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Multiscale methods : averaging and homogenization

Author: Grigorios A Pavliotis; A M Stuart
Publisher: New York : Springer, ©2008.
Series: Texts in applied mathematics, 53.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
"This introduction to multiscale methods gives readers a broad overview of their many uses and applications. 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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Pavliotis, Grigorios A.
Multiscale methods.
New York : Springer, ©2008
(DLC) 2007941385
(OCoLC)166384346
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Grigorios A Pavliotis; A M Stuart
ISBN: 9780387738291 0387738290 9780387738284 0387738282
OCLC Number: 233971391
Description: 1 online resource (xviii, 307 pages) : illustrations.
Contents: Introduction --
Analysis --
Probability Theory and Stochastic Processes --
Ordinary Differential Equations --
Markov Chains --
Stochastic Differential Equations --
Partial Differential Equations --
Invariant Manifolds for ODEs --
Averaging for Markov Chains --
Averaging for ODEs and SDEs --
Homogenization for ODEs and SDEs --
Homogenization for Elliptic PDEs --
Homogenization for Parabolic PDEs --
Averaging for Linear Transport and Parabolic PDEs --
Invariant Manifolds for ODEs: The Convergence Theorem --
Averaging for Markov Chains: The Convergence Theorem --
Averaging for SDEs: The Convergence Theorem --
Homogenization for SDEs: The Convergence Theorem --
Homogenization for Elliptic PDEs: The Convergence Theorem --
Homogenization for Parabolic PDEs: The Convergence Theorem --
Averaging for Linear Transport and Parabolic PDEs: The Convergence Theorem.
Series Title: Texts in applied mathematics, 53.
Responsibility: Grigorios A. Pavliotis, Andrew M. Stuart.
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Abstract:

This introduction to multiscale methods explores both theory and applications. Examples show how to apply multiscale methods to solve a variety of problems. Exercises then enable readers to build  Read more...

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