Operator differential-algebraic equations with noise arising in fluid dynamics (Q521609): Difference between revisions

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The authors study linear stochastic operator differential algebraic equations (DAEs) that arise in fluid dynamics, notably the Stokes equation as a prototype. Deterministic regularization techniques are combined with polynomial chaos expansion methods to obtain explicit solutions. Existence and uniqueness of the solutions is proven in Kondratiev spaces of stochastic processes. The stochastic operator theoretical background of the paper relies on [\textit{T. Levajković} et al., Electron. J. Probab. 20, Paper No. 19, 23 p. (2015; Zbl 1321.60137)].
Property / review text: The authors study linear stochastic operator differential algebraic equations (DAEs) that arise in fluid dynamics, notably the Stokes equation as a prototype. Deterministic regularization techniques are combined with polynomial chaos expansion methods to obtain explicit solutions. Existence and uniqueness of the solutions is proven in Kondratiev spaces of stochastic processes. The stochastic operator theoretical background of the paper relies on [\textit{T. Levajković} et al., Electron. J. Probab. 20, Paper No. 19, 23 p. (2015; Zbl 1321.60137)]. / rank
 
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Property / reviewed by: Dora Seleši / rank
 
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Property / Mathematics Subject Classification ID: 65J10 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H40 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H30 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 35R60 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 76M35 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6704116 / rank
 
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Property / zbMATH Keywords
 
operator DAE
Property / zbMATH Keywords: operator DAE / rank
 
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regularization
Property / zbMATH Keywords: regularization / rank
 
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Gaussian noise
Property / zbMATH Keywords: Gaussian noise / rank
 
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chaos expansion
Property / zbMATH Keywords: chaos expansion / rank
 
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Skorokhod integral
Property / zbMATH Keywords: Skorokhod integral / rank
 
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Malliavin calculus
Property / zbMATH Keywords: Malliavin calculus / rank
 
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Stokes equation
Property / zbMATH Keywords: Stokes equation / rank
 
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Operator differential-algebraic equations with noise arising in fluid dynamics
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    Operator differential-algebraic equations with noise arising in fluid dynamics (English)
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    11 April 2017
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    The authors study linear stochastic operator differential algebraic equations (DAEs) that arise in fluid dynamics, notably the Stokes equation as a prototype. Deterministic regularization techniques are combined with polynomial chaos expansion methods to obtain explicit solutions. Existence and uniqueness of the solutions is proven in Kondratiev spaces of stochastic processes. The stochastic operator theoretical background of the paper relies on [\textit{T. Levajković} et al., Electron. J. Probab. 20, Paper No. 19, 23 p. (2015; Zbl 1321.60137)].
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    operator DAE
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    regularization
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    Gaussian noise
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    chaos expansion
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    Skorokhod integral
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    Malliavin calculus
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    Stokes equation
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