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...

詳細記述

書誌詳細
主要な著者: Schwab, C, Suli, E
フォーマット: Report
出版事項: Unspecified 2011

類似資料