Accession Number : ADA321210

Title :   Level Sets and Stochastic Partial Differential Equations.

Descriptive Note : Final progress rept. 1 Aug 94-31 Aug 96,

Corporate Author : TUFTS UNIV MEDFORD MA

Personal Author(s) : Dalang, Robert C.

PDF Url : ADA321210

Report Date : 15 NOV 1996

Pagination or Media Count : 7

Abstract : The effort reported on here was primarily aimed at acquiring a better understanding of a broad class of stochastic partial differential equations. The main class of problems was concerned with regularity properties of solutions to stochastic wave equations in one and two spatial dimensions. A second class of problems arose from attempts to understand the flow of information throughout the solution of a linear stochastic wave equation in two spatial dimensions driven by Levy (shock) noise. A third topic studied was in the area of stochastic optimization. Substantial results have been obtained in all three areas. These results have given rise to six published (or soon to be published) research articles, a published monograph and a Ph.D. thesis.

Descriptors :   *STOCHASTIC PROCESSES, *WAVE EQUATIONS, OPTIMIZATION, GAUSSIAN NOISE, SET THEORY, BROWNIAN MOTION, ANALYTIC FUNCTIONS, LINEAR DIFFERENTIAL EQUATIONS.

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE