【2014新书】Analysis of Stochastic Partial Differential Equations

Book 图书名称：Analysis of Stochastic Partial Differential Equations
Author 作者：Davar Khoshnevisan
Publisher 出版社：American Mathematical Society
Page 页数：126
Publishing Date 出版时间：Jun 11, 2014                        
Language 语言：English
Size 大小：2 MB
Format 格式：pdf  文字版   
ISBN:  147041547X, 9781470415471
Edition:   第1版  搜索过论坛，没有该文档


The general area of stochastic PDEs is interesting to mathematicians because it contains an enormous number of challenging open problems. There is also a great deal of interest in this topic because it has deep applications in disciplines that range from applied mathematics, statistical mechanics, and theoretical physics, to theoretical neuroscience, theory of complex chemical reactions [including polymer science], fluid dynamics, and mathematical finance.

The stochastic PDEs that are studied in this book are similar to the familiar PDE for heat in a thin rod, but with the additional restriction that the external forcing density is a two-parameter stochastic process, or what is more commonly the case, the forcing is a "random noise," also known as a "generalized random field." At several points in the lectures, there are examples that highlight the phenomenon that stochastic PDEs are not a subset of PDEs. In fact, the introduction of noise in some partial differential equations can bring about not a small perturbation, but truly fundamental changes to the system that the underlying PDE is attempting to describe.
The topics covered include a brief introduction to the stochastic heat equation, structure theory for the linear stochastic heat equation, and an in-depth look at intermittency properties of the solution to semilinear stochastic heat equations. Specific topics include stochastic integrals à la Norbert Wiener, an infinite-dimensional Itô-type stochastic integral, an example of a parabolic Anderson model, and intermittency fronts.
There are many possible approaches to stochastic PDEs. The selection of topics and techniques presented here are informed by the guiding example of the stochastic heat equation.
A co-publication of the AMS and CBMS.
Readership: Graduate students and research mathematicians interested in stochastic PDEs.

== Table of contents ==
n/a


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