Stochastic Equations for Complex Systems [electronic resource] : Theoretical and Computational Topics / edited by Stefan Heinz, Hakima Bessaih.
Contributor(s): Heinz, Stefan [editor.] | Bessaih, Hakima [editor.] | SpringerLink (Online service).
Material type: BookSeries: Mathematical Engineering: Publisher: Cham : Springer International Publishing : Imprint: Springer, 2015Description: VII, 192 p. 42 illus., 33 illus. in color. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783319182063.Subject(s): Mathematics | Computer mathematics | Probabilities | Statistical physics | Complexity, Computational | Fluid mechanics | Mathematics | Probability Theory and Stochastic Processes | Engineering Fluid Dynamics | Computational Science and Engineering | Nonlinear Dynamics | ComplexityAdditional physical formats: Printed edition:: No titleDDC classification: 519.2 Online resources: Click here to access onlineStochastic differential equations -- Malliavin Calculus -- Monte Carlo methods -- Multiscale models -- Molecular dynamics -- Stochastic methods for turbulent flows.
Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics. The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality. This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations and their applications. It contributes to a growing understanding of concepts and terminology used by mathematicians, engineers, and physicists in this relatively young and quickly expanding field. .
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