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E-book

Title Stochastic equations for complex systems : theoretical and computational topics / Stefan Heinz, Hakima Bessaih, editors
Published Cham [Switzerland] : Springer, [2015]
©2015

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Description 1 online resource
Series Mathematical engineering
Mathematical engineering.
Contents Stochastic differential equations -- Malliavin Calculus -- Monte Carlo methods -- Multiscale models -- Molecular dynamics -- Stochastic methods for turbulent flows
Summary Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics. The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality. This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations and their applications. It contributes to a growing understanding of concepts and terminology used by mathematicians, engineers, and physicists in this relatively young and quickly expanding field
Analysis computerwetenschappen
computer sciences
wiskunde
mathematics
computational science
waarschijnlijkheidstheorie
probability theory
stochastische processen
stochastic processes
vloeistoffen (fluids)
fluids
Mathematics (General)
Wiskunde (algemeen)
Bibliography Includes bibliographical references
Notes Vendor-supplied metadata
Subject Stochastic integral equations.
Mechanics of fluids.
Maths for scientists.
Nonlinear science.
Cybernetics & systems theory.
Probability & statistics.
MATHEMATICS -- Applied.
MATHEMATICS -- Probability & Statistics -- General.
Stochastic integral equations
Form Electronic book
Author Heinz, Stefan, editor.
Bessaih, Hakima, editor
ISBN 9783319182063
3319182064
3319182056
9783319182056
9783319182070
3319182072
9783319384504
3319384503