Sökning: "Stochastic evolution equations"

Visar resultat 1 - 5 av 14 avhandlingar innehållade orden Stochastic evolution equations.

1. 1. On weak convergence, Malliavin calculus and Kolmogorov equations in infinite dimensions

   Författare :Adam Andersson; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic evolution equations; stochastic Volterra equations; weak approximation; Kolmogorov equations in infinite dimensions; Malliavin calculus; finite element method; backward Euler method; Kolmogorov equations in infinite dimensions;

   Sammanfattning : This thesis is focused around weak convergence analysis of approximations of stochastic evolution equations in Hilbert space. This is a class of problems, which is sufficiently challenging to motivate new theoretical developments in stochastic analysis. LÄS MER

3. 2. Multiscale methods for evolution problems

   Författare :Per Ljung; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; localized orthogonal decomposition; multiscale; stochastic partial differential equations; Strongly damped wave equation; finite element method; spatial network models; parabolic equations;

   Sammanfattning : In this thesis we develop and analyze generalized finite element methods for time-dependent partial differential equations (PDEs). The focus lies on equations with rapidly varying coefficients, for which the classical finite element method is insufficient, as it requires a mesh fine enough to resolve the data. LÄS MER

4. 3. 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

5. 4. Stability and control of shear flows subject to stochastic excitations

   Författare :Jérôme Hoepffner; Dan Henningson; John Burns; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; control; estimation; stochastic excitations; feedback; model reduction; Fluid mechanics; Strömningsmekanik;

   Sammanfattning : In this thesis, we adapt and apply methods from linear control theory to shear flows. The challenge of this task is to build a linear dynamic system that models the evolution of the flow, using the Navier--Stokes equations, then to define sensors and actuators, that can sense the flow state and affect its evolution. LÄS MER

7. 5. A contribution to population dynamics in space

   Författare :Nikias Sarafoglou; Å.E. Andersson; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Population growth; population age structure; migration; labour market; housing market; production function; stochastic differential equations; partial differential equations;

   Sammanfattning : Population models are very often used and considered useful in the policy-making process and for planning purposes. In this research I have tried to illuminate the problem of analysing population evolution in space by using three models which cover a wide spectrum of complementary methodologies:a The Hotell. LÄS MER