Description:
Biographical note: Karl K. Sabelfeld, Institute of Computational Mathematics and Geophysics, Russian Acacemy of Sciences, Novosibirsk, Russia.
Probabilistic approach and stochastic simulation become more and more popular in all branches of science and technology, especially in problems where the data are randomly fluctuating, or they are highly irregular in deterministic sense. As a rule, in such problems it is very difficult and expensive to carry out measurements to extract the desired data. As important examples the book mentions the turbulent flow simulation in atmosphere, and construction of flows through porous media. The temporal and spatial scales of the input parameters in this class of problems are varying enormously, and the behaviour is very complicated, so that there is no chance to describe it deterministically.