Stochastic Ordinary and Stochastic Partial Differential Equations / Najlacnejšie knihy
Stochastic Ordinary and Stochastic Partial Differential Equations

Code: 01382729

Stochastic Ordinary and Stochastic Partial Differential Equations

by Peter Kotelenez

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of ... more

103.10 €

RRP: 111.73 €

You save 8.64 €


In stock at our supplier
Shipping in 10 - 13 days
Add to wishlist

You might also like

Give this book as a present today
  1. Order book and choose Gift Order.
  2. We will send you book gift voucher at once. You can give it out to anyone.
  3. Book will be send to donee, nothing more to care about.

Book gift voucher sampleRead more

More about Stochastic Ordinary and Stochastic Partial Differential Equations

You get 249 loyalty points

Book synopsis

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of coupled nonlinear oscillators for N large particles and infinitely many small particles. The mesoscopic equations are stochastic ordinary differential equations (SODEs) and stochastic partial differential equatuions (SPDEs), and the macroscopic limit is described by a parabolic partial differential equation. §A detailed analysis of the SODEs and (quasi-linear) SPDEs is presented. Semi-linear (parabolic) SPDEs are represented as first order stochastic transport equations driven by Stratonovich differentials.§The time evolution of correlated Brownian motions is shown to be consistent with the depletion phenomena experimentally observed in colloids. A covariance analysis of the randomprocesses and random fields as well as a review section of various approaches to SPDEs are also provided. §An extensive appendix makes the book accessible to both scientists and graduate students who may not be specialized in stochastic analysis. §Probabilists, mathematical and theoretical physicists as well as mathematical biologists and their graduate students will find this book useful.

Book details

Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis

103.10 €

Trending among others

All about us



Shopping guide
Digest
Books by language
Payment
Delivery 2.99 €

Collection points Bratislava a 13207 dalších

Slovensko
България Hrvatska România Magyarország Polska Česko

Copyright ©2008-26 najlacnejsie-knihy.sk All rights reservedPrivacyCookies

Account: Log in
Všetky knihy sveta na jednom mieste. Navyše za skvelé ceny.

Shopping cart ( Empty )

For free shipping
shop for 59,99 € and more

You are here: