Analysis of stochastic partial differential equations (Record no. 1624)

000 -LEADER
fixed length control field 01996nam a2200217Ia 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20241113154856.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 180205s9999 xx 000 0 und d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 978-1-4704-1547-1
040 ## - CATALOGING SOURCE
Original cataloging agency ICTS-TIFR
050 ## - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA274.25
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Davar Khoshnevisan
245 ## - TITLE STATEMENT
Title Analysis of stochastic partial differential equations
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. American Mathematical Society,
Date of publication, distribution, etc. [c2017]
Place of publication, distribution, etc. Rhode Island:
300 ## - Physical Description
Pages: 116 p.
490 ## - SERIES STATEMENT
Series statement CBMS Regional Conference Series in Mathematics
Volume/sequential designation No. 119
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note 1. Prelude<br/>2. Wiener integrals<br/>3. A linear heat equation<br/>4. Walsh-Dalang integrals<br/>5. A non-linear heat equation<br/>6. Intermezzo: A parabolic Anderson model<br/>7. Intermittency<br/>8. Intermittency fronts<br/>9. Intermittency islands<br/>10. Correlation length<br/>
520 ## - SUMMARY, ETC.
Summary, etc. The stochastic PDEs that are studied in this book are similar to the familiar PDE for heat in a thin rod, but with the additional restriction that the external forcing density is a two-parameter stochastic process, or what is more commonly the case, the forcing is a “random noise,” also known as a “generalized random field.” At several points in the lectures, there are examples that highlight the phenomenon that stochastic PDEs are not a subset of PDEs. In fact, the introduction of noise in some partial differential equations can bring about not a small perturbation, but truly fundamental changes to the system that the underlying PDE is attempting to describe.<br/><br/>The topics covered include a brief introduction to the stochastic heat equation, structure theory for the linear stochastic heat equation, and an in-depth look at intermittency properties of the solution to semilinear stochastic heat equations. Specific topics include stochastic integrals à la Norbert Wiener, an infinite-dimensional Itô-type stochastic integral, an example of a parabolic Anderson model, and intermittency fronts. --- summary provided by publisher
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Mathematics
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Book
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Home library Shelving location Date acquired Full call number Accession No. Koha item type
          ICTS Rack No 5 01/18/2018 QA274.25 00883 Book