Buch, Englisch, Band 58, 459 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 709 g
Transition from Microscopic to Macroscopic Equations
Buch, Englisch, Band 58, 459 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 709 g
Reihe: Stochastic Modelling and Applied Probability
ISBN: 978-1-4899-8658-0
Verlag: Springer
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Mathematische Analysis
- Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
Weitere Infos & Material
From Microscopic Dynamics to Mesoscopic Kinematics.- Heuristics: Microscopic Model and Space—Time Scales.- Deterministic Dynamics in a Lattice Model and a Mesoscopic (Stochastic) Limit.- Proof of the Mesoscopic Limit Theorem.- Mesoscopic A: Stochastic Ordinary Differential Equations.- Stochastic Ordinary Differential Equations: Existence, Uniqueness, and Flows Properties.- Qualitative Behavior of Correlated Brownian Motions.- Proof of the Flow Property.- Comments on SODEs: A Comparison with Other Approaches.- Mesoscopic B: Stochastic Partial Differential Equations.- Stochastic Partial Differential Equations: Finite Mass and Extensions.- Stochastic Partial Differential Equations: Infinite Mass.- Stochastic Partial Differential Equations:Homogeneous and Isotropic Solutions.- Proof of Smoothness, Integrability, and Itô’s Formula.- Proof of Uniqueness.- Comments on Other Approaches to SPDEs.- Macroscopic: Deterministic Partial Differential Equations.- Partial Differential Equations as a Macroscopic Limit.- General Appendix.