Name: markov processes and differential equations
SKU: 3419848
Price: 1731.00 TWD
Availability: InStock
Author: freidlin
ISBN: 9783764353926

portada markov processes and differential equations

markov processes and differential equations

Type

Physical Book

Publisher

Springer

Author

freidlin

Language

English

Pages

154

ISBN

3764353929

ISBN13

9783764353926

Synopsis "markov processes and differential equations"

probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations. due to the close connection between the second order differential operators with a non-negative characteristic form on the one hand and markov processes on the other, many problems in pdes can be reformulated as problems for corresponding stochastic processes and vice versa. in the present book four classes of problems are considered: - the dirichlet problem with a small parameter in higher derivatives for differential equations and systems - the averaging principle for stochastic processes and pdes - homogenization in pdes and in stochastic processes - wave front propagation for semilinear differential equations and systems. from the probabilistic point of view, the first two topics concern random perturbations of dynamical systems. the third topic, homog- enization, is a natural problem for stochastic processes as well as for pdes. wave fronts in semilinear pdes are interesting examples of pattern formation in reaction-diffusion equations. the text presents new results in probability theory and their applica- tion to the above problems. various examples help the reader to understand the effects. prerequisites are knowledge in probability theory and in partial differential equations.