Ordinary Differential Equations/Partial Differential Equations
On an explicit representation of the solution of linear stochastic partial differential equations with delays
[Une expression analytique pour la solution dʼéquations aux dérivées partielles linéaires stochastiques avec délais]
Comptes Rendus. Mathématique, Tome 350 (2012) no. 3-4, pp. 167-172.

En se basant sur lʼanalyse dʼune certaine classe dʼopérateurs linéraires dans des espaces de Banach, nous établissons une expression analytique pour la solution de certaines équations aux dérivées partielles linéaires avec des entrées non-autonomes, des délais et des termes stochastique, sous la forme dʼun développement en série.

Based on the analysis of a certain class of linear operators on a Banach space, we provide a closed form expression for the solutions of certain linear partial differential equations with non-autonomous input, time delays and stochastic terms, which takes the form of an infinite series expansion.

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DOI : 10.1016/j.crma.2012.01.004
Galtier, Mathieu 1 ; Touboul, Jonathan 2

1 NeuroMathComp Project Team, INRIA, 23, avenue dʼItalie, 75013 Paris, France
2 The Mathematical Neuroscience Laboratory, CIRB/Collège de France (CNRS UMR 7241, INSERM U1050, UPMC ED 158, MEMOLIFE PSL
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Galtier, Mathieu; Touboul, Jonathan. On an explicit representation of the solution of linear stochastic partial differential equations with delays. Comptes Rendus. Mathématique, Tome 350 (2012) no. 3-4, pp. 167-172. doi : 10.1016/j.crma.2012.01.004. http://www.numdam.org/articles/10.1016/j.crma.2012.01.004/

[1] Brewer, J. Kronecker products and matrix calculus in system theory, IEEE Trans. Circuits Syst., Volume CAS-25 (1978) no. 9

[2] M. Galtier, G. Wainrib, Multiscale analysis of slow–fast neuronal learning models with noise, submitted for publication.

[3] Hale, J.K.; Lunel, S.M.V. Introduction to Functional Differential Equations, Springer, 1993

[4] Mao, X. Stochastic Differential Equations and Applications, Horwood Publishing, 2008

[5] Da Prato, G.; Zabczyk, J. Stochastic Equations in Infinite Dimensions, Cambridge Univ. Press, 1992

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