Stochastic Partial Differential Equations

Name: Stochastic Partial Differential Equations
SKU: 2559737
Price: 451.00 NZD
Availability: InStock

A Modeling, White Noise Functional Approach

By:

Format:

Hardback

Series:

Probability and Its Applications

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Description

The main emphasis of this work is on stochastic partial differential equations. First the stochastic Poisson equation and the stochastic transport equation are discussed; then the authors go on to deal with the Schrodinger equation, the heat equation, the nonlinear Burgers' equation with a stochastic source, and the pressure equation. The white noise approach often allows for solutions given by explicit formulas in terms of expectations of certain auxiliary processes. The noise in the above examples are all of a Gaussian white noise type. In the end, the authors also show how to adapt the analysis to SPDEs involving noise of Poissonian type.

Release date NZ

August 1st, 1996

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Illustrations

XII, 231 p.

Pages

231

Series

Probability and Its Applications

Dimensions

156x234x15

ISBN-13

9780817639280

Product ID

2559737

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