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)![]() |
刊名 | STOCHASTIC ANALYSIS AND APPLICATIONS
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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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