Effective Dynamics of Stochastic Partial Differential Equati

Erscheinungsjahr 2014
ISBN: 978-0-12-800882-9
Verlag: Elsevier Science & Technology

Buch, Englisch, 282 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 550 g

Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations.

The authors' experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension.

Zielgruppe

<p>Students in applied mathematics and professionals in the sciences and engineering community need to deal with stochastic models</p>

Autoren/Hrsg.

Duan, Jinqiao

Wang, Wei

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

1. Introduction2. Deterministic Partial Differential Equations3. Stochastic Tools in Hilbert Space4. Stochastic Partial Differential Equations 5. Stochastic Averaging Principles6. Slow Manifold Reduction7. Stochastic Homogenization

Über Autor(innen)

Duan, Jinqiao
Illinois Institute of Technology, Chicago IL