986 resultados para Stochastic partial di erential equations


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A class of semilinear evolution equations of the second order in time of the form u(tt)+Au+mu Au(t)+Au(tt) = f(u) is considered, where -A is the Dirichlet Laplacian, 92 is a smooth bounded domain in R(N) and f is an element of C(1) (R, R). A local well posedness result is proved in the Banach spaces W(0)(1,p)(Omega)xW(0)(1,P)(Omega) when f satisfies appropriate critical growth conditions. In the Hilbert setting, if f satisfies all additional dissipativeness condition, the nonlinear Semigroup of global solutions is shown to possess a gradient-like attractor. Existence and regularity of the global attractor are also investigated following the unified semigroup approach, bootstrapping and the interpolation-extrapolation techniques.

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This paper studies a nonlinear, discrete-time matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behavior. The problem of partial stability, which requires that a specific component of the state of the system converge exponentially, is studied and solved. The convergent state component is strongly linked with the behavior of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties in the noise measurements. We exploit the special features of the system-mainly the connections with linear systems-to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semistability problem.

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Noise is an intrinsic feature of population dynamics and plays a crucial role in oscillations called phase-forgetting quasicycles by converting damped into sustained oscillations. This function of noise becomes evident when considering Langevin equations whose deterministic part yields only damped oscillations. We formulate here a consistent and systematic approach to population dynamics, leading to a Fokker-Planck equation and the associate Langevin equations in accordance with this conceptual framework, founded on stochastic lattice-gas models that describe spatially structured predator-prey systems. Langevin equations in the population densities and predator-prey pair density are derived in two stages. First, a birth-and-death stochastic process in the space of prey and predator numbers and predator-prey pair number is obtained by a contraction method that reduces the degrees of freedom. Second, a van Kampen expansion in the inverse of system size is then performed to get the Fokker-Planck equation. We also study the time correlation function, the asymptotic behavior of which is used to characterize the transition from the cyclic coexistence of species to the ordinary coexistence.

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We report first results from an analysis based on a new multi-hadron correlation technique, exploring jet-medium interactions and di-jet surface emission bias at the BNL Relativistic Heavy Ion Collider (RHIC). Pairs of back-to-back high-transverse-momentum hadrons are used for triggers to study associated hadron distributions. In contrast with two-and three-particle correlations with a single trigger with similar kinematic selections, the associated hadron distribution of both trigger sides reveals no modification in either relative pseudorapidity Delta eta or relative azimuthal angle Delta phi from d + Au to central Au + Au collisions. We determine associated hadron yields and spectra as well as production rates for such correlated back-to-back triggers to gain additional insights on medium properties.

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Yields, correlation shapes, and mean transverse momenta p(T) of charged particles associated with intermediate-to high-p(T) trigger particles (2.5 < p(T) < 10 GeV/c) in d + Au and Au + Au collisions at root s(NN) = 200 GeV are presented. For associated particles at higher p(T) greater than or similar to 2.5 GeV/c, narrow correlation peaks are seen in d + Au and Au + Au, indicating that the main production mechanism is jet fragmentation. At lower associated particle pT < 2 GeV/c, a large enhancement of the near- (Delta phi similar to 0) and away-side (Delta phi similar to pi) associated yields is found, together with a strong broadening of the away-side azimuthal distributions in Au + Au collisions compared to d + Au measurements, suggesting that other particle production mechanisms play a role. This is further supported by the observed significant softening of the away-side associated particle yield distribution at Delta phi similar to pi in central Au + Au collisions.

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We present four estimators of the shared information (or interdepency) in ground states given that the coefficients appearing in the wave function are all real non-negative numbers and therefore can be interpreted as probabilities of configurations. Such ground states of Hermitian and non-Hermitian Hamiltonians can be given, for example, by superpositions of valence bond states which can describe equilibrium but also stationary states of stochastic models. We consider in detail the last case, the system being a classical not a quantum one. Using analytical and numerical methods we compare the values of the estimators in the directed polymer and the raise and peel models which have massive, conformal invariant and nonconformal invariant massless phases. We show that like in the case of the quantum problem, the estimators verify the area law with logarithmic corrections when phase transitions take place.

