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Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations
Hardcover
Series: Stochastic Modelling and Applied Probability, Book 58
General MathematicsPhysicsProbability & Statistics
ISBN13: 9780387743165
Publisher: Springer Nature
Published: Dec 17 2007
Pages: 459
Weight: 1.70
Height: 1.01 Width: 6.76 Depth: 9.54
Language: English
Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail. Coverage first describes the transition from the microscopic equations to the mesoscopic equations. It then covers a general system for the positions of the large particles.
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