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Author :
Release : 1950
Genre : Evolution equations
Kind : eBook
Book Rating : 236/5 ( reviews)
Book Synopsis Memoirs of the American Mathematical Society by :
Download or read book Memoirs of the American Mathematical Society written by . This book was released on 1950. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Salah-Eldin Mohammed
Release : 2008
Genre : Mathematics
Kind : eBook
Book Rating : 501/5 ( reviews)
Book Synopsis The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations by : Salah-Eldin Mohammed
Download or read book The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations written by Salah-Eldin Mohammed. This book was released on 2008. Available in PDF, EPUB and Kindle. Book excerpt: The main objective of this paper is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations and stochastic partial differential equations near stationary solutions.
Author : Pao-Liu Chow
Release : 2014-12-10
Genre : Mathematics
Kind : eBook
Book Rating : 552/5 ( reviews)
Book Synopsis Stochastic Partial Differential Equations, Second Edition by : Pao-Liu Chow
Download or read book Stochastic Partial Differential Equations, Second Edition written by Pao-Liu Chow. This book was released on 2014-12-10. Available in PDF, EPUB and Kindle. Book excerpt: Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in stochastic partial differential equations (PDEs) driven by the Lévy type of noise. Stochastic Partial Differential Equations, Second Edition incorporates these recent developments and improves the presentation of material. New to the Second Edition Two sections on the Lévy type of stochastic integrals and the related stochastic differential equations in finite dimensions Discussions of Poisson random fields and related stochastic integrals, the solution of a stochastic heat equation with Poisson noise, and mild solutions to linear and nonlinear parabolic equations with Poisson noises Two sections on linear and semilinear wave equations driven by the Poisson type of noises Treatment of the Poisson stochastic integral in a Hilbert space and mild solutions of stochastic evolutions with Poisson noises Revised proofs and new theorems, such as explosive solutions of stochastic reaction diffusion equations Additional applications of stochastic PDEs to population biology and finance Updated section on parabolic equations and related elliptic problems in Gauss–Sobolev spaces The book covers basic theory as well as computational and analytical techniques to solve physical, biological, and financial problems. It first presents classical concrete problems before proceeding to a unified theory of stochastic evolution equations and describing applications, such as turbulence in fluid dynamics, a spatial population growth model in a random environment, and a stochastic model in bond market theory. The author also explores the connection of stochastic PDEs to infinite-dimensional stochastic analysis.
Author : Raphael Kruse
Release : 2013-11-18
Genre : Mathematics
Kind : eBook
Book Rating : 318/5 ( reviews)
Book Synopsis Strong and Weak Approximation of Semilinear Stochastic Evolution Equations by : Raphael Kruse
Download or read book Strong and Weak Approximation of Semilinear Stochastic Evolution Equations written by Raphael Kruse. This book was released on 2013-11-18. Available in PDF, EPUB and Kindle. Book excerpt: In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book. The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut’s integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq.
Author : Peter H. Baxendale
Release : 2007
Genre : Mathematics
Kind : eBook
Book Rating : 631/5 ( reviews)
Book Synopsis Stochastic Differential Equations by : Peter H. Baxendale
Download or read book Stochastic Differential Equations written by Peter H. Baxendale. This book was released on 2007. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract the attention of mathematicians of all generations. Together with a short but thorough introduction to SPDEs, it presents a number of optimal, and essentially unimprovable, results about solvability for a large class of both linear and non-linear equations. The other papers in this volume were specially written for the occasion of Prof RozovskiiOCOs 60th birthday. They tackle a wide range of topics in the theory and applications of stochastic differential equations, both ordinary and with partial derivatives."
