Mohlo by se vám také líbit

Více informací o knize Stochastic Ordinary and Stochastic Partial Differential Equations

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 331 bodů

Anotace knihy

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of coupled nonlinear oscillators for N large particles and infinitely many small particles. The mesoscopic equations are stochastic ordinary differential equations (SODEs) and stochastic partial differential equatuions (SPDEs), and the macroscopic limit is described by a parabolic partial differential equation. §A detailed analysis of the SODEs and (quasi-linear) SPDEs is presented. Semi-linear (parabolic) SPDEs are represented as first order stochastic transport equations driven by Stratonovich differentials.§The time evolution of correlated Brownian motions is shown to be consistent with the depletion phenomena experimentally observed in colloids. A covariance analysis of the randomprocesses and random fields as well as a review section of various approaches to SPDEs are also provided. §An extensive appendix makes the book accessible to both scientists and graduate students who may not be specialized in stochastic analysis. §Probabilists, mathematical and theoretical physicists as well as mathematical biologists and their graduate students will find this book useful.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Calculus & mathematical analysis

• Plný název: Stochastic Ordinary and Stochastic Partial Differential Equations
• Podnázev: Transition from Microscopic to Macroscopic Equations
• Autor: Peter Kotelenez
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 459
• EAN: 9780387743165
• ISBN: 0387743162
• ID: 01382729
• Nakladatelství: Springer-Verlag New York Inc.
• Hmotnost: 869 g
• Rozměry: 235 × 155 × 30 mm
• Datum vydání: 17. December 2007

Oblíbené z jiného soudku

---

---

---