On the time evolution of Bernstein processes associated with a class of parabolic equations

In this article dedicated to the memory of Igor D. Chueshov, I first summarize in a few words the joint results that we obtained over a period of six years regarding the long-time behavior of solutions to a class of semilinear stochastic parabolic partial differential equations. Then, as the beautiful interplay between partial differential equations and probability theory always was close to Igor's heart, I present some new results concerning the time evolution of certain Markovian Bernstein processes naturally associated with a class of deterministic linear parabolic partial differential equations. Particular instances of such processes are certain conditioned Ornstein-Uhlenbeck processes, generalizations of Bernstein bridges and Bernstein loops, whose laws may evolve in space in a non trivial way. Specifically, I examine in detail the time development of the probability of finding such processes within two-dimensional geometric shapes exhibiting spherical symmetry. I also define a Faedo-Galerkin scheme whose ultimate goal is to allow approximate computations with controlled error terms of the various probability distributions involved

Dewetting of solid films with substrate mediated evaporation

The dewetting dynamics of an ultrathin film is studied in the presence of evaporation - or reaction - of adatoms on the substrate. KMC simulations are in good agreement with an analytical model with diffusion, rim facetting, and substrate sublimation. As sublimation is increased, we find a transition from the usual dewetting regime where the front slows down with time, to a sublimation-controlled regime where the front velocity is approximately constant. The rim width exhibits an unexpected non-monotonous behavior, with a maximum in time.Comment: 6 pages, 6 figure

Poisson approximation for large-contours in low-temperature Ising models

We consider the contour representation of the infinite volume Ising model at low temperature. Fix a subset V of Z^d, and a (large) N such that calling G_{N,V} the set of contours of length at least N intersecting V, there are in average one contour in G_{N,V} under the infinite volume "plus" measure. We find bounds on the total variation distance between the law of the contours of lenght at least N intersecting V under the "plus" measure and a Poisson process. The proof builds on the Chen-Stein method as presented by Arratia, Goldstein and Gordon. The control of the correlations is obtained through the loss-network space-time representation of contours due to Fernandez, Ferrari and Garcia.Comment: 10 pages, to appear in Physica

Commensurable continued fractions

We compare two families of continued fractions algorithms, the symmetrized Rosen algorithm and the Veech algorithm. Each of these algorithms expands real numbers in terms of certain algebraic integers. We give explicit models of the natural extension of the maps associated with these algorithms; prove that these natural extensions are in fact conjugate to the first return map of the geodesic flow on a related surface; and, deduce that, up to a conjugacy, almost every real number has an infinite number of common approximants for both algorithms.Comment: 41 pages, 10 figure

Mild Solutions for a Class of Fractional SPDEs and Their Sample Paths

In this article we introduce and analyze a notion of mild solution for a class of non-autonomous parabolic stochastic partial differential equations defined on a bounded open subset $D\subset\mathbb{R}^{d}$ and driven by an infinite-dimensional fractional noise. The noise is derived from an $L^{2}(D)$-valued fractional Wiener process $W^{H}$ whose covariance operator satisfies appropriate restrictions; moreover, the Hurst parameter $H$ is subjected to constraints formulated in terms of $d$ and the H\"{o}lder exponent of the derivative $h^\prime$ of the noise nonlinearity in the equations. We prove the existence of such solution, establish its relation with the variational solution introduced in \cite{nuavu} and also prove the H\"{o}lder continuity of its sample paths when we consider it as an $L^{2}(D)$--valued stochastic processes. When $h$ is an affine function, we also prove uniqueness. The proofs are based on a relation between the notions of mild and variational solution established in Sanz-Sol\'e and Vuillermot 2003, and adapted to our problem, and on a fine analysis of the singularities of Green's function associated with the class of parabolic problems we investigate. An immediate consequence of our results is the indistinguishability of mild and variational solutions in the case of uniqueness.Comment: 37 page