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Probabilistic Models for Nonlinear Partial Differential Equations
Denis TalayCarl GrahamThomas G. KurtzSylvie MeleardPhilip ProtterMario Pulvirenti
其他書名
Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, May 22-30, 1995
出版Springer, 2006-11-13
主題Mathematics / Probability & Statistics / GeneralMathematics / Differential Equations / GeneralMathematics / Number SystemsScience / Mechanics / ThermodynamicsScience / Physics / GeneralScience / Physics / Mathematical & ComputationalMathematics / Probability & Statistics / Stochastic ProcessesMathematics / Numerical Analysis
ISBN35406851389783540685135
URLhttp://books.google.com.hk/books?id=VkB7CwAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋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.