搜索结果: 1-15 共查到“偏微分方程 stochastic”相关记录21条 . 查询时间(0.029 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Inverse problems for stochastic wave equations
随机波动方程 反问题 随机偏微分方程
2023/4/25
Stochastic wave equations describe wave motion in random environments that is common in realistic situations. In this talk, I will present our recent studies on the inverse source and potential proble...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Carleman estimates for some stochastic partial differential equations and applications
随机 偏微分方程 卡勒曼估计
2023/5/5
This talk is concerned with the controllability, observability and inverse problems for two types of stochastic partial differential equations, which are degenerate/singular stochastic parabolic equat...
Nonlinear Stochastic Perturbations of Dynamical Systems and Quasi-linear Parabolic PDE’s with a Small Parameter
Quasi linear parabolic equations parameters quasi linear initial boundary value
2015/9/28
In this paper we describe the asymptotic behavior, in the exponential time scale, of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time beh...
First-order SODE: OU processdX+aX(t)dt= dW(t)
Three options:a >0, a= 0, a <0.
First-order SPDE:du= au
xx dt+dW(t, x)
One option:a >0(Infinite-dimensional stable OU process.)
Second-order SODE:X¨ ...
Compressible fluid flows driven by stochastic forcing
stochastic Navier-Stokes equations compressible fluid random driving force
2012/6/21
We consider the Navier-Stokes system describing the motion of a compressible barotropic fluid driven by stochastic external forces. Our approach is semi-deterministic, based on solving the system for ...
Stochastic averaging lemmas for kinetic equations
Stochastic kinetic equations stochastic conservation laws averaging lemmas fractional Sobolev spaces
2012/4/17
We develop a class of averaging lemmas for stochastic kinetic equations. The velocity is multiplied by a white noise which produces a remarkable change in time scale. Compared to the deterministic cas...
Convergence of a sequence of solutions of the stochastic two-dimensional equations of second grade fluids
stochastic two-dimensional equations second grade fluids Analysis of PDEs
2011/9/23
Abstract: We study the limit of the stochastic model for two dimensional second grade fluids subjected to the periodic boundary conditions as the stress modulus tends to zero. We show that under suita...
Averaging approximation to singularly perturbed nonlinear stochastic wave equations
stochastic nonlinear wave equations averaging tightness martingale
2011/9/16
Abstract: An averaging method is applied to derive effective approximation to the following singularly perturbed nonlinear stochastic damped wave equation \nu u_{tt}+u_t=\D u+f(u)+\nu^\alpha\dot{W} on...
Stochastic homogenization of subdifferential inclusions via scale integration
stochastic homogenization differential inclusion scale integration
2011/9/5
Abstract: We study the stochastic homogenization of the system -div \sigma^\epsilon = f^\epsilon \sigma^\epsilon \in \partial \phi^\epsilon (\nabla u^\epsilon), where (\phi^\epsilon) is a sequence of ...
Infinite-Period Phase Transition versus Nucleation in a Stochastic Model of Collective Oscillations
Infinite-Period Phase Transition versus Nucleation Stochastic Model Collective Oscillations
2011/7/7
A lattice model of three-state stochastic phase-coupled oscillators has been shown by Wood et al. [Phys. Rev. Lett. 96, 145701 (2006)] to exhibit a phase transition at a critical value of the coupling...
On backward stochastic differential equations approach to valuation of American options
Backward stochastic differential equation Obstacle problem American option
2011/2/24
We consider the problem of valuation of American (call and put) options written on a dividend paying stock governed by the geometric Brownian motion. We show that the value function has two different ...
Optimal Control of Stochastic Partial Differential Equations
The maximum principle fully coupled forward-backward doubly stochastic control system
2010/12/15
In this paper, we prove the necessary and sufficient maximum principles (NSMP in short) for the optimal control of system described by a quasilinear stochastic heat equation with the control domain be...
Log-Harnack Inequality for Stochastic Burgers Equations and Applications
stochastic Burgers equation log-Harnack inequality strong Feller property
2010/12/14
By proving an L2-gradient estimate for the corresponding Galerkin approximations,the log-Harnack inequality is established for the semigroup associated to a class of stochastic Burgers equations. As a...
Geometric shape of invariant manifolds for a class of stochastic partial differential equations
Stochastic partial differential equation invariant manifolds geometric shape
2010/12/6
Invariant manifolds play an important role in the study of the qualitative dynamical behaviors for nonlinear stochastic partial differential equations. However, the geometric shape of
these manifolds...
Stability of stochastic differential equations driven by variants of stable processes
Stability of stochastic differential equations variants of stable processes
2010/12/14
In this paper we investigate two variants of stable processes, namely tempered stable sub-
ordinators and modified tempered stable process as well as their renormalization. We study
the weak converg...