Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach (Probability and Its Applications (duplicate)) - Softcover

Holden, Helge; Oksendal, Bernt; Uboe, Jan; Zhang, Tusheng

Softcover

ISBN 10: 1468492179 ISBN 13: 9781468492170

Verlag: Birkhäuser, 2012

Inhaltsangabe

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.

Über diesen Titel

Über die Autorin bzw. den Autor

Helge Holden is professor of mathematics at the Norwegian University of Science and Technology and an adjunct 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. Nils Henrik Risebro is professor of mathematics at the University of Oslo. His research interests are mainly nonlinear partial differential equations and numerical methods for these. He has also worked on conservation laws with discontinuous coefficients in a variety of applications.

Details zur Ausgabe

• Verlag: Birkhäuser
• Erscheinungsdatum: 2012
• Sprache: Englisch
• ISBN 10: 1468492179
• ISBN 13: 9781468492170
• Einband: Taschenbuch
• Anzahl der Seiten: 248
• Kontakt zum Hersteller: preigu GmbH & Co. KG; mail@preigu.de; ; Lengericher Landstr. 19; Osnabrück; Niedersachsen; 49078; Deutschland