Optimal linear drift for the speed of convergence of an hypoelliptic diffusion
Texte intégral
Figure
Documents relatifs
The next section discusses the in fl uence of Brazil’s policy network on institutional changes in the FAO and CPLP, and the third section describes the design and di ff usion of
For the specific case of spherical functions and scale-invariant algorithm, it is proved using the Law of Large Numbers for orthogonal variables, that the linear conver- gence
In [5], for q = ρ = +∞, starting from a similar decomposition (actually the term involving the modulus of the heat kernel with respect to the forward time variable is written with
[6] devise a numerical scheme for (1.1) in dimension two on basis of the gradient flow structure, using the hydrodynamical formulation of the Wasserstein distance [3] instead of
Nonconvex variational problem, calculus of variations, relaxed variational problems, rank-1 convex envelope, microstructure, iterative algorithm.. 1 Department of
Obtaining hypoelliptic estimates like (1.2) for a large class of transport operators would allow to understand the global phenomena of transmission of regularity illustrated in
For a general diffusion operator, it is not possible to interpret the finite element scheme as a finite volume scheme with a two point finite difference approximation of the fluxes
Temps local d'une diusion en milieu aléatoire Vallée standard. 1