Random Perturbation of PDEs and Fluid Dynamic Models [recurso electrónico] : École d’Été de Probabilités de Saint-Flour XL – 2010 / by Franco Flandoli.
Tipo de material: TextoSeries Lecture Notes in Mathematics ; 2015Editor: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011Descripción: IX, 176p. 10 illus. online resourceTipo de contenido: text Tipo de medio: computer Tipo de portador: online resourceISBN: 9783642182310Tema(s): Mathematics | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic ProcessesFormatos físicos adicionales: Printed edition:: Sin títuloClasificación CDD: 519.2 Clasificación LoC:QA273.A1-274.9QA274-274.9Recursos en línea: Libro electrónicoTipo de ítem | Biblioteca actual | Colección | Signatura | Copia número | Estado | Fecha de vencimiento | Código de barras |
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Libro Electrónico | Biblioteca Electrónica | Colección de Libros Electrónicos | QA273 .A1-274.9 (Browse shelf(Abre debajo)) | 1 | No para préstamo | 375689-2001 |
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QA273 .A1-274.9 Stochastic Analysis 2010 | QA273 .A1-274.9 Stochastic Differential Equations in Infinite Dimensions | QA273 .A1-274.9 Risk and Meaning | QA273 .A1-274.9 Random Perturbation of PDEs and Fluid Dynamic Models | QA273 .A1-274.9 Markov Decision Processes with Applications to Finance | QA273 .A1-274.9 Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model | QA273 .A1-274.9 Disorder and Critical Phenomena Through Basic Probability Models |
1. Introduction to Uniqueness and Blow-up -- 2. Regularization by Additive Noise -- 3. Dyadic Models -- 4. Transport Equation -- 5. Other Models. Uniqueness and Singularities.
This volume deals with the random perturbation of PDEs which lack well-posedness, mainly because of their non-uniqueness, in some cases because of blow-up. The aim is to show that noise may restore uniqueness or prevent blow-up. This is not a general or easy-to-apply rule, and the theory presented in the book is in fact a series of examples with a few unifying ideas. The role of additive and bilinear multiplicative noise is described and a variety of examples are included, from abstract parabolic evolution equations with non-Lipschitz nonlinearities to particular fluid dynamic models, like the dyadic model, linear transport equations and motion of point vortices.
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