Pathwise numerics and dynamics of stochastic evolution equations
Pathwise numerics and dynamics of stochastic evolution equations
批准号:
29324846
负责人:
Professor Dr. Peter E. Kloeden
金额:
$0.0万
依托单位国家:
德国
项目类别:
Research Grants
财政年份:
2006
资助国家:
德国
项目状态:
已结题
起止时间:
2005-12-31 至 2010-12-31
中文摘要
每一个有限维的Ito随机微分方程都可以转化为一个路径随机常微分方程,这意味着许多动力学性质可以在路径上研究,不仅可以进行数值计算,而且可以进行路径上的比较.这个联合提案的目的是调查,如果这样的路径等价也适用于随机发展方程,特别是半线性抛物随机偏微分方程,并利用它的动力学和数值的背景下。
英文摘要
Every finite dimensional Ito stochastic differential equation can be transformed into a pathwise random ordinary differential equation, which means that many dynamical properties can be investigated pathwise and numerical calculations can not only be carried out but also compared pathwise. The aim of this joint proposal is to investigate if such a pathwise equivalence also holds for stochastic evolution equations, in particular for semilinear parabolic stochastic partial differential equations and to exploit it in the context of dynamics and numerics.
期刊论文(9)
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DOI:
10.3934/cpaa.2011.10.831
发表时间:
2010-12
期刊:
Communications on Pure and Applied Analysis
影响因子:
1
作者:
[Peter Brune;B. Schmalfuß]
通讯作者:
Peter Brune;B. Schmalfuß
DOI:
10.1007/s10884-011-9222-5
发表时间:
2011-09-01
期刊:
JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS
影响因子:
1.3
作者:
[Garrido-Atienza, Maria J., Schmalfuss, Bjoern]
通讯作者:
Schmalfuss, Bjoern
DOI:
10.1080/07362990902976546
发表时间:
2009-08
期刊:
Stochastic Analysis and Applications
影响因子:
1.3
作者:
[Peter Brune;Jinqiao Duan;B. Schmalfuß]
通讯作者:
Peter Brune;Jinqiao Duan;B. Schmalfuß
DOI:
10.1016/j.na.2010.03.012
发表时间:
2010-07
期刊:
Nonlinear Analysis-theory Methods & Applications
影响因子:
1.4
作者:
[T. Caraballo;M. Garrido-Atienza;B. Schmalfuß;J. Valero]
通讯作者:
T. Caraballo;M. Garrido-Atienza;B. Schmalfuß;J. Valero
DOI:
10.1142/s0218127410027349
发表时间:
2010-09-01
期刊:
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS
影响因子:
2.2
作者:
[Garrido-Atienza, M. J., Maslowski, B., Schmalfuss, B.]
通讯作者:
Schmalfuss, B.
共 8 条
Non-autonomous set-valued dynamical processes: Asymptotics and applications
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批准号:169166715
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项目类别:Research Grants
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资助金额:$0.0万
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财政年份:2010
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负责人:Professor Dr. Peter E. Kloeden
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依托单位:
海外基金