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## Details

Genre/Form: | Electronic books |
---|---|

Additional Physical Format: | Print version: Bellomo, N. Nonlinear stochastic evolution problems in applied sciences. Dordrecht ; Boston : Springer, ©1992 (DLC) 92035069 |

Material Type: | Document, Internet resource |

Document Type: | Internet Resource, Computer File |

All Authors / Contributors: |
N Bellomo; Z Brzezniak; L M De Socio |

ISBN: | 9789401118200 9401118205 9401048037 9789401048033 |

OCLC Number: | 844345351 |

Description: | 1 online resource (xiv, 219 pages :) : illustrations. |

Contents: | 1 Stochastic Models and Random Evolution Equations -- 2 Deterministic Systems with Random Initial Conditions -- 3 The Random Initial Boundary Value Problem -- 4 Stochastic Systems with Additional Weighted Noise -- 5 Time Evolution of the Probability Density -- 6 Some Further Developments of the SAI Method . -- Appendix : Basic Concepts of Probability Theory and Stochastic Processes -- References to Appendix -- Authors Index. |

Series Title: | Mathematics and its applications (Kluwer Academic Publishers), v. 82. |

Responsibility: | by N. Bellomo, Z. Brzezniak, and L.M. de Socio. |

### Abstract:

This volume deals with the analysis of nonlinear evolution problems described by partial differential equations having random or stochastic parameters. The emphasis throughout is on the actual determination of solutions, rather than on proving the existence of solutions, although mathematical proofs are given when this is necessary from an applications point of view. The content is divided into six chapters. Chapter 1 gives a general presentation of mathematical models in continuum mechanics and a description of the way in which problems are formulated. Chapter 2 deals with the problem of the evolution of an unconstrained system having random space-dependent initial conditions, but which is governed by a deterministic evolution equation. Chapter 3 deals with the initial-boundary value problem for equations with random initial and boundary conditions as well as with random parameters where the randomness is modelled by stochastic separable processes. Chapter 4 is devoted to the initial-boundary value problem for models with additional noise, which obey Ito-type partial differential equations. Chapter 5 is essential devoted to the qualitative and quantitative analysis of the chaotic behaviour of systems in continuum physics. Chapter 6 provides indications on the solution of ill-posed and inverse problems of stochastic type and suggests guidelines for future research. The volume concludes with an Appendix which gives a brief presentation of the theory of stochastic processes. Examples, applications and case studies are given throughout the book and range from those involving simple stochasticity to stochastic illposed problems. For applied mathematicians, engineers and physicists whose work involves solving stochastic problems.

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