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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
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Stochastic Partial Differential Equations (Paperback)
Loot Price: R1,480
Discovery Miles 14 800
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Stochastic Partial Differential Equations (Paperback)
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As a relatively new area in mathematics, stochastic partial
differential equations (PDEs) are still at a tender age and have
not yet received much attention in the mathematical community.
Filling the void of an introductory text in the field, Stochastic
Partial Differential Equations introduces PDEs to students familiar
with basic probability theory and Ito's equations, highlighting
several computational and analytical techniques. Without assuming
specific knowledge of PDEs, the text includes many challenging
problems in stochastic analysis and treats stochastic PDEs in a
practical way. The author first brings the subject back to its root
in classical concrete problems. He then discusses a unified theory
of stochastic evolution equations and describes a few applied
problems, including the random vibration of a nonlinear elastic
beam and invariant measures for stochastic Navier-Stokes equations.
The book concludes by pointing out the connection of stochastic
PDEs to infinite-dimensional stochastic analysis. By thoroughly
covering the concepts and applications of stochastic PDEs at an
introductory level, this text provides a guide to current research
topics and lays the groundwork for further study.
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