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 PDF
by Carl Graham, Thomas G. Kurtz, Sylvie Meleard, Philip Protter, Mario Pulvirenti, Denis Talay
Edited by Denis Talay, Luciano Tubaro
Part of the Lecture Notes in Mathematics series
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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.
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:13/11/2006
- Category:
- ISBN:9783540685135
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Springer Berlin Heidelberg
- Publication Date:13/11/2006
- Category:
- ISBN:9783540685135
