Transition from Microscopic to Macroscopic Equations
Series: Stochastic Modelling and Applied Probability, Vol. 58
Kotelenez, Peter
2008, X, 459 p.
Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.
You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.
After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.
(net)
price for USA
ISBN 978-0-387-74317-2
digitally watermarked, no DRM
Included Format: PDF
download immediately after purchase
Hardcover version
You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.
Standard shipping is free of charge for individual customers.
(net)
price for USA
ISBN 978-0-387-74316-5
free shipping for individuals worldwide
usually dispatched within 3 to 5 business days
Softcover (also known as softback) version.
You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.
Standard shipping is free of charge for individual customers.
(net)
price for USA
ISBN 978-1-4899-8658-0
free shipping for individuals worldwide
usually dispatched within 3 to 5 business days
This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of coupled nonlinear oscillators for N large particles and infinitely many small particles. The mesoscopic equations are stochastic ordinary differential equations (SODEs) and stochastic partial differential equatuions (SPDEs), and the macroscopic limit is described by a parabolic partial differential equation.
A detailed analysis of the SODEs and (quasi-linear) SPDEs is presented. Semi-linear (parabolic) SPDEs are represented as first order stochastic transport equations driven by Stratonovich differentials. The time evolution of correlated Brownian motions is shown to be consistent with the depletion phenomena experimentally observed in colloids. A covariance analysis of the random processes and random fields as well as a review section of various approaches to SPDEs are also provided.
An extensive appendix makes the book accessible to both scientists and graduate students who may not be specialized in stochastic analysis.
Probabilists, mathematical and theoretical physicists as well as mathematical biologists and their graduate students will find this book useful.
Peter Kotelenez is a professor of mathematics at Case Western Reserve University in Cleveland, Ohio.
Content Level » Research
Keywords » Kotelenez - Macroscopic - Microscopic - Ordinary - Partial Differential Equations - Stochastic - Variance - partial differential equation
Related subjects » Analysis - Probability Theory and Stochastic Processes - Theoretical, Mathematical & Computational Physics
Get alerted on new Springer publications in the subject area of Analysis.