Effective Dynamics of Stochastic Partial Differential Equations

Effective Dynamics of Stochastic Partial Differential Equations
Author: Jinqiao Duan,Wei WANG
Publsiher: Elsevier
Total Pages: 282
Release: 2014-03-06
ISBN 10: 0128012692
ISBN 13: 9780128012697
Language: EN, FR, DE, ES & NL

Effective Dynamics of Stochastic Partial Differential Equations Book Review:

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. New techniques for extracting effective dynamics of infinite dimensional dynamical systems under uncertainty Accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations Solutions or hints to all Exercises

Effective Dynamics of Stochastic Partial Differential Equations

Effective Dynamics of Stochastic Partial Differential Equations
Author: Jinqiao Duan,Wei Wang
Publsiher: Elsevier
Total Pages: 284
Release: 2017-11-13
ISBN 10: 9780128102510
ISBN 13: 0128102519
Language: EN, FR, DE, ES & NL

Effective Dynamics of Stochastic Partial Differential Equations Book Review:

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. New techniques for extracting effective dynamics of infinite dimensional dynamical systems under uncertaintyAccessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equationsSolutions or hints to all Exercises"

An Introduction to Stochastic Dynamics

An Introduction to Stochastic Dynamics
Author: Jinqiao Duan
Publsiher: Cambridge University Press
Total Pages: 307
Release: 2015-04-13
ISBN 10: 1107075394
ISBN 13: 9781107075399
Language: EN, FR, DE, ES & NL

An Introduction to Stochastic Dynamics Book Review:

An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.

Numerical Methods for Stochastic Partial Differential Equations with White Noise

Numerical Methods for Stochastic Partial Differential Equations with White Noise
Author: Zhongqiang Zhang,George Em Karniadakis
Publsiher: Springer
Total Pages: 394
Release: 2017-09-01
ISBN 10: 3319575112
ISBN 13: 9783319575117
Language: EN, FR, DE, ES & NL

Numerical Methods for Stochastic Partial Differential Equations with White Noise Book Review:

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integration methods in random space is made. Part III covers spatial white noise. Here the authors discuss numerical methods for nonlinear elliptic equations as well as other equations with additive noise. Numerical methods for SPDEs with multiplicative noise are also discussed using the Wiener chaos expansion method. In addition, some SPDEs driven by non-Gaussian white noise are discussed and some model reduction methods (based on Wick-Malliavin calculus) are presented for generalized polynomial chaos expansion methods. Powerful techniques are provided for solving stochastic partial differential equations. This book can be considered as self-contained. Necessary background knowledge is presented in the appendices. Basic knowledge of probability theory and stochastic calculus is presented in Appendix A. In Appendix B some semi-analytical methods for SPDEs are presented. In Appendix C an introduction to Gauss quadrature is provided. In Appendix D, all the conclusions which are needed for proofs are presented, and in Appendix E a method to compute the convergence rate empirically is included. In addition, the authors provide a thorough review of the topics, both theoretical and computational exercises in the book with practical discussion of the effectiveness of the methods. Supporting Matlab files are made available to help illustrate some of the concepts further. Bibliographic notes are included at the end of each chapter. This book serves as a reference for graduate students and researchers in the mathematical sciences who would like to understand state-of-the-art numerical methods for stochastic partial differential equations with white noise.

Stochastic Partial Differential Equations and Related Fields

Stochastic Partial Differential Equations and Related Fields
Author: Andreas Eberle,Martin Grothaus,Walter Hoh,Moritz Kassmann,Wilhelm Stannat,Gerald Trutnau
Publsiher: Springer
Total Pages: 574
Release: 2018-07-03
ISBN 10: 3319749293
ISBN 13: 9783319749297
Language: EN, FR, DE, ES & NL

Stochastic Partial Differential Equations and Related Fields Book Review:

This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference ''Stochastic Partial Differential Equations and Related Fields'' hosted by the Faculty of Mathematics at Bielefeld University, October 10–14, 2016. The conference, attended by more than 140 participants, including PostDocs and PhD students, was held both to honor Michael Röckner's contributions to the field on the occasion of his 60th birthday and to bring together leading scientists and young researchers to present the current state of the art and promising future developments. Each article introduces a well-described field related to Stochastic Partial Differential Equations and Stochastic Analysis in general. In particular, the longer surveys focus on Dirichlet forms and Potential theory, the analysis of Kolmogorov operators, Fokker–Planck equations in Hilbert spaces, the theory of variational solutions to stochastic partial differential equations, singular stochastic partial differential equations and their applications in mathematical physics, as well as on the theory of regularity structures and paracontrolled distributions. The numerous research surveys make the volume especially useful for graduate students and researchers who wish to start work in the above-mentioned areas, or who want to be informed about the current state of the art.

