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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.
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
Details
| Verlag | Springer Berlin |
| Ersterscheinung | 12. Juli 1996 |
| Maße | 27.9 cm x 21.6 cm |
| Gewicht | 476 Gramm |
| Format | Softcover |
| ISBN-13 | 9783540613978 |
| Seiten | 302 |
Schlagwörter
Complex Systems, Differential Equations, Differentialrechnung und -gleichungen, Kybernetik und Systemtheorie, Mathematische Physik, Numerical Analysis, Numerische Mathematik, Probability Theory, Stochastik, Theoretical - Mathematical and Computational Physics, Thermodynamics, Thermodynamik und Wärme, Wahrscheinlichkeitsrechnung und Statistik
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