ar X iv : 0 90 7 . 41 78 v 1 [ m at h . PR ] 2 3 Ju l 2 00 9 An Introduction to Stochastic PDEs
نویسنده
چکیده
2 Some Motivating Examples 2 2.1 A model for a random string (polymer) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2.2 The stochastic Navier-Stokes equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.3 The stochastic heat equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.4 What have we learned? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
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A procedure is described for defining a generalized solution for stochastic differential equations using the Cameron-Martin version of the Wiener Chaos expansion. Existence and uniqueness of this Wiener Chaos solution is established for parabolic stochastic PDEs such that both the drift and the diffusion operators are of the second order.
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متن کاملar X iv : 0 90 7 . 20 23 v 1 [ m at h - ph ] 1 2 Ju l 2 00 9 Menelaus relation and Fay ’ s trisecant formula are associativity equations
It is shown that the celebrated Menelaus relation and Fay's trisecant formula similar to the WDVV equation are associativity conditions for structure constants of certain three-dimensional algebra.
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تاریخ انتشار 2009