Second order PDEs with Dirichlet white noise boundary conditions

Second Order Pdes with Dirichlet White Noise Boundary Conditions

In this paper we study the Poisson and heat equations on bounded and unbounded domains with smooth boundary with random Dirichlet boundary conditions. The main novelty of this work is a convenient framework for the analysis of such equations excited by the white in time and/or space noise on the boundary. Our approach allows us to show the existence and uniqueness of weak solutions in the space...

Stochastic Partial Differential Equations with Dirichlet White-noise Boundary Conditions

– The paper is devoted to one-dimensional nonlinear stochastic partial differential equations of parabolic type with non homogeneous Dirichlet boundary conditions of white-noise type. We formulate a set of conditions that a random field must satisfy to solve the equation. We show that a unique solution exists and that we can write it in terms of the stochastic kernel related to the problem. Thi...

Eigenfunction Expansions for Second-Order Boundary Value Problems with Separated Boundary Conditions

In this paper, we investigate some properties of eigenvalues and eigenfunctions of boundary value problems with separated boundary conditions. Also, we obtain formal series solutions for some partial differential equations associated with the second order differential equation, and study necessary and sufficient conditions for the negative and positive eigenvalues of the boundary value problem....

Generalized Quasilinearization Method for a Second Order Ordinary Differential Equation with Dirichlet Boundary Conditions

We study the existence and approximation of solutions for a nonlinear second order ordinary differential equation with Dirichlet boundary value conditions. We present a generalized quasilinearization technique to obtain a sequence of approximate solutions converging quadratically to a solution.

Second-Order Boundary Value Problem with Integral Boundary Conditions