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Stochastic Equations for Complex Systems

Theoretical and Computational Topics

  • Stefan Heinz
  • Hakima Bessaih

Part of the Mathematical Engineering book series (MATHENGIN)

Table of contents

  1. Front Matter
    Pages i-vii
  2. Chandana Wijeratne, Hakima Bessaih
    Pages 37-52
  3. Georgios Arampatzis, Markos A. Katsoulakis, Yannis Pantazis
    Pages 105-124
  4. N. Reinke, A. Fuchs, W. Medjroubi, P. G. Lind, M. Wächter, J. Peinke
    Pages 125-141
  5. P. H. Pisciuneri, S. L. Yilmaz, P. A. Strakey, P. Givi
    Pages 175-192

About this book

Introduction

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.

 The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality.

 This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations and their applications. It contributes to a growing understanding of concepts and terminology used by mathematicians, engineers, and physicists in this relatively young and quickly expanding field.

 

Keywords

Filter Density Function (FDF) Malliavin Calculus Monte Carlo Simulation Skorohod Integral Stochastic Differential Equations SDE Turbulent Reacting Flows

Editors and affiliations

  • Stefan Heinz
    • 1
  • Hakima Bessaih
    • 2
  1. 1.University of WyomingLaramieUSA
  2. 2.University of WyomingLaramieUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-18206-3
  • Copyright Information Springer International Publishing Switzerland 2015
  • Publisher Name Springer, Cham
  • eBook Packages Engineering
  • Print ISBN 978-3-319-18205-6
  • Online ISBN 978-3-319-18206-3
  • Series Print ISSN 2192-4732
  • Series Online ISSN 2192-4740
  • Buy this book on publisher's site