Invariant measures for stochastic partial differential equations and splitting-up method for stochastic flows

UoM administered thesis: Phd

  • Authors:
  • Juan Yang

Abstract

This thesis consists of two parts. We start with some background theory that will be used throughout the thesis. Then, in the first part, we investigate the existence and uniqueness of the solution of the stochastic partial differential equation with two reflecting walls. Then we establish the existence and uniqueness of invariant measure of this equation under some reasonable conditions.In the second part, we study the splitting-up method for approximating the solu- tions of stochastic Stokes equations using resolvent method.

Details

Original languageEnglish
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Award date31 Dec 2012