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020 _a9783540685135
_9978-3-540-68513-5
024 7 _a10.1007/BFb0093175
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
072 7 _aPBT
_2thema
072 7 _aPBWL
_2thema
082 0 4 _a519.2
_223
100 1 _aGraham, Carl.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aProbabilistic Models for Nonlinear Partial Differential Equations
_h[electronic resource] :
_bLectures given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Montecatini Terme, Italy, May 22–30, 1995 /
_cby Carl Graham, Thomas G. Kurtz, Sylvie Méléard, Philip E. Protter, Mario Pulvirenti, Denis Talay ; edited by Denis Talay, Luciano Tubaro.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c1996.
300 _aX, 302 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aC.I.M.E. Foundation Subseries ;
_v1627
505 0 _aWeak convergence of stochastic integrals and differential equations -- Asymptotic behaviour of some interacting particle systems; McKean-Vlasov and Boltzmann models -- Kinetic limits for stochastic particle systems -- A statistical physics approach to large networks -- Probabilistic numerical methods for partial differential equations: Elements of analysis -- Weak convergence of stochastic integrals and differential equations II: Infinite dimensional case.
520 _aThe lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.
650 0 _aDistribution (Probability theory.
650 0 _aDifferential equations, partial.
650 0 _aNumerical analysis.
650 0 _aThermodynamics.
650 0 _aStatistical physics.
650 1 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
650 2 4 _aPartial Differential Equations.
_0http://scigraph.springernature.com/things/product-market-codes/M12155
650 2 4 _aNumerical Analysis.
_0http://scigraph.springernature.com/things/product-market-codes/M14050
650 2 4 _aThermodynamics.
_0http://scigraph.springernature.com/things/product-market-codes/P21050
650 2 4 _aComplex Systems.
_0http://scigraph.springernature.com/things/product-market-codes/P33000
650 2 4 _aStatistical Physics and Dynamical Systems.
_0http://scigraph.springernature.com/things/product-market-codes/P19090
700 1 _aKurtz, Thomas G.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aMéléard, Sylvie.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aProtter, Philip E.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aPulvirenti, Mario.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aTalay, Denis.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
700 1 _aTalay, Denis.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aTubaro, Luciano.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783662176436
776 0 8 _iPrinted edition:
_z9783540613978
830 0 _aC.I.M.E. Foundation Subseries ;
_v1627
856 4 0 _uhttps://doi.org/10.1007/BFb0093175
912 _aZDB-2-SMA
912 _aZDB-2-LNM
912 _aZDB-2-BAE
999 _c9696
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