Home : Book details

Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations free ebook download

Category:
Mathematics

Views: 316
Likes: 266

Catalogue

Author(s):	Peter Kotelenez

Date:	2007-12-17	Format:	pdf	Language:	English	ISBN/ASIN:	0387743162
Pages:	1	OCR:		Quality:		ISBN13:
Uploader:	tvladb77	Upload Date:	12/14/2021 10:21:21 PM

To download click on link in the Links Table below

Description: Click to see full description

This book provides the first rigorous derivation of mesoscopic
and macroscopic equations from a deterministic system of
microscopic equations. The microscopic equations are cast in
the form of a deterministic (Newtonian) system of coupled nonlinear
oscillators for N large particles and infinitely many small
particles. The mesoscopic equations are stochastic ordinary differential
equations (SODEs) and stochastic partial differential
equatuions (SPDEs), and the macroscopic limit is described by a
parabolic partial differential equation.

A detailed analysis of the SODEs and (quasi-linear) SPDEs is
presented. Semi-linear (parabolic) SPDEs are represented as first
order stochastic transport equations driven by Stratonovich differentials.
The time evolution of correlated Brownian motions is
shown to be consistent with the depletion phenomena experimentally
observed in colloids. A covariance analysis of the random
processes and random fields as well as a review section of
various approaches to SPDEs are also provided. 
An extensive appendix makes the book accessible to both scientists and
graduate students who may not be specialized in stochastic analysis.

Probabilists, mathematical and theoretical physicists as well as
mathematical biologists and their graduate students 
will find this book useful.

Peter Kotelenez is a professor of mathematics at Case Western
Reserve University in Cleveland, Ohio.

Links Table

	Title	Link	Password	Size (MB)	Thank to	Inform Admin
3058625	Book	https://novafile.com/file/seb58tzgaw1t...		0.00	tvladb77

Tags: Differential Equations Macroscopic Microscopic Ordinary Partial Stochastic Transition

Title	Link	Password	Size	Reason

Those who downloaded this book also downloaded the following books:
Comments

New comment:

Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics