Stochastic Ordinary and Stochastic Partial Differential Equations
Download or Read eBook Stochastic Ordinary and Stochastic Partial Differential Equations PDF written by Peter Kotelenez and published by Springer Science & Business Media. This book was released on 2007-12-05 with total page 452 pages. Available in PDF, EPUB and Kindle.
Author | : Peter Kotelenez |
Publisher | : Springer Science & Business Media |
Total Pages | : 452 |
Release | : 2007-12-05 |
ISBN-10 | : 9780387743172 |
ISBN-13 | : 0387743170 |
Rating | : 4/5 (72 Downloads) |
Book Synopsis Stochastic Ordinary and Stochastic Partial Differential Equations by : Peter Kotelenez
Book excerpt: Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail. Coverage first describes the transition from the microscopic equations to the mesoscopic equations. It then covers a general system for the positions of the large particles.