Covariance structure of parabolic stochastic partial differential equations
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2012-10
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Report
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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.
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published
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2012-32
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Seminar for Applied Mathematics, ETH Zurich
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Revised Version April 2013
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02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics
03435 - Schwab, Christoph / Schwab, Christoph
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247277 - Automated Urban Parking and Driving (EC)
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