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Energy estimates and variance estimation for hyperbolic stochastic partial differentialequations
Linköping University, Department of Mathematics, Scientific Computing.
2011 (English)Independent thesis Advanced level (professional degree), 30 credits / 45 HE creditsStudent thesis
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.

Place, publisher, year, edition, pages
2011. , 45 p.
National Category
Computational Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-70355ISRN: LiTH-MAT-EX--2011/18--SEOAI: oai:DiVA.org:liu-70355DiVA: diva2:438438
Subject / course
Numerical Analysis
Presentation
2011-08-30, 10:00 (Swedish)
Uppsok
Physics, Chemistry, Mathematics
Supervisors
Examiners
Available from: 2011-09-05 Created: 2011-09-02 Last updated: 2011-09-05Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf