On the long term behaviour of stochastic heat equations
On the long term behaviour of stochastic heat equations
批准号:
EP/J017418/1
负责人:
Mohammud Foondun
金额:
$12.73万
依托单位:
依托单位国家:
英国
项目类别:
Research Grant
财政年份:
2012
资助国家:
英国
项目状态:
已结题
起止时间:
2012 至 --
中文摘要
许多现象在随机输入的影响下演化。例如,DNA链的运动,太阳的内部结构以及粒子系统中的许多现象都涉及随机性。为了模拟这些情况,人们通常可以使用随机偏微分方程(SPDE),粗略地说,它描述了在某种随机性影响下的运动。与偏微分方程理论相比,随机偏微分方程的理论还不成熟。幸运的是,这种情况正在迅速改变;在过去的几十年里,许多研究人员一直在研究SPDE,并取得了一些重大进展。本文的主要目的是研究一类随机微分方程的长期性态。更确切地说,我们建议研究一种现象,称为“不稳定性”,即大的时间,解决方案的SPDE有很高的峰值。间歇性是在空间被假定为离散格的特殊情况下被积极研究的,到目前为止,只有少数连续空间方程被证明表现出这种现象。该提议旨在表明,更广泛的一类SPDE表现出这些行为。这将揭示许多涉及随机性的现象。
英文摘要
Many phenomena evolve under the influence of random inputs. For instance, the motion of a strand of DNA, the internal structure of the sun and many phenomena in particle systems all involve randomness. To model these situations, one can often use stochastic partial differential equations(SPDEs) which roughly speaking, describe motions which are under the influence of some kind of randomness. Compared with the theory of partial differential equations, the theory of SPDEs is not well developed. Fortunately, this situation is changing quite rapidly; a lot of researchers have been studying SPDEs during the past decades and some major advances have been made. The foundations of the subject have been settled and one has the option of three different approaches; the Hilbert space approach, the martingale measure approach and the L_p space approach.The main aim of this proposal is to study the long term behaviour of a wide class of stochastic differential equations. More precisely, we propose to study a phenomenon called "intermittency" whereby for large times, the solutions of the SPDE have high peaks. Intermittency is actively studied in the special case where space is assumed to be a discrete lattice and so far only a small number of continuous space equations have been proved to exhibit this phenomenon. This proposal aims to show that a much wider class of SPDEs exhibit these kinds of behaviour. This will shed light on a lot of phenomena which involve randomness.
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DOI:
10.1016/j.spl.2014.06.002
发表时间:
2014-04
期刊:
Statistics & Probability Letters
影响因子:
0.8
作者:
[Mohammud Foondun;W. Liu;X. Mao]
通讯作者:
Mohammud Foondun;W. Liu;X. Mao
DOI:
10.1007/s40072-015-0045-y
发表时间:
2014-06
期刊:
Stochastic Partial Differential Equations: Analysis and Computations
影响因子:
--
作者:
[Mohammud Foondun;D. Khoshnevisan;Pejman Mahboubi]
通讯作者:
Mohammud Foondun;D. Khoshnevisan;Pejman Mahboubi
DOI:
10.1090/proc/12036
发表时间:
2012-08
期刊:
影响因子:
--
作者:
[Mohammud Foondun;R. Parshad]
通讯作者:
Mohammud Foondun;R. Parshad
DOI:
--
发表时间:
2014-12
期刊:
arXiv: Probability
影响因子:
--
作者:
[Mohammud Foondun;E. Nualart]
通讯作者:
Mohammud Foondun;E. Nualart
DOI:
10.1016/j.cam.2014.08.019
发表时间:
2015-03
期刊:
J. Comput. Appl. Math.
影响因子:
--
作者:
[W. Liu;X. Mao]
通讯作者:
W. Liu;X. Mao
国内基金
海外基金
区域碳交易试点的运行机制及其经济影响研究---基于Term-Co2模型
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批准号:71473242
-
项目类别:面上项目
-
资助金额:59.0万元
-
批准年份:2014
-
负责人:刘宇
-
依托单位:
长期间歇性缺氧抑制呼吸运动神经长时程易化的分子机制
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批准号:81141002
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项目类别:专项基金项目
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资助金额:10.0万元
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批准年份:2011
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负责人:张成
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依托单位:
激活γ-分泌酶促进海马长时程增强形成的机制
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批准号:30500149
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项目类别:青年科学基金项目
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资助金额:20.0万元
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批准年份:2005
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负责人:何进
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依托单位: