High-dimensional nonlinear diffusion stochastic processes : modelling for engineering applications /
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| Author / Creator: | Mamontov, Yevgeny, 1955- |
|---|---|
| Imprint: | Singapore ; River Edge, NJ : World Scientific, 2001. |
| Description: | xviii, 297 p. ; 23 cm. |
| Language: | English |
| Series: | Series on advances in mathematics for applied sciences ; v. 56 |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/4635570 |
Table of 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.
