Probabilistic Models for Nonlinear Partial Differential Equations

✍ Scribed by Carl Graham, Thomas G. Kurtz, Sylvie Meleard, Philip E. Protter, Mario Pulvirenti, Denis Talay, Denis Talay, Luciano Tubaro

Publisher: Springer
Year: 1996
Tongue: English
Leaves: 316
Series: C.I.M.E. ... Mathematics / Fondazione C.I.M.E., Firenze
Edition: 1
Category: Library

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✦ Synopsis

The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.

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