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Research onstochastic partial differential equationswith some singularities

Research Project

Project/Area Number 21740067
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionShinshu University

Principal Investigator

XIE Bin  信州大学, ファイバーナノテク国際若手研究者育成拠点, 助教 (50510038)

Project Period (FY) 2009 – 2012
Project Status Completed (Fiscal Year 2012)
Budget Amount *help
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2012: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2011: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2009: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Keywords確率論 / 確率解析 / 確率偏微分方程式 / 爆発時刻 / 確率微分方程式 / Burgers方程式 / ヤング図形 / ヤング図モデル / 非平衡揺動極限 / 爆発問題 / Levyノイズ
Research Abstract

In this project, I mainly did some researches on fundamental problems, explosion and ergodicity for stochastic partial differential equations with different singularities. In particular, I found that appropriate noise can delay the blow-up time of a nonlinear stochastic partial differential equation, deduced the well-knows Bismut-Elworthy formula for stochastic differential equations with Levy time noise. Moreover, as joint work, we deduced some new stochastic partial differential equations by the study of the fluctuation of two dimensional evolutionary Young diagrams.

Report

(5 results)
  • 2012 Annual Research Report   Final Research Report ( PDF )
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (35 results)

All 2012 2011 2010 2009

All Journal Article (10 results) (of which Peer Reviewed: 10 results) Presentation (25 results) (of which Invited: 2 results)

  • [Journal Article] On a Burgers type nonlinear equation perturbed by a pure jump Levy noise in R^d2012

    • Author(s)
      J-L. Wu, Bin Xie
    • Journal Title

      Bull. Sci. Math

      Volume: no.5 Issue: 5 Pages: 484-5061

    • DOI

      10.1016/j.bulsci.2011.07.015

    • Related Report
      2012 Annual Research Report 2012 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Impulsive noise driven 1-dimensional higher order fractional partial differential equations2012

    • Author(s)
      Bin Xie
    • Journal Title

      Stoch. Anal. Appl

      Volume: 30, no. 1 Issue: 1 Pages: 122-145

    • DOI

      10.1080/07362994.2012.628917

    • Related Report
      2012 Annual Research Report 2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] Impacts of Gaussian noises on the blow-up times of nonlinear stochastic partial differential equations, Nonlinear Anal2012

    • Author(s)
      Min Niu, Bin Xie
    • Journal Title

      Real World Appl

      Volume: 13, no. 3 Issue: 3 Pages: 1346-1352

    • DOI

      10.1016/j.nonrwa.2011.10.011

    • Related Report
      2012 Annual Research Report 2012 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Uniqueness of Invariant Measures of Infinite Dimensional Stochastic Differential Equations Driven by Levy Noises2012

    • Author(s)
      Bin Xie
    • Journal Title

      Potential Anal

      Volume: 36, no. 1 Issue: 1 Pages: 35-66

    • DOI

      10.1007/s11118-011-9220-6

    • Related Report
      2012 Annual Research Report 2012 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The growth estimates for direction dependent random fields2010

    • Author(s)
      Bin Xie
    • Journal Title

      Far East J. Math. Sci. (FJMS)

      Volume: 44, no. 2 Pages: 181-195

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] Regularity of a fractional partial differential equation driven by space-time white noise.2010

    • Author(s)
      M. Niu, B. Xie
    • Journal Title

      Proc. Amer. Math. Soc.

      Volume: 138), no. 4 Issue: 4 Pages: 1479-1489

    • DOI

      10.1090/s0002-9939-09-10197-1

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] Regularity of a fractional partial differential equation driven by space-time white noise2010

    • Author(s)
      M.Niu, B.Xie
    • Journal Title

      Proc.Amer.Math.Soc.

