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001 978-0-387-29371-4
003 DE-He213
005 20160302161402.0
007 cr nn 008mamaa
008 100612s2005 xxu| s |||| 0|eng d
020 _a9780387293714
_9978-0-387-29371-4
024 7 _a10.1007/978-0-387-29371-4
_2doi
050 4 _aQA370-380
072 7 _aPBKJ
_2bicssc
072 7 _aMAT007000
_2bisacsh
082 0 4 _a515.353
_223
245 1 0 _aProbability and Partial Differential Equations in Modern Applied Mathematics
_h[electronic resource] /
_cedited by Edward C. Waymire, Jinqiao Duan.
264 1 _aNew York, NY :
_bSpringer New York,
_c2005.
300 _aX, 272 p. 22 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aThe IMA Volumes in Mathematics and its Applications,
_x0940-6573 ;
_v140
505 0 _aNonnegative Markov Chains with Applications -- Phase Changes with Time and Multi-Scale Homogenizations of a Class of Anomalous Diffusions -- Semi-Markov Cascade Representations of Local Solutions to 3-D Incompressible Navier-Stokes -- Amplitude Equations for Spdes: Approximate Centre Manifolds and Invariant Measures -- Enstrophy and Ergodicity Of Gravity Currents -- Stochastic Heat and Burgers Equations and Their Singularities -- A Gentle Introduction to Cluster Expansions -- Continuity of the Itô-Map for Holder Rough Paths with Applications to the Support Theorem in Holder Norm -- Data-Driven Stochastic Processes in Fully Developed Turbulence -- Stochastic Flows on the Circle -- Path Integration: Connecting Pure Jump and Wiener Processes -- Random Dynamical Systems in Economics -- A Geometric Cascade for the Spectral Approximation of the Navier-Stokes Equations -- Inertial Manifolds for Random Differential Equations -- Existence and Uniqueness of Classical, Nonnegative, Smooth Solutions of a Class of Semi-Linear Spdes -- Nonlinear Pde’s Driven by Lévy Diffusions and Related Statistical Issues.
520 _a"Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations. This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering.
650 0 _aMathematics.
650 0 _aPartial differential equations.
650 0 _aApplied mathematics.
650 0 _aEngineering mathematics.
650 0 _aProbabilities.
650 1 4 _aMathematics.
650 2 4 _aPartial Differential Equations.
650 2 4 _aApplications of Mathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
700 1 _aWaymire, Edward C.
_eeditor.
700 1 _aDuan, Jinqiao.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387258799
830 0 _aThe IMA Volumes in Mathematics and its Applications,
_x0940-6573 ;
_v140
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-29371-4
912 _aZDB-2-SMA
999 _c173061
_d173061