Probabilistic Models for Nonlinear Partial Differential Equations

Released on by Denis Talay
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  • Probabilistic Models for Nonlinear Partial Differential Equations Book Detail

  • Author : Denis Talay
  • Release Date : 2006-11-13
  • Publisher : Springer
  • Genre : Mathematics
  • Pages : 312
  • ISBN 13 : 3540685138
  • File Size : 58,58 MB
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Probabilistic Models for Nonlinear Partial Differential Equations by Denis Talay PDF Summary

Book Description: The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's 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.

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