Pao-Liu Chow

Stochastic Partial Differential Equations (eBook, ePUB)

• Format: ePub

Produktbeschreibung

Filling the void of an introductory text in the field, this book highlights several computational and analytical techniques involved in stochastic PDEs. It includes many challenging problems in stochastic analysis and treats stochastic PDEs in a practical way. The author first brings the subject back to its root in classical concrete problems. He then discusses a unified theory of stochastic evolution equations and describes a few applied problems, including the random vibration of a nonlinear elastic beam and invariant measures for stochastic Navier-Stokes equations. The book concludes by pointing out the connection of stochastic PDEs to infinite-dimensional stochastic analysis.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 281
• Erscheinungstermin: 19. März 2007
• Englisch
• ISBN-13: 9781000738216
• Artikelnr.: 57518321

Autorenporträt

Pau-Liu Chow

Inhaltsangabe

Preface. Preliminaries. Scalar Equations of First Order. Stochastic
Parabolic Equations. Stochastic Parabolic Equations in the Whole Space.
Stochastic Hyperbolic Equations. Stochastic Evolution Equations in Hilbert
Spaces. Asymptotic Behavior of Solutions. Further Applications. Diffusion
Equations in Infinite Dimensions. References. Index.