Stochastic Partial Differential Equations with Two Reflecting Walls

抄録

We study stochastic partial differential equations (SPDEs) driven by space-time white noise with two reflecting smooth walls $h_1$ and $h_2$. If the solution stays in the open interval $(h_1(x,t), h_2(x,t))$, the dynamics obeys a usual type of SPDEs, and at a point where the value of the solution is $h_1$ or $h_2$, we add forces in order to prevent it from exiting the interval $[h_1, h_2]$. We will first show the existence and uniqueness of the solutions, and secondly study the stationary distribution of the dynamics and corresponding Dirichlet forms.

収録刊行物

• Journal of mathematical sciences, the University of Tokyo

  Journal of mathematical sciences, the University of Tokyo 13 (2), 129-144, 2006-10-17

  Graduate School of Mathematical Sciences, The University of Tokyo

キーワード

• SPDE with reflection
• reflecting walls

詳細情報

• CRID: 1573668926257843072
• NII論文ID: 80018735943
• NII書誌ID: AA11021653
• ISSN: 13405705
• Web Site: http://hdl.handle.net/2261/7539
• 本文言語コード: en
• データソース種別:
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