameters. Other definitions of phase transitions, based on the non-differentiability of the free energy density and on the appearance of ordering, are also discussed.

cond-mat.stat-mech

Random attractors for a class of stochastic partial differential equations driven by general additive noise

The existence of random attractors for a large class of stochastic partial differential equations (SPDE) driven by general additive noise is established. The main results are applied to various types of SPDE, as e.g. stochastic reaction-diffusion equations, the stochastic $p$-Laplace equation and stochastic porous media equations. Besides classical Brownian motion, we also include space-time fractional Brownian Motion and space-time Lévy noise as admissible random perturbations. Moreover, cases where the attractor consists of a single point are considered and bounds for the speed of attraction are obtained.

math.AP

A Milstein scheme for SPDEs

This article studies an infinite dimensional analog of Milstein's scheme for finite dimensional stochastic ordinary differential equations (SODEs). The Milstein scheme is known to be impressively efficient for SODEs which fulfill a certain commutativity type condition. This article introduces the infinite dimensional analog of this commutativity type condition and observes that a certain class of semilinear stochastic partial differential equation (SPDEs) with multiplicative trace class noise naturally fulfills the resulting infinite dimensional commutativity condition. In particular, a suitable infinite dimensional analog of Milstein's algorithm can be simulated efficiently for such SPDEs and requires less computational operations and random variables than previously considered algorithms for simulating such SPDEs. The analysis is supported by numerical results for a stochastic heat equation and stochastic reaction diffusion equations showing signifficant computational savings.

math.NA

Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case

We consider a possibly degenerate porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion. This equation is motivated by some singular behaviour arising in complex self-organized critical systems. The main idea consists in approximating the equation by equations with monotone non-degenerate coefficients and deriving some new analytical properties of the solution.

math.PR

Scaling limit of stochastic dynamics in classical continuous systems

We investigate a scaling limit of gradient stochastic dynamics associated to Gibbs states in classical continuous systems on ${\mathbb R}^d, d \ge 1$. The aim is to derive macroscopic quantities from a given micro- or mesoscopic system. The scaling we consider has been investigated in \cite{Br80}, \cite{Ro81}, \cite{Sp86}, and \cite{GP86}, under the assumption that the underlying potential is in $C^3_0$ and positive. We prove that the Dirichlet forms of the scaled stochastic dynamics converge on a core of functions to the Dirichlet form of a generalized Ornstein--Uhlenbeck process. The proof is based on the analysis and geometry on the configuration space which was developed in \cite{AKR98a}, \cite{AKR98b}, and works for general Gibbs measures of Ruelle type. Hence, the underlying potential may have a singularity at the origin, only has to be bounded from below, and may not be compactly supported. Therefore, singular interactions of physical interest are covered, as e.g. the one given by the Lennard--Jones potential, which is studied in the theory of fluids. Furthermore, using the Lyons--Zheng decomposition we give a simple proof for the tightness of the scaled processes. We also prove that the corresponding generators, however, do not converge in the $L^2$-sense. This settles a conjecture formulated in \cite{Br80}, \cite{Ro81}, \cite{Sp86}.

math.PR

The heat semigroup on configuration spaces

In this paper, we study properties of the heat semigroup of configuration space analysis. Using a natural ``Riemannian-like'' structure of the configuration space $Γ_X$ over a complete, connected, oriented, and stochastically complete Riemannian manifold $X$ of infinite volume, the heat semigroup $(e^{-tH^Γ})_{t\in\R_+}$ was introduced and studied in [{\it J. Func. Anal.} {\bf 154} (1998), 444--500]. Here, $H^Γ$ is the Dirichlet operator of the Dirichlet form ${\cal E}^Γ$ over the space $L^2(Γ_X,π_m)$, where $π_m$ is the Poisson measure on $Γ_X$ with intensity $m$--the volume measure on $X$. We construct a metric space $Γ_\infty$ that is continuously embedded into $Γ_X$. Under some conditions on the manifold $X$ and we prove that $Γ_\infty$ is a set of full $π_m$ measure. The central results of the paper are two types of Feller properties for the heat semigroup. Next, we give a direct construction of the independent infinite particle process on the manifold $X$, which is a realization of the Brownian motion on the configuration space. The main point here is that we prove that this process can start in every $γ\inΓ_\infty$, will never leave $Γ_\infty$, and has continuous sample path in $Γ_\infty$, provided $\operatorname{dim}X\ge2$. In this case, we also prove that this process is a strong Markov process whose transition probabilities are given by the $¶_{t,γ}(\cdot)$ above. Furthermore, we discuss the necessary changes to be done for constructing the process in the case $\operatorname{dim}X=1$. Finally, as an easy consequence we get a ``path-wise'' construction of the independent particle process on $Γ_\infty$ from the underlying Brownian motion.

math.PR

On a relation between intrinsic and extrinsic Dirichlet forms for interacting particle systems

In this paper we extend the result obtained in \cite{AKR97} (see also \cite {AKR96}) on the representation of the intrinsic pre- Dirichlet form $\mathcal{E}_{π_σ}^Γ$ of the Poisson measure $π_σ$ in terms of the extrinsic one $\mathcal{E}_{π_σ,H_σ^{X}}^{P}$. More precisely, replacing $π_σ$ by a Gibbs measure $μ$ on the configuration space $Γ_{X}$ we derive a relation between the intrinsic pre-Dirichlet form $\mathcal{E}_μ^Γ$ of the measure $μ$ and the extrinsic one $\mathcal{E}_{μ, H_σ^{X}}^{P}$. As a consequence we prove the closability of $\mathcal{E}_μ^Γ$ on $L^{2}(Γ_{X},μ)$ under very general assumptions on the interaction potential of the Gibbs measures $μ$.

math.FA