Stochastic Partial Differential Equations
|Institution:||Isaac Newton Institute for Mathematical Sciences|
|Editors' group:||SMS Editors group for the Newton Institute|
|Description:||Stochastic Partial Differential Equations are used to model many physical systems subjected to the influence of internal, external or environmental noise. They also arise when considering deterministic models from random initial conditions, or as tractable approximations to complex deterministic systems. In many cases the presence of noise leads to new phenomena with many recent examples in the physical sciences, biology and financial modelling.
This collection contains 168 media items.
A backward particle interpretation of Feynman-Kac formulae with applications to filtering and smoothing problems
A stochastic Burgers equation: Bringing together chaos expansion, embedding theorems, and Catalan numbers
Application of Stein's lemma and Malliavin calculus to the densities and fluctuation exponents of stochastic heat...
Asymptotic results for a class of stochastic RDEs with fast transport term and noise acting on the boundary