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