Amplitude equations for stochastic partial differential equations / Dirk Blomker.

Format:

Book

Author/Creator:

Blömker, Dirk.

Series:

Interdisciplinary mathematical sciences ; v. 3.

Interdisciplinary mathematical sciences, 1793-1355 ; v. 3

Language:

English

Subjects (All):

Stochastic partial differential equations.

Physical Description:

1 online resource (137 p.)

Edition:

1st ed.

Place of Publication:

Hackensack, NJ : World Scientific, c2007.

Language Note:

English

Summary:

Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community, such as for convective instabilities, without reliable error estimates at hand. This book is the first step in closing this gap. The author provides details about the reduction of dynamics to more simpler equations via amplitude or modulation equations, which relies on the natural separation of ti

Contents:

Preface; Contents; 1. Introduction; 2. Amplitude Equations on Bounded Domains; 3. Applications - Some Examples; 4. Amplitude Equations on Large Domains; Appendix A Basic Inequalities; Appendix B Bounds for SDEs; Bibliography; Index

Notes:

Description based upon print version of record.

Includes bibliographical references (p. 117-124) and index.

ISBN:

9786611121723

9781281121721

128112172X

9789812770608

9812770607

OCLC:

476099810