Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Chaos Solitons & Fra...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Chaos Solitons & Fractals
Article . 2011 . Peer-reviewed
License: Elsevier TDM
Data sources: Crossref
versions View all 2 versions
addClaim

This Research product is the result of merged Research products in OpenAIRE.

You have already added 0 works in your ORCID record related to the merged Research product.

Fundamental solutions of singular SPDEs

Authors: Seleši, Dora;

Fundamental solutions of singular SPDEs

Abstract

Abstract This paper deals with some models of mathematical physics, where random fluctuations are modeled by white noise or other singular Gaussian generalized processes. White noise, as the distributional derivative od Brownian motion, which is the most important case of a Levy process, is defined in the framework of Hida distribution spaces. The Fourier transformation in the framework of singular generalized stochastic processes is introduced and its applications to solving stochastic differential equations involving Wick products and singularities such as the Dirac delta distribution are presented. Explicit solutions are obtained in form of a chaos expansion in the Kondratiev white noise space, while the coefficients of the expansion are tempered distributions. Stochastic differential equations of the form P ( ω , D ) ◊ u ( x , ω ) = A ( x , ω ) are considered, where A is a singular generalized stochastic process and P ( ω , D ) is a partial differential operator with random coefficients. We introduce the Wick-convolution operator ★ which enables us to express the solution as u = s ★ A ◊ I ◊(−1) , where s denotes the fundamental solution and I is the unit random variable. In particular, the stochastic Helmholtz equation is solved, which in physical interpretation describes waves propagating with a random speed from randomly appearing point sources.

Related Organizations
  • BIP!
    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).
    7
    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
Powered by OpenAIRE graph
Found an issue? Give us feedback
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).
BIP!Citations provided by BIP!
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.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
7
Average
Average
Average
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!