stochastic tools in mathematics and science 1 surveys and tutorials in the applied mathematical sciences

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Author : Alexandre Joel Chorin
ISBN : 9781441910035
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File Size : 90. 45 MB
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Applied Delay Differential Equations

Author : Thomas Erneux
ISBN : 9780387743721
Genre : Mathematics
File Size : 42. 89 MB
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Applied Delay Differential Equations is a friendly introduction to the fast-growing field of time-delay differential equations. Written to a multi-disciplinary audience, it sets each area of science in his historical context and then guides the reader towards questions of current interest.

Multiscale Methods

Author : G A Pavliotis
ISBN : 9780387738284
Genre : Mathematics
File Size : 59. 88 MB
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This introduction to multiscale methods gives you a broad overview of the methods’ many uses and applications. The book begins by setting the theoretical foundations of the methods and then moves on to develop models and prove theorems. Extensive use of examples shows how to apply multiscale methods to solving a variety of problems. Exercises then enable you to build your own skills and put them into practice. Extensions and generalizations of the results presented in the book, as well as references to the literature, are provided in the Discussion and Bibliography section at the end of each chapter.With the exception of Chapter One, all chapters are supplemented with exercises.

Efficient Conditional Path Sampling Of Stochastic Differential Equations

Author : Jonathan Quincy Weare
ISBN : UCAL:C3511106
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File Size : 39. 43 MB
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Mathematical Reviews

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ISBN : UOM:39015068492381
Genre : Mathematics
File Size : 48. 89 MB
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The British National Bibliography

Author : Arthur James Wells
ISBN : STANFORD:36105211722686
Genre : English literature
File Size : 30. 84 MB
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An Introduction To Fronts In Random Media

Author : Jack Xin
ISBN : 9780387876832
Genre : Mathematics
File Size : 69. 7 MB
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This book aims to give a user friendly tutorial of an interdisciplinary research topic (fronts or interfaces in random media) to senior undergraduates and beginning grad uate students with basic knowledge of partial differential equations (PDE) and prob ability. The approach taken is semiformal, using elementary methods to introduce ideas and motivate results as much as possible, then outlining how to pursue rigor ous theorems, with details to be found in the references section. Since the topic concerns both differential equations and probability, and proba bility is traditionally a quite technical subject with a heavy measure theoretic com ponent, the book strives to develop a simplistic approach so that students can grasp the essentials of fronts and random media and their applications in a self contained tutorial. The book introduces three fundamental PDEs (the Burgers equation, Hamilton– Jacobi equations, and reaction–diffusion equations), analysis of their formulas and front solutions, and related stochastic processes. It builds up tools gradually, so that students are brought to the frontiers of research at a steady pace. A moderate number of exercises are provided to consolidate the concepts and ideas. The main methods are representation formulas of solutions, Laplace meth ods, homogenization, ergodic theory, central limit theorems, large deviation princi ples, variational principles, maximum principles, and Harnack inequalities, among others. These methods are normally covered in separate books on either differential equations or probability. It is my hope that this tutorial will help to illustrate how to combine these tools in solving concrete problems.

Gazette Des Math Maticiens

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ISBN : UOM:39015072642070
Genre : Mathematics
File Size : 45. 84 MB
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Subject Guide To Books In Print

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ISBN : STANFORD:36105025888533
Genre : American literature
File Size : 89. 82 MB
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Government Reports Announcements Index

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ISBN : NYPL:33433060195553
Genre : Science
File Size : 86. 86 MB
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