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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

  • Authors
  • Carl Graham
  • Thomas G. Kurtz
  • Sylvie Méléard
  • Philip E. Protter
  • Mario Pulvirenti
  • Denis Talay
  • Editors
  • Denis Talay
  • Luciano Tubaro

Part of the Lecture Notes in Mathematics book series (LNM, volume 1627)

About this book

Introduction

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 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.

Keywords

Stochastic PDEs interacting particle system partial differential equation probabilistic methods for nonlinear PDEs statistical physics stochastic particle systems weak convergence of stochastic processes

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0093175
  • Copyright Information Springer-Verlag Berlin Heidelberg 1996
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-61397-8
  • Online ISBN 978-3-540-68513-5
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • Buy this book on publisher's site
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