Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions
نویسندگان
چکیده
منابع مشابه
Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions
Space-time variational formulations and adaptive Wiener–Hermite polynomial chaos Galerkin discretizations of Kolmogorov equations in infinite dimensions, such as Fokker–Planck andOrnstein–Uhlenbeck equations for functions defined on an infinite-dimensional separable Hilbert space H , are developed. The wellposedness of these equations in the Hilbert space L2(H, μ) of functions on the infinite-d...
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ژورنال
عنوان ژورنال: Stochastic Partial Differential Equations: Analysis and Computations
سال: 2013
ISSN: 2194-0401,2194-041X
DOI: 10.1007/s40072-013-0002-6