Search for dissertations about: "Stochastic partial differential equations"
Showing result 6 - 10 of 33 swedish dissertations containing the words Stochastic partial differential equations.
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6. Variational Methods for Moments of Solutions to Stochastic Differential Equations
Abstract : Numerical methods for stochastic differential equations typically estimate moments of the solution from sampled paths. Instead, we pursue the approach proposed by A. Lang, S. Larsson, and Ch. READ MORE
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7. Numerical Approximation of Solutions to Stochastic Partial Differential Equations and Their Moments
Abstract : The first part of this thesis focusses on the numerical approximation of the first two moments of solutions to parabolic stochastic partial differential equations (SPDEs) with additive or multiplicative noise. More precisely, in Paper I an earlier result (A. Lang, S. Larsson, and Ch. READ MORE
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8. On weak and strong convergence of numerical approximations of stochastic partial differential equations
Abstract : This thesis is concerned with numerical approximation of linear stochastic partial differential equations driven by additive noise. In the first part, we develop a framework for the analysis of weak convergence and within this framework we analyze the stochastic heat equation, the stochastic wave equation, and the linearized stochastic Cahn-Hilliard, or the linearized Cahn-Hilliard-Cook equation. READ MORE
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9. On weak convergence, Malliavin calculus and Kolmogorov equations in infinite dimensions
Abstract : This thesis is focused around weak convergence analysis of approximations of stochastic evolution equations in Hilbert space. This is a class of problems, which is sufficiently challenging to motivate new theoretical developments in stochastic analysis. READ MORE
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10. A contribution to population dynamics in space
Abstract : Population models are very often used and considered useful in the policy-making process and for planning purposes. In this research I have tried to illuminate the problem of analysing population evolution in space by using three models which cover a wide spectrum of complementary methodologies:a The Hotell. READ MORE