Weinan E - Böcker

Physical phenomena can be modeled at varying degrees of complexity and at different scales. Multiscale modeling provides a framework, based on fundamental principles, for constructing mathematical and computational models of such phenomena, by examining the connection between models at different scales. This book, by a leading contributor to the field, is the first to provide a unified treatment of the subject, covering, in a systematic way, the general principles of multiscale models, algorithms and analysis. After discussing the basic techniques and introducing the fundamental physical models, the author focuses on the two most typical applications of multiscale modeling: capturing macroscale behavior and resolving local events. The treatment is complemented by chapters that deal with more specific problems. Throughout, the author strikes a balance between precision and accessibility, providing sufficient detail to enable the reader to understand the underlying principles without allowing technicalities to get in the way.

This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications (e.g., the connection with differential equations, numerical methods, path integrals, random fields, statistical physics, chemical kinetics, and rare events). The book strikes a nice balance between mathematical formalism and intuitive arguments, a style that is most suited for applied mathematicians. Readers can learn both the rigorous treatment of stochastic analysis as well as practical applications in modeling and simulation. Numerous exercises nicely supplement the main exposition.