Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve shastics.
The basic goal of this book is to introduce the mathematics and application of shastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of shastic equations. A third focus is on the development and application of shastic methods to simulate turbulent flows as seen in reality.
This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of shastic differential equations and their applications. It contributes to a growing understanding of concepts and terminology used by mathematicians, engineers, and physicists in this relatively young and quickly expanding field.