Helge Holden, Bernt Oksendal, Jan Uboe, Tusheng Zhang

eBook, PDF

Stochastic Partial Differential Equations (eBook, PDF)

A Modeling, White Noise Functional Approach

Beschreibung

This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.

Technische Details

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• Größe: 16.22MB

Autor

Helge Holden is a professor of mathematics at the Norwegian University of Science and Technology and an adjunt professor at the Center of Mathematics for Applications, part of the University of Oslo.  He has done extensive research in stochastic analysis, in particular in its application to flow in porous media. Bernt Øksendal is a professor at the Center of Mathematics for Applications at the University of Oslo.  He is a winner of the Nansen Prize for research in stochastic analysis and its applications. Jan Ubøe is a professor in the Department of Finance and Management Sciences at the Norwegian School of Economics and Business Administration.  He has written many papers about this subject. Tusheng Zhang is a professor of probability at the University of Manchester.  His current area of research is stochastic differential and partial differential equations, and he recently published a monograph on fractional Brownian fields with Bernt Øksendal and others.

Produktdetails

• Verlag: Birkhäuser Boston
• Seitenzahl: 231
• Erscheinungstermin: 1. Dezember 2013
• Englisch
• ISBN-13: 9781468492156
• Artikelnr.: 44198966

Rezensionen

"The authors have made significant contributions to each of the areas. As a whole, the book is well organized and very carefully written and the details of the proofs are basically spelled out... This is a rich and demanding book... It will be of great value for students of probability theory or SPDEs with an interest in the subject, and also for professional probabilists." -Mathematical Reviews

"...a comprehensive introduction to stochastic partial differential equations." -Zentralblatt MATH

"This book will be invaluable to anyone interested in doing research in white noise theory or in applying this theory to solving real-world problems." -Computing Reviews