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Analysis of stochastic partial differential equations

By: Khoshnevisan, Davar.
Material type: materialTypeLabelBookSeries: Regional conference series in mathematics. Publisher: USA American Mathematical Society 2014Description: viii, 117 p.ISBN: 9781470437251.Subject(s): Stochastic partial differential equations | Mathematics | Global analysis - Mathematics | Distribution - Probability theoryDDC classification: 519.2 Summary: The general area of stochastic PDEs is interesting to mathematicians because it contains an enormous number of challenging open problems. There is also a great deal of interest in this topic because it has deep applications in disciplines that range from applied mathematics, statistical mechanics, and theoretical physics, to theoretical neuroscience, theory of complex chemical reactions [including polymer science], fluid dynamics, and mathematical finance. http://bookstore.ams.org/cbms-119
List(s) this item appears in: Prof. A. K. Laha
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Non Fiction 519.2 K4A6 (Browse shelf) Available 194396

Table of Contents:

1.Prelude
2.Wiener integrals
3.A linear heat equation
4.Walsh-Dalang integrals
5.A non-linear heat equation
6.Intermezzo: A parabolic Anderson model
7.Intermittency
8.Intermittency fronts
9.Correlation length

The general area of stochastic PDEs is interesting to mathematicians because it contains an enormous number of challenging open problems. There is also a great deal of interest in this topic because it has deep applications in disciplines that range from applied mathematics, statistical mechanics, and theoretical physics, to theoretical neuroscience, theory of complex chemical reactions [including polymer science], fluid dynamics, and mathematical finance.


http://bookstore.ams.org/cbms-119


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