Sökning: "Kristin Kirchner"

Hittade 2 avhandlingar innehållade orden Kristin Kirchner.

  1. 1. Numerical Approximation of Solutions to Stochastic Partial Differential Equations and Their Moments

    Författare :Kristin Kirchner; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Petrov– Galerkin discretizations; Strong and weak convergence; Fractional operators; Finite element methods; Space-time variational problems; Tensor product spaces; Stochastic partial differential equations; White noise; Petrov– Galerkin discretizations;

    Sammanfattning : The first part of this thesis focusses on the numerical approximation of the first two moments of solutions to parabolic stochastic partial differential equations (SPDEs) with additive or multiplicative noise. More precisely, in Paper I an earlier result (A. Lang, S. Larsson, and Ch. LÄS MER

  3. 2. Variational Methods for Moments of Solutions to Stochastic Differential Equations

    Författare :Kristin Kirchner; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Additive and multiplicative noise; Stochastic partial differential equation; Projective and injective tensor product space; Hilbert tensor product space; Space-time variational problem; Petrov-Galerkin discretization; Stochastic ordinary differential equation;

    Sammanfattning : Numerical methods for stochastic differential equations typically estimate moments of the solution from sampled paths. Instead, we pursue the approach proposed by A. Lang, S. Larsson, and Ch. LÄS MER