On the generalized stochastic Dirichlet problem. II: Solvability, stability and the Colombeau case (Q5962193)
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scientific article; zbMATH DE number 5789604
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English | On the generalized stochastic Dirichlet problem. II: Solvability, stability and the Colombeau case |
scientific article; zbMATH DE number 5789604 |
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On the generalized stochastic Dirichlet problem. II: Solvability, stability and the Colombeau case (English)
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21 September 2010
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In the framework of white noise analysis, the authors consider the stochastic non-homogeneous Dirichlet problems \[ L\diamond u=h+\nabla f \] for a coercive operator \(L\). They establish existence and uniqueness of generalized weak solutions and component-wise solutions. An algorithm for the construction of the solution is provided using the Wiener-Itō chaos expansion. Moreover, some stability and regularity properties of this solution are also investigated. The authors extend the approach to the case of singular stochastic coefficients, namely Colombeau generalized stochastic processes, where they prove existence and uniqueness for the above Dirichlet problem. For Part I, see [the authors, ibid. 32, No. 4, 363--387 (2010; Zbl 1200.60054)].
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stochastic Dirichlet problem
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generalized random process
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chaos expansion
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stochastic differential equation
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elliptic linear differential operator
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generalized expectation
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regularization
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Colombeau algebra
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Wick product
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