scientific article; zbMATH DE number 1302001
This is a survey paper which illustrates different applications of stochastic analysis in continuum physics, a domain where both authors have contributed with numerous results. After an appealing introduction, which shows the central place occupied by stochastic modeling in the derivation of continuum physics, the paper provides a panorama on mathematical and computational tools for stochastic analysis, introduces the analysis of the multi-phase flow, and ends with a view on transport and dispersion for flows. The article provides a long list of references. However it omits references about the current work on probabilistic methods to solve nonlinear partial differential equations (the so called ``stochastic particle method), which are connected with continuum physics [see e.g. \textit{D. Talay}, ``Monte Carlo methods for PDE's in Encyclopaedia of Mathematics on CD-ROM, M. Hazewinkel (ed.), Kluwer Academic Press (1997) and references therein]. For the entire collection see [Zbl 0904.00017].
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- Stochastic partial differential equations in continuum physics - on the foundations of the stochastic interpolation method for Ito's type equations
- Statistical moments of the random linear transport equation
- The probability density function to the random linear transport equation
- Prediction and the quantification of uncertainty
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