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Effective Dynamics of Stochastic Partial Differential Equations
Hardcover
Series: Elsevier Insights
General MathematicsProbability & Statistics
ISBN13: 9780128008829
Publisher: Elsevier
Published: Feb 27 2014
Pages: 282
Weight: 1.21
Height: 0.69 Width: 6.00 Depth: 9.00
Language: English
Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations.
The authors' experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension.
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