Kolmogorov equation associated to a stochastic Kuramoto–Sivashinsky equation
نویسندگان
چکیده
منابع مشابه
Controlling roughening processes in the stochastic KuramotoSivashinsky equation
We present a novel control methodology to control the roughening processes of semilinear parabolic stochastic partial differential equations in one dimension, which we exemplify with the stochastic Kuramoto-Sivashinsky equation. The original equation is split into a linear stochastic and a nonlinear deterministic equation so that we can apply linear feedback control methods. Our control strateg...
متن کاملNumerical Solution of Heun Equation Via Linear Stochastic Differential Equation
In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.). So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreo...
متن کاملA stochastic Poisson structure associated to a Yang-Baxter equation
We consider a simple solution of a Yang-Baxter equation on loop algebra and deduce from it a Sklyanin Poisson structure which operates continuously on a Sobolev test algebra on the Wiener space of the Lie algebra. It is very classical that the solution of the classical Yang-Baxter equation on a finite dimensional algebra gives a Poisson structure on the algebra of smooth function on the finite ...
متن کاملThe Fractional Chapman Kolmogorov Equation
The Chapman–Kolmogorov equation with fractional integrals is derived. An integral of fractional order is considered as an approximation of the integral on fractal. Fractional integrals can be used to describe the fractal media. Using fractional integrals, the fractional generalization of the Chapman–Kolmogorov equation is obtained. From the fractional Chapman–Kolmogorov equation, the Fokker–Pla...
متن کاملKolmogorov Equation Associated to the Stochastic Reflection Problem on a Smooth Convex Set of a Hilbert Space
Here A :D(A) ⊂H →H is a self-adjoint operator, K = {x ∈H :g(x) ≤ 1}, where g :H → R is convex and of class C∞, NK(x) is the normal cone to K at x and W (t) is a cylindrical Wiener process in H (see Hypothesis 1.1 for more precise assumptions). Obviously the expression in (1.1) is formal and its precise meaning should be defined. When H is finite-dimensional a solution to (1.1) is a pair of cont...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2012
ISSN: 0022-1236
DOI: 10.1016/j.jfa.2012.05.007