Probability and Partial Differential Equations in Modern Applied Mathematics

Name: Probability and Partial Differential Equations in Modern Applied Mathematics
Price: 32.99 USD
Availability: InStock
ISBN: 9780387258799

ISBN-10: 0387258795

ISBN-13: 9780387258799

Edition: 2005

Authors: Edward C. Waymire, Jinqiao Duan

List price: $109.99

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Description:

The IMA Summer Program on Probability and Partial Differential Equations in Modern Applied Mathematics took place July 21-August 1, 2003. The program was devoted to the role of probabilistic methods in modern applied mathematics from perspectives of both a tool for analysis and as a tool in modeling. There is a growing recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the…

Book details

List price: $109.99
Copyright year: 2005
Publisher: Springer New York
Publication date: 9/1/2005
Binding: Hardcover
Pages: 272
Size: 6.10" wide x 9.25" long x 0.75" tall
Weight: 1.276
Language: English



Nonnegative Markov chains with applications



Phase changes with time and multi-scale homogenizations of a class of anomalous diffusions



Semi-Markov cascade representations of local solutions to 3-D incompressible Navier-Stokes



Amplitude equations for SPDEs : approximate centre manifolds and invariant measures



Enstrophy and ergodicity of gravity currents



Stochastic heat and burgers equations and their singularities



A gentle introduction to cluster expansions



Continuity of the Ito-map for holder rough paths with applications to the support theorem in holder norm



Data-driven stochastic processes in fully developed turbulence



Stochastic flows on the circle



Path integration : connecting pure jump and Wiener processes



Random dynamical systems in economics



A geometric cascade for the spectral approximation of the Navier-Stokes equations



Inertial manifolds for random differential equations



Existence and uniqueness of classical, nonnegative, smooth solutions of a class of semi-linear SPDEs



Nonlinear PDE's driven by Levy diffusions and related statistical issues