0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations

Buy Now

Stochastic Partial Differential Equations: An Introduction (Paperback, 1st ed. 2015) Loot Price: R2,304
Discovery Miles 23 040
Stochastic Partial Differential Equations: An Introduction (Paperback, 1st ed. 2015): Wei Liu, Michael Roeckner

Stochastic Partial Differential Equations: An Introduction (Paperback, 1st ed. 2015)

Wei Liu, Michael Roeckner

Series: Universitext

 (sign in to rate)
Loot Price R2,304 Discovery Miles 23 040 | Repayment Terms: R216 pm x 12*

Bookmark and Share

Expected to ship within 12 - 17 working days

This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the 'variational approach', it also contains a short account on the 'semigroup (or mild solution) approach'. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and the 'locally monotone case' is presented in a detailed and complete way for SPDEs. The extension to this more general framework for SPDEs, for example, in comparison to the well-known case of globally monotone coefficients, substantially widens the applicability of the results.

General

Imprint: Springer International Publishing AG
Country of origin: Switzerland
Series: Universitext
Release date: October 2015
First published: 2015
Authors: Wei Liu • Michael Roeckner
Dimensions: 235 x 155 x 13mm (L x W x T)
Format: Paperback
Pages: 266
Edition: 1st ed. 2015
ISBN-13: 978-3-319-22353-7
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
Books > Science & Mathematics > Mathematics > Optimization > Game theory
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
LSN: 3-319-22353-4
Barcode: 9783319223537

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

Partners