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The book deals with the random perturbation of PDEs which lack well-posedness, mainly because of their non-uniqueness, in some cases because of blow-up. The aim is to show that noise may restore uniqueness or prevent blow-up. This is not a general or easy-to-apply rule, and the theory presented in the book is in fact a series of examples with a few unifying ideas. The role of additive and bilinear multiplicative noise is described and a variety of examples are included, from abstract parabolic evolution equations with non-Lipschitz nonlinearities to particular fluid dynamic models, like the dyadic model, linear transport equations and motion of point vortices.
- Illustratör: 10 schwarz-weiße Abbildungen
- Format: Pocket/Paperback
- ISBN: 9783642182303
- Språk: Engelska
- Antal sidor: 182
- Utgivningsdatum: 2011-03-11
- Förlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K