Stochastic Partial Differential Equations | Universitext
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Stochastic partial differential equations (SPDEs) are a powerful tool for modeling a wide range of phenomena in science and engineering, including fluid dynamics, material science, and financial mathematics. SPDEs are partial differential equations that incorporate random fluctuations, and they can be used to model systems that are subject to uncertainty or noise.
4 out of 5
Language | : | English |
File size | : | 9034 KB |
Screen Reader | : | Supported |
Print length | : | 522 pages |
This book provides a comprehensive to SPDEs, with a focus on their mathematical theory and applications. The book begins with an overview of the basic concepts of SPDEs, including their definition, classification, and well-posedness. The book then goes on to discuss the numerical methods that are used to solve SPDEs, and it provides a detailed analysis of the convergence and stability of these methods.
The book concludes with a discussion of the applications of SPDEs in a variety of fields. These applications include the modeling of fluid dynamics, material science, and financial mathematics.
Audience
This book is intended for graduate students and researchers who are interested in the mathematical theory and applications of SPDEs. The book is also suitable for use as a textbook for a graduate course on SPDEs.
Prerequisites
The reader is assumed to have a basic knowledge of probability theory and partial differential equations.
Table of Contents
- Basic Concepts of SPDEs
- Numerical Methods for SPDEs
- Convergence and Stability of Numerical Methods
- Applications of SPDEs
Reviews
"This book is a comprehensive and up-to-date to the mathematical theory and applications of SPDEs. The book is written in a clear and concise style, and it is suitable for use as a textbook for a graduate course on SPDEs." - Professor X
"This book is a valuable resource for researchers who are interested in the mathematical theory and applications of SPDEs. The book provides a detailed analysis of the convergence and stability of numerical methods for SPDEs, and it discusses the applications of SPDEs in a variety of fields." - Professor Y
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4 out of 5
Language | : | English |
File size | : | 9034 KB |
Screen Reader | : | Supported |
Print length | : | 522 pages |
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4 out of 5
Language | : | English |
File size | : | 9034 KB |
Screen Reader | : | Supported |
Print length | : | 522 pages |