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Pathwise numerics and dynamics of stochastic evolution equations

Pathwise numerics and dynamics of stochastic evolution equations
随机演化方程的路径数值和动力学
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

项目摘要

项目成果

Professor Dr. Peter E. Kloeden的其他基金

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相关文献

中文摘要
翻译
每个有限维的Ito随机微分方程都可以转化为路径随机常微分方程,这意味着许多动力学性质可以路径地研究,数值计算不仅可以进行路径比较,而且还可以进行路径比较。这个联合方案的目的是研究这种路径等价是否也适用于随机发展方程,特别是半线性抛物型随机偏微分方程组,并在动力学和数值的背景下利用它。
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)
专著(0)
科研奖励(0)
会议论文
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
8
    Non-autonomous set-valued dynamical processes: Asymptotics and applications
    海外基金