Nonlinear stochastic evolution problems in applied sciences
Ito equationsnonlinear stochastic partial differential equationsproblem of modellingstochastic calculus
Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Physicists, engineers, and applied mathematicians have become increasingly aware of the importance of realistic modelling, and analysis considering the nonlinear and stochastic behavior inherent in modelling of physical problems, as well as the limitations of the standard procedures. This book deals therefore with the general problem of modelling and computation of solutions of the nonlinear stochastic partial differential equations relevant to physical problems using a method of stochastic interpolation. It deals with the relevant mathematical questions and constitutes a significant advance in the area. The book is rigorous and thorough with clear discussions. It includes initial/boundary value problems where the conditions and parameters are random. The style is excellent in that the authors state their objectives, then achieve them step by step in a tutorial manner which will be helpful to both students and researchers. The book will make an excellent graduate text for mathematics and applied sciences as well as a useful monograph for senior researchers who must solve mathematical models for the real world.
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- scientific article; zbMATH DE number 7523981 (Why is no real title available?)
- Numerical scheme and analytical solutions to the stochastic nonlinear advection diffusion dynamical model
- The role of coefficients of a general SPDE on the stability and convergence of a finite difference method
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