Adaptive Galerkin approximation algorithms for partial differential equations in infinite dimensions
Space-time variational formulations of infinite-dimensional Fokker-Planck (FP) and Ornstein-Uhlenbeck (OU) equations for functions on a separable Hilbert space $H$ are developed. The well-posedness of these equations in the Hilbert space $L^{2}(H,\mu)$ of functions on $H$, which are square-integrabl...
| Huvudupphovsmän: | , |
|---|---|
| Materialtyp: | Report |
| Publicerad: |
Unspecified
2011
|