Carl Graham

(Author)

Probabilistic Models for Nonlinear Partial Differential Equations (1996)Paperback - 1996, 12 July 1996

Probabilistic Models for Nonlinear Partial Differential Equations (1996)
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Part of Series
Lecture Notes in Physics,
Part of Series
Lecture Notes in Mathematics
Part of Series
Lecture Notes in Mathematics / C.I.M.E. Foundation Subseries
Part of Series
Lecture Notes in Mathematics: CIME Foundation
Part of Series
Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze
Part of Series
C.I.M.E. Foundation Subseries
Print Length
302 pages
Language
English
Publisher
Springer
Date Published
12 Jul 1996
ISBN-10
3540613978
ISBN-13
9783540613978

Description

The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.

Product Details

Authors:
Carl GrahamThomas G KurtzSylvie MeleardPhilip ProtterMario PulvirentiDenis Talay
Book Edition:
1996
Book Format:
Paperback
Country of Origin:
US
Date Published:
12 July 1996
Dimensions:
23.39 x 15.6 x 1.68 cm
ISBN-10:
3540613978
ISBN-13:
9783540613978
Language:
English
Location:
Berlin, Heidelberg
Pages:
302
Publisher:
Weight:
444.52 gm

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