Blick ins Buch Probabilistic Models for Nonlinear Partial Differential Equations - Mario Pulvirenti, Carl Graham, Thomas G. Kurtz, Denis Talay, Sylvie Meleard

Mario Pulvirenti, Carl Graham, Thomas G. Kurtz, Denis Talay, Sylvie Meleard

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. 'C. I. M. E. Foundation Subseries'. Auflage 1996. Paperback. Sprache: Englisch.
kartoniert , 312 Seiten
ISBN 3540613978
EAN 9783540613978
Veröffentlicht Juli 1996
Verlag/Hersteller Springer Berlin Heidelberg

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Beschreibung

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.