Level Sets and Stochastic Partial Differential Equations.

Abstract

The effort reported on here was primarily aimed at acquiring a better understanding of a broad class of stochastic partial differential equations. The main class of problems was concerned with regularity properties of solutions to stochastic wave equations in one and two spatial dimensions. A second class of problems arose from attempts to understand the flow of information throughout the solution of a linear stochastic wave equation in two spatial dimensions driven by Levy (shock) noise. A third topic studied was in the area of stochastic optimization. Substantial results have been obtained in all three areas. These results have given rise to six published (or soon to be published) research articles, a published monograph and a Ph.D. thesis.

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Document Details

Document Type
Technical Report
Publication Date
Nov 15, 1996
Accession Number
ADA321210

Entities

People

  • Robert C. Dalang

Organizations

  • Tufts University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Brownian Motion
  • Differential Equations
  • Equations
  • Gaussian Noise
  • Military Research
  • Noise
  • Optimization
  • Partial Differential Equations
  • Probability
  • Random Walk
  • Real Variables
  • Scientists
  • Stochastic Control
  • Stochastic Processes
  • Two Dimensional
  • Wave Equations

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.
  • Technical Research and Report Writing.