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: Mirror SymmetryMirror Symmetry
by - American Mathematical Society
The book provides an introduction to the field of mirror symmetry from both a mathematical and physical perspective. After covering the relevant background material, the monograph is devoted to the proof of mirror symmetry from various viewpoints.
(13654 views)
Book cover: The OctonionsThe Octonions
by - University of California
The octonions are the largest of the four normed division algebras. The author describes them and their relation to Clifford algebras and spinors, Bott periodicity, projective and Lorentzian geometry, Jordan algebras, and the exceptional Lie groups.
(19735 views)
Book cover: Interactions, Strings and Isotopies in Higher Order Anisotropic SuperspacesInteractions, Strings and Isotopies in Higher Order Anisotropic Superspaces
by - arXiv
The monograph summarizes the author's results on the geometry of anholonomic and locally anisotropic interactions. The main subjects are in the theory of field interactions, strings and diffusion processes on spaces, superspaces and isospaces.
(11378 views)
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.
(13889 views)