# Probability and Partial Differential Equations in Modern Applied Mathematics

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- 42 Citations
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- 18k Downloads

Part of the The IMA Volumes in Mathematics and its Applications book series (IMA, volume 140)

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Book

- 42 Citations
- 1 Mentions
- 18k Downloads

Part of the The IMA Volumes in Mathematics and its Applications book series (IMA, volume 140)

"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.

Markov Markov chain Stochas Stochastic calculus calculus differential equation dynamical systems dynamische Systeme ergodicity mathematical modeling modeling numerical analysis partial differential equation random dynamical system rough path

- DOI https://doi.org/10.1007/978-0-387-29371-4
- Copyright Information Springer-Verlag New York 2005
- Publisher Name Springer, New York, NY
- eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
- Print ISBN 978-0-387-25879-9
- Online ISBN 978-0-387-29371-4
- Series Print ISSN 0940-6573
- Buy this book on publisher's site