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Probability and Partial Differential Equations in Modern Applied Mathematics

Probability and Partial Differential Equations in Modern Applied Mathematics
Author: Edward C. Waymire
Publisher: Springer Science & Business Media
Total Pages: 265
Release: 2010-06-14
Genre: Mathematics
ISBN: 038729371X

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"Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations. This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering.


Probability and Partial Differential Equations in Modern Applied Mathematics

Probability and Partial Differential Equations in Modern Applied Mathematics
Author: Edward C. Waymire
Publisher: Springer
Total Pages: 0
Release: 2011-11-02
Genre: Mathematics
ISBN: 9780387562636

Download Probability and Partial Differential Equations in Modern Applied Mathematics Book in PDF, ePub and Kindle

"Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations. This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering.


An Invitation to Applied Mathematics

An Invitation to Applied Mathematics
Author: Carmen Chicone
Publisher: Academic Press
Total Pages: 878
Release: 2016-09-24
Genre: Mathematics
ISBN: 0128041544

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An Invitation to Applied Mathematics: Differential Equations, Modeling, and Computation introduces the reader to the methodology of modern applied mathematics in modeling, analysis, and scientific computing with emphasis on the use of ordinary and partial differential equations. Each topic is introduced with an attractive physical problem, where a mathematical model is constructed using physical and constitutive laws arising from the conservation of mass, conservation of momentum, or Maxwell's electrodynamics. Relevant mathematical analysis (which might employ vector calculus, Fourier series, nonlinear ODEs, bifurcation theory, perturbation theory, potential theory, control theory, or probability theory) or scientific computing (which might include Newton's method, the method of lines, finite differences, finite elements, finite volumes, boundary elements, projection methods, smoothed particle hydrodynamics, or Lagrangian methods) is developed in context and used to make physically significant predictions. The target audience is advanced undergraduates (who have at least a working knowledge of vector calculus and linear ordinary differential equations) or beginning graduate students. Readers will gain a solid and exciting introduction to modeling, mathematical analysis, and computation that provides the key ideas and skills needed to enter the wider world of modern applied mathematics. Presents an integrated wealth of modeling, analysis, and numerical methods in one volume Provides practical and comprehensible introductions to complex subjects, for example, conservation laws, CFD, SPH, BEM, and FEM Includes a rich set of applications, with more appealing problems and projects suggested


Stochastic Partial Differential Equations

Stochastic Partial Differential Equations
Author: Pao-Liu Chow
Publisher: CRC Press
Total Pages: 296
Release: 2007-03-19
Genre: Mathematics
ISBN: 1000738213

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As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are still at a tender age and have not yet received much attention in the mathematical community. Filling the void of an introductory text in the field, Stochastic Partial Differential Equations introduces PDEs to students familiar with basic probability theor


Partial Differential Equations

Partial Differential Equations
Author: Walter A. Strauss
Publisher: John Wiley & Sons
Total Pages: 467
Release: 2007-12-21
Genre: Mathematics
ISBN: 0470054565

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Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, illustrates the incredibly rich variety of phenomena encompassed by it, and imparts a working knowledge of the most important techniques of analysis of the solutions of the equations. In this book mathematical jargon is minimized. Our focus is on the three most classical PDEs: the wave, heat and Laplace equations. Advanced concepts are introduced frequently but with the least possible technicalities. The book is flexibly designed for juniors, seniors or beginning graduate students in science, engineering or mathematics.


Modern Applied Mathematics

Modern Applied Mathematics
Author: J. C. Misra
Publisher: Alpha Science Int'l Ltd.
Total Pages: 572
Release: 2005
Genre: Mathematics
ISBN: 9788173194924

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This comprehensive volume introduces educational units dealing with important topics of modern applied mathematics. Chapters include comprehensive information on different topics such as: Methods of Approximation for Mapping in Probability Spaces, Mathematical Modelling of Seismic Sources, Climate Variability, Geometry of Differential Equations, Modelling of Particle-Driven Gravity Currents, Impulsive Free-Surface Flows, Internal Wave Propagation, Isogroups and Exact Solutions of Higher Order Boltzman Equation, Molecular and Particle Modelling, Asymptotic Behaviour of Solutions of Nonlinear Partial Differential Equations, Mixed Boundary Value Problems, Dual Integral Equations, Dual Series Equations and their Applications, Evolutionary Mechanisms of Organization in Complex Systems, Zero-Sum Differential Games, Bernoulli Convolutions, Probability Distribution Functions, O.D.E. Approach to Stochastic Approximation, Bayesian Inference on the Long Range Dependence.


Finite Difference Methods for Ordinary and Partial Differential Equations

Finite Difference Methods for Ordinary and Partial Differential Equations
Author: Randall J. LeVeque
Publisher: SIAM
Total Pages: 356
Release: 2007-01-01
Genre: Mathematics
ISBN: 9780898717839

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This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.


Stochastic Partial Differential Equations and Applications

Stochastic Partial Differential Equations and Applications
Author: Giuseppe Da Prato
Publisher:
Total Pages:
Release: 2017
Genre: Electronic book
ISBN:

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Annotation Featuring contributions from leading expert participants at an international conference on the subject, this text presents valuable information for PhD students in probability and Partial Differential Equations (PDEs) as well as for researchers in pure and applied mathematics.


Real Analysis

Real Analysis
Author: Emmanuele DiBenedetto
Publisher: Springer Science & Business Media
Total Pages: 506
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461201179

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This graduate text in real analysis is a solid building block for research in analysis, PDEs, the calculus of variations, probability, and approximation theory. It covers all the core topics, such as a basic introduction to functional analysis, and it discusses other topics often not addressed including Radon measures, the Besicovitch covering Theorem, the Rademacher theorem, and a constructive presentation of the Stone-Weierstrass Theoroem.


Estimation and Control Problems for Stochastic Partial Differential Equations

Estimation and Control Problems for Stochastic Partial Differential Equations
Author: Pavel S. Knopov
Publisher: Springer Science & Business Media
Total Pages: 191
Release: 2013-09-17
Genre: Mathematics
ISBN: 1461482860

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Focusing on research surrounding aspects of insufficiently studied problems of estimation and optimal control of random fields, this book exposes some important aspects of those fields for systems modeled by stochastic partial differential equations. It contains many results of interest to specialists in both the theory of random fields and optimal control theory who use modern mathematical tools for resolving specific applied problems, and presents research that has not previously been covered. More generally, this book is intended for scientists, graduate, and post-graduates specializing in probability theory and mathematical statistics. The models presented describe many processes in turbulence theory, fluid mechanics, hydrology, astronomy, and meteorology, and are widely used in pattern recognition theory and parameter identification of stochastic systems. Therefore, this book may also be useful to applied mathematicians who use probability and statistical methods in the selection of useful signals subject to noise, hypothesis distinguishing, distributed parameter systems optimal control, and more. Material presented in this monograph can be used for education courses on the estimation and control theory of random fields.