scholarly journals A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations II: Adaptivity and generalizations

2013 ◽  
Vol 242 ◽  
pp. 753-776 ◽  
Author(s):  
Mulin Cheng ◽  
Thomas Y. Hou ◽  
Zhiwen Zhang
Filomat ◽  
2017 ◽  
Vol 31 (11) ◽  
pp. 3433-3442 ◽  
Author(s):  
Diem Huan ◽  
Ravi Agarwal ◽  
Hongjun Gao

We establish results concerning the approximate controllability for time-dependent impulsive neutral stochastic partial differential equations with memory in Hilbert spaces. By using semigroup theory, stochastic analysis techniques and fixed point approach, we derive a new set of sufficient conditions for the approximate controllability of nonlinear stochastic system under the assumption that the corresponding linear system is approximately controllable. Further, the above results are generalized to cover a class of much more general impulsive neutral stochastic delay partial differential equations driven by L?vy noise in infinite dimensions. Finally, an example is provided to illustrate our results.


Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


Sign in / Sign up

Export Citation Format

Share Document