Effective Dynamics of Stochastic Partial Differential Equations

  • Publsiher : Elsevier
  • Release : 06 March 2014
  • ISBN : 9780128012697
  • Page : 282 pages
  • Rating : 4/5 from 21 voters

Download or read online book entitled Effective Dynamics of Stochastic Partial Differential Equations written by Jinqiao Duan and published by Elsevier. This book was released on 06 March 2014 with total page 282 pages. Available in PDF, EPUB and Kindle. Get best books that you want by click Get Book Button and Read as many books as you like. Book Excerpt : Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations. The authors’ experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension. New techniques for extracting effective dynamics of infinite dimensional dynamical systems under uncertainty Accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations Solutions or hints to all Exercises

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