The pressure equation for fluid flow in a stochastic medium

DOI10.1007/BF02345830zbMath0834.60068OpenAlexW2157385088MaRDI QIDQ1904300

Jan Ubøe, Tu-Sheng Zhang, Helge Holden, Tom Lindstrøm, Bernt Øksendal

Publication date: 12 March 1996

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02345830

zbMATH Keywords

Wick productpressure equationstochastic PDEstochastic distributionstochastic permeabilityWick exponential of white noise

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Flows in porous media; filtration; seepage (76S05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (10)

A MOVING BOUNDARY PROBLEM IN A STOCHASTIC MEDIUM ⋮ A stochastic oscillator with time-dependent damping ⋮ Discovering stochastic partial differential equations from limited data using variational Bayes inference ⋮ Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm ⋮ DIRICHLET PROBLEM WITH STOCHASTIC COEFFICIENTS ⋮ On the generalized stochastic Dirichlet problem. I: The stochastic weak maximum principle ⋮ Weak solutions for stochastic differential equations with additive fractional noise ⋮ SPDEs driven by additive and multiplicative white noises: a numerical study ⋮ On the characteristics of a class of Gaussian processes within the white noise space setting ⋮ A finite element approximation of linear stochastic PDEs driven by multiplicative white noise

Cites Work

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• Itô's lemma without non-anticipatory conditions
• Discrete Wick calculus and stochastic functional equations
• Stochastic boundary value problems: A white noise functional approach
• Wick calculus in Gaussian analysis
• Characterizations of the white noise test functionals and hida distributions
• The burgers equation with a noisy force and the stochastic heat equation
• Fluid flow in a medium distorted by a quasiconformal map can produce fractal boundaries

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