The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this, the second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Lévy process noise. Applications of the theory are emphasized throughout. The stochastic pressure equation for fluid flow in porous media is treated, as are applications to finance.Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter.
Stochastic Partial Differential Equations A Modeling, White Noise Functional Approach Free Download
June 18, 2022
You may also like
DISCRETE MATHEMATICS
Bird’s Higher Engineering Mathematics, 9th Edition By John Bird PDF
February 2, 2024
Higher Engineering Mathematics has helped thousands of students to succeed in their exams by developing problem-solving skills, It is supported by over 600...
DISCRETE MATHEMATICS
Complex Analytic Methods for Partial Differential Equations An Introductory Text by Heinrich G W Begehr PDF
January 13, 2024
This is an introductory text for beginners who have a basic knowledge of complex analysis, functional analysis and partial differential equations. Riemann and...
DISCRETE MATHEMATICS
Nonlinear Partial Differential Equations Asymptotic Behavior of Solutions and Self-Similar Solutions by Mi-Ho Giga PDF
January 13, 2024
The purpose of this book is to present typical methods (including rescaling methods) for the examination of the behavior of solutions of nonlinear partial di...
Recent Posts
- Algebra 3 Homological Algebra and Its Applications by Ramji Lal PDF
- Heat Transfer Physics 2nd Edition By Massoud Kaviany PDF
- Lavin’s Radiography for Veterinary Technicians, 6th Edition by Marg Brown PDF
- Principles of Physics, 10th Edition by David Halliday PDF
- The Dog Behavior Problem Solver by Teoti Anderson PDF
Add Comment