Preface

Preface Appl Math Optim 54:263–264 (2006) DOI: 10.1007/s00245-006-0870-5 2006 Springer Science+Business Media, Inc. Stochastic partial differential equations (SPDEs) are coming of age. The initial progress that essentially defined SPDEs as a field was done in the 1970s by a handful of people, including N. Krylov, E. Pardoux, M. Viot, and J. Walsh. Since then the field has grown substantially. By some estimates, hundreds of mathematicians as well as representatives of various sciences and engineering are now actively involved in SPDEs. The development of SPDEs has been heavily influenced by other fields of mathemat- ics (PDEs, interacting particle systems, nonlinear filtering, branching processes) as well as by sciences and engineering (turbulence, polymers, continuum physics, Euclidean quantum field theory, etc.) Most of the work done in the 1970s and 1980s had a theoretical flavor, which is quite understandable. Since the end of the 1980s, papers on numerical methods for SPDEs were published only sporadically. Mostly, these papers built on the ideas and methodology already developed for ordinary stochastic differential equations. This trickle of papers eventually developed in to a larger stream that became a new field by itself. A number of new approaches were introduced that were specific to SPDEs, and some http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Loading next page...
 
/lp/springer_journal/preface-MyCFdJp4ZD
Publisher
Springer-Verlag
Copyright
Copyright © 2006 by Springer
Subject
Mathematics; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization; Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Methods
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/s00245-006-0870-5
Publisher site
See Article on Publisher Site

There are no references for this article.

You’re reading a free preview. Subscribe to read the entire article.


DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 12 million articles from more than
10,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Unlimited reading

Read as many articles as you need. Full articles with original layout, charts and figures. Read online, from anywhere.

Stay up to date

Keep up with your field with Personalized Recommendations and Follow Journals to get automatic updates.

Organize your research

It’s easy to organize your research with our built-in tools.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

Monthly Plan

  • Read unlimited articles
  • Personalized recommendations
  • No expiration
  • Print 20 pages per month
  • 20% off on PDF purchases
  • Organize your research
  • Get updates on your journals and topic searches

$49/month

Start Free Trial

14-day Free Trial

Best Deal — 39% off

Annual Plan

  • All the features of the Professional Plan, but for 39% off!
  • Billed annually
  • No expiration
  • For the normal price of 10 articles elsewhere, you get one full year of unlimited access to articles.

$588

$360/year

billed annually
Start Free Trial

14-day Free Trial