Logo

Lectures on Diffusion Problems and Partial Differential Equations

Small book cover: Lectures on Diffusion Problems and Partial Differential Equations

Lectures on Diffusion Problems and Partial Differential Equations
by

Publisher: Tata Institute of Fundamental Research
ISBN/ASIN: 3540087737
ISBN-13: 9783540087731
Number of pages: 324

Description:
Starting from Brownian Motion, the lectures quickly got into the areas of Stochastic Differential Equations and Diffusion Theory. An attempt was made to introduce to the students diverse aspects of the theory. The last section on Martingales is based on some additional lectures given by K. Ramamurthy of the Indian Institute of Science.

Download or read it online for free here:
Download link
(1.2MB, PDF)

Similar books

Book cover: Step-by-Step BS to PhD Math/PhysicsStep-by-Step BS to PhD Math/Physics
by - UC Riverside
These are step-by-verifiable-step notes which are designed to help students with a year of calculus based physics who are about to enroll in ordinary differential equations go all the way to doctoral foundations in either mathematics or physics.
(7677 views)
Book cover: Navier-Stokes Equations: On the Existence and the Search Method for Global SolutionsNavier-Stokes Equations: On the Existence and the Search Method for Global Solutions
by - MiC
In this book we formulate and prove the variational extremum principle for viscous incompressible and compressible fluid, from which principle follows that the Navier-Stokes equations represent the extremum conditions of a certain functional.
(5532 views)
Book cover: Special Functions and Their Symmetries: Postgraduate Course in Applied AnalysisSpecial Functions and Their Symmetries: Postgraduate Course in Applied Analysis
by - University of Leeds
This text presents fundamentals of special functions theory and its applications in partial differential equations of mathematical physics. The course covers topics in harmonic, classical and functional analysis, and combinatorics.
(10021 views)
Book cover: Lie Systems: Theory, Generalisations, and ApplicationsLie Systems: Theory, Generalisations, and Applications
by - arXiv
Lie systems form a class of systems of first-order ordinary differential equations whose general solutions can be described in terms of certain finite families of particular solutions and a set of constants, by means of a particular type of mapping.
(5002 views)