Heinz S., Bessaih H. (Eds.) Stochastic Equations for Complex Systems. Theoretical and Computational Topics

Springer International Publishing, 2015 — 192p. — (Mathematical Engineering) — ISBN: 978-3-319-18206-3 (eBook), 978-3-319-18205-6 (Hardcover).Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics.
The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality.
This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations and their applications. It contributes to a growing understanding of concepts and terminology used by mathematicians, engineers, and physicists in this relatively young and quickly expanding field.An Introduction to the Malliavin Calculus and Its Applications
Fractional Brownian Motion and an Application to Fluids
An Introduction to Large Deviations and Equilibrium Statistical Mechanics for Turbulent Flows
Recent Developments on the Micropolar and Magneto-Micropolar Fluid Systems: Deterministic and Stochastic Perspectives
Pathwise Sensitivity Analysis in Transient Regimes
The Langevin Approach: A Simple Stochastic Method for Complex Phenomena
Monte Carlo Simulations of Turbulent Non-premixed Combustion using a Velocity Conditioned Mixing Model
Massively Parallel FDF Simulation of Turbulent Reacting Flows