Search results for "60J55"

showing 3 items of 3 documents

From Feynman–Kac formulae to numerical stochastic homogenization in electrical impedance tomography

2016

In this paper, we use the theory of symmetric Dirichlet forms to derive Feynman–Kac formulae for the forward problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities corresponding to different electrode models on bounded Lipschitz domains. Subsequently, we employ these Feynman–Kac formulae to rigorously justify stochastic homogenization in the case of a stochastic boundary value problem arising from an inverse anomaly detection problem. Motivated by this theoretical result, we prove an estimate for the speed of convergence of the projected mean-square displacement of the underlying process which may serve as the theoretical foundation for the de…

65C05Statistics and Probability65N21stochastic homogenizationquantitative convergence result01 natural sciencesHomogenization (chemistry)78M40general reflecting diffusion process010104 statistics & probabilitysymbols.namesakeFeynman–Kac formula60J4535Q60Applied mathematicsFeynman diagramBoundary value problemSkorohod decomposition0101 mathematicsElectrical impedance tomographyBrownian motionMathematicsrandom conductivity field65N75010102 general mathematicsFeynman–Kac formulaLipschitz continuityBounded functionstochastic forward problemsymbols60J55Statistics Probability and Uncertainty60H30electrical impedance tomographyThe Annals of Applied Probability
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Infinite rate mutually catalytic branching in infinitely many colonies: The longtime behavior

2012

Consider the infinite rate mutually catalytic branching process (IMUB) constructed in [Infinite rate mutually catalytic branching in infinitely many colonies. Construction, characterization and convergence (2008) Preprint] and [Ann. Probab. 38 (2010) 479-497]. For finite initial conditions, we show that only one type survives in the long run if the interaction kernel is recurrent. On the other hand, under a slightly stronger condition than transience, we show that both types can coexist.

Statistics and ProbabilityPure mathematicsProbability (math.PR)coexistenceType (model theory)Characterization (mathematics)Branching (polymer chemistry)Trotter productstochastic differential equationsLévy noisesegregation of typesStochastic differential equationKernel (algebra)Mutually catalytic branching60G1760K35Convergence (routing)FOS: Mathematics60J6560J55PreprintStatistics Probability and UncertaintyMathematics - ProbabilityMathematicsBranching processThe Annals of Probability
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Rough linear PDE's with discontinuous coefficients - existence of solutions via regularization by fractional Brownian motion

2020

We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a regularizing effect on the equations in the sense that we can prove existence of solutions for almost all paths of the fractional Brownian motion.

Statistics and ProbabilityFractional Brownian motion010102 general mathematicsMathematical analysisProbability (math.PR)fractional Brownian motionlocal times01 natural sciencesRegularization (mathematics)VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410010104 statistics & probabilityDeterministic equation60H05FOS: Mathematics60H1560J5560H1060G220101 mathematicsStatistics Probability and Uncertaintystochastic PDEsrough pathsregularization by noiseMathematics - ProbabilityMathematics
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