The IMA Summer Program on Probability and Partial Differential
Equations in Modern Applied Mathematics took place July 21-August
1, 2003. The program was devoted to the role of probabilistic
methods in modern applied mathematics from perspectives of both a
tool for analysis and as a tool in modeling. There is a growing
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 analysis, as well as offer new perspectives on the
phenomena for modeling purposes. In addition, such approaches can
be effective in sorting out multiple scale structure and in the
development of both non-Monte Carlo as well as Monte Carlo type
numerical methods.
There is also a growing recognition of a role in the inclusion
of stochastic terms in the modeling of complex flows, and the
addition of such terms has led to interesting new mathematical
problems at the interface of probability, dynamical systems,
numerical analysis, and partial differential equations.
This volume consists of original contributions by researchers
with a common interest in the problems, but with diverse
mathematical expertise and perspective. The volume will be useful
to researchers and graduate students who are interested in
probabilistic methods, dynamical systems approaches and numerical
analysis for mathematical modeling in engineering and sciences.
General
Imprint: |
Springer-Verlag New York
|
Country of origin: |
United States |
Series: |
The IMA Volumes in Mathematics and its Applications, 140 |
Release date: |
September 2005 |
First published: |
2005 |
Editors: |
Edward C. Waymire
|
Dimensions: |
235 x 155 x 17mm (L x W x T) |
Format: |
Hardcover
|
Pages: |
272 |
Edition: |
2005 ed. |
ISBN-13: |
978-0-387-25879-9 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
General
|
LSN: |
0-387-25879-5 |
Barcode: |
9780387258799 |
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