Rémi Sentis

This monograph is dedicated to the derivation and analysis of fluid models occurring in plasma physics. It focuses on models involving quasi-neutrality approximation, problems related to laser propagation in a plasma, and coupling plasma waves and electromagnetic waves. Applied mathematicians will find a stimulating introduction to the world of plasma physics and a few open problems that are mathematically rich. Physicists who may be overwhelmed by the abundance of models and uncertain of their underlying assumptions will find basic mathematical properties of the related systems of partial differential equations. A planned second volume will be devoted to kinetic models.First and foremost, this book mathematically derives certain common fluid models from more general models. Although some of these derivations may be well known to physicists, it is important to highlight the assumptions underlying the derivations and to realize that some seemingly simple approximations turn out to be more complicated than they look. Such approximations are justified using asymptotic analysis wherever possible. Furthermore, efficient simulations of multi-dimensional models require precise statements of the related systems of partial differential equations along with appropriate boundary conditions. Some mathematical properties of these systems are presented which offer hints to those using numerical methods, although numerics is not the primary focus of the book.

This monograph is dedicated to the derivation and analysis of fluid models occurring in plasma physics. It focuses on models involving quasi-neutrality approximation, problems related to laser propagation in a plasma, and coupling plasma waves and electromagnetic waves. Applied mathematicians will find a stimulating introduction to the world of plasma physics and a few open problems that are mathematically rich. Physicists who may be overwhelmed by the abundance of models and uncertain of their underlying assumptions will find basic mathematical properties of the related systems of partial differential equations. A planned second volume will be devoted to kinetic models.First and foremost, this book mathematically derives certain common fluid models from more general models. Although some of these derivations may be well known to physicists, it is important to highlight the assumptions underlying the derivations and to realize that some seemingly simple approximations turn out to be more complicated than they look. Such approximations are justified using asymptotic analysis wherever possible. Furthermore, efficient simulations of multi-dimensional models require precise statements of the related systems of partial differential equations along with appropriate boundary conditions. Some mathematical properties of these systems are presented which offer hints to those using numerical methods, although numerics is not the primary focus of the book.

Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each example. This is the sixth volume in the Oxford Texts in Applied and Engineering Mathematics series, which includes texts based on taught courses that explain the mathematical or computational techniques required for the resolution of fundamental applied problems, from the undergraduate through to the graduate level. Other books in the series include: Jordan & Smith: Nonlinear Ordinary Differential Equations: An introduction to Dynamical Systems; Sobey: Introduction to Interactive Boundary Layer Theory; Scott: Nonlinear Science: Emergence and Dynamics of Coherent Structures; Tayler: Mathematical Models in Applied Mechanics; Ram-Mohan: Finite Element and Boundary Element Applications in Quantum Mechanics; Elishakoff and Ren: Finite Element Methods for Structures with Large Stochastic Variations.

Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each example. This is the sixth volume in the Oxford Texts in Applied and Engineering Mathematics series, which includes texts based on taught courses that explain the mathematical or computational techniques required for the resolution of fundamental applied problems, from the undergraduate through to the graduate level. Other books in the series include: Jordan & Smith: Nonlinear Ordinary Differential Equations: An introduction to Dynamical Systems; Sobey: Introduction to Interactive Boundary Layer Theory; Scott: Nonlinear Science: Emergence and Dynamics of Coherent Structures; Tayler: Mathematical Models in Applied Mechanics; Ram-Mohan: Finite Element and Boundary Element Applications in Quantum Mechanics; Elishakoff and Ren: Finite Element Methods for Structures with Large Stochastic Variations.

Le but de ce livre est de donner une introduction aux méthodes de Monte-Carlo orientée vers la résolution des équations aux dérivées partielles. Après des rappels sur les techniques de simulation, de réduction de variance et de suites à discrépance faible, les auteurs traitent en détail le cas des équations de transport, de l'équation de Boltzmann et des équations paraboliques de diffusion. Dans chaque cas ils introduisent les processus aléatoires associés et discutent les techniques d'implémentation. Des exemples issus notamment de la neutronique et d'applications financières sont donnés. Ce livre est destiné à des étudiants de maîtrise et de D.E.A. ou à des élèves d'Ecole d'ingénieurs ayant de bonnes connaissances en probabilités.