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Chinese Academy of Sciences Institutional Repositories Grid
Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions

文献类型:期刊论文

作者Wang W; Ren J; Duan JQ; He GW(何国威); Wang, W (reprint author), Nanjing Univ, Dept Math, Nanjing 210093, Jiangsu, Peoples R China.
刊名STOCHASTIC ANALYSIS AND APPLICATIONS
出版日期2014-11-02
卷号32期号:6页码:944-961
关键词Ensemble Averaging Random Boundary Conditions Stochastic Partial Differential Equations Martingale. Multiscale Modeling Random Partial Differential Equations
ISSN号0736-2994
产权排序[Wang, Wei] Nanjing Univ, Dept Math, Nanjing 210093, Jiangsu, Peoples R China; [Ren, Jian] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China; [Duan, Jinqiao] Univ Calif Los Angeles, Inst Pure & Appl Math, Los Angeles, CA USA; [Duan, Jinqiao] IIT, Dept Appl Math, Chicago, IL 60616 USA; [He, Guowei] Chinese Acad Sci, Inst Mech, Lab Nonlinear Mech, Beijing 100080, Peoples R China
英文摘要This article is devoted to providing a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable "mixing" conditions on random boundary conditions and on random body forcing. The ensemble averaged model is a nonlinear stochastic partial differential equation, with the deviation process (i.e., the approximation error process) quantified as the solution of a linear stochastic partial differential equation.
学科主题Mathematics
分类号Q3
URL标识查看原文
语种英语
WOS记录号WOS:000343314600003
资助机构This work was partly supported by the NSF Grant 1025422, the NSFC grants 10971225, 11028102, and 11371190, and an open grant from Laboratory for Nonlinear Mechanics at the Chinese Academy of Sciences.
公开日期2014-11-27
源URL[http://dspace.imech.ac.cn/handle/311007/49312]  
专题力学研究所_非线性力学国家重点实验室
通讯作者Wang, W (reprint author), Nanjing Univ, Dept Math, Nanjing 210093, Jiangsu, Peoples R China.
推荐引用方式
GB/T 7714
Wang W,Ren J,Duan JQ,et al. Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions[J]. STOCHASTIC ANALYSIS AND APPLICATIONS,2014,32(6):944-961.
APA Wang W,Ren J,Duan JQ,He GW,&Wang, W .(2014).Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions.STOCHASTIC ANALYSIS AND APPLICATIONS,32(6),944-961.
MLA Wang W,et al."Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions".STOCHASTIC ANALYSIS AND APPLICATIONS 32.6(2014):944-961.

入库方式: OAI收割

来源:力学研究所

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