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...
Váldodahkkit: | Schwab, C, Suli, E |
---|---|
Materiálatiipa: | Report |
Almmustuhtton: |
Unspecified
2011
|
Geahča maid
-
Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions
Dahkki: Schwab, C, et al.
Almmustuhtton: (2013) -
Spectral Galerkin approximation of Fokker−Planck equations with unbounded drift
Dahkki: Knezevic, D, et al.
Almmustuhtton: (2007) -
SPECTRAL GALERKIN APPROXIMATION OF FOKKER-PLANCK EQUATIONS WITH UNBOUNDED DRIFT
Dahkki: Knezevic, D, et al.
Almmustuhtton: (2009) -
Spectral Galerkin approximation of Fokker−Planck equations with unbounded drift
Dahkki: Knezevic, D, et al.
Almmustuhtton: (2008) -
Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift
Dahkki: Knezevic, D, et al.
Almmustuhtton: (2007)