A brief and personal history of stochastic partial differential equations

Stochastic Partial Differential Equations

global results on some nonlinear partial differential equations for direct and inverse problems

در این رساله به بررسی رفتار جواب های رده ای از معادلات دیفرانسیل با مشتقات جزیی در دامنه های کراندار می پردازیم . این معادلات به فرم نیم-خطی و غیر خطی برای مسایل مستقیم و معکوس مورد مطالعه قرار می گیرند . به ویژه، تاثیر شرایط مختلف فیزیکی را در مساله، نظیر وجود موانع و منابع، پراکندگی و چسبندگی در معادلات موج و گرما بررسی می کنیم و به دنبال شرایطی می گردیم که متضمن وجود سراسری یا عدم وجود سراسر...

A Primer on Stochastic Partial Differential Equations

These notes form a brief introductory tutorial to elements of Gaussian noise analysis and basic stochastic partial differential equations (SPDEs) in general, and the stochastic heat equation, in particular. The chief aim here is to get to the heart of the matter quickly. We achieve this by studying a few concrete equations only. This chapter provides sufficient preparation for learning more adv...

Stochastic differential equations and integrating factor

The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic differentialequations. We dene an integrating factor for the large class of special nonlinear stochasticdierential equations. With multiply both sides with the integrating factor, we introduce a deterministicdierential equation. The results showed the accuracy of the present work.

Applications of Stochastic Partial Differential Equations

s of the talks Robert Adler, Technion-Israel Institute of Technology, Israel On quantifying shape, with two applications to stochastic processes I shall discuss some classical Integral and Differential Geometric ways to classify shape, and describe 1. A new class of results about the excursion sets of smooth random fields which uses them. 2. An application of these classifiers to the study of t...