rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Markov Processes and Differential Equations
    sub title: Asymptotic Problems
  name:
    name part: Freidlin, Mark.
    role:
      role term: creator
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: sz
    date issued: 1996
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (VI, 154 pages)
  abstract: 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.
  note: by Mark Freidlin.
  note: Electronic resource.
  subject:
    topic: Mathematics
  subject:
    topic: Differential equations
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Differential equations
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Mathematics
  classification: QA273.A1-274.9
  classification: 519.2
  related item:
    title info:
      title: Lectures in mathematics ETH Zürich
  identifier: 9783034891912 (electronic bk.)
  identifier: 3034891911 (electronic bk.)
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: I9W
    record creation date: 121227
    record change date: 20260422201230.9
    record identifier: in00003553207
    language of cataloging:
      language term: eng