کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155786 | 958768 | 2011 | 25 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On confined McKean Langevin processes satisfying the mean no-permeability boundary condition
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
We construct a confined Langevin type process aimed to satisfy a mean no-permeability condition at the boundary. This Langevin process lies in the class of conditional McKean Lagrangian stochastic models studied by Bossy, Jabir and Talay (2010) [5]. The confined process considered here is a first construction of solutions to the class of Lagrangian stochastic equations with boundary condition issued by the so-called PDF methods for Computational Fluid Dynamics. We prove the well-posedness of the confined system when the state space of the Langevin process is a half-space.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 121, Issue 12, December 2011, Pages 2751–2775
Journal: Stochastic Processes and their Applications - Volume 121, Issue 12, December 2011, Pages 2751–2775
نویسندگان
Mireille Bossy, Jean-François Jabir,