Discovering Evolution Equations With Applications: Volume 2: Stochastic Equations

by Mark A. Mckibben

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Discovering Evolution Equations With Applications: Volume 2: Stochastic Equations

by Mark A. Mckibben

Discovering Evolution Equations With Applications: Volume 2: Stochastic Equations

Synopsis

Covering more than 20 different areas of study to which the theory applies, this book helps you gain an understanding of how stochastic evolution equations are used in practice. For each class of equations, core theoretical results are developed, including the existence and uniqueness of solutions under various growth assumptions, continuous dependence upon initial data and parameters, convergence results of various kinds, and elementary stability results. The book also provides a substantive collection of mathematical models arising in fluid flow, thermodynamics, pharmacokinetics, spatial pattern formation, epidemiology, and much more.