Showing papers by "Nicolas Fournier published in 2008"

Absolute continuity for some one-dimensional processes

Abstract: We introduce an elementary method for proving the absolute continuity of the time marginals of one-dimensional processes. It is based on a comparison between the Fourier transform of such time marginals with those of the one-step Euler approximation of the underlying process. We obtain some absolute continuity results for stochastic differential equations with H\"{o}lder continuous coefficients. Furthermore, we allow such coefficients to be random and to depend on the whole path of the solution. We also show how it can be extended to some stochastic partial differential equations and to some L\'{e}vy-driven stochastic differential equations. In the cases under study, the Malliavin calculus cannot be used, because the solution in generally not Malliavin differentiable.

On the Uniqueness for the Spatially Homogeneous Boltzmann Equation with a Strong Angular Singularity

Abstract: We prove an inequality on the Wasserstein distance with quadratic cost between two solutions of the spatially homogeneous Boltzmann equation without angular cutoff, from which we deduce some uniqueness results. In particular, we obtain a local (in time) well-posedness result in the case of (possibly very) soft potentials. A global well-posedness result is shown for all regularized hard and soft potentials without angular cutoff. Our uniqueness result seems to be the first one applying to a strong angular singularity, except in the special case of Maxwell molecules.

Well-posedness of the spatially homogeneous Landau equation for soft potentials

Abstract: We consider the spatially homogeneous Landau equation of kinetic theory, and provide a differential inequality for the Wasserstein distance with quadratic cost between two solutions. We deduce some well-posedness results. The main difficulty is that this equation presents a singularity for small relative velocities. Our uniqueness result is the first one in the important case of soft potentials. Furthermore, it is almost optimal for a class of moderately soft potentials, that is for a moderate singularity. Indeed, in such a case, our result applies for initial conditions with finite mass, energy, and entropy. For the other moderatley soft potentials, we assume additionnally some moment conditions on the initial data. For very soft potentials, we obtain only a local (in time) well-posedness result, under some integrability conditions. Our proof is probabilistic, and uses a stochastic version of the Landau equation, in the spirit of Tanaka.

Particle approximation of some Landau equations

Abstract: We consider a class of nonlinear partial-differential equations, including the spatially homogeneous Fokker-Planck-Landau equation for Maxwell (or pseudo-Maxwell) molecules. Continuing the work of Fontbona-Guerin-Meleard, we propose a probabilistic interpretation of such a P.D.E. in terms of a nonlinear stochastic differential equation driven by a standard Brownian motion. We derive a numerical scheme, based on a system of $n$ particles driven by $n$ Brownian motions, and study its rate of convergence. We finally deal with the possible extension of our numerical scheme to the case of the Landau equation for soft potentials, and give some numerical results.

A new regularization possibility for the Boltzmann equation with soft potentials

Abstract: We consider a simplified Boltzmann equation: spatially homogeneous, two-dimensional, radially symmetric, with Grad's angular cutoff, and linearized around its initial condition. We prove that for a sufficiently singular velocity cross section, the solution may become instantaneously a function, even if the initial condition is a singular measure. To our knowledge, this is the first regularization result in the case with cutoff: all the previous results were relying on the non-integrability of the angular cross section. Furthermore, our result is quite surprising: the regularization occurs for initial conditions that are not too singular, but also not too regular. The objective of the present work is to explain that the singularity of the velocity cross section, which is often considered as a (technical) obstacle to regularization, seems on the contrary to help the regularization.

Asymptotics of one-dimensional forest fire processes

Abstract: We consider the so-called one-dimensional forest fire process. At each site of $\mathbb{Z}$, a tree appears at rate $1$. At each site of $\mathbb{Z}$, a fire starts at rate ${\lambda}>0$, immediately destroying the whole corresponding connected component of trees. We show that when ${\lambda}$ is made to tend to $0$ with an appropriate normalization, the forest fire process tends to a uniquely defined process, the dynamics of which we precisely describe. The normalization consists of accelerating time by a factor $\log(1/{\lambda})$ and of compressing space by a factor ${\lambda}\log(1/{\lambda})$. The limit process is quite simple: it can be built using a graphical construction and can be perfectly simulated. Finally, we derive some asymptotic estimates (when ${\lambda}\to0$) for the cluster-size distribution of the forest fire process.