Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.555546
Title: Invariant measures for stochastic partial differential equations and splitting-up method for stochastic flows
Author: Yang, Juan
Awarding Body: University of Manchester
Current Institution: University of Manchester
Date of Award: 2012
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Abstract:
This thesis consists of two parts. We start with some background theory that will be used throughout the thesis. Then, in the first part, we investigate the existence and uniqueness of the solution of the stochastic partial differential equation with two reflecting walls. Then we establish the existence and uniqueness of invariant measure of this equation under some reasonable conditions. In the second part, we study the splitting-up method for approximating the solu- tions of stochastic Stokes equations using resolvent method.
Supervisor: Zhang, Tusheng. ; Moriarty, John. Sponsor: Marie Curie
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.555546  DOI: Not available
Keywords: stochastic partial differential equations ; reflection ; invariant measure ; strong Feller ; splitting-up method
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