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Thesis

Moving boundary problems for reflected SPDEs

Abstract:

The work in this thesis is based on the study of reflected SPDE (stochastic partial differential equation) moving boundary problems. These are systems consisting of two competing profiles which each evolve according to a reflected stochastic heat equation in one spatial dimension, and share a common boundary point. The reflection here minimally pushes the profiles upwards in order to maintain positivity. The evolution of the shared boundary depends on the state of the profiles, and so is c...

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Department:
Mathematical Institute

Contributors

Department:
Mathematical Institute
Role:
Supervisor
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Grant:
EP/L015811/1
Funding agency for:
Jasdeep Kalsi
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford

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