This thesis consists of two parts. We start with some background theory that will be used throughout the thesis. Then, in the first part, we investigate the existence and uniqueness of the solution of the stochastic partial differential equation with two reflecting walls. Then we establish the existence and uniqueness of invariant measure of this equation under some reasonable conditions. In the second part, we study the splitting-up method for approximating the solu- tions of stochastic Stokes equations using resolvent method.
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:555546 |
| Date | January 2012 |
| Creators | Yang, Juan |
| Contributors | Zhang, Tusheng. ; Moriarty, John |
| Publisher | University of Manchester |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | https://www.research.manchester.ac.uk/portal/en/theses/invariant-measures-for-stochastic-partial-differential-equations-and-splittingup-method-for-stochastic-flows(36b3d40a-5094-4364-8732-12324ef3a72f).html |
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