Stochastic Ordinary and Stochastic Partial Differential Equations

Stochastic Ordinary and Stochastic Partial Differential Equations
Author: Peter Kotelenez
Publsiher: Springer Science & Business Media
Total Pages: 459
Release: 2007-12-05
ISBN 10: 0387743170
ISBN 13: 9780387743172
Language: EN, FR, DE, ES & NL

Stochastic Ordinary and Stochastic Partial Differential Equations Book Review:

Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail. Coverage first describes the transition from the microscopic equations to the mesoscopic equations. It then covers a general system for the positions of the large particles.

Stochastic Pdes And Modelling Of Multiscale Complex System

Stochastic Pdes And Modelling Of Multiscale Complex System
Author: Wang Wei,Chen Xiaopeng,Lv Yan
Publsiher: World Scientific
Total Pages: 240
Release: 2019-05-07
ISBN 10: 981120036X
ISBN 13: 9789811200366
Language: EN, FR, DE, ES & NL

Stochastic Pdes And Modelling Of Multiscale Complex System Book Review:

This volume is devoted to original research results and survey articles reviewing recent developments in reduction for stochastic PDEs with multiscale as well as application to science and technology, and to present some future research direction. This volume includes a dozen chapters by leading experts in the area, with a broad audience in mind. It should be accessible to graduate students, junior researchers and other professionals who are interested in the subject. We also take this opportunity to celebrate the contributions of Professor Anthony J Roberts, an internationally leading figure on the occasion of his 60th years birthday in 2017.

Approximation of Stochastic Invariant Manifolds

Approximation of Stochastic Invariant Manifolds
Author: Mickaël D. Chekroun,Honghu Liu,Shouhong Wang
Publsiher: Springer
Total Pages: 127
Release: 2014-12-20
ISBN 10: 331912496X
ISBN 13: 9783319124964
Language: EN, FR, DE, ES & NL

Approximation of Stochastic Invariant Manifolds Book Review:

This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. These approximations take the form of Lyapunov-Perron integrals, which are further characterized in Volume II as pullback limits associated with some partially coupled backward-forward systems. This pullback characterization provides a useful interpretation of the corresponding approximating manifolds and leads to a simple framework that unifies some other approximation approaches in the literature. A self-contained survey is also included on the existence and attraction of one-parameter families of stochastic invariant manifolds, from the point of view of the theory of random dynamical systems.

A Minicourse on Stochastic Partial Differential Equations

A Minicourse on Stochastic Partial Differential Equations
Author: Robert C. Dalang,Carl Mueller,Yimin Xiao,David Nualart
Publsiher: Springer Science & Business Media
Total Pages: 216
Release: 2009
ISBN 10: 3540859934
ISBN 13: 9783540859932
Language: EN, FR, DE, ES & NL

A Minicourse on Stochastic Partial Differential Equations Book Review:

This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.

Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics

Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics
Author: Grecksch Wilfried,Lisei Hannelore
Publsiher: World Scientific
Total Pages: 260
Release: 2020-04-22
ISBN 10: 9811209804
ISBN 13: 9789811209802
Language: EN, FR, DE, ES & NL

Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics Book Review:

New Trends in Stochastic Analysis and Related Topics

New Trends in Stochastic Analysis and Related Topics
Author: Huaizhong Zhao,Aubrey Truman
Publsiher: World Scientific
Total Pages: 437
Release: 2012
ISBN 10: 9814360910
ISBN 13: 9789814360913
Language: EN, FR, DE, ES & NL

New Trends in Stochastic Analysis and Related Topics Book Review:

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.

Stochastic Partial Differential Equations

Stochastic Partial Differential Equations
Author: Alison Etheridge,N. J. Hitchin
Publsiher: Cambridge University Press
Total Pages: 337
Release: 1995-07-13
ISBN 10: 9780521483193
ISBN 13: 0521483190
Language: EN, FR, DE, ES & NL

Stochastic Partial Differential Equations Book Review:

Consists of papers given at the ICMS meeting held in 1994 on this topic, and brings together some of the world's best known authorities on stochastic partial differential equations.

