Kolmogorov Equation Associated to a Stochastic Navier–Stokes Equation

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation

In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.). So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreo...

متن کامل

A stochastic Poisson structure associated to a Yang-Baxter equation

We consider a simple solution of a Yang-Baxter equation on loop algebra and deduce from it a Sklyanin Poisson structure which operates continuously on a Sobolev test algebra on the Wiener space of the Lie algebra. It is very classical that the solution of the classical Yang-Baxter equation on a finite dimensional algebra gives a Poisson structure on the algebra of smooth function on the finite ...

متن کامل

The Fractional Chapman Kolmogorov Equation

The Chapman–Kolmogorov equation with fractional integrals is derived. An integral of fractional order is considered as an approximation of the integral on fractal. Fractional integrals can be used to describe the fractal media. Using fractional integrals, the fractional generalization of the Chapman–Kolmogorov equation is obtained. From the fractional Chapman–Kolmogorov equation, the Fokker–Pla...

متن کامل

Lattice Boltzmann Model for the Incompressible NavierStokes Equation

In the last decade or so, the lattice Boltzmann (LB) method has emerged as a new and effective numerical technique of computational fluid dynamics (CFD).(1-5) Modeling of the incompressible Navier-Stokes equation is among many of its wide applications. Indeed, the lattice Boltzmann equation (LBE) was first proposed to simulate the incompressible NavierStokes equations.(1) The incompressible Nav...

متن کامل

Kolmogorov Equation Associated to the Stochastic Reflection Problem on a Smooth Convex Set of a Hilbert Space

Here A :D(A) ⊂H →H is a self-adjoint operator, K = {x ∈H :g(x) ≤ 1}, where g :H → R is convex and of class C∞, NK(x) is the normal cone to K at x and W (t) is a cylindrical Wiener process in H (see Hypothesis 1.1 for more precise assumptions). Obviously the expression in (1.1) is formal and its precise meaning should be defined. When H is finite-dimensional a solution to (1.1) is a pair of cont...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Functional Analysis

سال: 1998

ISSN: 0022-1236

DOI: 10.1006/jfan.1998.3321