      Volume: 138 Pages: 1479-1489

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The growth estimates for direction dependent random fields2010

    • Author(s)
      B.Xie
    • Journal Title

      Far East Jour.Math.Science

      Volume: 44, No 2 Pages: 181-195

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A stochastic heat equation with the distributions of Levy processes as its invariant measures.2009

    • Author(s)
      T. Funaki, B. Xie
    • Journal Title

      Stochastic Process. Appl

      Volume: 119, no. 2 Issue: 2 Pages: 307-326

    • DOI

      10.1016/j.spa.2008.02.007

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] A stochastic heat equation with the distributions of Levy processes as its invariant measures.2009

    • Author(s)
      舟木直久・謝賓
    • Journal Title

      Stochastic process.Appl. 119

      Pages: 307-326

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Presentation] On stochastic entropy solutions to stochastic fractal Burgers equations2012

    • Author(s)
      B. Xie
    • Organizer
      IGK Probability Seminar
    • Place of Presentation
      Bielefeld University, Germany.
    • Year and Date
      2012-08-25
    • Related Report
      2012 Final Research Report
  • [Presentation] Stochastic Fractal Burgers type equations with conservation laws2012

    • Author(s)
      B. Xie
    • Organizer
      June, The 5th Japanese-German International Workshop on Mathematical Fluid Dynamics
    • Place of Presentation
      Waseda University, Japan
    • Year and Date
      2012-06-14
    • Related Report
      2012 Final Research Report
  • [Presentation] Fluctuations in an Evolutional Model of Two-Dimensional Young Diagrams2012

    • Author(s)
      B. Xie
    • Place of Presentation
      Peking University.
    • Year and Date
      2012-03-19
    • Related Report
      2012 Final Research Report
  • [Presentation] Fluctuations in an Evolutional Model of Two-Dimensional Young Diagrams2012

    • Author(s)
      B.Xie
    • Organizer
      Probability Seminar
    • Place of Presentation
      Beijing,中国(招待講演)
    • Year and Date
      2012-03-19
    • Related Report
      2011 Annual Research Report
  • [Presentation] Entropy solution for the stochastic fractal Burgers equation2012

    • Author(s)
      B.Xie
    • Organizer
      数理物理と確率解析
    • Place of Presentation
      湘南国際村センター(招待講演)
    • Year and Date
      2012-03-13
    • Related Report
      2011 Annual Research Report
  • [Presentation] On stochastic entropy solutions to stochastic fractal Burgers equations2012

    • Author(s)
      B. Xie
    • Organizer
      IGK Probability Seminar
    • Place of Presentation
      Bielefeld University
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Stochastic Fractal Burgers type equations with conservation laws2012

    • Author(s)
      B. Xie
    • Organizer
      The 5th Japanese-German International Workshop on Mathematical Fluid Dynamics
    • Place of Presentation
      Waseda University
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Some limit problems to dynamics of Young diagram models2011

    • Author(s)
      B. Xie
    • Organizer
      Probability Seminar
    • Place of Presentation
      Bielefeld University, Germany
    • Year and Date
      2011-10-11
    • Related Report
      2012 Final Research Report
  • [Presentation] Some limit problems to dynamics of Young diagram models2011

    • Author(s)
      B.Xie
    • Organizer
      Probability Seminar
    • Place of Presentation
      Bielefeld,ドイツ(招待講演)
    • Year and Date
      2011-10-11
    • Related Report
      2011 Annual Research Report
  • [Presentation] Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Levy noises2011

    • Author(s)
      B.Xie
    • Organizer
      35th Conference on Stochastic Processes and their Applications
    • Place of Presentation
      Oaxaca, Mexico(招待講演)
    • Year and Date
      2011-06-20
    • Related Report
      2011 Annual Research Report
  • [Presentation] The fluctuation for the dynamics of two dimensional Young diagrams associated with the restricted uniform statistics2011

    • Author(s)
      B. Xie
    • Organizer
      Chern Institute of Mathematics
    • Place of Presentation
      Nankai University, Tianjin, China
    • Year and Date
      2011-04-28
    • Related Report
      2012 Final Research Report
  • [Presentation] Non-equilibrium fluctuations for an evolutional model of 2-D Young diagrams2011

    • Author(s)
      B. Xie
    • Organizer
      Institute of Mathematics
    • Place of Presentation
      Academia Sinica, Taiwai
    • Year and Date
      2011-03-07
    • Related Report
      2012 Final Research Report
  • [Presentation] Non-equilibrium fluctuations for an evolutional model of 2-D Young diagrams2011

