Описание: This book 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.
Описание: This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.
Автор: Patr?cia Gon?alves; Ana Jacinta Soares Название: From Particle Systems to Partial Differential Equations II ISBN: 3319384708 ISBN-13(EAN): 9783319384702 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Part I Mini-Courses: C. Bernardin: Diffusion of energy in chains of oscillators with conservative noise.- V. Giovangigli: Dissipative reactive fluid models from the kinetic theory.- Part II Short Papers: D. Bessam: Large deviations in a Gaussian setting: the role of the Cameron-Martin space.- F. Carvalho, J.K. Polewczak and A.J. Soares: Kinetic theory of simple reacting spheres: an application to coloring processes.- W. De Roeck and F. Huveneers: Can translation invariant systems exhibit a many-body localized phase?.- P. Duarte and M.J. Torres: Stability of non-deterministic systems.- P. Goncalves: Derivation of the Stochastic Burgers equation from the WASEP.- E. Luзon: Large population asymptotics for interacting diffusions in a quenched random environment.- D. Madjarevic: Shock structure and temperature overshoot in macroscopic multi-temperature model of binary mixtures.- A. Nota: Diffusive limit for the random Lorentz gas.-M.J. Oliveira and R.V. Mendes: Fractional Boson gas and fractional Poisson measure in infinite dimensions.- M.P. Ramos, A.J. Soares: Dynamical properties of a cosmological model with diffusion.- S. Simic: The structure of shock waves in dissipative hyperbolic models.- M. Simon: Diffusion coefficient for the disordered harmonic chain perturbed by an energy conserving noise.- G.M. Schьtz: Conditioned stochastic particle systems and integrable quantum spin systems.
Автор: Y. Rozanov Название: Random Fields and Stochastic Partial Differential Equations ISBN: 0792349849 ISBN-13(EAN): 9780792349846 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book considers some models described by means of partial differential equations and boundary conditions with chaotic stochastic disturbance. In a framework of stochastic partial differential equations an approach is suggested to generalize solutions of stochastic boundary problems.
Автор: C?dric Bernardin; Patricia Gon?alves Название: From Particle Systems to Partial Differential Equations ISBN: 3662512408 ISBN-13(EAN): 9783662512401 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012.
The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory and to stimulate discussions and possibly new collaborations among researchers with different backgrounds.
The book contains lecture notes written by Fran ois Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navier-Stokes) from the Boltzmann equation, and several short papers written by some of the participants in the conference. Among the topics covered by the short papers are hydrodynamic limits; fluctuations; phase transitions; motions of shocks and anti shocks in exclusion processes; large number asymptotics for systems with self-consistent coupling; quasi-variational inequalities; unique continuation properties for PDEs and others.
The book will benefit probabilists, analysts and mathematicians who are interested in statistical physics, stochastic processes, partial differential equations and kinetics theory, along with physicists.
Автор: Patr?cia Gon?alves; Ana Jacinta Soares Название: From Particle Systems to Partial Differential Equations ISBN: 3319668382 ISBN-13(EAN): 9783319668383 Издательство: Springer Рейтинг: Цена: 22359.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
"This book addresses mathematical problems motivated by various applications in physics, engineering, chemistry and biology. It gathers the lecture notes from the mini-course presented by Jean-Christophe Mourrat on the construction of the various stochastic "basic" terms involved in the formulation of the dynamic O4 theory in three space dimensions, as well as selected contributions presented at the fourth meeting on Particle Systems and PDEs, which was held at the University of Minho's Centre of Mathematics in December 2015. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, offering them a forum to present their recent results and discuss their topics of expertise. The meeting was also intended to present to a vast and varied public, including young researchers, the area of interacting particle systems, its underlying motivation, and its relation to partial differential equations.
The book will be of great interest to probabilists, analysts, and all mathematicians whose work focuses on topics in mathematical physics, stochastic processes and differential equations in general, as well as physicists working in statistical mechanics and kinetic theory."
Автор: Lototsky, Sergey V. Rozovsky, Boris L. Название: Stochastic partial differential equations ISBN: 3319586459 ISBN-13(EAN): 9783319586458 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 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.
Автор: Giuseppe Da Prato; Luciano Tubaro Название: Stochastic Partial Differential Equations and Applications ISBN: 3540172114 ISBN-13(EAN): 9783540172116 Издательство: Springer Рейтинг: Цена: 6288.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integration methods in random space is made.
Автор: C?dric Bernardin; Patricia Gon?alves Название: From Particle Systems to Partial Differential Equations ISBN: 3642542700 ISBN-13(EAN): 9783642542701 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012.
The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory and to stimulate discussions and possibly new collaborations among researchers with different backgrounds.
The book contains lecture notes written by Fran ois Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navier-Stokes) from the Boltzmann equation, and several short papers written by some of the participants in the conference. Among the topics covered by the short papers are hydrodynamic limits; fluctuations; phase transitions; motions of shocks and anti shocks in exclusion processes; large number asymptotics for systems with self-consistent coupling; quasi-variational inequalities; unique continuation properties for PDEs and others.
The book will benefit probabilists, analysts and mathematicians who are interested in statistical physics, stochastic processes, partial differential equations and kinetics theory, along with physicists.
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