Stochastic Ordinary and Stochastic Partial Differential Equations Transition from Microscopic to Macroscopic Equations /

• Main Author: Kotelenez, Peter (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2008.
• Series: Stochastic Modelling and Applied Probability formerly: Applications of Mathematics, 58
• Subjects: Mathematics.; Mathematical analysis.; Analysis (Mathematics).; Probabilities.; Physics.; Analysis.; Probability Theory and Stochastic Processes.; Mathematical Methods in Physics.

This book provides the first rigorous derivation of mesoscopic and macroscopic equations from a deterministic system of microscopic equations. The microscopic equations are cast in the form of a deterministic (Newtonian) system of coupled nonlinear oscillators for N large particles and infinitely ma...