Shape Optimization Homogenization and Optimal Control

Shape Optimization  Homogenization and Optimal Control
Author: Volker Schulz,Diaraf Seck
Publsiher: Springer
Total Pages: 275
Release: 2018-09-05
ISBN 10: 3319904698
ISBN 13: 9783319904696
Language: EN, FR, DE, ES & NL

Shape Optimization Homogenization and Optimal Control Book Review:

The contributions in this volume give an insight into current research activities in Shape Optimization, Homogenization and Optimal Control performed in Africa, Germany and internationally. Seeds for collaboration can be found in the first four papers in the field of homogenization. Modelling and optimal control in partial differential equations is the topic of the next six papers, again mixed from Africa and Germany. Finally, new results in the field of shape optimization are discussed in the final international three papers. This workshop, held at the AIMS Center Senegal, March 13-16, 2017, has been supported by the Deutsche Forschungsgemeinschaft (DFG) and by the African Institute for Mathematical Sciences (AIMS) in Senegal, which is one of six centres of a pan-African network of centres of excellence for postgraduate education, research and outreach in mathematical sciences.

Multiple Time Scale Dynamics

Multiple Time Scale Dynamics
Author: Christian Kuehn
Publsiher: Springer
Total Pages: 814
Release: 2015-02-25
ISBN 10: 3319123165
ISBN 13: 9783319123165
Language: EN, FR, DE, ES & NL

Multiple Time Scale Dynamics Book Review:

This book provides an introduction to dynamical systems with multiple time scales. The approach it takes is to provide an overview of key areas, particularly topics that are less available in the introductory form. The broad range of topics included makes it accessible for students and researchers new to the field to gain a quick and thorough overview. The first of its kind, this book merges a wide variety of different mathematical techniques into a more unified framework. The book is highly illustrated with many examples and exercises and an extensive bibliography. The target audience of this book are senior undergraduates, graduate students as well as researchers interested in using the multiple time scale dynamics theory in nonlinear science, either from a theoretical or a mathematical modeling perspective.

Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA

Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA
Author: Elias T. Krainski,Virgilio Gómez-Rubio,Haakon Bakka,Amanda Lenzi,Daniela Castro-Camilo,Daniel Simpson,Finn Lindgren,Håvard Rue
Publsiher: CRC Press
Total Pages: 284
Release: 2018-12-07
ISBN 10: 0429629850
ISBN 13: 9780429629853
Language: EN, FR, DE, ES & NL

Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA Book Review:

Modeling spatial and spatio-temporal continuous processes is an important and challenging problem in spatial statistics. Advanced Spatial Modeling with Stochastic Partial Differential Equations Using R and INLA describes in detail the stochastic partial differential equations (SPDE) approach for modeling continuous spatial processes with a Matérn covariance, which has been implemented using the integrated nested Laplace approximation (INLA) in the R-INLA package. Key concepts about modeling spatial processes and the SPDE approach are explained with examples using simulated data and real applications. This book has been authored by leading experts in spatial statistics, including the main developers of the INLA and SPDE methodologies and the R-INLA package. It also includes a wide range of applications: * Spatial and spatio-temporal models for continuous outcomes * Analysis of spatial and spatio-temporal point patterns * Coregionalization spatial and spatio-temporal models * Measurement error spatial models * Modeling preferential sampling * Spatial and spatio-temporal models with physical barriers * Survival analysis with spatial effects * Dynamic space-time regression * Spatial and spatio-temporal models for extremes * Hurdle models with spatial effects * Penalized Complexity priors for spatial models All the examples in the book are fully reproducible. Further information about this book, as well as the R code and datasets used, is available from the book website at http://www.r-inla.org/spde-book. The tools described in this book will be useful to researchers in many fields such as biostatistics, spatial statistics, environmental sciences, epidemiology, ecology and others. Graduate and Ph.D. students will also find this book and associated files a valuable resource to learn INLA and the SPDE approach for spatial modeling.

Multiscale Methods

Multiscale Methods
Author: Grigoris Pavliotis,Andrew Stuart
Publsiher: Springer Science & Business Media
Total Pages: 310
Release: 2008-01-18
ISBN 10: 0387738290
ISBN 13: 9780387738291
Language: EN, FR, DE, ES & NL

Multiscale Methods Book Review:

This introduction to multiscale methods gives you a broad overview of the methods’ many uses and applications. The book begins by setting the theoretical foundations of the methods and then moves on to develop models and prove theorems. Extensive use of examples shows how to apply multiscale methods to solving a variety of problems. Exercises then enable you to build your own skills and put them into practice. Extensions and generalizations of the results presented in the book, as well as references to the literature, are provided in the Discussion and Bibliography section at the end of each chapter.With the exception of Chapter One, all chapters are supplemented with exercises.

