Accession Number : ADA290372

Title :   Stochastic Hyperbolic and Parabolic Partial Differential Equations.

Descriptive Note : Final rept.,

Corporate Author : TUFTS UNIV MEDFORD MA

Personal Author(s) : Dalang, Robert C. ; Frangos, N.

PDF Url : ADA290372

Report Date : 31 JUL 1994

Pagination or Media Count : 10

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)

Descriptors :   *WAVE EQUATIONS, MATHEMATICAL MODELS, OPTIMIZATION, STOCHASTIC PROCESSES, TWO DIMENSIONAL, MATRICES(MATHEMATICS), ONE DIMENSIONAL, GAUSSIAN NOISE, SOLUTIONS(GENERAL), PARTIAL DIFFERENTIAL EQUATIONS, MAPPING(TRANSFORMATIONS), HYPERBOLIC DIFFERENTIAL EQUATIONS, BROWNIAN MOTION, CONVEX SETS.

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE