Stochastic Hyperbolic and Parabolic Partial Differential Equations.

Abstract

The primary objective was to understand fundamental properties of stochastic partial differential equations. The main results obtained concern properties of level sets of the solution of the one-dimensional wave equation, and regularity properties of the two-dimensional wave equation driven by non-white Gaussian noise. Additional results were obtained in the areas of stochastic optimization and stability of random matrix models. (AN)

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Document Details

Document Type
Technical Report
Publication Date
Jul 31, 1994
Accession Number
ADA290372

Entities

People

  • N. Frangos
  • Robert C. Dalang

Organizations

  • Tufts University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Abstracts
  • Boundaries
  • Brownian Motion
  • Differential Equations
  • Equations
  • Gaussian Noise
  • Noise
  • Optimization
  • Partial Differential Equations
  • Probability
  • Random Variables
  • Random Walk
  • Stochastic Processes
  • Two Dimensional
  • Wave Equations

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Linear Algebra
  • Wave Propagation and Nonlinear Chaotic Dynamics.