Stochastic Equations for Complex Systems Theoretical and Computational Topics /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Heinz, Stefan (Editor), Bessaih, Hakima (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: Mathematical Engineering,
• Subjects: Mathematics.; Computer mathematics.; Probabilities.; Statistical physics.; Complexity, Computational.; Fluid mechanics.; Probability Theory and Stochastic Processes.; Engineering Fluid Dynamics.; Computational Science and Engineering.; Nonlinear Dynamics.; Complexity.

Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness,...

Table of Contents:

• Stochastic differential equations
• Malliavin Calculus
• Monte Carlo methods
• Multiscale models
• Molecular dynamics
• Stochastic methods for turbulent flows.