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Paperback Random Perturbation of Pdes and Fluid Dynamic Models: École d'Été de Probabilités de Saint-Flour XL - 2010 Book

ISBN: 3642182305

ISBN13: 9783642182303

Random Perturbation of Pdes and Fluid Dynamic Models: École d'Été de Probabilités de Saint-Flour XL - 2010

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Book Overview

The book 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...

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Math Mathematics Science & Math

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