Stochastic Partial Differential Equations PDF ePub eBook

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Stochastic Partial Differential Equations free pdf The main emphasis of this work is on stochastic partial differential equations. First the stochastic Poisson equation and the stochastic transport equation are discussed- then the authors go on to deal with the Schrodinger equation, the heat equation, the nonlinear Burgers' equation with a stochastic source, and the pressure equation. The white noise approach often allows for solutions given by explicit formulas in terms of expectations of certain auxiliary processes. The noise in the above examples are all of a Gaussian white noise type. In the end, the authors also show how to adapt the analysis to SPDEs involving noise of Poissonian type.

About Helge Holden

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Details Book

Author : Helge Holden
Publisher : Birkhauser Verlag AG
Data Published : 01 August 1996
ISBN : 3764339284
EAN : 9783764339289
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 231 pages
Age + : 15 years
Language : English
Rating :

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