    • Author(s)
      謝賓
    • Organizer
      Institute of Mathematics, Academia Sinica
    • Place of Presentation
      Taiwan
    • Year and Date
      2011-03-07
    • Related Report
      2010 Annual Research Report
  • [Presentation] Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Levy noises2011

    • Author(s)
      B. Xie
    • Organizer
      35th Conference on Stochastic Processes and their Applications
    • Place of Presentation
      Oaxaca, Mexico
    • Related Report
      2012 Final Research Report
  • [Presentation] Ergodicity of infinite dimensional stochastic differential equations with jump noises2010

    • Author(s)
      謝賓
    • Organizer
      34^<th> conference on Stochastic processes and their applications
    • Place of Presentation
      大阪
    • Year and Date
      2010-09-06
    • Related Report
      2010 Annual Research Report
  • [Presentation] An SPDE with the laws of Levy processes as its invariant measures2010

    • Author(s)
      謝賓
    • Organizer
      Okayama Analysis and Probability Seminar
    • Place of Presentation
      岡山大学理学部
    • Year and Date
      2010-08-27
    • Related Report
      2010 Annual Research Report
  • [Presentation] An SPDE with the laws of Levy processes as its invariant measures2010

    • Author(s)
      B. Xie
    • Organizer
      Isaac Newton Institute for Mathematical Sciences
    • Place of Presentation
      UK
    • Year and Date
      2010-06-18
    • Related Report
      2012 Final Research Report
  • [Presentation] An SPDE with the laws of Levy processes as its invariant measures2010

    • Author(s)
      謝賓
    • Organizer
      Isaac Newton Institute for Mathematical Sciences
    • Place of Presentation
      Isaac Newton Institute for Mathematical Sciences
    • Year and Date
      2010-06-18
    • Related Report
      2010 Annual Research Report
  • [Presentation] trong Feller property and irreducibility of stochastic differential equations driven by Levy noises2010

    • Author(s)
      B. Xie
    • Place of Presentation
      University of Loughborough, UK.
    • Year and Date
      2010-02-25
    • Related Report
      2012 Final Research Report
  • [Presentation] An SPDE with the distributions of Levy processes as its invariant measures2010

    • Author(s)
      B. Xie
    • Place of Presentation
      University of Manchester, UK
    • Year and Date
      2010-02-15
    • Related Report
      2012 Final Research Report
  • [Presentation] An SPDE with the distributions of Levy processes as its invariant measures2010

    • Author(s)
      謝賓
    • Organizer
      School of Mathematics, Manchester University
    • Place of Presentation
      Manchester, UK
    • Year and Date
      2010-02-15
    • Related Report
      2009 Annual Research Report
  • [Presentation] Impulsive noise driven fractional partial differential equations2009

    • Author(s)
      謝賓
    • Organizer
      VIIIth workshop on Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      東京大学大学院数理科学研究科
    • Year and Date
      2009-10-07
    • Related Report
      2009 Annual Research Report
  • [Presentation] Uniqueness of invariant measures of infinite dimensional stochastic differential equations with jump noise2009

    • Author(s)
      謝賓
    • Organizer
      33^<rd> Conference on Stochastic processes and their applications
    • Place of Presentation
      Berlin, German
    • Year and Date
      2009-06-27
    • Related Report
      2009 Annual Research Report
  • [Presentation] A singular SPDE and its invariant measures2009

    • Author(s)
      B. Xie
    • Organizer
      Seminar in Department of Mathematics University of Tennessee
    • Place of Presentation
      USA
    • Year and Date
      2009-04-16
    • Related Report
      2012 Final Research Report
  • [Presentation] Impulsive noise driven fractional partial differential equations2009

    • Author(s)
      B. Xie
    • Organizer
      VIIIth workshop on Stochastic Analysis on Large Scale Interacting Systems
    • Place of Presentation
      The University of Tokyo
    • Related Report
      2012 Final Research Report

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Published: 2009-04-01   Modified: 2019-07-29  

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