Probabilistic Models for Nonlinear Partial Differential Equations: Lectures Given at the 1st Session of the Centro Internazionale Matematico Estivo (C. I. M. E. ) Held in Montecatini Terme, Italy, May 22-30 1995

The 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 o...

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Bibliographic Details
Main Authors: Graham, Carl, Kurtz, Thomas G, Meleard, Sylvie, Protter, Philip E, Pulvirenti, Mario, Talay, Denis, Tubaro, Luciano
Format: Book
Language:English
Subjects:
Complex Systems
Differential equations, Nonlinear-Numerical solutions-Congresses
Differential equations, partial
Distribution (Probability theory
Mathematics
Mathematics and Statistics
Numerical Analysis
Partial Differential Equations
Probability Theory and Stochastic Processes
Statistical physics
Statistical Physics and Dynamical Systems
Thermodynamics
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Summary:The 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.
ISSN:0075-8434
1617-9692
DOI:10.1007/BFb0093175