On a class of stochastic partial differential equations related to turbulent transport

被引:15
作者
Deck, T [1 ]
Potthoff, J [1 ]
机构
[1] Univ Mannheim, Fak Math & Informat, D-68131 Mannheim, Germany
关键词
white-noise-analysis; stochastic parabolic differential equations;
D O I
10.1007/s004400050163
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the Cauchy problem for the mass density rho of particles which diffuse in an incompressible fluid. The dynamical behaviour of rho is modeled by a linear, uniformly parabolic differential equation containing a stochastic vector field. This vector field is interpreted as the velocity field of the fluid in a state of turbulence. Combining a contraction method with techniques from white noise analysis we prove an existence and uniqueness result for the solution rho is an element of C(1,2)([0, T] x R(d), (J)*), which is a generalized random field. For a subclass of Cauchy problems we show that rho actually is a classical random field, i.e. rho(t,x) is an L(2)-random variable for all time and space parameters (t,x) is an element of [0, T] x R(d).
引用
收藏
页码:101 / 122
页数:22
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