Stochastic Partial Differential Equations 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Chow, Pao-liu 作者

Chapman & Hall/CRC

译者

2007-3-19 出版日期

281 页数

USD 83.95 价格

Hardcover

丛书系列

9781584884439 图书编码

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发表于2024-11-29

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Stochastic Partial Differential Equations 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Stochastic Partial Differential Equations 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are still at a tender age and have not yet received much attention in the mathematical community. Filling the void of an introductory text in the field, Stochastic Partial Differential Equations introduces PDEs to students familiar with basic probability theory and Itô''s equations, highlighting several computational and analytical techniques.

Without assuming specific knowledge of PDEs, the text 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.

By thoroughly covering the concepts and applications of stochastic PDEs at an introductory level, this text provides a guide to current research topics and lays the groundwork for further study.

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