Stochastic Partial Differential Equations

Nonfiction, Science & Nature, Mathematics, Differential Equations, Statistics
Cover of the book Stochastic Partial Differential Equations by Boris L. Rozovsky, Sergey V. Lototsky, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Boris L. Rozovsky, Sergey V. Lototsky ISBN: 9783319586472
Publisher: Springer International Publishing Publication: July 6, 2017
Imprint: Springer Language: English
Author: Boris L. Rozovsky, Sergey V. Lototsky
ISBN: 9783319586472
Publisher: Springer International Publishing
Publication: July 6, 2017
Imprint: Springer
Language: English

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions.

 As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected to the material discussed at a particular place in the text. The questions usually ask to verify something, so that the reader already knows the answer and, if pressed for time, can move on. Accordingly, no solutions are provided, but there are often hints on how to proceed.

The book will be of interest to everybody working in the area of stochastic analysis, from beginning graduate students to experts in the field.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions.

 As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected to the material discussed at a particular place in the text. The questions usually ask to verify something, so that the reader already knows the answer and, if pressed for time, can move on. Accordingly, no solutions are provided, but there are often hints on how to proceed.

The book will be of interest to everybody working in the area of stochastic analysis, from beginning graduate students to experts in the field.

More books from Springer International Publishing

Cover of the book Heat Transfer Due to Laminar Natural Convection of Nanofluids by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Intelligent Robotics and Applications by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Natural Disasters and Individual Behaviour in Developing Countries by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Modeling, Simulation and Optimization of Complex Processes HPSC 2015 by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Mechanisms for CO2 Sequestration in Geological Formations and Enhanced Gas Recovery by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Genetics and Genomics of Brachypodium by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book A Battle Plan for Supporting Military Families by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Handbook of Parent-Child Interaction Therapy for Children on the Autism Spectrum by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Medical Image Computing and Computer Assisted Intervention – MICCAI 2018 by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Contemporary Operations and Logistics by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Science Teacher Preparation in Content-Based Second Language Acquisition by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Tools for High Performance Computing 2014 by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Design of Digital Chaotic Systems Updated by Random Iterations by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book China and India’s Development Cooperation in Africa by Boris L. Rozovsky, Sergey V. Lototsky
Cover of the book Complications of CSF Shunting in Hydrocephalus by Boris L. Rozovsky, Sergey V. Lototsky
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy