The need to take stochastic effects into account for modeling complex systems has now become widely recognized. IIT Professor of Applied Mathematic Jinqiao Duan, along with Wei Wang from Nanjing University, Nanjing, PR China, addresses this in his book “Effective Dynamics of Stochastic Partial Differential Equations,” published by Elsevier.
The book is a reference for students in applied mathematics and professionals in the science and engineering community who would like to understand effective dynamical behaviors of stochastic partial differential equations with multiple scales. Duan and Wang have developed basic techniques to extract effective dynamics from these equations, such as averaging, slow manifolds, and homogenization. In the book, the authors convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. To enhance comprehension, the book provides an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Additionally, each chapter includes exercises and problems.