Stochastic Partial Differential Equations: An Introduction

von

Röckner, MichaelLiu, Wei

BuchPaperback

Verkaufsrang24234inMathematik

CHF85.90

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This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis.

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ISBN/GTIN978-3-319-22353-7

ProduktartBuch

EinbandPaperback

VerlagSpringer

Erscheinungsdatum23.10.2015

Auflage15001 A. 1st ed. 2015

ReiheUniversitext

Seiten272 Seiten

SpracheEnglisch

MasseBreite 155 mm, Höhe 235 mm, Dicke 14 mm

Gewicht467 g

WarengruppeNaturwissenschaft

KategorieMathematik

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Über die Autorin/den Autor

Röckner, MichaelLiu, Wei

Wei Liu is currently Jiangsu Specially-Appointed Professor of Mathematics at Jiangsu Normal University. He holds a PhD from University of Bielefeld. He has mostly worked in the field of stochastic partial differential equations and random dynamical systems. He has made contributions on the well-posedness and asymptotic properties (such as large deviation principle, ergodicity and random attractor) of a general class of stochastic partial differential equations using the variational approach. In particular, jointly with Michael Röckner, he developed an extended variational framework (by introducing locally monotone condition and generalized coercivity condition) which gives a unified framework of studying a large class of SPDEs and also provides a systematic approach to SPDEs with solutions exploding in finite time.Michael Röckner has held positions at the Universities of Edinburgh and Bonn, as well as Purdue University. He is currently Professor of Mathematics at Bielefeld University. His main fields of research are in Probability Theory and Analysis, especially in Stochastic Analysis. He has made various contributions to these fields, in particular to the Theory of Dirichlet Forms and Markov Processes, to Fokker-Planck-Kolmogorov Equations and to Stochastic Partial Differential Equations (SPDEs). Among his main interests are, furthermore, applications to problems in Mathematical Physics. He is a coauthor of about 250 publications in scientific journals, 4 books and one Springer Lecture Notes in Mathematics. In the past few years jointly with Wei Liu he developed an extended variational approach to SPDEs, relaxing the usual monotonicity and coercivity conditions, also allowing explosion of solutions in finite time. This leads to a unifying systematic framework covering a large class of classical, but also new types of SPDEs.