Discovering Evolution Equations with Applications: Volume 2-Stochastic Equations - Chapman & Hall/CRC Applied Mathematics & Nonlinear Science (Paperback)
  • Discovering Evolution Equations with Applications: Volume 2-Stochastic Equations - Chapman & Hall/CRC Applied Mathematics & Nonlinear Science (Paperback)
zoom

Discovering Evolution Equations with Applications: Volume 2-Stochastic Equations - Chapman & Hall/CRC Applied Mathematics & Nonlinear Science (Paperback)

(author)
£59.99
Paperback 463 Pages / Published: 14/06/2017
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket

Most existing books on evolution equations tend either to cover a particular class of equations in too much depth for beginners or focus on a very specific research direction. Thus, the field can be daunting for newcomers to the field who need access to preliminary material and behind-the-scenes detail. Taking an applications-oriented, conversational approach, Discovering Evolution Equations with Applications: Volume 2-Stochastic Equations provides an introductory understanding of stochastic evolution equations.

The text begins with hands-on introductions to the essentials of real and stochastic analysis. It then develops the theory for homogenous one-dimensional stochastic ordinary differential equations (ODEs) and extends the theory to systems of homogenous linear stochastic ODEs. The next several chapters focus on abstract homogenous linear, nonhomogenous linear, and semi-linear stochastic evolution equations. The author also addresses the case in which the forcing term is a functional before explaining Sobolev-type stochastic evolution equations. The last chapter discusses several topics of active research.

Each chapter starts with examples of various models. The author points out the similarities of the models, develops the theory involved, and then revisits the examples to reinforce the theoretical ideas in a concrete setting. He incorporates a substantial collection of questions and exercises throughout the text and provides two layers of hints for selected exercises at the end of each chapter.

Suitable for readers unfamiliar with analysis even at the undergraduate level, this book offers an engaging and accessible account of core theoretical results of stochastic evolution equations in a way that gradually builds readers' intuition.

Publisher: Taylor & Francis Ltd
ISBN: 9781138113589
Number of pages: 463
Weight: 857 g
Dimensions: 235 x 159 mm

You may also be interested in...

How to Think About Analysis
Added to basket
Fundamentals of Mathematical Analysis
Added to basket
Schaum's Outline of Vector Analysis
Added to basket
Schaums Outline of Tensor Calculus
Added to basket
Schaum's Outline of Calculus
Added to basket
MEI Differential Equations Third Edition
Added to basket
Measurements and their Uncertainties
Added to basket
Thomas' Calculus in SI Units
Added to basket
Calculus for the Ambitious
Added to basket
Calculus
Added to basket
£10.99
Paperback
The Cartoon Guide to Calculus
Added to basket
A Brief Guide to the Great Equations
Added to basket
The Calculus Lifesaver
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.