Research Catalog

High-dimensional nonlinear diffusion stochastic processes : modelling for engineering applications

Title: High-dimensional nonlinear diffusion stochastic processes : modelling for engineering applications / Yevgeny Mamontov, Magnus Willander.
Author: Mamontov, Yevgeny, 1955-
Publication: Singapore ; River Edge, NJ : World Scientific, 2001.

Filter by

Item details
Status	Format	Access	Call Number	Item Location
Request for On-site Use Request Scan How do I pick up this item and when will it be ready?	Text	Request in advance	TA342 .M35 2001	Off-site

Additional Authors

Willander, M

Description

xviii, 297 pages; 23 cm.

Series Statement

Series on advances in mathematics for applied sciences ; vol. 56

Uniform Title

Series on advances in mathematics for applied sciences ; v. 56.

Subject

Bibliography (note)

Contents

Ch. 1. Introductory Chapter -- Ch. 2. Diffusion Processes -- Ch. 3. Invariant Diffusion Processes -- Ch. 4. Stationary Diffusion Processes -- Ch. 5. Ito's Stochastic Partial Differential Equations as Non-Markov Models Leading to High-Dimensional Diffusion Processes -- Ch. 6. Ito's Stochastic Partial Differential Equations for Electron Fluids in Semiconductors -- Ch. 7. Distinguishing Features of Engineering Applications -- Ch. 8. Analytical-Numerical Approach to Engineering Problems and Common Analytical Techniques -- App. A. Example of Markov Processes: Solutions of the Cauchy Problems for Ordinary Differential Equation System -- App. B. Signal-to-Noise Ratio -- App. C. Example of Application of Corollary 1.2: Nonlinear Friction and Unbounded Stationary Probability Density of the Particle Velocity in Uniform Fluid -- App. D. Proofs of the Theorems in Chapter 2 and Other Details -- App. E. Proofs of the Theorems in Chapter 4 --
App. F. Hidden Randomness in Nonrandom Equation for the Particle Concentration of Uniform Fluid and Chemical-Reaction/Generation-Recombination Noise -- App. G. Example: Eigenvalues and Eigenfunctions of the Linear Differential Operator Associated with a Bounded Domain in Three-Dimensional Space -- App. G. Resources for Engineering Parallel Computing under Windows 95.

ISBN

9810243855 (alk. paper)

LCCN

00053437

OCLC

Owning Institutions

Columbia University Libraries