Get 40% off of select print and eBooks in Engineering & Materials Science!

Lectures in Mathematics. ETH Zürich

Markov Processes and Differential Equations

Asymptotic Problems

Authors: Freidlin, Mark I.

Free Preview

Buy this book

eBook 35,69 €
price for Spain (gross)
  • ISBN 978-3-0348-9191-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 46,79 €
price for Spain (gross)
  • ISBN 978-3-7643-5392-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations. Due to the close connection between the second order differential operators with a non-negative characteristic form on the one hand and Markov processes on the other, many problems in PDE's can be reformulated as problems for corresponding stochastic processes and vice versa. In the present book four classes of problems are considered: - the Dirichlet problem with a small parameter in higher derivatives for differential equations and systems - the averaging principle for stochastic processes and PDE's - homogenization in PDE's and in stochastic processes - wave front propagation for semilinear differential equations and systems. From the probabilistic point of view, the first two topics concern random perturbations of dynamical systems. The third topic, homog- enization, is a natural problem for stochastic processes as well as for PDE's. Wave fronts in semilinear PDE's are interesting examples of pattern formation in reaction-diffusion equations. The text presents new results in probability theory and their applica- tion to the above problems. Various examples help the reader to understand the effects. Prerequisites are knowledge in probability theory and in partial differential equations.

Table of contents (11 chapters)

Table of contents (11 chapters)

Buy this book

eBook 35,69 €
price for Spain (gross)
  • ISBN 978-3-0348-9191-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 46,79 €
price for Spain (gross)
  • ISBN 978-3-7643-5392-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Markov Processes and Differential Equations
Book Subtitle
Asymptotic Problems
Authors
Series Title
Lectures in Mathematics. ETH Zürich
Copyright
1996
Publisher
Birkhäuser Basel
Copyright Holder
Springer Basel AG
eBook ISBN
978-3-0348-9191-2
DOI
10.1007/978-3-0348-9191-2
Softcover ISBN
978-3-7643-5392-6
Edition Number
1
Number of Pages
VI, 154
Number of Illustrations
2 b/w illustrations
Topics