Stochastic partial differential equations: six perspectives
Gespeichert in:
| Weitere Verfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Providence, Rhode Island
American Mathematical Society
[1999]
|
| Schriftenreihe: | Mathematical surveys and monographs
volume 64 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xi, 334 Seiten Illustrationen, Diagramme (teilweise farbig) |
| ISBN: | 9780821821008 9781470412913 0821808060 |
Internformat
MARC
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| 020 | |a 9781470412913 |c online |9 978-1-4704-1291-3 | ||
| 020 | |a 0821808060 |9 0-8218-0806-0 | ||
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| 245 | 1 | 0 | |a Stochastic partial differential equations |b six perspectives |c Rene A. Carmona ; Boris Rozovskii, editors |
| 264 | 1 | |a Providence, Rhode Island |b American Mathematical Society |c [1999] | |
| 264 | 4 | |c © 1999 | |
| 300 | |a xi, 334 Seiten |b Illustrationen, Diagramme (teilweise farbig) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Mathematical surveys and monographs |v volume 64 | |
| 650 | 7 | |a Equations aux dérivées partielles |2 ram | |
| 650 | 7 | |a Stochastische differentiaalvergelijkingen |2 gtt | |
| 650 | 4 | |a Stochastic partial differential equations | |
| 650 | 0 | 7 | |a Stochastische partielle Differentialgleichung |0 (DE-588)4135969-0 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4143413-4 |a Aufsatzsammlung |2 gnd-content | |
| 689 | 0 | 0 | |a Stochastische partielle Differentialgleichung |0 (DE-588)4135969-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Carmona, René |d 1947- |0 (DE-588)122405668 |4 edt | |
| 700 | 1 | |a Rozovskii, Boris L. |d 1945- |0 (DE-588)1089452993 |4 edt | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-1-4704-1291-3 |
| 830 | 0 | |a Mathematical surveys and monographs |v volume 64 |w (DE-604)BV000018014 |9 64 | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-008976820 | ||
Datensatz im Suchindex
| _version_ | 1804127875739156480 |
|---|---|
| adam_text | Contents
Preface
PART
1.
Stochastic Models
Chapter
1.
Stochastic Partial Differential Equations:
Selected Applications in Continuum Physics
by J.
Glimm
and D. Sharp
1.
The Physical Basis of Stochastic Analysis
2.
Mathematical and Computational Tools for Stochastic Analysis
3.
Multi-phase Flow
4.
Transport and Dispersion
Bibliography
Chapter
2.
Measure-Valued Processes and Renormalization of Branching
Particle Systems
by D. A. Dawson and E. A. Perkins
1.
Branching and Interacting Particle Systems.
2.
Historical Brownian Motion
3.
Formulation of a General Class of Measure-Valued Branching Processes
4.
Small Scale Behavior
5.
Large Scale Behavior
6.
A Survey of Interactive Branching Systems
Bibliography
Chapter
3.
Deterministic and Stochastic Hydrodynamic Equations Arising
From Simple Microscopic Model Systems
by G. Giacomin, J. L. Lebowitz and E. Presutti
107
1.
Introduction
107
PARTI
Non
Reversible Dynamical Systems:
Asymmetric Models with Shocks 111
2.
The Burgers Equation 111
3.
The Asymmetric Simple Exclusion and the Independent Particle System
113
4.
The Weakly Asymmetric Simple Exclusion Process: Hydrodynamics and
Stochastic Corrections
119
5.
Driven Surfaces and Fluctuations
126
PART II
Reversible Dynamical Systems:
Symmetric Models with Long Range Interactions
128
6.
Ising Models with
Кас
Potentials: Glauber and Kawasaki Dynamics
128
7.
Nonlinear Fluctuations: Stochastic Allen-Cahn and Cahn-Hilliard
Equations
135
8.
Macroscopic Effects of Small Fluctuations: the Origin of Spatial Patterns
141
9.
The Dynamics on Very Long Times: a Brief Look at Large Deviations
148
Bibliography
149
Chapter
4.
Transport by Incompressible Random Velocity Fields: Simulations
&
Mathematical Conjectures
by R.
