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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
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Stochastic Partial Differential Equations (Paperback, 1st ed. 2017)
Loot Price: R2,326
Discovery Miles 23 260
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Stochastic Partial Differential Equations (Paperback, 1st ed. 2017)
Series: Universitext
Expected to ship within 10 - 15 working days
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Taking readers with a basic knowledge of probability and real
analysis to the frontiers of a very active research discipline,
this textbook provides all the necessary background from functional
analysis and the theory of PDEs. It covers the main types of
equations (elliptic, hyperbolic and parabolic) and discusses
different types of random forcing. The objective is to give the
reader the necessary tools to understand the proofs of existing
theorems about SPDEs (from other sources) and perhaps even to
formulate and prove a few new ones. Most of the material could be
covered in about 40 hours of lectures, as long as not too much time
is spent on the general discussion of stochastic analysis in
infinite dimensions. As the subject of SPDEs is currently making
the transition from the research level to that of a graduate or
even undergraduate course, the book attempts to present enough
exercise material to fill potential exams and homework assignments.
Exercises appear throughout and are usually directly connected to
the material discussed at a particular place in the text. The
questions usually ask to verify something, so that the reader
already knows the answer and, if pressed for time, can move on.
Accordingly, no solutions are provided, but there are often hints
on how to proceed. The book will be of interest to everybody
working in the area of stochastic analysis, from beginning graduate
students to experts in the field.
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