scholarly journals On some stochastic parabolic differential equations in a Hilbert space

2005 ◽  
Vol 2005 (2) ◽  
pp. 167-173 ◽  
Author(s):  
Khairia El-Said El-Nadi

We consider some stochastic difference partial differential equations of the form du(x,t,c)=L(x,t,D)u(x,t,c)dt+M(x,t,D)u(x,t−a,c)dw(t), where L(x,t,D) is a linear uniformly elliptic partial differential operator of the second order, M(x,t,D) is a linear partial differential operator of the first order, and w(t) is a Weiner process. The existence and uniqueness of the solution of suitable mixed problems are studied for the considered equation. Some properties are also studied. A more general stochastic problem is considered in a Hilbert space and the results concerning stochastic partial differential equations are obtained as applications.

2021 ◽  
Vol 14 (1) ◽  
Author(s):  
Srinivasarao Thota

Abstract Objectives In this paper, we present and employ symbolic Maple software algorithm for solving initial value problems (IVPs) of partial differential equations (PDEs). From the literature, the proposed algorithm exhibited a great significant in solving partial differential equation arises in applied sciences and engineering. Results The implementation include computing partial differential operator (), Greens function () and exact solution () of the given IVP. We also present syntax, , to apply the partial differential operator to verify the solution of the given IVP obtained from . Sample computations are presented to illustrate the maple implementation.


Author(s):  
A. McNabb

AbstractA Fredholm operator exists which maps the solutions of a system of linear partial differential equations of the form ∂u/∂t = DLu + Au coupled by a matrix A onto those solutions of a similar system coupled by a matrix B which have the same initial values. The kernels of this operator satisfy a hyperbolic system of equations. Since these equations are independent of the linear partial differential operator L, the same operator serves as a mapping for a large class of equations. If B is chosen diagonal, the solutions of a coupled system with matrix A may be obtained from the uncoupled system with matrix B.


1958 ◽  
Vol 10 ◽  
pp. 127-160 ◽  
Author(s):  
G. F. D. Duff

A mixed problem in the theory of partial differential equations is an auxiliary data problem wherein conditions are assigned on two distinct surfaces having an intersection of lower dimension. Such problems have usually been formulated in connection with hyperbolic differential equations, with initial and boundary conditions prescribed. In this paper a study is made of the conditions appropriate to a system of R linear partial differential equations of first order, in R dependent and N independent variables.


2019 ◽  
Vol 488 (5) ◽  
pp. 476-480
Author(s):  
V. V. Vlasov ◽  
N. A. Rautian

For abstract integro-differential equations with unbounded operator coefficients in a Hilbert space, we study the well-posed solvability of initial problems and carry out spectral analysis of the operator functions that are symbols of these equations. This allows us to represent the strong solutions of these equations as series in exponentials corresponding to points of the spectrum of operator functions. The equations under study are the abstract form of linear integro-partial differential equations arising in viscoelasticity and several other important applications.


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