ENGLISH

Probabilistic Models for Nonlinear Partial Differential Equations

By Luciano Tubaro , Thomas G. Kurtz , Philip E. Protter , Mario Pulvirenti , Carl Graham , Sylvie Meleard , Denis Talay

Book information

Publisher
Springer
Year
1996
ISBN
9783540613978, 3540613978
Language
english
Format
DJVU
Filesize
1 MB (1120615 bytes)
Series
C.I.M.E. ... Mathematics / Fondazione C.I.M.E., Firenze
Edition
1
Pages
316\316
Library
mexmat
Time added
2009-07-20 03:45:11

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.

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