One-dimensional stochastic heat equation with discontinuous conductance |
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Authors: | Mounir Zili Eya Zougar |
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Affiliation: | 1. Faculty of Sciences of Monastir, Department of Mathematics, University of Monastir, Monastir, Tunisia.Mounir.Zili@fsm.rnu.tn;3. Faculty of Sciences of Monastir, Department of Mathematics, University of Monastir, Monastir, Tunisia. |
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Abstract: | We introduce a new stochastic partial differential equation with second-order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by a space–time white noise. Such equation could be used in mathematical modeling of diffusion phenomena in medium consisting of two kinds of materials and undergoing stochastic perturbations. We prove the existence of the solution and we present explicit expressions of its covariance and variance functions. Some regularity properties of the solution sample paths are also analyzed. |
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Keywords: | Stochastic partial differential equations discontinuity integration techniques special functions |
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