1994•Unpublished venueRequires access

Stochastic Hyperbolic and Parabolic Partial Differential Equations.

Robert C. Dalang, Nikolaos E. Frangos

Abstract

Abstract : The primary objective was to understand fundamental properties of stochastic partial differential equations. The main results obtained concern properties of level sets of the solution of the one-dimensional wave equation, and regularity properties of the two-dimensional wave equation driven by non-white Gaussian noise. Additional results were obtained in the areas of stochastic optimization and stability of random matrix models. (AN)

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Available abstract

Key concepts: Hyperbolic partial differential equation, Parabolic partial differential equation, Stochastic partial differential equation, FTCS scheme, Elliptic partial differential equation, Partial differential equation, Mathematics, Mathematical analysis