Intégrale de Lebesgue | EPFL Graph Search

En mathématiques, l’intégrale de Lebesgue désigne à la fois une théorie relative à l'intégration et à la mesure, et le résultat de l'intégration d'une fonction à valeurs réelles définie sur \mathbb{R} (ou sur \mathbb{R}^n) muni de la mesure de Lebesgue. Généralisant l'intégrale de Riemann, l'intégrale de Lebesgue joue un rôle important en analyse, en théorie des probabilités et dans beaucoup d'autres domaines des mathématiques. Dans les cas simples, l'intégrale d'une fonction positive f peut être vue comme l'aire comprise entre l'axe des x (l'axe horizontal) et la courbe de la fonction f. En étendant cette notion, la construction de l'intégrale de Lebesgue s’applique à un ensemble plus riche de fonctions définies sur des espaces plus généraux que \mathbb R ou \mathbb R^n. Intérêt pratique de l'intégrale de Lebesgue Après la construction de l'intégrale de Cauchy-Riemann, l’intérêt s

Stochastic partial differential equations driven by Lévy white noises

Thomas Marie Jean-Baptiste Humeau

We study various aspects of stochastic partial differential equations driven by Lévy white noise. This driving noise, which is a generalization of Gaussian white noise, can be viewed either as a generalized random process or as an independently scattered random measure. After unifying these approaches and establishing appropriate stochastic integral representations, we show that a necessary and sufficient condition for a Lévy white noise to have values in the space of tempered Schwartz distributions, is that the underlying Lévy measure have a positive absolute moment. In the case of a linear stochastic partial differential equation with a general differential operator and driven by a symmetric pure jump Lévy white noise, we show that when the mild solution is locally Lebesgue integrable, then it is equal to the generalized solution, and that a random field representation exists for the generalized solution if and only if the fundamental solution of the operator has certain integrability properties. In that case, we show that the random field representation is equal to the mild solution. For this purpose, a new stochastic Fubini theorem is proved. These results are applied to the linear stochastic heat and wave equations driven by a symmetric alpha-stable noise. We then study the non-linear stochastic heat equation driven by a general type of Lévy white noise, possibly with heavy tails and non-summable small jumps. Our framework includes in particular the alpha-stable noise. In the case of the equation on the whole space, we show that the law of the solution that we construct does not depend on the space variable. Then we show in various domains D that the solution u to the stochastic heat equation is such that t -> u(t,·) has a càdlàg version in a fractional Sobolev space of order r < -d /2. Finally, we show that the partial functions have a continuous version under some optimal moment conditions. In the alpha-stable case, we show that for the choices of alpha for which this moment condition is not satisfied, the sample paths of the partial functions are unbounded on any non-empty open subset.

EPFL2017

Existence of solutions to a non-variational singular elliptic system with unbounded weights

Linda Maria De Cave

In this paper we prove an existence result for the following singular elliptic system {z > 0 in Omega, z is an element of W-0(iota,p)(Omega) : -Delta(p)z = a(x)z(q-iota)u(theta) , u > 0 in Omega, u is an element of W-0(iota,p)(Omega) : -Delta(p)u = b(x)z(q)u(theta-iota) , where Omega is a bounded open set in R-N (N >= 2), -Delta(p) is the p-laplacian operator, a(x) and b(x) are suitable Lebesgue functions and q > 0, 0 < theta < 1, p > 1 are positive parameters satisfying suitable assumptions. (C) 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

Wiley-V C H Verlag Gmbh2017

A 1D Model For A Closed Rigid Filament In Stokes Flow

Philippe Caussignac

We adapt an existing asymptotic method to set up a one-dimensional model for the fall of a closed filament in an in finite fluid in the Stokes regime. Starting from the single-layer integral representation of the fluid velocity around the filament, we get, for a very slender filament, a Fredholm integral equation on the filament centerline. From this equation, we can compute the drag and force acting on the filament and consequently the resistance matrix. The integral equation is discretized with a collocation method. The study of a scalar model problem yields existence and uniqueness results together with an error estimate for the discretization scheme. Then, we compare the resistance matrix of thin ideal knots obtained from the discretization of the present model to a boundary element method; numerical convergence results and a good agreement of both methods validate our model.

2009

Stochastic partial differential equations driven by Lévy white noises

Thomas Marie Jean-Baptiste Humeau

EPFL2017