Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.660500
Title: Finite difference approximations of second order quasi-linear elliptic and hyperbolic stochastic partial differential equations
Author: Pefferly, Robert J.
Awarding Body: University of Edinburgh
Current Institution: University of Edinburgh
Date of Award: 2001
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Abstract:
This thesis covers topics such as finite difference schemes, mean-square convergence, modelling, and numerical approximations of second order quasi-linear stochastic partial differential equations (SPDE) driven by white noise in less than three space dimensions. The motivation for discussing and expanding these topics lies in their implications in such physical phenomena as signal and information flow, gravitational and electromagnetic fields, large scale weather systems, and macro-computer networks. Chapter 2 delves into the hyperbolic SPDE in one space and one time dimension. This is an important equation to such fields as signal processing, communications, and information theory where singularities propagate throughout space as a function of time. Chapter 3 discusses some concepts and implications of elliptic SPDE's driven by additive noise. These systems are key for understanding steady state phenomena. Chapter 4 presents some numerical work regarding elliptic SPDE's driven by multiplicative and general noise. These SPDE's are open topics in the theoretical literature, hence numerical work provides significant insight into the nature of the process. Chapter 5 presents some numerical work regarding quasi-geostrophic geophysical fluid dynamics involving stochastic noise and demonstrates how these systems can be represented as a combination of elliptic and hyperbolic components.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.660500  DOI: Not available
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