Markov Processes and Differential Equations is popular PDF and ePub book, written by Mark I. Freidlin in 2012-12-06, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Markov Processes and Differential Equations can be Read Online from any device for your convenience.
Markov Processes and Differential Equations Book PDF Summary
Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations. Due to the close connection between the second order differential operators with a non-negative characteristic form on the one hand and Markov processes on the other, many problems in PDE's can be reformulated as problems for corresponding stochastic processes and vice versa. In the present book four classes of problems are considered: - the Dirichlet problem with a small parameter in higher derivatives for differential equations and systems - the averaging principle for stochastic processes and PDE's - homogenization in PDE's and in stochastic processes - wave front propagation for semilinear differential equations and systems. From the probabilistic point of view, the first two topics concern random perturbations of dynamical systems. The third topic, homog- enization, is a natural problem for stochastic processes as well as for PDE's. Wave fronts in semilinear PDE's are interesting examples of pattern formation in reaction-diffusion equations. The text presents new results in probability theory and their applica- tion to the above problems. Various examples help the reader to understand the effects. Prerequisites are knowledge in probability theory and in partial differential equations.
Detail Book of Markov Processes and Differential Equations PDF
- Author : Mark I. Freidlin
- Release : 06 December 2012
- Publisher : Birkhäuser
- ISBN : 9783034891912
- Genre : Mathematics
- Total Page : 155 pages
- Language : English
- PDF File Size : 7,5 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Markov Processes and Differential Equations by Mark I. Freidlin, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.