High-dimensional nonlinear diffusion stochastic processes: modelling for engineering applications
โ Scribed by Yevgeny Mamontov, Magnus Willander
- Publisher
- World Scientific
- Year
- 2001
- Tongue
- English
- Leaves
- 322
- Series
- Series on advances in mathematics for applied sciences 56
- Edition
- 1st
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Intends to provide solutions for two main problems in nonlinear diffusion stochastic processes of large numbers of variables: the unrealistic nature of a pure mathematics study of the subject, and the loss of meaning due to too much focus on numerical analyses. DLC: Engineering--Mathematical models.
This work is devoted to high-dimensional (or large-scale) diffusion stochastic processes (DSPs) with nonlinear coefficients. These processes are closely associated with nonlinear Ito's stochastic ordinary differential equations (ISODEs) and with the space-discretized versions of nonlinear Ito's stoc
This practical introduction to stochastic reaction-diffusion modelling is based on courses taught at the University of Oxford. The authors discuss the essence of mathematical methods which appear (under different names) in a number of interdisciplinary scientific fields bridging mathematics and comp