We present a review of methods for optimal experimental design (OED) for Bayesian inverse
problems governed by partial differential equations with infinite-dimensional parameters …

Now in its second edition, this book gives a systematic and self-contained presentation of
basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and …

The book is devoted to the theory of gradient flows in the general framework of metric
spaces, and in the more specific setting of the space of probability measures, which provide …

The main objective of this book is to give an overview of the theory of Hamilton–Jacobi–
Bellman (HJB) partial differential equations (PDEs) in infinite-dimensional Hilbert spaces …

As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are
still at a tender age and have not yet received much attention in the mathematical …

In this revised and extended version of his course notes from a 1-year course at Scuola
Normale Superiore, Pisa, the author provides an introduction–for an audience knowing …

Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial
differential equations with slow and fast time scales, or large and small spatial scales. The …

This volume deals with the random perturbation of PDEs which lack well-posedness, mainly
because of their non-uniqueness, in some cases because of blow-up. The aim is to show …

Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial
differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations …

This book provides the reader with the principal concepts and results related to differential
properties of measures on infinite dimensional spaces. In the finite dimensional case such …