Stochastic Dynamics Out of Equilibrium

Stochastic Dynamics Out of Equilibrium
Author: Giambattista Giacomin,Stefano Olla,Ellen Saada,Herbert Spohn,Gabriel Stoltz
Publsiher: Springer
Total Pages: 649
Release: 2019-06-30
ISBN 10: 3030150968
ISBN 13: 9783030150969
Language: EN, FR, DE, ES & NL

Stochastic Dynamics Out of Equilibrium Book Review:

Stemming from the IHP trimester "Stochastic Dynamics Out of Equilibrium", this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments. It is common practice in statistical mechanics to use models of large interacting assemblies governed by stochastic dynamics. In this context "equilibrium" is understood as stochastically (time) reversible dynamics with respect to a prescribed Gibbs measure. Nonequilibrium dynamics correspond on the other hand to irreversible evolutions, where fluxes appear in physical systems, and steady-state measures are unknown. The trimester, held at the Institut Henri Poincaré (IHP) in Paris from April to July 2017, comprised various events relating to three domains (i) transport in non-equilibrium statistical mechanics; (ii) the design of more efficient simulation methods; (iii) life sciences. It brought together physicists, mathematicians from many domains, computer scientists, as well as researchers working at the interface between biology, physics and mathematics. The present volume is indispensable reading for researchers and Ph.D. students working in such areas.

Stochastic Partial Differential Equations

Stochastic Partial Differential Equations
Author: Helge Holden,Bernt Oksendal,Jan Uboe,Tusheng Zhang
Publsiher: Springer Science & Business Media
Total Pages: 231
Release: 2013-12-01
ISBN 10: 1468492152
ISBN 13: 9781468492156
Language: EN, FR, DE, ES & NL

Stochastic Partial Differential Equations Book Review:

This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.

Metastability

Metastability
Author: Anton Bovier,Frank den Hollander
Publsiher: Springer
Total Pages: 581
Release: 2016-02-11
ISBN 10: 3319247778
ISBN 13: 9783319247779
Language: EN, FR, DE, ES & NL

Metastability Book Review:

This monograph provides a concise presentation of a mathematical approach to metastability, a wide-spread phenomenon in the dynamics of non-linear systems - physical, chemical, biological or economic - subject to the action of temporal random forces typically referred to as noise, based on potential theory of reversible Markov processes. The authors shed new light on the metastability phenomenon as a sequence of visits of the path of the process to different metastable sets, and focuses on the precise analysis of the respective hitting probabilities and hitting times of these sets. The theory is illustrated with many examples, ranging from finite-state Markov chains, finite-dimensional diffusions and stochastic partial differential equations, via mean-field dynamics with and without disorder, to stochastic spin-flip and particle-hop dynamics and probabilistic cellular automata, unveiling the common universal features of these systems with respect to their metastable behaviour. The monograph will serve both as comprehensive introduction and as reference for graduate students and researchers interested in metastability.

Nonlinear Dynamics and Stochastic Mechanics

Nonlinear Dynamics and Stochastic Mechanics
Author: Wolfgang Kliemann
Publsiher: CRC Press
Total Pages: 560
Release: 2018-05-04
ISBN 10: 1351091956
ISBN 13: 9781351091954
Language: EN, FR, DE, ES & NL

Nonlinear Dynamics and Stochastic Mechanics Book Review:

Engineering systems have played a crucial role in stimulating many of the modern developments in nonlinear and stochastic dynamics. After 20 years of rapid progress in these areas, this book provides an overview of the current state of nonlinear modeling and analysis for mechanical and structural systems. This volume is a coherent compendium written by leading experts from the United States, Canada, Western and Eastern Europe, and Australia. The 22 articles describe the background, recent developments, applications, and future directions in bifurcation theory, chaos, perturbation methods, stochastic stability, stochastic flows, random vibrations, reliability, disordered systems, earthquake engineering, and numerics. The book gives readers a sophisticated toolbox that will allow them to tackle modeling problems in mechanical systems that use stochastic and nonlinear dynamics ideas. An extensive bibliography and index ensure this volume will remain a reference standard for years to come.