[書籍][B] Ergodicity for infinite dimensional systems
G Da Prato, J Zabczyk - 1996 - books.google.com
This book is devoted to the asymptotic properties of solutions of stochastic evolution
equations in infinite dimensional spaces. It is divided into three parts: Markovian dynamical …
equations in infinite dimensional spaces. It is divided into three parts: Markovian dynamical …
[書籍][B] Stochastic partial differential equations
In this chapter we will apply the general theory developed in Chapter 2 to solve various
stochastic partial differential equations (SPDEs). In fact, as pointed out in Chapter 1, our …
stochastic partial differential equations (SPDEs). In fact, as pointed out in Chapter 1, our …
Exact solution for the Kardar-Parisi-Zhang equation with flat initial conditions
We provide the first exact calculation of the height distribution at arbitrary time t of the
continuum Kardar-Parisi-Zhang (KPZ) growth equation in one dimension with flat initial …
continuum Kardar-Parisi-Zhang (KPZ) growth equation in one dimension with flat initial …
The stochastic heat equation: Feynman-Kac formula and intermittence
L Bertini, N Cancrini - Journal of statistical Physics, 1995 - Springer
We study, in one space dimension, the heat equation with a random potential that is a white
noise in space and time. This equation is a linearized model for the evolution of a scalar field …
noise in space and time. This equation is a linearized model for the evolution of a scalar field …
Nonlinear fluctuations of weakly asymmetric interacting particle systems
We introduce what we call the second-order Boltzmann–Gibbs principle, which allows one
to replace local functionals of a conservative, one-dimensional stochastic process by a …
to replace local functionals of a conservative, one-dimensional stochastic process by a …
Fractal burgers equations
P Biler, T Funaki, WA Woyczynski - Journal of differential equations, 1998 - Elsevier
The paper studies local and global in time solutions to a class of multidimensional
generalized Burgers-type equations with a fractional power of the Laplacian in the principal …
generalized Burgers-type equations with a fractional power of the Laplacian in the principal …
Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data
We consider scalar hyperbolic conservation laws in spatial dimension $ d\geq 1$ with
stochastic initial data. We prove existence and uniqueness of a random-entropy solution and …
stochastic initial data. We prove existence and uniqueness of a random-entropy solution and …
[書籍][B] The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
SE Mohammed, T Zhang, H Zhao - 2008 - books.google.com
Page 1 MEMOIRS Of the American Mathematical Society Number 9, 17 The Stable Manifold
Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential …
Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential …
Stratified structure of the Universe and Burgers' equation—a probabilistic approach
S Albeverio, SA Molchanov, D Surgailis - Probability Theory and Related …, 1994 - Springer
The model of the potential turbulence described by the 3-dimensional Burgers' equation with
random initial data was developped by Zeldovich and Shandarin, in order to explain the …
random initial data was developped by Zeldovich and Shandarin, in order to explain the …
Numerical solution of scalar conservation laws with random flux functions
We consider scalar hyperbolic conservation laws in several space dimensions, with a class
of random (and parametric) flux functions. We propose a Karhunen--Loève expansion on the …
of random (and parametric) flux functions. We propose a Karhunen--Loève expansion on the …