descriptionPublicationkeyboard_double_arrow_right Article , Report , Preprint , Other literature type 29 May 2013Embargo end date: 01 Jan 2012 English Publisher:Springer Science and Business Media LLCJournal:Stochastic Partial Differential Equations: Analysis and Computations, volume 1, pages 351-364 (issn: 2194-0401, eissn: 2194-041X,

Authors: Annika Lang; Stig Larsson; Christoph Schwab;

doi: 10.1007/s40072-013-0012-4 , 10.48550/arxiv.1210.3447 , 10.3929/ethz-a-010394908

arXiv: http://arxiv.org/abs/1210.3447

handle: 20.500.11850/568626 , 20.500.11850/79167

Covariance structure of parabolic stochastic partial differential equations

- Summary
- Subjects
- Metrics

Abstract

In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the covariance of the solutions of the parabolic stochastic partial differential equations is derived. Well-posedness of a space-time weak variational formulation of this tensorized equation is established.

Related Organizations

ETH Zurich
Switzerland
Chalmers University of Technology
Sweden
University of Gothenburg
Sweden

Keywords

35R60, 60H15, 35K70, Probability (math.PR), FOS: Mathematics, Stochastic partial differential equations; Random partial differential equations; Parabolic partial differential equations; Tensorized partial differential equations; Weak variational solutions, Mathematics - Probability, info:eu-repo/classification/ddc/510, Mathematics

Impact byBIP!

	citations This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	5
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average