Multipoint initial-final value problem for the model of Davis with additive white noise
Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ, Matematičeskoe modelirovanie i programmirovanie, Tome 10 (2017) no. 2, pp. 144-159
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The evolution of the free surface of the filtering fluid in a reservoir of limited power is modeled by the Davis equation with homogeneous Dirichlet conditions. Depending on the nature of the free term describing the internal source of the liquid, the model will be deterministic or stochastic. The deterministic model has been studied in various aspects by many researchers with different initial (initial-final value conditions). The stochastic model is studied for the first time. The main result is the proof of the unique solvability of the evolutionary model with an additive white noise and a multipoint initial-final value condition.
Keywords:
white noise; Wiener K-process; Davis model; multipoint initial-final value problem; stochastic model.
@article{VYURU_2017_10_2_a11,
author = {A. S. Konkina},
title = {Multipoint initial-final value problem for the model of {Davis} with additive white noise},
journal = {Vestnik \^U\v{z}no-Uralʹskogo gosudarstvennogo universiteta. Seri\^a, Matemati\v{c}eskoe modelirovanie i programmirovanie},
pages = {144--159},
publisher = {mathdoc},
volume = {10},
number = {2},
year = {2017},
language = {en},
url = {http://geodesic.mathdoc.fr/item/VYURU_2017_10_2_a11/}
}
TY - JOUR AU - A. S. Konkina TI - Multipoint initial-final value problem for the model of Davis with additive white noise JO - Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ, Matematičeskoe modelirovanie i programmirovanie PY - 2017 SP - 144 EP - 159 VL - 10 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VYURU_2017_10_2_a11/ LA - en ID - VYURU_2017_10_2_a11 ER -
%0 Journal Article %A A. S. Konkina %T Multipoint initial-final value problem for the model of Davis with additive white noise %J Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ, Matematičeskoe modelirovanie i programmirovanie %D 2017 %P 144-159 %V 10 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/VYURU_2017_10_2_a11/ %G en %F VYURU_2017_10_2_a11
A. S. Konkina. Multipoint initial-final value problem for the model of Davis with additive white noise. Vestnik Ûžno-Uralʹskogo gosudarstvennogo universiteta. Seriâ, Matematičeskoe modelirovanie i programmirovanie, Tome 10 (2017) no. 2, pp. 144-159. http://geodesic.mathdoc.fr/item/VYURU_2017_10_2_a11/