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The Cauchy Problem for the Heat Equation with a Random Right Part from the Space <i>Sub<sub>φ</sub></i> (Ω)
Department of Probability Theory, Statistics and Actuarial Mathematics, The Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine
Department of Probability Theory, Statistics and Actuarial Mathematics, The Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine
- 1 Department of Probability Theory, Statistics and Actuarial Mathematics, The Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine
- 2 Department of Probability Theory, Statistics and Actuarial Mathematics, The Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraine
Applied Mathematics·Volume 05 (2014)·Pages 2318–2333·Published 5 August 2014·DOI10.4236/am.2014.515226
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Abstract
The influence of random factors should often be taken into account in solving problems of mathematical physics. The heat equation with random factors is a classical problem of the parabolic type of mathematical physics. In this paper, the heat equation with random right side is examined. In particular, we give conditions of existence with probability, one classical solutions in the case when the right side is a random field, sample continuous with probability one from the space Sub φ (Ω) . Estimation for the distribution of the supremum of solutions of such equations is founded.
KeywordsCauchy ProblemHeat EquationStochastic Process
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