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  • © 1996

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

Part of the book series: Lecture Notes in Mathematics (LNM, volume 1627)

Part of the book sub series: C.I.M.E. Foundation Subseries (LNMCIME)

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Table of contents (6 chapters)

About this book

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.

Keywords

  • Stochastic PDEs
  • interacting particle system
  • partial differential equation
  • probabilistic methods for nonlinear PDEs
  • statistical physics
  • stochastic particle systems
  • weak convergence of stochastic processes
  • partial differential equations

Bibliographic Information

  • Book Title: Probabilistic Models for Nonlinear Partial Differential Equations

  • Book Subtitle: 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

  • Authors: Carl Graham, Thomas G. Kurtz, Sylvie Méléard, Philip E. Protter, Mario Pulvirenti, Denis Talay

  • Editors: Denis Talay, Luciano Tubaro

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0093175

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1996

  • Softcover ISBN: 978-3-540-61397-8Published: 12 July 1996

  • eBook ISBN: 978-3-540-68513-5Published: 13 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: X, 302

  • Topics: Probability Theory, Differential Equations, Numerical Analysis, Thermodynamics, Complex Systems, Theoretical, Mathematical and Computational Physics

Buying options

eBook USD 54.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 69.95
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions