Probabilistic Models for Nonlinear Partial Differential Equations 1996 Edition Contributor(s): Graham, Carl (Author), Talay, Denis (Editor), Kurtz, Thomas G. (Author) |
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ISBN: 3540613978 ISBN-13: 9783540613978 Publisher: Springer OUR PRICE: $66.45 Product Type: Paperback Published: July 1996 Annotation: 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. |
Additional Information |
BISAC Categories: - Mathematics | Probability & Statistics - General - Mathematics | Differential Equations - General - Mathematics | Number Systems |
Dewey: 519.2 |
LCCN: 96026227 |
Physical Information: 0.66" H x 6.14" W x 9.21" (0.98 lbs) 302 pages |