Applied Numerical Mathematics

"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.

This volume deals with recent research in the fields of pure and applied mathematics. Since numerical simulation plays a definitive role in theoretical and applied research, the book's topics are highly appreciated by pure research scientists, applied mathematicians, engineers, and post-graduate students who conduct research in applied science and beyond.