scientific article; zbMATH DE number 1341728

MaRDI QIDQ4263273zbMATH OpenFDO

Authors Jan Ubøe

Publication date 26 June 2000

zbMATH Keywords

Colombeau distributionsmeasurement methodmeasurement solutionssingular stochastic PDE's

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

Applying the measurement method introduced by \textit{T. Lindstrøm, B. Øksendal, J. Obøe} and \textit{T. Zhang} [Stochastic Anal. Appl. 13, No. 2, 177-204 (1995; Zbl 0829.60053)] the author gives some results on solutions to singular ODE's and stochastic PDE's. The idea which is related to the theory of Colombeau distributions is based on smoothing both the coefficients and the candidates for a solution and defining the so-called errorfunction, and then passing to the limit. The solutions of equations obtained in such a way are called measurement solutions. For the entire collection see [Zbl 0918.00026].

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