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Stochastic Partial Differential Equations and Their Applications

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Stochastic Partial Differential Equations and Their Applications Synopsis

This volume consists of 24 papers submitted for publication by the invited speakers of the IFIP International Conference on Stochastic Partial Differential Equations and their Ap- plications. Most of them are research papers, however, a few surveys written by world renowed experts are also included. The aim of the conference was to bring together mathematici- ans, physicists and engineers representing academic as well as industrial fields, interested in the theory and applica- tions of SPDE's. The field of SPDE's is one of the most dy- namically developing areas at the cross roads of several sciences. It is especially attractive for many because of its interdisciplinary character and enormous richness ofal- ready existing as well as potential applications. There were about one hundred participants registered for the conferen- ce. With rare exceptions, all of the most active researchers in the field of SPDE's throughout the world were present at the conference. The main topics for discussion at the confe- rence were: non-linear SPDE's and Markov property for random fields, modern stochastic calculuses, numerical and asympto- tic methods for SPDE's, applications of SPDE's with emphasis onnon-linear filtering, stochastic control and statistical fluid dynamics.

About This Edition

ISBN: 9783540552925
Publication date:
Author: Boris L Rozovskii, Richard B Sowers
Publisher: Springer an imprint of Springer Berlin Heidelberg
Format: Paperback
Pagination: 255 pages
Series: Lecture Notes in Control and Information Sciences
Genres: Automatic control engineering
Cybernetics and systems theory
Optimization