Treffer: Stochastic PDEs: convergence to the continuum?
Title:
Stochastic PDEs: convergence to the continuum?
Authors:
Source:
Proceedings of the conference on computational physics 2000 New challenges for the new millenium, Gold Coast, Queensland, Australia, December 3-8, 2000Computer physics communications. 142(1-3):29-35
Publisher Information:
Amsterdam: Elsevier Science, 2001.
Publication Year:
2001
Physical Description:
print, 24 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Theoretical physics, Physique théorique, Sciences exactes et technologie, Exact sciences and technology, Physique, Physics, Generalites, General, Méthodes mathématiques en physique, Mathematical methods in physics, Théorie des probabilités, processus stochastiques et statistique, Probability theory, stochastic processes, and statistics, Physique statistique, thermodynamique, et systèmes dynamiques non linéaires, Statistical physics, thermodynamics, and nonlinear dynamical systems, Thermodynamique, Thermodynamics, Thermodynamiques hors équilibre et irréversible, Nonequilibrium and irreversible thermodynamics, Physique des particules elementaires et champs, The physics of elementary particles and fields, Théorie générale des champs et particules, General theory of fields and particles, Symétries et lois de conservation, Symmetry and conservation laws, Brisure de symétrie spontanée et radiative, Spontaneous and radiative symmetry breaking, Terre, ocean, espace, Earth, ocean, space, Astronomie, Astronomy, Systèmes stellaires. Objets et systèmes galactiques et extragalactiques. L'univers, Stellar systems. Galactic and extragalactic objects and systems. The universe, Cosmologie, Cosmology, Modèles de la théorie corpusculaire et de la théorie du champ de l'univers primordial (incluant les crêpes cosmiques, les cordes cosmiques, les phénomènes chaotiques, l'univers inflatoire, etc.), Particle-theory and field-theory models of the early universe (including cosmic pancakes, cosmic strings, chaotic phenomena, inflationary universe, etc.), Particle-theory and field-theory models of the early Universe (including cosmic pancakes, cosmic strings, chaotic phenomena, inflationary universe, etc.), Convergence, Echelle spatiale, Spatial scale, Escala espacial, Equation continuité, Continuity equations, Equation dérivée partielle, Partial differential equations, Equation stochastique, Stochastic equation, Ecuación estocástica, Fonction transfert, Transfer functions, Kink, Kinks, Maillage, Grid pattern, Celdarada, Modélisation, Modelling, Méthode différence finie, Finite difference method, Phase stationnaire, Stationary phase, Fase estacionaria, Grid spacing
Document Type:
Konferenz
Conference Paper
File Description:
text
Language:
English
Author Affiliations:
GISC, Departamento de Matemáticas, Universidad Carlos III de Madrid, Avenida de la Universidad 30, 28911 Leganés, Spain
Theroretical Division T-8, Los Alamos National Laboratory, Los Alamos, NM 87545, United States
Theroretical Division T-8, Los Alamos National Laboratory, Los Alamos, NM 87545, United States
ISSN:
0010-4655
Rights:
Copyright 2002 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Astronomy
Mathematics
Physics of elementary particles and fields
Theoretical physics
Mathematics
Physics of elementary particles and fields
Theoretical physics
Accession Number:
edscal.13423248
Database:
PASCAL Archive
Weitere Informationen
We examine the convergence properties of stochastic PDEs discretized using finite differences. In one space dimension, where the continuum solution is a stochastic process whose values are continuous functions in space, the transfer integral allows exact calculation of steady state properties, including the corrections due to finite grid spacing. The method applies to arbitrarily nonlinear PDEs, provided they have a stationary density. In two or more space dimensions, however, solution configurations are not continuous functions but only distributions. The stochastic PDE can still be solved on a finite grid of points in space, but the mean squared value at a grid point does not approach a finite limit as the grid spacing is decreased.