Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach - Couverture rigide

Holden, Helge; Oksendal, Bernt; Uboe, Jan; Zhang, Tusheng

 
9780817639280: Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach
Couverture rigide
ISBN 10 : 0817639284 ISBN 13 : 9780817639280
Editeur : Birkhauser Boston, 1996

Synopsis

This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera- tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre- sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th, se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

In this second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Lévy process noise. Applications of the theory are emphasized throughout and useful exercises are at the end of each chapter.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Birkhauser Boston
Date d'édition
1996
Langue
anglais
ISBN 10 
0817639284
ISBN 13 
9780817639280
Reliure
Relié
Nombre de pages
243
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9781468492170: Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach

Edition présentée

ISBN 10 :  1468492179 ISBN 13 :  9781468492170
Editeur : Birkhäuser, 2012
Couverture souple