Amplitude Equations for Stochastic Partial Differential Equations - ISBN:9812706372

Amplitude Equations for Stochastic Partial Differential Equations

Date: 19 April 2011, 15:48

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Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community, such as for convective instabilities, without reliable error estimates at hand. This book is the first step in closing this gap. The author provides details about the reduction of dynamics to more simpler equations via amplitude or modulation equations, which relies on the natural separation of time-scales present near a change of stability. For students, the book provides a lucid introduction to the subject highlighting the new tools necessary for stochastic equations, while serving as an excellent guide to recent research.

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