Operator differential-algebraic equations with noise arising in fluid dynamics
type: Item
instance of: scholarly article
title: Operator differential-algebraic equations with noise arising in fluid dynamics
zbMATH Open document ID: 1456.65034
author: Tijana Levajković
author: Hermann Mena
author: Robert Altmann
published in: Monatshefte für Mathematik
publication date: 2017-04-11T00:00:00Z
review text: The authors study linear stochastic operator differential algebraic equations (DAEs) that arise in fluid dynamics, notably the Stokes equation as a prototype. Deterministic regularization techniques are combined with polynomial chaos expansion methods to obtain explicit solutions. Existence and uniqueness of the solutions is proven in Kondratiev spaces of stochastic processes. The stochastic operator theoretical background of the paper relies on [\textit{T. Levajković} et al., Electron. J. Probab. 20, Paper No. 19, 23 p. (2015; Zbl 1321.60137)].
reviewed by: Dora Seleši
Mathematics Subject Classification ID: 65J10
Mathematics Subject Classification ID: 60H40
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 76M35
zbMATH DE Number: 6704116
zbMATH Keywords: operator DAE
zbMATH Keywords: regularization
zbMATH Keywords: Gaussian noise
zbMATH Keywords: chaos expansion
zbMATH Keywords: Skorokhod integral
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: Stokes equation
MaRDI profile type: Publication
full work available at URL: s00605-016-0931-z
OpenAlex ID: W2397923824
Wikidata QID: Q59529283
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DOI: 10.1007/S00605-016-0931-Z
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