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Energy estimates and variance estimation for hyperbolic stochastic partial differentialequations
Linköpings universitet, Matematiska institutionen, Beräkningsvetenskap.
2011 (engelsk)Independent thesis Advanced level (professional degree), 30 poäng / 45 hpOppgave
Abstract [en]

In this thesis the connections between the boundary conditions and the vari- ance of the solution to a stochastic partial differential equation (PDE) are investigated. In particular a hyperbolical system of PDE’s with stochastic initial and boundary data are considered. The problem is shown to be well- posed on a class of boundary conditions through the energy method. Stability is shown by using summation-by-part operators coupled with simultaneous- approximation-terms. By using the energy estimates, the relative variance of the solutions for different boundary conditions are analyzed. It is concluded that some types of boundary conditions yields a lower variance than others. This is verified by numerical computations.

sted, utgiver, år, opplag, sider
2011. , s. 45
HSV kategori
Identifikatorer
URN: urn:nbn:se:liu:diva-70355ISRN: LiTH-MAT-EX--2011/18--SEOAI: oai:DiVA.org:liu-70355DiVA, id: diva2:438438
Fag / kurs
Numerical Analysis
Presentation
2011-08-30, 10:00 (svensk)
Uppsök
Physics, Chemistry, Mathematics
Veileder
Examiner
Tilgjengelig fra: 2011-09-05 Laget: 2011-09-02 Sist oppdatert: 2011-09-05bibliografisk kontrollert

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