Probability and Partial Differential Equations in Modern Applied Mathematics

Edward C Waymire

ISBN 10: 0387258795 / ISBN 13: 9780387258799

Edité par Springer New York Sep 2005, 2005

A propos de cet article

Neuware - 'Probability and Partial Differential Equations in Modern Applied Mathematics' is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations.This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering.

N° de réf. du vendeur 9780387258799

Détails bibliographiques

• Titre: Probability and Partial Differential Equations in Modern Applied Mathematics
• Éditeur: Springer New York Sep 2005
• Date de parution: 2005
• Langue: anglais
• ISBN à 10 chiffres: 0387258795
• ISBN à 13 chiffres: 9780387258799
• Reliure: Buch
• État de l'article: Neu
• Dimensions: 234 L x 156 H x 18 P (en millimètres) 234 millimètres de largeur par 156 millimètres de hauteur par 18 millimètres de profondeur
• Poids: 576 grammes

A propos de ce titre

Synopsis

"Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations. This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering.