1,721,085 research outputs found

    Positivity of solutions in a perturbed age-structured model

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    For certain age-structured population models, the cone of positive functions is preserved when the dynamics is perturbed by white noise. Solutions can be forced to assume negative values, even when initial conditions are strictly positive. Necessary and sufficient conditions are expressed under which the solutions are nonnegative

    Absolutely continuous solutions for continuity equations in Hilbert spaces

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    Da Prato G, Flandoli F, Röckner M. Absolutely continuous solutions for continuity equations in Hilbert spaces. Journal de Mathématiques Pures et Appliquées. 2019;128:42-86.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 gamma which 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 gamma is 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, gamma) and a recent formula for the commutator DxPt - PtDx where P-t is the transition semigroup corresponding to the reaction-diffusion equation, [10]. We stress that P-t is not necessarily symmetric in this case. This uniqueness result is an extension to such gamma of that in [12] where gamma was the Gaussian invariant measure of a suitable Ornstein-Uhlenbeck process. (C) 2019 Elsevier Masson SAS. All rights reserved

    Ornstein-Uhlenbeck operators with time periodic coefficients

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    We study the realization of the differential operator u \mapsto u_t - L(t)u in the space of continuous time periodic functions, and in L^2 with respect to its (unique) invariant measure. Here L(t) is an Ornstein-Uhlenbeck operator in R^n, such that L(t+T) = L(t) for each t in R

    BV functions in Hilbert spaces

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    We study the basic theory of BV functions in a Hilbert space X endowed with a (not necessarily Gaussian) probability measure ν. We present necessary and sufficient conditions in order that a function u∈ Lp(X, ν) is of bounded variation. We also discuss the De Giorgi approach to BV functions through the behavior as t→ 0 of ∫X‖∇T(t)u‖dν, for a smoothing semigroup T(t). Particular attention is devoted to the case where u is the indicator function of a sublevel set {x:g(x

    Stochastic viability for regular closed sets in Hilbert spaces

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    We present necessary and su‰cient conditions to guarantee that at least one solution of an infinite dimensional stochastic di¤erential equation, which starts from a regular closed subset K of an Hilbert space, remains in K for all times
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