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C.I.M.E. Foundation Subseries

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

Authors: Graham, C., Kurtz, Th.G., Meleard, S., Protter, P.E., Pulvirenti, M., Talay, D.

Editors: Talay, Denis, Tubaro, Luciano (Eds.)

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About this book

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.

Table of contents (6 chapters)

Table of contents (6 chapters)
  • Weak convergence of stochastic integrals and differential equations

    Pages 1-41

    Kurtz, Thomas G. (et al.)

  • Asymptotic behaviour of some interacting particle systems; McKean-Vlasov and Boltzmann models

    Pages 42-95

    Méléard, Sylvie

  • Kinetic limits for stochastic particle systems

    Pages 96-126

    Pulvirenti, Mario

  • A statistical physics approach to large networks

    Pages 127-147

    Graham, Carl

  • Probabilistic numerical methods for partial differential equations: Elements of analysis

    Pages 148-196

    Talay, Denis

Buy this book

eBook $54.99
price for USA in USD (gross)
  • ISBN 978-3-540-68513-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.95
price for USA in USD
  • ISBN 978-3-540-61397-8
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Probabilistic Models for Nonlinear Partial Differential Equations
Book Subtitle
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
Authors
Editors
  • Denis Talay
  • Luciano Tubaro
Series Title
C.I.M.E. Foundation Subseries
Series Volume
1627
Copyright
1996
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-68513-5
DOI
10.1007/BFb0093175
Softcover ISBN
978-3-540-61397-8
Edition Number
1
Number of Pages
X, 302
Topics

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