Nonlinear stochastic evolution problems in applied sciences

Bibliographic Information

Nonlinear stochastic evolution problems in applied sciences

N. Bellomo, Z. Brzezniak and L.M. de Socio

(Mathematics and its applications, v. 82)

Kluwer Academic Publishers, c1992

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Includes index

Description and Table of Contents

Description

One service mathematics has rendered the 'Et moi, ...* si j'avait su comment en revenir, human race. It has put common sense back je n'y serais point aIle.' Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- sense'. The series is divergent; thererore we may be able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- Iinearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ...'; 'One service logic has rendered com- puter science ...'; 'One service category theory has rendered mathematics ...'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Table of Contents

Preface. 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. Authors Index. Subject Index.

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