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Probability and Partial Differential Equations in Modern Applied Mathematics

by Edward C. Waymire
Save 35% Save 35%
Current price ₹7,345.00
Original price ₹11,299.00
Original price ₹11,299.00
Original price ₹11,299.00
(-35%)
₹7,345.00
Current price ₹7,345.00

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Book cover type: Paperback
  • ISBN13: 9781441920713
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 272
  • Original Price: EUR 99.99
  • Language: English
  • Edition: 2005
  • Item Weight: 432 grams
  • BISAC Subject(s): Differential Equations / General, Applied, and Probability & Statistics / General

From the Back Cover

"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.

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