Effective dynamics of stochastic partial differential equations [electronic resource] / Jinqiao Duan, Illinois Institute of Technology, Chicago, USA, Wei Wang, Nanjing University, Nanjing, China.
- 作者： Duan, Jinqiao.
- 其他作者：
- 其他題名：
- Elsevier insight
- 出版： Amsterdam ;Boston : Elsevier 2014.
- 叢書名： Elsevier insight
- 主題： Stochastic partial differential equations.
- 版本：1st ed.
- ISBN： 9780128008829 (electronic bk.) 、 9780128008829
- URL：
電子書
- 書目註：Includes bibligraphical references (p. 257-270).
-
讀者標籤：
- 系統號： 005224203 | 機讀編目格式
館藏資訊
Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations. The authors' experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension.