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Rozanov

Random Fields and Stochastic Partial Differential Equations

Medium: Buch
ISBN: 978-0-7923-4984-6
Verlag: Springer
Erscheinungstermin: 31.03.1998
Lieferfrist: bis zu 10 Tage

This book considers some models described by means of partial dif ferential equations and boundary conditions with chaotic stochastic disturbance. In a framework of stochastic Partial Differential Equa tions an approach is suggested to generalize solutions of stochastic Boundary Problems. The main topic concerns probabilistic aspects with applications to well-known Random Fields models which are representative for the corresponding stochastic Sobolev spaces. {The term "stochastic" in general indicates involvement of appropriate random elements. ) It assumes certain knowledge in general Analysis and Probability {Hilbert space methods, Schwartz distributions, Fourier transform). I A very general description of the main problems considered can be given as follows. Suppose, we are considering a random field ~ in a region T ~ Rd which is associated with a chaotic (stochastic) source"' by means of the differential equation (*) in T. A typical chaotic source can be represented by an appropri ate random field"' with independent values, i. e., generalized random function"' = ( cp, 'TJ), cp E C~(T), with independent random variables ( cp, 'fJ) for any test functions cp with disjoint supports. The property of having independent values implies a certain "roughness" of the ran dom field "' which can only be treated functionally as a very irregular Schwarz distribution. With the lack of a proper development of non linear analyses for generalized functions, let us limit ourselves to the 1 For related material see, for example, J. L. Lions, E.


Produkteigenschaften


  • Artikelnummer: 9780792349846
  • Medium: Buch
  • ISBN: 978-0-7923-4984-6
  • Verlag: Springer
  • Erscheinungstermin: 31.03.1998
  • Sprache(n): Englisch
  • Auflage: 1998
  • Serie: Mathematics and Its Applications
  • Produktform: Gebunden, HC runder Rücken kaschiert
  • Gewicht: 1150 g
  • Seiten: 232
  • Format (B x H x T): 160 x 241 x 18 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

I. Random Fields and Stochastic Sobolev Spaces.- II. Equations for Generalized Random Functions.- III. Random Fields Associated with Partial Equations.- IV. Gaussian Random Fields.