Sökning: "asymptotic mean square stability"

Hittade 3 avhandlingar innehållade orden asymptotic mean square stability.

  1. 1. Approximating Stochastic Partial Differential Equations with Finite Elements: Computation and Analysis

    Författare :Andreas Petersson; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Lévy process; Lyapunov equation; white noise; finite element method; multilevel Monte Carlo; Monte Carlo; multiplicative noise; asymptotic mean square stability; stochastic heat equation; covariance operator; weak convergence; generalized Wiener process; numerical approximation; stochastic wave equation; Stochastic partial differential equations;

    Sammanfattning : Stochastic partial differential equations (SPDE) must be approximated in space and time to allow for the simulation of their solutions. In this thesis fully discrete approximations of such equations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. LÄS MER

  3. 2. Waves and instabilities through the lens of asymptotic analysis

    Författare :Anthony Bonfils; John Wettlaufer; Dhrubaditya Mitra; Woosok Moon; Jerome Neufeld; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; waves; wrinkles; instabilities; Theoretical Physics; teoretisk fysik;

    Sammanfattning : Understanding the interaction of water waves with winds and marine currents is a fundamental problem in geophysical fluid dynamics. From the point of view of hydrodynamic stability, surface waves are regarded as perturbations of an inviscid parallel shear flow modeling the wind in the air and the current in the water. LÄS MER

  4. 3. Computational Aspects of Lévy-Driven SPDE Approximations

    Författare :Andreas Petersson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; multilevel Monte Carlo; numerical approximation of stochastic differential equations; multiplicative noise; Lévy processes; finite element method; variance redons; Monte Carlo; weak convergence; Lévy processes;

    Sammanfattning : In order to simulate solutions to stochastic partial differential equations (SPDE) they must be approximated in space and time. In this thesis such fully discrete approximations are considered, with an emphasis on finite element methods combined with rational semigroup approximations. There are several notions of the error resulting from this. LÄS MER