zbMATH — the first resource for mathematics

Nonlinear stochastic evolution problems in applied sciences. (English) Zbl 0770.60061
Mathematics and its Applications (Dordrecht). 82. Dordrecht: Kluwer Academic Publishers. xiv, 219 p. (1992).
Physicists, engineers, and applied mathematicians have become increasingly aware of the importance of realistic modelling, and analysis considering the nonlinear and stochastic behavior inherent in modelling of physical problems, as well as the limitations of the standard procedures. This book deals therefore with the general problem of modelling and computation of solutions of the nonlinear stochastic partial differential equations relevant to physical problems using a method of stochastic interpolation. It deals with the relevant mathematical questions and constitutes a significant advance in the area. The book is rigorous and thorough with clear discussions. It includes initial/boundary value problems where the conditions and parameters are random. The style is excellent in that the authors state their objectives, then achieve them step by step in a tutorial manner which will be helpful to both students and researchers. The book will make an excellent graduate text for mathematics and applied sciences as well as a useful monograph for senior researchers who must solve mathematical models for the real world.

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
35-02 Research exposition (monographs, survey articles) pertaining to partial differential equations
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
35R60 PDEs with randomness, stochastic partial differential equations
PDF BibTeX Cite