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Mathematical Engineering

Stochastic Equations for Complex Systems

Theoretical and Computational Topics

Editors: Heinz, Stefan, Bessaih, Hakima (Eds.)

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  • Provides a better understanding of random dynamical systems and stochastic differential equations
  • Offers fundamental ideas and tools for the modeling, analysis, and prediction of complex phenomena
  • Presents elementary tool for turbulent flow simulations
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eBook $79.99
price for USA in USD (gross)
  • ISBN 978-3-319-18206-3
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.99
price for USA in USD
  • ISBN 978-3-319-18205-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $99.99
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week). Pre-ordered printed titles are excluded from promotions.
  • Due: November 4, 2016
  • ISBN 978-3-319-38450-4
  • Free shipping for individuals worldwide
About this book

Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics.

 The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality.

 This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations and their applications. It contributes to a growing understanding of concepts and terminology used by mathematicians, engineers, and physicists in this relatively young and quickly expanding field.

 

Table of contents (8 chapters)

Table of contents (8 chapters)
  • An Introduction to the Malliavin Calculus and Its Applications

    Pages 1-36

    Nualart, David

  • Fractional Brownian Motion and an Application to Fluids

    Pages 37-52

    Wijeratne, Chandana (et al.)

  • An Introduction to Large Deviations and Equilibrium Statistical Mechanics for Turbulent Flows

    Pages 53-84

    Herbert, Corentin

  • Recent Developments on the Micropolar and Magneto-Micropolar Fluid Systems: Deterministic and Stochastic Perspectives

    Pages 85-103

    Yamazaki, Kazuo

  • Pathwise Sensitivity Analysis in Transient Regimes

    Pages 105-124

    Arampatzis, Georgios (et al.)

Buy this book

eBook $79.99
price for USA in USD (gross)
  • ISBN 978-3-319-18206-3
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.99
price for USA in USD
  • ISBN 978-3-319-18205-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $99.99
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week). Pre-ordered printed titles are excluded from promotions.
  • Due: November 4, 2016
  • ISBN 978-3-319-38450-4
  • Free shipping for individuals worldwide
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Equations for Complex Systems
Book Subtitle
Theoretical and Computational Topics
Editors
  • Stefan Heinz
  • Hakima Bessaih
Series Title
Mathematical Engineering
Copyright
2015
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-18206-3
DOI
10.1007/978-3-319-18206-3
Hardcover ISBN
978-3-319-18205-6
Softcover ISBN
978-3-319-38450-4
Series ISSN
2192-4732
Edition Number
1
Number of Pages
VII, 192
Number of Illustrations
9 b/w illustrations, 33 illustrations in colour
Topics