White Noise Analysis for Stochastic Partial Differential Equations

Texts & Monographs in Symbolic Computation - Numerical and Symbolic Scientific Computing ◽

10.1007/978-3-7091-0794-2_8 ◽

2011 ◽

pp. 157-174 ◽

Cited By ~ 1

Author(s):

Hermann G. Matthies

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

White Noise ◽

Stochastic Partial Differential Equations ◽

Noise Analysis ◽

White Noise Analysis ◽

Partial Differential

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White Noise Approach to Stochastic Partial Differential Equations

Stochastic partial differential equations and applications ◽

10.1201/9780203910177.ch11 ◽

2002 ◽

Author(s):

T Deck ◽

S Kruse ◽

J Potthoff

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

White Noise ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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Stochastic partial differential equations driven by Lévy space-time white noise

The Annals of Applied Probability ◽

10.1214/105051604000000413 ◽

2004 ◽

Vol 14 (3) ◽

pp. 1506-1528 ◽

Cited By ~ 17

Author(s):

Arne Løkka ◽

Bernt Øksendal ◽

Frank Proske

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

White Noise ◽

Stochastic Partial Differential Equations ◽

Space Time ◽

Partial Differential

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Stochastic partial differential equations with Dirichlet white-noise boundary conditions

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1016/s0246-0203(01)01097-4 ◽

2002 ◽

Vol 38 (2) ◽

pp. 125-154 ◽

Cited By ~ 17

Author(s):

E Alòs

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Boundary Conditions ◽

White Noise ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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White Noise Approach to Parabolic Stochastic Partial Differential Equations

Stochastic Analysis and Applications in Physics ◽

10.1007/978-94-011-0219-3_12 ◽

1994 ◽

pp. 307-327 ◽

Cited By ~ 1

Author(s):

J. Potthoff

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

White Noise ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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Numerical Methods for Stochastic Partial Differential Equations with White Noise

10.1007/978-3-319-57511-7 ◽

2017 ◽

Cited By ~ 12

Author(s):

Zhongqiang Zhang ◽

George Em Karniadakis

Keyword(s):

Partial Differential Equations ◽

Numerical Methods ◽

Differential Equations ◽

White Noise ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach.

Journal of the American Statistical Association ◽

10.2307/2965445 ◽

1997 ◽

Vol 92 (440) ◽

pp. 1650

Author(s):

A. Schottl ◽

Helge Holden ◽

Bernt Oksendal ◽

Jan Uboe ◽

Tuscheng Zhang

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

White Noise ◽

Stochastic Partial Differential Equations ◽

Functional Approach ◽

Partial Differential ◽

White Noise Functional

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INVARIANT FOLIATIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

Stochastics and Dynamics ◽

10.1142/s0219493708002421 ◽

2008 ◽

Vol 08 (03) ◽

pp. 505-518 ◽

Cited By ~ 11

Author(s):

KENING LU ◽

BJÖRN SCHMALFUß

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

White Noise ◽

Stochastic Partial Differential Equations ◽

Partial Differential ◽

Invariant Foliation ◽

All Solutions ◽

Multiplicative White Noise ◽

Long Term Behavior

In this paper, we study the existence of an invariant foliation for a class of stochastic partial differential equations with a multiplicative white noise. This invariant foliation is used to trace the long term behavior of all solutions of these equations.

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It√¥‚ÄìTanaka‚Äôs Formula for Stochastic Partial Differential Equations Driven by Additive Space‚ÄìTime White Noise

Lecture Notes in Pure and Applied Mathematics - Stochastic Partial Differential Equations and Applications - VII ◽

10.1201/9781420028720.ch27 ◽

2005 ◽

pp. 337-347 ◽

Cited By ~ 5

Author(s):

Lorenzo Zambotti

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

White Noise ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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Predictor–corrector pseudospectral methods for stochastic partial differential equations with additive white noise

Applied Mathematics and Computation ◽

10.1016/j.amc.2011.09.038 ◽

2011 ◽

Vol 218 (7) ◽

pp. 3905-3917 ◽

Cited By ~ 6

Author(s):

Rafael Gallego

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

White Noise ◽

Stochastic Partial Differential Equations ◽

Pseudospectral Methods ◽

Partial Differential ◽

Additive White Noise ◽

Predictor Corrector

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General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations

Communications in Partial Differential Equations ◽

10.1081/pde-120028841 ◽

2005 ◽

Vol 29 (1-2) ◽

pp. 1-23 ◽

Cited By ~ 13

Author(s):

Yaozhong Hu ◽

Bernt Øksendal ◽

Tusheng Zhang

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

White Noise ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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