Research onstochastic partial differential equationswith some singularities
Project/Area Number |
21740067
|
Research Category |
Grant-in-Aid for Young Scientists (B)
|
Allocation Type | Single-year Grants |
Research Field |
General mathematics (including Probability theory/Statistical mathematics)
|
Research Institution | Shinshu University |
Principal Investigator |
XIE Bin 信州大学, ファイバーナノテク国際若手研究者育成拠点, 助教 (50510038)
|
Project Period (FY) |
2009 – 2012
|
Project Status |
Completed (Fiscal Year 2012)
|
Budget Amount *help |
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2012: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2011: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2009: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
|
Keywords | 確率論 / 確率解析 / 確率偏微分方程式 / 爆発時刻 / 確率微分方程式 / Burgers方程式 / ヤング図形 / ヤング図モデル / 非平衡揺動極限 / 爆発問題 / Levyノイズ |
Research Abstract |
In this project, I mainly did some researches on fundamental problems, explosion and ergodicity for stochastic partial differential equations with different singularities. In particular, I found that appropriate noise can delay the blow-up time of a nonlinear stochastic partial differential equation, deduced the well-knows Bismut-Elworthy formula for stochastic differential equations with Levy time noise. Moreover, as joint work, we deduced some new stochastic partial differential equations by the study of the fluctuation of two dimensional evolutionary Young diagrams.
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Report
(5 results)
Research Products
(35 results)