Contents Menu

On the weak formulation of the stochastic obstacle problems

Technology reports of the Yamaguchi University Volume 5 Issue 1 Page 41-49
published_at 1992-12
KJ00004351149.pdf
[fulltext] 307 KB
Title
On the weak formulation of the stochastic obstacle problems
Creators Ishikawa Masaaki
Source Identifiers
This paper is concerned with the weak formulation of stochastic obstacle problems. First, a mathematical model of a stochastic obstacle problem is given in a form of a variational inequality. The weak solution of the stochastic obstacle problem is defined. The relation between the weak solution and the strong one is stated. Secondly, under some conditions, it is proved that the weak solution exists by using the method of penalization. Finally, the existence of the maximum solution of the weak solution is shown. The mathematical formulation of stochastic obstacle problems by the strong solution is valid only for a one dimensional spatial variable, however, the weak solution proposed here enables to formulate the stochastic obstacle problems in a multi-dimensional spatial region.
Subjects
工学 ( Other)
Languages eng
Resource Type departmental bulletin paper
Publishers 山口大学工学部
Date Issued 1992-12
File Version Version of Record
Access Rights open access
Relations
[ISSN]0386-3433
[NCID]AA0086073X
Schools 工学部