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OverviewThe present volume analyzes mathematical models of time-dependent physical p- nomena on three levels: microscopic, mesoscopic, and macroscopic. We provide a rigorous derivation of each level from the preceding level and the resulting me- scopic equations are analyzed in detail. Following Haken (1983, Sect. 1. 11. 6) we deal, “at the microscopic level, with individual atoms or molecules, described by their positions, velocities, and mutual interactions. At the mesoscopic level, we describe the liquid by means of ensembles of many atoms or molecules. The - tension of such an ensemble is assumed large compared to interatomic distances but small compared to the evolving macroscopic pattern. . . . At the macroscopic level we wish to study the corresponding spatial patterns. ” Typically, at the mac- scopic level, the systems under consideration are treated as spatially continuous systems such as ?uids or a continuous distribution of some chemical reactants, etc. Incontrast,onthemicroscopiclevel,Newtonianmechanicsgovernstheequationsof 1 motion of the individual atoms or molecules. These equations are cast in the form 2 of systems of deterministic coupled nonlinear oscillators. The mesoscopic level is probabilistic in nature and many models may be faithfully described by stochastic 3 ordinary and stochastic partial differential equations (SODEs and SPDEs), where the latter are de?ned on a continuum. The macroscopic level is described by ti- dependent partial differential equations (PDE’s) and its generalization and simpl- cations. In our mathematical framework we talk of particles instead of atoms and mo- cules. The transition from the microscopic description to a mesoscopic (i. e. Full Product DetailsAuthor: Peter KotelenezPublisher: Springer-Verlag New York Inc. Imprint: Springer-Verlag New York Inc. Edition: 2008 ed. Volume: 58 Dimensions: Width: 15.50cm , Height: 2.40cm , Length: 23.50cm Weight: 0.718kg ISBN: 9781489986580ISBN 10: 1489986588 Pages: 459 Publication Date: 18 September 2014 Audience: College/higher education , Undergraduate , Postgraduate, Research & Scholarly Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsFrom Microscopic Dynamics to Mesoscopic Kinematics.- Heuristics: Microscopic Model and Space—Time Scales.- Deterministic Dynamics in a Lattice Model and a Mesoscopic (Stochastic) Limit.- Proof of the Mesoscopic Limit Theorem.- Mesoscopic A: Stochastic Ordinary Differential Equations.- Stochastic Ordinary Differential Equations: Existence, Uniqueness, and Flows Properties.- Qualitative Behavior of Correlated Brownian Motions.- Proof of the Flow Property.- Comments on SODEs: A Comparison with Other Approaches.- Mesoscopic B: Stochastic Partial Differential Equations.- Stochastic Partial Differential Equations: Finite Mass and Extensions.- Stochastic Partial Differential Equations: Infinite Mass.- Stochastic Partial Differential Equations:Homogeneous and Isotropic Solutions.- Proof of Smoothness, Integrability, and Itô’s Formula.- Proof of Uniqueness.- Comments on Other Approaches to SPDEs.- Macroscopic: Deterministic Partial Differential Equations.- Partial Differential Equations as a Macroscopic Limit.- General Appendix.ReviewsFrom the reviews: This book treats the transition from microscopic to macroscopic equations for particle systems. ... Peter Kotelenez ... has written a monograph in which he rigorously constructs the theory of correlated Brownian motion in interacting particle systems. ... Researchers working on interacting particle systems and probability theory will definitely find this book very useful. (J. Dubbeldam, Kwantitatieve Methoden, Issue R11, 2008) This interesting book treats in detail stochastic partial differential equations (SPDEs) describing mass distribution of particles. The book introduces in an essentially self-contained manner the author's research on the evolution of large particles interacting with an environment consisting, for instance, of small particles. ... To help the reader, the book devotes four of the fourteen chapters to the more lengthy proofs of some theorems. ... the reviewer recommends this book to any researcher interested in SPDEs. (Carlos M. Mora Gonzalez, Mathematical Reviews, Issue 2009 h) The monography under review presents mathematical models for physical dynamical systems of particle and mass evolution on different levels ... . Extremely helpful are the excellent summaries at the beginning of each chapter. ... This monography is a highly impressive result of many years of concise scientific studies on SODEs, SPDEs and mathematical physics. I warmly recommend this book for scientific and personal enlightenment to graduate students ... as well as to mathematical scientists in mathematical physics, theoretical physics and mathematical biology. (Michael Hogele, Zentralblatt MATH, Vol. 1159, 2009) From the reviews: This book treats the transition from microscopic to macroscopic equations for particle systems. ... Peter Kotelenez ... has written a monograph in which he rigorously constructs the theory of correlated Brownian motion in interacting particle systems. ... Researchers working on interacting particle systems and probability theory will definitely find this book very useful. (J. Dubbeldam, Kwantitatieve Methoden, Issue R11, 2008) This interesting book treats in detail stochastic partial differential equations (SPDEs) describing mass distribution of particles. The book introduces in an essentially self-contained manner the author's research on the evolution of large particles interacting with an environment consisting, for instance, of small particles. ... To help the reader, the book devotes four of the fourteen chapters to the more lengthy proofs of some theorems. ... the reviewer recommends this book to any researcher interested in SPDEs. (Carlos M. Mora Gonzalez, Mathematical Reviews, Issue 2009 h) The monography under review presents mathematical models for physical dynamical systems of particle and mass evolution on different levels ... . Extremely helpful are the excellent summaries at the beginning of each chapter. ... This monography is a highly impressive result of many years of concise scientific studies on SODEs, SPDEs and mathematical physics. I warmly recommend this book for scientific and personal enlightenment to graduate students ... as well as to mathematical scientists in mathematical physics, theoretical physics and mathematical biology. (Michael Hogele, Zentralblatt MATH, Vol. 1159, 2009) Author InformationTab Content 6Author Website:Countries AvailableAll regions |
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