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With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.

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We present an extensive study of the structural, magnetic, and thermodynamic properties of the two heterometallic oxyborates: Co(2)FeO(2)BO(3) and Ni(2)FeO(2)BO(3). This has been carried out through x-ray diffraction at room temperature (RT) and 150 K, dc and ac magnetic susceptibilities, and specific-heat experiments in single crystals above 2 K. The magnetic properties of these iron ludwigites are discussed in comparison with those of the other two known homometallic ludwigites: Fe(3)O(2)BO(3) and Co(3)O(2)BO(3). In both ludwigites now studied we have found that the magnetic ordering of the Fe(3+) ions occurs at temperatures very near to which they order in Fe(3)O(2)BO(3). A freezing of the divalent ions (Co and Ni) is observed at lower temperatures. Our x-ray diffraction study of both ludwigites at RT and 150 K showed very small ionic disorder in apparent contrast with the freezing of the divalent ion spins. The structural transition that occurs in homometallic Fe(3)O(2)BO(3) has not been found in the present mixed ludwigites in the temperature range investigated.

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The mapping, exact or approximate, of a many-body problem onto an effective single-body problem is one of the most widely used conceptual and computational tools of physics. Here, we propose and investigate the inverse map of effective approximate single-particle equations onto the corresponding many-particle system. This approach allows us to understand which interacting system a given single-particle approximation is actually describing, and how far this is from the original physical many-body system. We illustrate the resulting reverse engineering process by means of the Kohn-Sham equations of density-functional theory. In this application, our procedure sheds light on the nonlocality of the density-potential mapping of density-functional theory, and on the self-interaction error inherent in approximate density functionals.

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Fontanari introduced [Phys. Rev. Lett. 91, 218101 (2003)] a model for studying Muller's ratchet phenomenon in growing asexual populations. They studied two situations, either including a death probability for each newborn or not, but were able to find analytical (recursive) expressions only in the no-decay case. In this Brief Report a branching process formalism is used to find recurrence equations that generalize the analytical results of the original paper besides confirming the interesting effects their simulations revealed.

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We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

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Let P be a linear partial differential operator with analytic coefficients. We assume that P is of the form ""sum of squares"", satisfying Hormander's bracket condition. Let q be a characteristic point; for P. We assume that q lies on a symplectic Poisson stratum of codimension two. General results of Okaji Show that P is analytic hypoelliptic at q. Hence Okaji has established the validity of Treves' conjecture in the codimension two case. Our goal here is to give a simple, self-contained proof of this fact.

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In this paper we establish a method to obtain the stability of periodic travelling-wave solutions for equations of Korteweg-de Vries-type u(t) + u(p)u(x) - Mu(x) = 0, with M being a general pseudodifferential operator and where p >= 1 is an integer. Our approach uses the theory of totally positive operators, the Poisson summation theorem, and the theory of Jacobi elliptic functions. In particular we obtain the stability of a family of periodic travelling waves solutions for the Benjamin Ono equation. The present technique gives a new way to obtain the existence and stability of cnoidal and dnoidal waves solutions associated with the Korteweg-de Vries and modified Korteweg-de Vries equations, respectively. The theory has prospects for the study of periodic travelling-wave solutions of other partial differential equations.

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Let A be a unital ring which is a product of possibly infinitely many indecomposable rings. We establish a criteria for the existence of a globalization for a given twisted partial action of a group on A. If the globalization exists, it is unique up to a certain equivalence relation and, moreover, the crossed product corresponding to the twisted partial action is Morita equivalent to that corresponding to its globalization. For arbitrary unital rings the globalization problem is reduced to an extendibility property of the multipliers involved in the twisted partial action.

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We study a general stochastic rumour model in which an ignorant individual has a certain probability of becoming a stifler immediately upon hearing the rumour. We refer to this special kind of stifler as an uninterested individual. Our model also includes distinct rates for meetings between two spreaders in which both become stiflers or only one does, so that particular cases are the classical Daley-Kendall and Maki-Thompson models. We prove a Law of Large Numbers and a Central Limit Theorem for the proportions of those who ultimately remain ignorant and those who have heard the rumour but become uninterested in it.