Stochastic Partial Differential Equations in Physical and Systems Sciences.

Abstract

A number of problems in optimal stochastic control and random media have been studied. They include some problems in singular and impulse control, numerical approximation and error estimates for stochastic control. Furthermore theory and application of stochastic partial differential equations to physical sciences are also investigated. Keywords: Inequalities; Wave propagation.

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Document Details

Document Type
Technical Report
Publication Date
Nov 10, 1986
Accession Number
ADA175400

Entities

People

  • Jose-luis Menaldi
  • Pao-liu Chow

Organizations

  • Wayne State University

Tags

Communities of Interest

  • Human Systems

DTIC Thesaurus Topics

  • Applied Mathematics
  • Control Theory
  • Differential Equations
  • Diffusion
  • Engineering
  • Equations
  • Inequalities
  • Inverse Problems
  • Mathematics
  • Military Research
  • Partial Differential Equations
  • Physical Sciences
  • Scientists
  • Stochastic Control
  • Systems Science
  • Travel Time
  • Universities

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)