University of Illinois Chicago
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Comparison Principle for Stochastic Heat Equation on Torus

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posted on 2025-05-01, 00:00 authored by Zhecheng Huang
We study the comparison principle for the stochastic heat equation on torus, associated with white-in-time and colored-in-space noise. We begin with the review of foundation for stochastic integration, followed by the result of existence and regularity properties for the equation from previous work. Then we prove the weak and strong comparison principle.

History

Advisor

Cheng Ouyang

Department

Mathematics, Statistics, and Computer Science

Degree Grantor

University of Illinois Chicago

Degree Level

  • Doctoral

Degree name

PhD, Doctor of Philosophy

Committee Member

Roman Shvydkoy Mimi Dai Jie Yang Le Chen

Thesis type

application/pdf

Language

  • en

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