Adaptive Galerkin approximation algorithms for partial differential equations in infinite dimensions

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...

Полное описание

Библиографические подробности
Главные авторы:	Schwab, C, Suli, E
Формат:	Report
Опубликовано:	Unspecified 2011

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