Stochastic ordinary and stochastic partial differential equations. Transition from microscopic to macroscopic equations.

DOI10.1007/978-0-387-74317-2zbMath1159.60004OpenAlexW4238819698MaRDI QIDQ2467870

Peter M. Kotelenez

Publication date: 29 January 2008

Published in: Stochastic Modelling and Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-387-74317-2

zbMATH Keywords

scaling limitscorrelated Brownian motionmacroscopic quasilinear partial differential equationsmesoscopic stochastic ordinary differential equationsmesoscopic stochastic partial differential equationsmicroscopic deterministic nonlinear coupled oscillators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs in connection with fluid mechanics (35Q35) Transition to stochasticity (chaotic behavior) for nonlinear problems in mechanics (70K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Navier-Stokes equations (35Q30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Normal forms for nonlinear problems in mechanics (70K45)

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