Weak Solutions to Stochastic Porous Media Equations

Weak Solutions to Stochastic Porous Media Equations PDF Author: Giuseppe Da Prato
Publisher:
ISBN:
Category :
Languages : en
Pages : 27

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Book Description

Weak Solutions to Stochastic Porous Media Equations

Weak Solutions to Stochastic Porous Media Equations PDF Author: Giuseppe Da Prato
Publisher:
ISBN:
Category :
Languages : en
Pages : 27

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Book Description


Stochastic Porous Media Equations

Stochastic Porous Media Equations PDF Author: Viorel Barbu
Publisher: Springer
ISBN: 3319410695
Category : Mathematics
Languages : en
Pages : 209

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Book Description
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.

The Porous Medium Equation

The Porous Medium Equation PDF Author: Juan Luis Vazquez
Publisher: Clarendon Press
ISBN: 0191513830
Category : Mathematics
Languages : en
Pages : 648

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Book Description
The Heat Equation is one of the three classical linear partial differential equations of second order that form the basis of any elementary introduction to the area of PDEs, and only recently has it come to be fairly well understood. In this monograph, aimed at research students and academics in mathematics and engineering, as well as engineering specialists, Professor Vazquez provides a systematic and comprehensive presentation of the mathematical theory of the nonlinear heat equation usually called the Porous Medium Equation (PME). This equation appears in a number of physical applications, such as to describe processes involving fluid flow, heat transfer or diffusion. Other applications have been proposed in mathematical biology, lubrication, boundary layer theory, and other fields. Each chapter contains a detailed introduction and is supplied with a section of notes, providing comments, historical notes or recommended reading, and exercises for the reader.

Weak Solutions of the Porous Medium Equation

Weak Solutions of the Porous Medium Equation PDF Author: B. E. J. Dahlberg
Publisher:
ISBN:
Category :
Languages : en
Pages : 25

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Book Description


Kolmogorov Equations for Stochastic PDEs

Kolmogorov Equations for Stochastic PDEs PDF Author: Giuseppe Da Prato
Publisher: Birkhäuser
ISBN: 3034879091
Category : Mathematics
Languages : en
Pages : 188

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Book Description
Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. It studies several properties of corresponding transition semigroups, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariant measures. In addition, the transition semigroups are interpreted as generalized solutions of Kologorov equations.

The Porous Medium Equation

The Porous Medium Equation PDF Author: Juan Luis Vazquez
Publisher: Oxford University Press
ISBN: 0198569033
Category : Mathematics
Languages : en
Pages : 647

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Book Description
The Heat Equation is one of the three classical linear partial differential equations of second order that form the basis of any elementary introduction to the area of PDEs, and only recently has it come to be fairly well understood. In this monograph, aimed at research students and academics in mathematics and engineering, as well as engineering specialists, Professor Vazquez provides a systematic and comprehensive presentation of the mathematical theory of the nonlinear heatequation usually called the Porous Medium Equation (PME). This equation appears in a number of physical applications, such as to describe processes involving fluid flow, heat transfer or diffusion. Other applications have been proposed in mathematical biology, lubrication, boundary layer theory, andother fields. Each chapter contains a detailed introduction and is supplied with a section of notes, providing comments, historical notes or recommended reading, and exercises for the reader.

Weak Solutions of the Porous Medium Equation in a Cylinder

Weak Solutions of the Porous Medium Equation in a Cylinder PDF Author: B. E. J. Dahlberg
Publisher:
ISBN:
Category :
Languages : en
Pages : 13

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Book Description


Stochastic Analysis: A Series of Lectures

Stochastic Analysis: A Series of Lectures PDF Author: Robert C. Dalang
Publisher: Birkhäuser
ISBN: 3034809093
Category : Mathematics
Languages : en
Pages : 402

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Book Description
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics. Contributors: S. Albeverio M. Arnaudon V. Bally V. Barbu H. Bessaih Z. Brzeźniak K. Burdzy A.B. Cruzeiro F. Flandoli A. Kohatsu-Higa S. Mazzucchi C. Mueller J. van Neerven M. Ondreját S. Peszat M. Veraar L. Weis J.-C. Zambrini

Stochastic Methods for Flow in Porous Media

Stochastic Methods for Flow in Porous Media PDF Author: Dongxiao Zhang
Publisher: Elsevier
ISBN: 0080517773
Category : Mathematics
Languages : en
Pages : 371

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Book Description
Stochastic Methods for Flow in Porous Media: Coping with Uncertainties explores fluid flow in complex geologic environments. The parameterization of uncertainty into flow models is important for managing water resources, preserving subsurface water quality, storing energy and wastes, and improving the safety and economics of extracting subsurface mineral and energy resources. This volume systematically introduces a number of stochastic methods used by researchers in the community in a tutorial way and presents methodologies for spatially and temporally stationary as well as nonstationary flows. The author compiles a number of well-known results and useful formulae and includes exercises at the end of each chapter. Balanced viewpoint of several stochastic methods, including Greens' function, perturbative expansion, spectral, Feynman diagram, adjoint state, Monte Carlo simulation, and renormalization group methods Tutorial style of presentation will facilitate use by readers without a prior in-depth knowledge of Stochastic processes Practical examples throughout the text Exercises at the end of each chapter reinforce specific concepts and techniques For the reader who is interested in hands-on experience, a number of computer codes are included and discussed

Stochastic PDEs and Dynamics

Stochastic PDEs and Dynamics PDF Author: Boling Guo
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110492431
Category : Mathematics
Languages : en
Pages : 280

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Book Description
This book explains mathematical theories of a collection of stochastic partial differential equations and their dynamical behaviors. Based on probability and stochastic process, the authors discuss stochastic integrals, Ito formula and Ornstein-Uhlenbeck processes, and introduce theoretical framework for random attractors. With rigorous mathematical deduction, the book is an essential reference to mathematicians and physicists in nonlinear science. Contents: Preliminaries The stochastic integral and Itô formula OU processes and SDEs Random attractors Applications Bibliography Index