Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach (Probability and Its Applications)

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

ISBN 10: 0817639284 / ISBN 13: 9780817639280

Edité par Birkhäuser, 1996

A propos de cet article

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N° de réf. du vendeur ERICA77308176392846

Détails bibliographiques

• Titre: Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach (Probability and Its Applications)
• Éditeur: Birkhäuser
• Date de parution: 1996
• Langue: anglais
• ISBN à 10 chiffres: 0817639284
• ISBN à 13 chiffres: 9780817639280
• Reliure: Hardcover
• État de l'article: Like New
• Type de livre: book

A propos de ce titre

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.

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.