Title Information
Title
Effective approximations of stochastic partial differential equations based on Wiener chaos expansions and the Malliavin calculus
Name: Personal
Name Part
Lee, Chia Ying
Role
Role Term: Text
creator
Origin Information
Copyright Date
2011
Physical Description
Extent
x, 125 p.
digitalOrigin
born digital
Note
Thesis (Ph.D. -- Brown University (2011)
Name: Personal
Name Part
Rozovsky, Boris
Role
Role Term: Text
Director
Name: Personal
Name Part
Karniadakis, George
Role
Role Term: Text
Reader
Name: Personal
Name Part
Ramanan, Kavita
Role
Role Term: Text
Reader
Name: Corporate
Name Part
Brown University. Applied Mathematics
Role
Role Term: Text
sponsor
Genre (aat)
theses
Abstract
This thesis studies the application of the Wiener chaos expansion in the analysis of stochastic partial differential equations (SPDEs). Specifically, linear parabolic SPDEs and the quantized stochastic Navier-Stokes equations are considered, under the framework of the Malliavin calculus. Especially for these highly singular SPDEs, the Wiener chaos expansion is a useful tool for our study of the basic questions of solvability, regularity and dynamical behaviour, and it enables us to study approximations of the solutions of SPDEs and to quantify the errors of approximation. For the quantized stochastic Navier-Stokes equations, we use the Malliavin calculus to formulate a random perturbation of the Navier-Stokes equations that is unbiased, and we will show the existence and uniqueness of steady and time-dependent solutions, as well as the convergence to steady solution, in a stochastic weighted space. We also study a stochastic finite element method for numerical simulation of the solution of linear parabolic SPDEs and derive error estimates for the numerical solution. Finally, we show how one basis of the Wiener chaos expansion can be more efficient than another for approximating the energy of the solution, so that computational efficiency can be increased when applied to some physical applications.
Subject
Topic
Wiener chaos expansion
Subject
Topic
stochastic finite element method
Subject
Topic
stochastic Navier-Stokes equation
Subject (FAST) (authorityURI="http://id.worldcat.org/fast", valueURI="http://id.worldcat.org/fast/1133516")
Topic
Stochastic partial differential equations
Subject (FAST) (authorityURI="http://id.worldcat.org/fast", valueURI="http://id.worldcat.org/fast/1006757")
Topic
Malliavin calculus
Record Information
Record Content Source (marcorg)
RPB
Record Creation Date (encoding="iso8601")
20111003
Language
Language Term: Code (ISO639-2B)
eng
Language Term: Text
English
Identifier: DOI
10.7301/Z0FJ2F2N
Access Condition: rights statement (href="http://rightsstatements.org/vocab/InC/1.0/")
In Copyright
Access Condition: restriction on access
Collection is open for research.
Type of Resource (primo)
dissertations