数学理论与应用2024,Vol.44Issue(1) :16-30.DOI:10.3969/j.issn.1006-8074.2024.01.002

含椭圆算子的反射随机偏微分方程

Reflected Stochastic Partial Differential Equations with Elliptic Operators

钱鸿超 李睿智 桂业伟 彭君
数学理论与应用2024,Vol.44Issue(1) :16-30.DOI:10.3969/j.issn.1006-8074.2024.01.002

含椭圆算子的反射随机偏微分方程

Reflected Stochastic Partial Differential Equations with Elliptic Operators

钱鸿超 1李睿智 2桂业伟 2彭君1
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作者信息

  • 1. 中南大学数学与统计学院,长沙,410083
  • 2. 中国空气动力研究与发展中心,空气动力学国家重点实验室,绵阳,621000
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摘要

本文考虑一类含椭圆算子的多维反射随机偏微分方程,其解被限制在一个有界凸区域内.本文将利用惩罚法建立其解的存在唯一性定理.

Abstract

This paper is concerned with a class of multi-dimensional reflected stochastic partial differential equations with elliptic operators,whose solutions are constrained on a bounded convex domain.The aim of this paper is to establish the existence and uniqueness theorem of solutions for the reflected stochastic partial differential equations with the penalization method.

关键词

随机偏微分方程/反射/惩罚法/凸区域/椭圆算子

Key words

Stochastic partial differential equation/Reflection/Penalization method/Convex domain/Elliptic operator

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出版年

2024
数学理论与应用
湖南省数学学会

数学理论与应用

影响因子:0.281
ISSN:1006-8074
参考文献量18
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