Probabilistic Models for Nonlinear Partial Differential Equations
Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, May 22-30, 1995
Published on 12. July 1996
Book
Paperback/Softback
X, 302 pages
978-3-540-61397-8 (ISBN)
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.
More details
Series
Edition
1996 ed.
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
X, 302 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 17 mm
Weight
476 gr
ISBN-13
978-3-540-61397-8 (9783540613978)
DOI
10.1007/BFb0093175
Schweitzer Classification
Content
Weak convergence of stochastic integrals and differential equations.- Asymptotic behaviour of some interacting particle systems; McKean-Vlasov and Boltzmann models.- Kinetic limits for stochastic particle systems.- A statistical physics approach to large networks.- Probabilistic numerical methods for partial differential equations: Elements of analysis.- Weak convergence of stochastic integrals and differential equations II: Infinite dimensional case.