Probabilistic Models for Nonlinear Partial Differential Equations Lectures Given at the 1st Session of the Centro Internazionale Matematico Estivo (C. I. M. E. ) Held in Montecatini Terme, Italy, May 22-30 1995 |
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| Author:
| Graham, Carl
Talay, Denis
Kurtz, Thomas G.
Meleard, Sylvie
Protter, Philip
Pulvirenti, Mario |
| Editor:
| Talay, Denis
Tubaro, Luciano |
| Series title: | Lecture Notes in Mathematics Ser. |
| ISBN: | 978-3-540-68513-5 |
| Publication Date: | Nov 2006 |
| Publisher: | Springer
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| Book Format: | Ebook |
| List Price: | USD $69.95 |
Book Description:
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The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the...
More DescriptionThe lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.