Mathematical Sciences: Stochastic Partial Differential Equations

数学科学：随机偏微分方程

• 批准号: 9021508
• 负责人: Carl Mueller
• 金额: $ 2.23万
• 依托单位: University of Rochester
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1991
• 资助国家: 美国
• 起止时间: 1991-05-01 至 1993-10-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9021508&HistoricalAwards=false
• 关键词: Mathematical; Sciences; Stochastic; Partial; Differential

The principal investigator will study partial differential equations with random noise terms. Such equations often arise when physical systems are influenced by noise. This work will consider qualitative properties of solutions in the nonlinear case. There are several goals of this project. The first would involve the carrying over of the coupling technique from the field of infinite particle systems to stochastic partial differential equations. Another goal is the development of Ito's formula for the heat equations with a noise term. Also, propagation of singularities would be studied for random hyperbolic equations.

主要研究者将研究偏微分 带有随机噪声项的方程。 这样的方程经常出现在 物理系统受到噪声的影响。 这项工作将考虑 非线性情况下解的定性性质。 那里 是这个项目的几个目标。 第一个问题涉及到 从无穷大领域继承耦合技术 粒子系统到随机偏微分方程。 另一个目标是发展伊藤的热量公式 带噪声项的方程。 此外，奇点的传播 会被随机双曲方程研究。