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AMPLITUDE EQUATIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS


AMPLITUDE EQUATIONS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

by Dirk Blömker (RWTH Aachen, Germany)

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 time-scales present near a change of stability.

For students, the book provides a lucid introduction to the subject highlighting the new tools necessary for stochastic equations, while serving as an excellent guide to recent research.


Contents:

  • Amplitude Equations on Bounded Domains
  • Applications -- Some Examples
  • Amplitude Equations on Large Domains
  • Appendices:
  • Basics Inequalities
  • Bounds for SDEs

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Readership: Researchers and postgraduates in mathematics or applied sciences.

 
136pp
Pub. date: Apr 2007
eISBN 978-9-812-77060-8
Price: US$75
 
 
 

Copyright ©2007 World Scientific Publishing Co. All rights reserved.