Sökning: "Stochastic linear heat equation"

Visar resultat 1 - 5 av 6 avhandlingar innehållade orden Stochastic linear heat equation.

  1. 1. A weak space-time formulation for the linear stochastic heat equation

    Författare :Matteo Molteni; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Inf-sup theory; Stochastic heat equation; Petrov-Galerkin; Finite element; Crank-Nicolson; Quasi-optimality; Finite element;

    Sammanfattning : The topic covered in this thesis is the introduction of a new formulation for the linear stochastic heat equation driven by additive noise, based on the space-time variational formulation for its deterministic counterpart. Having a variational formulation allows the use of the so called inf-sup theory in order to obtain results of existence and uniqueness in a relatively simple way. LÄS MER

  2. 2. On weak and strong convergence of numerical approximations of stochastic partial differential equations

    Författare :Fredrik Lindgren; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Additive noise; Cahn-Hilliard-Cook equation; Error estimate; Finite element; Hyperbolic equation; Parabolic equation; Rational approximation; Stochastic partial differential equation; Strong convergence; Truncation; Wiener process; Weak convergence; Weak convergence;

    Sammanfattning : This thesis is concerned with numerical approximation of linear stochastic partial differential equations driven by additive noise. In the first part, we develop a framework for the analysis of weak convergence and within this framework we analyze the stochastic heat equation, the stochastic wave equation, and the linearized stochastic Cahn-Hilliard, or the linearized Cahn-Hilliard-Cook equation. LÄS MER

  3. 3. Exponential integrators for stochastic partial differential equations

    Författare :Rikard Anton; David Cohen; Christian Engström; Stig Larsson; Annika Lang; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Stochastic partial differential equations; numerical methods; stochastic exponential integrator; strong convergence; trace formulas;

    Sammanfattning : Stochastic partial differential equations (SPDEs) have during the past decades become an important tool for modeling systems which are influenced by randomness. Because of the complex nature of SPDEs, knowledge of efficient numerical methods with good convergence and geometric properties is of considerable importance. LÄS MER

  4. 4. A pressure coupled Representative Interactive Linear Eddy Model (RILEM) for heavy-duty truck engine combustion simulations

    Författare :Nidal Doubiani; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Representative interactive linear eddy model; multiple LEM lines; turbulent chemistry interaction; pressure coupling; pollutants formation.;

    Sammanfattning : Internal combustion engines (ICE) are frequently debated due to their environmental consequences. Although the switch to electromobility is currently happening for light and medium-duty vessels, the transition for ships and heavy-duty trucks is more complex. The primary problem in the shift is the incapability of matching the range of ICE. LÄS MER

  5. 5. Modelling of Multicomponent Fuel Sprays

    Författare :Vignesh Pandian Muthuramalingam; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; multicomponent fuel sprays; diesel and gasoline engine conditions; CFD; resolving counterbore; GDI injector; resolving injector orifice; secondary breakup; stochastic blob and bubble model; differential evaporation;

    Sammanfattning : The use of fuel blends (conventional fuels blended with renewable ones) has gained importance in the automotive industry as an option to reduce emissions and dependence on fossil fuels. In order to make the fuel blends commercially viable, computational fluid dynamics (CFD) is used to complement the experiments (done on engines or spray chambers) by providing fundamental insight into spray formation. LÄS MER