{"title":"Operator differential-algebraic equations with noise arising in fluid dynamics.","authors":"Robert Altmann, Tijana Levajković, Hermann Mena","doi":"10.1007/s00605-016-0931-z","DOIUrl":null,"url":null,"abstract":"<p><p>We study linear semi-explicit stochastic operator differential algebraic equations (DAEs) for which the constraint equation is given in an explicit form. In particular, this includes the Stokes equations arising in fluid dynamics. We combine a white noise polynomial chaos expansion approach to include stochastic perturbations with deterministic regularization techniques. With this, we are able to include Gaussian noise and stochastic convolution terms as perturbations in the differential as well as in the constraint equation. By the application of the polynomial chaos expansion method, we reduce the stochastic operator DAE to an infinite system of deterministic operator DAEs for the stochastic coefficients. Since the obtained system is very sensitive to perturbations in the constraint equation, we analyze a regularized version of the system. This then allows to prove the existence and uniqueness of the solution of the initial stochastic operator DAE in a certain weighted space of stochastic processes.</p>","PeriodicalId":54737,"journal":{"name":"Monatshefte fur Mathematik","volume":"182 4","pages":"741-780"},"PeriodicalIF":0.8000,"publicationDate":"2017-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s00605-016-0931-z","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Monatshefte fur Mathematik","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s00605-016-0931-z","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"2016/5/24 0:00:00","PubModel":"Epub","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 5
Abstract
We study linear semi-explicit stochastic operator differential algebraic equations (DAEs) for which the constraint equation is given in an explicit form. In particular, this includes the Stokes equations arising in fluid dynamics. We combine a white noise polynomial chaos expansion approach to include stochastic perturbations with deterministic regularization techniques. With this, we are able to include Gaussian noise and stochastic convolution terms as perturbations in the differential as well as in the constraint equation. By the application of the polynomial chaos expansion method, we reduce the stochastic operator DAE to an infinite system of deterministic operator DAEs for the stochastic coefficients. Since the obtained system is very sensitive to perturbations in the constraint equation, we analyze a regularized version of the system. This then allows to prove the existence and uniqueness of the solution of the initial stochastic operator DAE in a certain weighted space of stochastic processes.
期刊介绍:
The journal was founded in 1890 by G. v. Escherich and E. Weyr as "Monatshefte für Mathematik und Physik" and appeared with this title until 1944. Continued from 1948 on as "Monatshefte für Mathematik", its managing editors were L. Gegenbauer, F. Mertens, W. Wirtinger, H. Hahn, Ph. Furtwängler, J. Radon, K. Mayrhofer, N. Hofreiter, H. Reiter, K. Sigmund, J. Cigler.
The journal is devoted to research in mathematics in its broadest sense. Over the years, it has attracted a remarkable cast of authors, ranging from G. Peano, and A. Tauber to P. Erdös and B. L. van der Waerden. The volumes of the Monatshefte contain historical achievements in analysis (L. Bieberbach, H. Hahn, E. Helly, R. Nevanlinna, J. Radon, F. Riesz, W. Wirtinger), topology (K. Menger, K. Kuratowski, L. Vietoris, K. Reidemeister), and number theory (F. Mertens, Ph. Furtwängler, E. Hlawka, E. Landau). It also published landmark contributions by physicists such as M. Planck and W. Heisenberg and by philosophers such as R. Carnap and F. Waismann. In particular, the journal played a seminal role in analyzing the foundations of mathematics (L. E. J. Brouwer, A. Tarski and K. Gödel).
The journal publishes research papers of general interest in all areas of mathematics. Surveys of significant developments in the fields of pure and applied mathematics and mathematical physics may be occasionally included.