A. Carmona
and F. Cerou
1.
Introduction
2.
Gaussian Velocity Fields with Kolmogorov Spectra
3.
Abstract Ornstein Uhlenbeck Velocity Fields
4.
Simulation of the Velocity Field
5.
Transport Simulations
6.
Homogenization
&
Spectral Singularity Renormalization
7.
Poisson
Models
Bibliography
PART
2.
Mathematical Theory
Chapter
5.
An analytic approach to SPDE s
by
N.
V. Krylov
1.
Introduction
2.
Generalities
3.
The Stochastic Banach Spaces
4.
Model Equations
5.
Equations with Variable Coefficients
6.
Proof of Theorem
5.1
7.
Embedding Theorems for
Щ
(τ)
8.
Applications
9.
Open Problems
Bibliography
Chapter
6.
Martingale Problems for Stochastic PDE s
by R. Mikulevicius AND B.L. Rozovskii
1.
Introduction
2.
Stochastic Integrals for Cylindrical Martingales in Topological Vector
Spaces
3.
Martingale Problems
4.
Equations of Stochastic Quantization
5.
Appendix
Bibliography
Indexes
Notation Index
Subject Index
|
| any_adam_object | 1 |
| author2 | Carmona, René 1947- Rozovskii, Boris L. 1945- |
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| author_facet | Carmona, René 1947- Rozovskii, Boris L. 1945- |
| building | Verbundindex |
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| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.25 |
| callnumber-search | QA274.25 |
| callnumber-sort | QA 3274.25 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 500 SK 820 |
| classification_tum | MAT 606f |
| ctrlnum | (OCoLC)39658781 (DE-599)BVBBV013175398 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV013175398 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:40:18Z |
| institution | BVB |
| isbn | 9780821821008 9781470412913 0821808060 |
| language | English |
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| publishDate | 1999 |
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| series | Mathematical surveys and monographs |
| series2 | Mathematical surveys and monographs |
| spelling | Stochastic partial differential equations six perspectives Rene A. Carmona ; Boris Rozovskii, editors Providence, Rhode Island American Mathematical Society [1999] © 1999 xi, 334 Seiten Illustrationen, Diagramme (teilweise farbig) txt rdacontent n rdamedia nc rdacarrier Mathematical surveys and monographs volume 64 Equations aux dérivées partielles ram Stochastische differentiaalvergelijkingen gtt Stochastic partial differential equations Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Stochastische partielle Differentialgleichung (DE-588)4135969-0 s DE-604 Carmona, René 1947- (DE-588)122405668 edt Rozovskii, Boris L. 1945- (DE-588)1089452993 edt Erscheint auch als Online-Ausgabe 978-1-4704-1291-3 Mathematical surveys and monographs volume 64 (DE-604)BV000018014 64 Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008976820&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Stochastic partial differential equations six perspectives Mathematical surveys and monographs Equations aux dérivées partielles ram Stochastische differentiaalvergelijkingen gtt Stochastic partial differential equations Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd |
| subject_GND | (DE-588)4135969-0 (DE-588)4143413-4 |
| title | Stochastic partial differential equations six perspectives |
| title_auth | Stochastic partial differential equations six perspectives |
| title_exact_search | Stochastic partial differential equations six perspectives |
| title_full | Stochastic partial differential equations six perspectives Rene A. Carmona ; Boris Rozovskii, editors |
| title_fullStr | Stochastic partial differential equations six perspectives Rene A. Carmona ; Boris Rozovskii, editors |
| title_full_unstemmed | Stochastic partial differential equations six perspectives Rene A. Carmona ; Boris Rozovskii, editors |
| title_short | Stochastic partial differential equations |
| title_sort | stochastic partial differential equations six perspectives |
| title_sub | six perspectives |
| topic | Equations aux dérivées partielles ram Stochastische differentiaalvergelijkingen gtt Stochastic partial differential equations Stochastische partielle Differentialgleichung (DE-588)4135969-0 gnd |
| topic_facet | Equations aux dérivées partielles Stochastische differentiaalvergelijkingen Stochastic partial differential equations Stochastische partielle Differentialgleichung Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008976820&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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