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Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations
Peter Kotelenez
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Description for Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations
hardcover. This book analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail. Series: Stochastic Modelling and Applied Probability. Num Pages: 469 pages, biography. BIC Classification: PBKJ. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 25. Weight in Grams: 835.
The present volume analyzes mathematical models of time-dependent physical p- nomena on three levels: microscopic, mesoscopic, and macroscopic. We provide a rigorous derivation of each level from the preceding level and the resulting me- scopic equations are analyzed in detail. Following Haken (1983, Sect. 1. 11. 6) we deal, “at the microscopic level, with individual atoms or molecules, described by their positions, velocities, and mutual interactions. At the mesoscopic level, we describe the liquid by means of ensembles of many atoms or molecules. The - tension of such an ensemble is assumed large compared to interatomic distances but small compared ... Read more
The present volume analyzes mathematical models of time-dependent physical p- nomena on three levels: microscopic, mesoscopic, and macroscopic. We provide a rigorous derivation of each level from the preceding level and the resulting me- scopic equations are analyzed in detail. Following Haken (1983, Sect. 1. 11. 6) we deal, “at the microscopic level, with individual atoms or molecules, described by their positions, velocities, and mutual interactions. At the mesoscopic level, we describe the liquid by means of ensembles of many atoms or molecules. The - tension of such an ensemble is assumed large compared to interatomic distances but small compared ... Read more
Product Details
Format
Hardback
Publication date
2007
Publisher
Springer United States
Number of pages
469
Condition
New
Series
Stochastic Modelling and Applied Probability
Number of Pages
459
Place of Publication
New York, NY, United States
ISBN
9780387743165
SKU
V9780387743165
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations
From the reviews: "This book treats the transition from microscopic to macroscopic equations for particle systems. … Peter Kotelenez … has written a monograph in which he rigorously constructs the theory of correlated Brownian motion in interacting particle systems. … Researchers working on interacting particle systems and probability theory will definitely find this book very ... Read more