Stochastic Equations

Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach  eBooks & eLearning

Posted by AvaxGenius at Aug. 12, 2020
Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach

Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach by Ciprian Tudor
English | EUPB | 2013 | 271 Pages | ISBN : 3319009354 | 4.12 MB

Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades. This book presents the basic properties of these processes and focuses on the study of their variation using stochastic analysis. While self-similar processes, and especially fractional Brownian motion, have been discussed in several books, some new classes have recently emerged in the scientific literature.

Discovering Evolution Equations with Applications: Volume 2-Stochastic Equations  eBooks & eLearning

Posted by interes at March 24, 2021
Discovering Evolution Equations with Applications: Volume 2-Stochastic Equations

Discovering Evolution Equations with Applications: Volume 2-Stochastic Equations by Mark A. McKibben
English | 2011 | ISBN: 1420092111 | 463 pages | PDF | 3,4 MB

Stochastic Numerics for Mathematical Physics  eBooks & eLearning

Posted by AvaxGenius at June 13, 2022
Stochastic Numerics for Mathematical Physics

Stochastic Numerics for Mathematical Physics by Grigori N. Milstein
English | PDF | 2004 | 612 Pages | ISBN : 3540211101 | 44 MB

Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce solution of multi-dimensional problems for partial differential equations to integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise.

Stochastic Equations for Complex Systems: Theoretical and Computational Topics  eBooks & eLearning

Posted by ChrisRedfield at May 11, 2019
Stochastic Equations for Complex Systems: Theoretical and Computational Topics

Stefan Heinz, Hakima Bessaih - Stochastic Equations for Complex Systems: Theoretical and Computational Topics
Published: 2015-05-07 | ISBN: 3319182056, 3319384503 | PDF | 192 pages | 4.9 MB

Stochastic Equations for Complex Systems: Theoretical and Computational Topics  eBooks & eLearning

Posted by AvaxGenius at Aug. 17, 2019
Stochastic Equations for Complex Systems: Theoretical and Computational Topics

Stochastic Equations for Complex Systems: Theoretical and Computational Topics by Stefan Heinz
English | PDF(Repost),EPUB | 2015 | 198 Pages | ISBN : 3319182056 | 8.99 MB

Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics.
Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1

Valery I. Klyatskin, "Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1"
English | 2014 | ISBN: 3319075861 | PDF | pages: 423 | 8.5 mb

Stochastic Equations in Infinite Dimensions  eBooks & eLearning

Posted by DZ123 at March 11, 2019
Stochastic Equations in Infinite Dimensions

Giuseppe Da Prato, Professor Jerzy Zabczyk, "Stochastic Equations in Infinite Dimensions"
English | 2014 | ISBN: 1107055849 | PDF | pages: 512 | 2.4 mb
Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 2

Valery I. Klyatskin, "Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 2"
English | 2014 | ISBN: 3319075896 | PDF | pages: 489 | 9.0 mb
Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations

Giorgio Fabbri, "Stochastic Optimal Control in Infinite Dimension: Dynamic Programming and HJB Equations"
English | ISBN: 3319530666 | 2017 | 910 pages | PDF | 11 MB
Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations

Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations by Peter Kotelenez
English | PDF | 2008 | 449 Pages | ISBN : 0387743162 | 3.9 MB

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of coupled nonlinear oscillators for N large particles and infinitely many small particles. The mesoscopic equations are stochastic ordinary differential equations (SODEs) and stochastic partial differential equatuions (SPDEs), and the macroscopic limit is described by a parabolic partial differential equation.