Covariance structure of parabolic stochastic partial differential equations
dc.contributor.author
Lang, Annika
dc.contributor.author
Larsson, Stig
dc.contributor.author
Schwab, Christoph
dc.date.accessioned
2022-09-02T13:35:14Z
dc.date.available
2022-09-02T13:32:52Z
dc.date.available
2022-09-02T13:35:14Z
dc.date.issued
2012-10
dc.identifier.uri
http://hdl.handle.net/20.500.11850/568626
dc.identifier.doi
10.3929/ethz-a-010394908
dc.description.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.
en_US
dc.format
application/pdf
en_US
dc.language.iso
en
en_US
dc.publisher
Seminar for Applied Mathematics, ETH Zurich
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.title
Covariance structure of parabolic stochastic partial differential equations
en_US
dc.type
Report
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
SAM Research Report
ethz.journal.volume
2012-32
en_US
ethz.size
13 p.
en_US
ethz.version.edition
Revised Version April 2013
en_US
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
en_US
ethz.grant
Automated Urban Parking and Driving
en_US
ethz.publication.place
Zurich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.identifier.url
https://math.ethz.ch/sam/research/reports.html?id=475
ethz.grant.agreementno
247277
ethz.grant.fundername
EC
ethz.grant.funderDoi
10.13039/501100001711
ethz.grant.program
FP7
ethz.relation.isPreviousVersionOf
handle/20.500.11850/79167
ethz.date.deposited
2017-06-10T11:38:20Z
ethz.source
ECOL
ethz.source
ECIT
ethz.identifier.importid
imp59366b706e39357298
ethz.identifier.importid
imp5936500cdac5a12629
ethz.ecolpid
eth:47424
ethz.ecitpid
pub:94799
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2022-09-02T13:33:11Z
ethz.rosetta.lastUpdated
2023-02-07T05:57:56Z
ethz.rosetta.versionExported
true
dc.identifier.olduri
http://hdl.handle.net/20.500.11850/154952
dc.identifier.olduri
http://hdl.handle.net/20.500.11850/59273
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Covariance%20structure%20of%20parabolic%20stochastic%20partial%20differential%20equations&rft.jtitle=SAM%20Research%20Report&rft.date=2012-10&rft.volume=2012-32&rft.au=Lang,%20Annika&Larsson,%20Stig&Schwab,%20Christoph&rft.genre=report&
Files in this item
Publication type
-
Report [6796]