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
Applied Mathematics and Optimization – Springer Journals
Published: Nov 1, 2006
It’s your single place to instantly
discover and read the research
that matters to you.
Enjoy affordable access to
over 18 million articles from more than
15,000 peer-reviewed journals.
All for just $49/month
Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly
Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.
Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.
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.
“Hi guys, I cannot tell you how much I love this resource. Incredible. I really believe you've hit the nail on the head with this site in regards to solving the research-purchase issue.”Daniel C.
“Whoa! It’s like Spotify but for academic articles.”@Phil_Robichaud
“I must say, @deepdyve is a fabulous solution to the independent researcher's problem of #access to #information.”@deepthiw
“My last article couldn't be possible without the platform @deepdyve that makes journal papers cheaper.”@JoseServera