離散空間的隨機熱傳導方程之不變測度;Invariant Measure for Semi-Discrete Stochastic Heat Equation

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/82405

Title:	離散空間的隨機熱傳導方程之不變測度;Invariant Measure for Semi-Discrete Stochastic Heat Equation
Authors:	須上苑;吳政訓;白惠明
Contributors:	國立中央大學數學系
Keywords:	不變測度;隨機熱傳導方程;收斂速度;馬可夫鏈蒙地卡羅;;invariant measure;stochastic heat equations;convergence rate;MCMC
Date:	2020-01-13
Issue Date:	2020-01-13 14:50:54 (UTC+8)
Publisher:	科技部
Abstract:	考慮在離散空間下的隨機熱傳導方程，即隨機微分方程系統。我們研究系統在什麼條件下會有不變測度，不變測度的收斂速度為何。 ;We consider continuous time and discrete space stochastic heat equation, namely a system of stochastic differential equations. We like to know under what condition we will have invariant measure, and what would be the convergence rate.
Relation:	財團法人國家實驗研究院科技政策研究與資訊中心
Appears in Collections:	[Department of Mathematics] Research Project

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