Тестовий режим. Платформа працює в режимі випробування: частина можливостей ще незавершена, дані можуть змінюватися, а окремі сторінки — виглядати або рахуватися неточно. Як читати показники · Якщо профіль стосується вас
SciNodus
ПрепринтЗовнішня публікація

On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity

Yuliya MishuraORCIDKostiantyn RalchenkoORCIDMounir ZiliORCID

Анотація

We investigate a stochastic partial differential equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by a space-time white noise. We introduce a notion of weak solution of this equation and prove its equivalence to the already known notion of mild solution.

Класифікація

Ідентифікатори

Рецензій ще немає. Будьте першим!

Коментарі до статті

Коментарів ще немає

Увійдіть щоб залишити коментар

Схожі роботи

Regularity of the Mild Solution of a Parabolic Equation with Stochastic Measure

Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · Stability and Controllability of Differential Equations

Strong solutions and asymptotic behavior of bidomain equations with random noise

Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · Stability and Controllability of Differential Equations

Stochastic Viability and Comparison Theorems for Mixed Stochastic Differential Equations

Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · Stability and Controllability of Differential Equations

Existence and uniqueness of mild solution to fractional stochastic heat equation

Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · Stability and Controllability of Differential Equations

Strong Convergence Rate in Averaging Principle for the Heat Equation Driven by a General Stochastic Measure

Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · Stability and Controllability of Differential Equations

Large deviations for the backward stochastic differential equations

Схоже за: Advanced Mathematical Modeling in Engineering · Stochastic processes and financial applications · Stability and Controllability of Differential Equations