On the Stochastic Cahn-Hilliard/Allen-Cahn equation - Isaac Newton ...
On the Stochastic Cahn-Hilliard/Allen-Cahn equation - Isaac Newton ...
On the Stochastic Cahn-Hilliard/Allen-Cahn equation - Isaac Newton ...
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Regularity of <strong>the</strong> distribution (continued)<br />
For σ = 1, <strong>the</strong> ”main” term is ɛ1−d/4 since 2 − d/2 > 1 − d/4.<br />
Thus <strong>the</strong> truncated sequence ũn is such that for t > 0,<br />
� t �<br />
|Dz,r ũn(x, t)| 2 dzdr > 0 a.s.<br />
(iv) For σ which does not vanish, write<br />
0<br />
O<br />
Dz,r ũn(x, t) = σ(ũn(x, t))vn(z, r)<br />
where vn(z, r) behaves as <strong>the</strong> previous Malliavin derivative (when σ = 1)<br />
for t > 0,<br />
� t<br />
0<br />
�<br />
O<br />
|Dz,r ũn(x, t)| 2 dzdr > 0 a.s.<br />
ũn(x, t) has a density (Bouleau-Hirsch criterion)<br />
u = ũn on Ωn and P(Ωn) → 1 implies that u(x, t) has a density.<br />
A. Millet (SAMM, Paris 1 and PMA) <strong>Cahn</strong>-<strong>Hilliard</strong>/<strong>Allen</strong>-<strong>Cahn</strong> <strong>equation</strong> Workshop <strong>Stochastic</strong> PDEs 18 / 18