Stochastic Ordinary and Stochastic Partial Differential Equations

Name: Stochastic Ordinary and Stochastic Partial Differential Equations
Brand: Springer-Verlag New York Inc.
SKU: 9780387743165
Price: 2567 CZK
Availability: InStock

Transition from Microscopic to Macroscopic Equations

Autor: Peter Kotelenez

Jazyk:

Vazba: Pevná

Vydavatel: Springer-Verlag New York Inc.

Dostupnost: Skladem u dodavatele v malém množství

Odesíláme za 13-18 dnů

2 567 Kč

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a dete...

Informace o knize

Autor

Peter Kotelenez

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2007

Stránek

459

EAN

9780387743165

ISBN

0387743162

Enbook ID

01382729

Vydavatel

Springer-Verlag New York Inc.

Hmotnost

869

Rozměry

155 x 235 x 30

Kompletní popis

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.

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Stochastic Ordinary and Stochastic Partial Differential Equations

Transition from Microscopic to Macroscopic Equations

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také