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Probability and Partial Differential Equations in Modern Applied Mathematics (Paperback, 2005)
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Probability and Partial Differential Equations in Modern Applied Mathematics (Paperback, 2005)
Series: The IMA Volumes in Mathematics and its Applications, 140
Expected to ship within 10 - 15 working days
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"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.
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