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Probabilistic Models for Nonlinear Partial Differential Equations

Probabilistic Models for Nonlinear Partial Differential Equations

Lectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, May 22-30, 1995

by Denis TalayCarl Graham Thomas G. Kurtz and others
Paperback
Publication Date: 12/07/1996

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The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.
ISBN:
9783540613978
9783540613978
Category:
Numerical analysis
Format:
Paperback
Publication Date:
12-07-1996
Language:
English
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Country of origin:
Germany
Pages:
302
Dimensions (mm):
279x216x16mm
Weight:
0.98kg

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