
Effective Dynamics of Stochastic Partial Differential Equations
Elsevier (Publisher)
Published on 30. October 2018
Book
Paperback/Softback
282 pages
978-0-12-810251-0 (ISBN)
Description
Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations.
The authors' experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension.
The authors' experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension.
Reviews / Votes
"Graduate students as well as researchers who have a solid background in SPDEs and are interested in undertaking research in the direction of averaging or homogenization of SPDEs can start their adventure and journey from the book..." --MathSciNetMore details
Language
English
Place of publication
United States
Target group
Professional and scholarly
Students in applied mathematics and professionals in the sciences and engineering community need to deal with stochastic models
Dimensions
Height: 229 mm
Width: 152 mm
ISBN-13
978-0-12-810251-0 (9780128102510)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

Jinqiao Duan | Wei Wang
Effective Dynamics of Stochastic Partial Differential Equations
Book
02/2014
Elsevier
€90.00
Shipment within 15-20 days
Persons
Illinois Institute of Technology, Chicago IL
Author
Illinois Institute of Technology, Chicago IL
Nanjing University, Nanjing, PR China.
Content
1. Introduction2. Deterministic Partial Differential Equations3. Stochastic Tools in Hilbert Space4. Stochastic Partial Differential Equations 5. Stochastic Averaging Principles6. Slow Manifold Reduction7. Stochastic Homogenization