Download or read book A Method of Generalized Characteristics written by Marc A. Berger and published by American Mathematical Soc.. This book was released on 1982 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classical and Brownian methods of characteristics are generalized to analyze evolution equations of arbitrary order. Calculi of higher orders, analogous to first order classical calculus and second order Ito calculus, are constructed. Solutions of differential equations in the calculi become characteristic propagators of higher order partial differential equations. The solutions of these partial differential equations are then represented as averages of random samples of initial data based on these characteristic flows, in a general sense.