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Effective Dynamics of Stochastic Partial Differential Equations

  • Book

  • October 2018
  • Elsevier Science and Technology
  • ID: 2784309

Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations.

The authors' experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension.

Table of Contents

1. Introduction
2. Deterministic Partial Differential Equations
3. Stochastic Tools in Hilbert Space
4. Stochastic Partial Differential Equations 
5. Stochastic Averaging Principles
6. Slow Manifold Reduction
7. Stochastic Homogenization

Authors

Jinqiao Duan Illinois Institute of Technology, Chicago IL. Illinois Institute of Technology, Chicago IL Wei WANG Nanjing University, Nanjing, PR China..