Multiscale Methods
Averaging and Homogenization
Authors: Pavliotis, Greg, Stuart, A.
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- About this Textbook
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This introduction to multiscale methods gives readers a broad overview of the many uses and applications of the methods. The book begins by setting the theoretical foundations of the subject area, and moves on to develop a unified approach to the simplification of a wide range of problems which possess multiple scales, via perturbation expansions; differential equations and stochastic processes are studied in one unified framework. The book concludes with an overview of a range of theoretical tools used to justify the simplified models derived via the perturbation expansions.
The presentation of the material is particularly suited to the range of mathematicians, scientists and engineers who want to exploit multiscale methods in applications. Extensive use of examples shows how to apply multiscale methods to solving a variety of problems. Exercises then enable readers to build their own skills and put them into practice.
Extensions and generalizations of the results presented in the book, as well as references to the literature, are provided in the Discussion and Bibliography section at the end of each chapter. All of the twenty-one chapters are supplemented with exercises.
Grigorios Pavliotis is a Lecturer of Mathematics at Imperial College London.
Andrew Stuart is a Professor of Mathematics at Warwick University.
- Reviews
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From the reviews:
"The book is devoted to introduce problems in which different scales may appear. The value of the book is that a wide class of problems is presented and consequently different techniques used to attack these problems are shown. The book is divided in three different parts. … it can be used as a handbook for the arguements treated in the sequel." (Fabio Paronetto, Zentralblatt MATH, Vol. 1160, 2009)
- Table of contents (21 chapters)
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Introduction
Pages 1-10
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Analysis
Pages 13-35
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Probability Theory and Stochastic Processes
Pages 37-57
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Ordinary Differential Equations
Pages 59-72
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Markov Chains
Pages 73-84
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Table of contents (21 chapters)
- Download Preface 1 PDF (69.6 KB)
- Download Sample pages 1 PDF (497.1 KB)
- Download Table of contents PDF (123.2 KB)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Multiscale Methods
- Book Subtitle
- Averaging and Homogenization
- Authors
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- Greg Pavliotis
- A. Stuart
- Series Title
- Texts in Applied Mathematics
- Series Volume
- 53
- Copyright
- 2008
- Publisher
- Springer-Verlag New York
- Copyright Holder
- Springer-Verlag New York
- eBook ISBN
- 978-0-387-73829-1
- DOI
- 10.1007/978-0-387-73829-1
- Hardcover ISBN
- 978-0-387-73828-4
- Softcover ISBN
- 978-1-4419-2532-9
- Series ISSN
- 0939-2475
- Edition Number
- 1
- Number of Pages
- XVIII, 310
- Topics
