Author: M.A. PinskyPublisher: Springer
ISBN: 3540374817
Category : Mathematics
Languages : en
Pages : 173
Book Description
Probabilistic Methods in Differential Equations
Author: M.A. PinskyPublisher: Springer
ISBN: 3540374817
Category : Mathematics
Languages : en
Pages : 173
Book Description
Probabilistic Methods in Differential Equations ; Proceedings
Author: Mark A. PinskyPublisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 162
Book Description
Probabilistic Methods in Differential Equations
Author: Mark A. PinskyPublisher:
ISBN:
Category : Markov processes
Languages : en
Pages : 162
Book Description
Probabilistic Methods in Fluids
Author: Ian Malcolm DaviesPublisher: World Scientific
ISBN: 9812703985
Category : Mathematics
Languages : en
Pages : 383
Book Description
This volume contains recent research papers presented at the international workshop on OC Probabilistic Methods in FluidsOCO held in Swansea. The central problems considered were turbulence and the NavierOCoStokes equations but, as is now well known, these classical problems are deeply intertwined with modern studies of stochastic partial differential equations, jump processes and random dynamical systems. The volume provides a snapshot of current studies in a field where the applications range from the design of aircraft through the mathematics of finance to the study of fluids in porous media."
Probabilistic Methods in Differential Equations
Author: M a PinskyPublisher: Springer
ISBN: 9783662193099
Category :
Languages : en
Pages : 176
Book Description
Probabilistic methods in differential equations
Author: M. A. PinskyProbability and Partial Differential Equations in Modern Applied Mathematics
Author: Edward C. WaymirePublisher: Springer Science & Business Media
ISBN: 038729371X
Category : Mathematics
Languages : en
Pages : 265
Book Description
"Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations. This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering.
Probabilistic Methods In Fluids, Proceedings Of The Swansea 2002 Workshop
Author: Ian M DaviesPublisher: World Scientific
ISBN: 9814487058
Category : Mathematics
Languages : en
Pages : 383
Book Description
This volume contains recent research papers presented at the international workshop on “Probabilistic Methods in Fluids” held in Swansea. The central problems considered were turbulence and the Navier-Stokes equations but, as is now well known, these classical problems are deeply intertwined with modern studies of stochastic partial differential equations, jump processes and random dynamical systems. The volume provides a snapshot of current studies in a field where the applications range from the design of aircraft through the mathematics of finance to the study of fluids in porous media.
Probabilistic Methods in Partial Differential Equations
Author: Steven OreyPublisher:
ISBN:
Category : Differential equations, Partial
Languages : en
Pages : 164
Book Description
Markov Processes and Differential Equations
Author: Mark I. FreidlinPublisher: Birkhäuser
ISBN: 3034891911
Category : Mathematics
Languages : en
Pages : 155
Book Description
Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations. Due to the close connection between the second order differential operators with a non-negative characteristic form on the one hand and Markov processes on the other, many problems in PDE's can be reformulated as problems for corresponding stochastic processes and vice versa. In the present book four classes of problems are considered: - the Dirichlet problem with a small parameter in higher derivatives for differential equations and systems - the averaging principle for stochastic processes and PDE's - homogenization in PDE's and in stochastic processes - wave front propagation for semilinear differential equations and systems. From the probabilistic point of view, the first two topics concern random perturbations of dynamical systems. The third topic, homog- enization, is a natural problem for stochastic processes as well as for PDE's. Wave fronts in semilinear PDE's are interesting examples of pattern formation in reaction-diffusion equations. The text presents new results in probability theory and their applica- tion to the above problems. Various examples help the reader to understand the effects. Prerequisites are knowledge in probability theory and in partial differential equations.