Name: probabilistic models for nonlinear partial differential equations
Price: 1989.00 TWD
Availability: InStock
Author: graham,kurtz,meleard,protter,pulvirenti,talay
ISBN: 9783540613978

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portada probabilistic models for nonlinear partial differential equations

probabilistic models for nonlinear partial differential equations

Type

Physical Book

Publisher

Springer

Author

graham,kurtz,meleard,protter,pulvirenti,talay

Language

English

Pages

301

ISBN

3540613978

ISBN13

9783540613978

Synopsis "probabilistic models for nonlinear partial differential equations"

the lecture courses of the cime summer school on probabilistic models for nonlinear pdes and their numerical applications (april 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from physics (conservation laws, boltzmann-like and navier-stokes equations); third, on the modelling of networks by interacting particle systems. this book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of spdes, in particular, to phd students and young researchers.