Stochastic partial differential equations can be used in many areas of science to model complex systems evolving over time. This book assembles together some of the world's best known authorities on stochastic partial differential equations. Subjects include the stochastic Navier-Stokes equation, cr
Stochastic Partial Differential Equations
โ Scribed by Alison Etheridge (editor)
- Publisher
- Cambridge University Press
- Year
- 1995
- Tongue
- English
- Leaves
- 349
- Series
- London Mathematical Society Lecture Note Series 216
- Edition
- First Edition
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
Stochastic partial differential equations can be used in many areas of science to model complex systems evolving over time. This book assembles together some of the world's best known authorities on stochastic partial differential equations. Subjects include the stochastic Navier-Stokes equation, critical branching systems, population models, statistical dynamics, and ergodic properties of Markov semigroups. For all workers on stochastic partial differential equations, this book will have much to offer.
๐ SIMILAR VOLUMES
<p>Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabo
Introduction -- Basic Ideas -- Stochastic Analysis in Infinite Dimensions -- Linear Equations: Square-Integrable Solutions -- The Polynomial Chaos Method -- Parameter Estimation for Diagonal SPDEs -- Solutions -- References -- Index.;Taking readers with a basic knowledge of probability and real anal