Analysis of Stochastic Partial Differential Equations - Couverture souple

Khoshnevisan, Davar

Couverture souple

ISBN 10 : 147041547X ISBN 13 : 9781470415471

Editeur : American Mathematical Society, 2014

Synopsis

The general area of stochastic PDEs is interesting to mathematicians because it contains an enormous number of challenging open problems. There is also a great deal of interest in this topic because it has deep applications in disciplines that range from applied mathematics, statistical mechanics, and theoretical physics, to theoretical neuroscience, theory of complex chemical reactions [including polymer science], fluid dynamics, and mathematical finance.

The stochastic PDEs that are studied in this book are similar to the familiar PDE for heat in a thin rod, but with the additional restriction that the external forcing density is a two-parameter stochastic process, or what is more commonly the case, the forcing is a ``random noise,'' also known as a ``generalized random field.'' At several points in the lectures, there are examples that highlight the phenomenon that stochastic PDEs are not a subset of PDEs. In fact, the introduction of noise in some partial differential equations can bring about not a small perturbation, but truly fundamental changes to the system that the underlying PDE is attempting to describe.

The topics covered include a brief introduction to the stochastic heat equation, structure theory for the linear stochastic heat equation, and an in-depth look at intermittency properties of the solution to semilinear stochastic heat equations. Specific topics include stochastic integrals a la Norbert Wiener, an infinite-dimensional Ito-type stochastic integral, an example of a parabolic Anderson model, and intermittency fronts.

There are many possible approaches to stochastic PDEs. The selection of topics and techniques presented here are informed by the guiding example of the stochastic heat equation.

A propos du livre

À propos de l'auteur

Davar Khoshnevisan, University of Utah, Salt Lake City, UT, USA

Détails de l'édition

• Éditeur: American Mathematical Society
• Date d'édition: 2014
• Langue: anglais
• ISBN 10: 147041547X
• ISBN 13: 9781470415471
• Reliure: Broché
• Nombre de pages: 116
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible