This book is devoted to the asymptotic properties of solutions of stochastic evolution equations in infinite dimensional spaces. It is divided into three parts: Markovian dynamical systems; invariant measures for stochastic evolution equations; invariant measures for specific models. The focus is on models of dynamical processes affected by white noise, which are described by partial differential equations such as the reaction-diffusion equations or Navier-Stokes equations. Besides existence and uniqueness questions, special attention is paid to the asymptotic behaviour of the solutions, to invariant measures and ergodicity. Some of the results found here are presented for the first time. For all whose research interests involve stochastic modelling, dynamical systems, or ergodic theory, this book will be an essential purchase.
This collection covers a wide range of topics of infinitedimensional dynamical systems generated by parabolic partial differentialequations, hyperbolic partial differential equations, solitary...
This IMA Volume in ~athematics and its Applications PERCOLATION THEORY AND ERGODIC THEORY OF INFINITE PARTICLE SYSTEMS represents the proceedings of a workshop which was an integral part of the...
This unified, revised second edition of a two-volume set is a self-contained account of quadratic cost optimal control for a large class of infinite-dimensional systems. The original editions...
The aim of Stability of Finite and Infinite Dimensional Systems is to provide new tools for specialists in control system theory, stability theory of ordinary and partial differential ...