Effective Dynamics of Stochastic Partial Differential Equations
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Effective Dynamics of Stochastic Partial Differential Equations

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Description

Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations.

The authors' experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension.
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Product details

  • Paperback | 282 pages
  • 152 x 229 x 15.24mm | 381.02g
  • United States
  • English
  • 0128102519
  • 9780128102510

Table of contents

1 Introduction
2 Deterministic Partial Differential Equations
3 Stochastic Tools in Hilbert Space
4 Stochastic Partial Differential Equations
5 Stochastic Averaging Principles
6 Slow Manifold Reduction
7 Stochastic Homogenization
Hints and Solutions
References
Notations
Index
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Review quote

"Graduate students as well as researchers who have a solid background in SPDEs and are interested in undertaking research in the direction of averaging or homogenization of SPDEs can start their adventure and journey from the book..."--MathSciNet, Effective Dynamics of Stochastic Partial Differential Equations
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About Wei Wang

Illinois Institute of Technology, Chicago IL
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