| Description |
1 online resource (x, 262 pages) : illustrations |
| Series |
IMA volumes in mathematics and its applications ; v. 140 |
|
IMA volumes in mathematics and its applications ; v. 140
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| Contents |
Nonnegative Markov chains with applications / K.B. Athreya -- Phase changes with time and multi-scale homogenizations of a class of anomalous diffusions / Rabi Bhattacharya -- Semi-Markov cascade representations of local solutions to 3-D incompressible Navier-Stokes / Rabi Bhattacharya [and others] -- Amplitude equations for SPDEs : approximate centre manifolds and invariant measures / Dirk Blömker and Martin Hairer -- Entropy and ergodicity of gravity currents / Vena Pearl Bongolan-Walsh [and others] -- Stochastic heat and Burgers equations and their singularities / Ian M. Davies, Aubrey Truman, and Huaizhong Zhao -- A gentle introduction to cluster expansions / William G. Faris -- Continuity of the Itô-map for Hölder rough paths with applications to the support theorem in Hölder norm / Peter K. Friz -- Data-driven stochastic processes in fully developed turbulence / Martin Greiner [and others] -- Stochastic flows on the circle / Yves Le Jan and Olivier Raimond -- Path integration : connecting pure jump and Wiener processes / Vassili N. Kolokoltsov -- Random dynamical systems in economics / Mukul Majumdar -- A geometric cascade for the spectral approximation of the Navier-Stokes equations / M. Romito -- Inertial manifolds for random differential equations / Björn Schmalfuss -- Existence and uniqueness of classical, nonnegative, smooth solutions of a class of semi-linear SPDEs / Hao Wang -- Nonlinear PDE's driven by Lévy diffusions and related statistical issues / Wojbor A. Woyczynski |
| Summary |
Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations. This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering |
| Analysis |
Probability |
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Partial differential equations |
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Modern applied mathematics |
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Probability |
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Partial differential equations |
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Modern applied mathematics |
| Bibliography |
Includes bibliographical references |
| Notes |
English |
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Print version record |
| In |
Springer eBooks |
| Subject |
Stochastic processes -- Congresses
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Probabilities -- Congresses
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Differential equations, Partial -- Congresses
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Procesos estocásticos -- Congresos
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Probabilidades -- Congresos
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Differential equations, Partial
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Probabilities
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Stochastic processes
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Stochastische Analysis
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Stochastische Differentialgleichung
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| Genre/Form |
proceedings (reports)
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Conference papers and proceedings
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Conference papers and proceedings.
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Actes de congrès.
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| Form |
Electronic book
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| Author |
Waymire, Edward C
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|
Duan, Jinqiao
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| LC no. |
2005926339 |
| ISBN |
9780387293714 |
|
038729371X |
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9780387258799 |
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0387258795 |
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1283250748 |
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9781283250740 |
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9786613250742 |
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6613250740 |
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