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Stochastic Equations for Complex Systems : Theoretical and Computational Topics

Author: Stefan Heinz; Hakima Bessaih
Publisher: Cham : Springer, 2015.
Series: Mathematical Engineering; SpringerLink : Bücher
Edition/Format:   eBook : EnglishView all editions and formats
Summary:
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  Read more...
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Material Type: Internet resource
Document Type: Internet Resource
All Authors / Contributors: Stefan Heinz; Hakima Bessaih
ISBN: 9783319182063 3319182064
OCLC Number: 912972621
Description: Online-Ressource (VII, 192 p. 42 illus., 33 illus. in color, online resource)
Series Title: Mathematical Engineering; SpringerLink : Bücher
Responsibility: edited by Stefan Heinz, Hakima Bessaih.

Abstract:

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.

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