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This book considers some models described by means of partial dif ferential equations and boundary conditions with chaotic stochastic disturbance. In a framework of stochastic Partial Differential Equa tions an approach is suggested to generalize solutions of stochastic Boundary Problems. The main topic concerns probabilistic aspects with applications to well-known Random Fields models which are representative for the corresponding stochastic Sobolev spaces. {The term "stochastic" in general indicates involvement of appropriate random elements. ) It assumes certain knowledge in general Analysis and Probability {Hilbert space methods, Schwartz distributions, Fourier transform). I A very general description of the main problems considered can be given as follows. Suppose, we are considering a random field ~ in a region T ~ Rd which is associated with a chaotic (stochastic) source"" by means of the differential equation (*) in T. A typical chaotic source can be represented by an appropri ate random field"" with independent values, i. e., generalized random function"" = ( cp, 'TJ), cp E C~(T), with independent random variables ( cp, 'fJ) for any test functions cp with disjoint supports. The property of having independent values implies a certain "roughness" of the ran dom field "" which can only be treated functionally as a very irregular Schwarz distribution. With the lack of a proper development of non linear analyses for generalized functions, let us limit ourselves to the 1 For related material see, for example, J. L. Lions, E.
This book investigates models described by partial differential equations with chaotic stochastic disturbance. It proposes an approach to generalize solutions of stochastic boundary problems within the framework of stochastic Partial Differential Equations, focusing on probabilistic aspects and applications to Random Fields models representative of stochastic Sobolev spaces. The work assumes a background in general analysis and probability, including Hilbert space methods, Schwartz distributions, and Fourier transforms. The core problem involves a random field in a region T associated with a chaotic source through a differential equation, where the source is often a random field with independent values, treated as a rough Schwarz distribution.
The book delves into advanced mathematical concepts concerning random fields and stochastic partial differential equations. Its focus on probabilistic aspects and the generalization of solutions suggests a rigorous treatment aimed at researchers and advanced students in mathematics and physics. The text assumes a strong foundation in analysis and probability, indicating a specialized audience. The detailed exploration of chaotic sources and their representation as distributions points to a theoretical and potentially abstract mathematical exposition.
Page Count:
232
Publication Date:
2013-04-17
Publisher:
Springer Science & Business Media
ISBN-10:
9401728380
ISBN-13:
9789401728386
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