Analytical Methods For Kolmogorov Equations
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Analytical Methods For Kolmogorov Equations
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Author : Luca Lorenzi
language : en
Publisher: CRC Press
Release Date : 2016-10-04
Analytical Methods For Kolmogorov Equations written by Luca Lorenzi and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-04 with Mathematics categories.
The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous operators with unbounded coefficients, which has received great attention. Additionally, this edition is the first to use a unified approach to contain the new results in a singular place.
Stochastic Pde S And Kolmogorov Equations In Infinite Dimensions
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Author : N.V. Krylov
language : en
Publisher: Springer
Release Date : 2006-11-15
Stochastic Pde S And Kolmogorov Equations In Infinite Dimensions written by N.V. Krylov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-15 with Mathematics categories.
Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differential equations in finite or infinite dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical Finance. These equations can be studied both by probabilistic and by analytic methods, using such tools as Gaussian measures, Dirichlet Forms, and stochastic calculus. The following courses have been delivered: N.V. Krylov presented Kolmogorov equations coming from finite-dimensional equations, giving existence, uniqueness and regularity results. M. Röckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LP-analysis of the corresponding diffusion operators with respect to suitably chosen measures. J. Zabczyk started from classical results of L. Gross, on the heat equation in infinite dimension, and discussed some recent results.
Analytical Methods For Markov Semigroups
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Author : Luca Lorenzi
language : en
Publisher: CRC Press
Release Date : 2006-07-28
Analytical Methods For Markov Semigroups written by Luca Lorenzi and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-07-28 with Mathematics categories.
For the first time in book form, Analytical Methods for Markov Semigroups provides a comprehensive analysis on Markov semigroups both in spaces of bounded and continuous functions as well as in Lp spaces relevant to the invariant measure of the semigroup. Exploring specific techniques and results, the book collects and updates the literature associated with Markov semigroups. Divided into four parts, the book begins with the general properties of the semigroup in spaces of continuous functions: the existence of solutions to the elliptic and to the parabolic equation, uniqueness properties and counterexamples to uniqueness, and the definition and properties of the weak generator. It also examines properties of the Markov process and the connection with the uniqueness of the solutions. In the second part, the authors consider the replacement of RN with an open and unbounded domain of RN. They also discuss homogeneous Dirichlet and Neumann boundary conditions associated with the operator A. The final chapters analyze degenerate elliptic operators A and offer solutions to the problem. Using analytical methods, this book presents past and present results of Markov semigroups, making it suitable for applications in science, engineering, and economics.
Local Methods In Nonlinear Differential Equations
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Author : Alexander D. Bruno
language : en
Publisher:
Release Date : 1989-01-01
Local Methods In Nonlinear Differential Equations written by Alexander D. Bruno and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989-01-01 with Differential equations, Nonlinear categories.
The method of normal forms is usually attributed to PoincarA(c) although some of the basic ideas of the method can be found in earlier works of Jacobi, Briot and Bouquet. In this book, A.D.Bruno gives an account of the work of these mathematicians and further developments as well as the results of his own extensive investigations on the subject. The book begins with a thorough presentation of the analytical techniques necessary for the implementation of the theory as well as an extensive description of the geometry of the Newton polygon. It then proceeds to discuss the normal form of systems of ordinary differential equations giving many specific applications of the theory. An underlying theme of the book is the unifying nature of the method of normal forms regarding techniques for the study of the local properties of ordinary differential equations. In the second part of the book it is shown, for a special class of equations, how the method of normal forms yields classical results of Lyapunov concerning families of periodic orbits in the neighborhood of equilibrium points of Hamiltonian systems as well as the more modern results concerning families of quasiperiodic orbits obtained by Kolmogorov, Arnold and Moser. The book is intended for mathematicians, theoretical mechanicians, and physicists. It is suitable for advanced undergraduate and graduate students.
Semigroups Of Operators Theory And Applications
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Author : Jacek Banasiak
language : en
Publisher: Springer Nature
Release Date : 2020-06-12
Semigroups Of Operators Theory And Applications written by Jacek Banasiak and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-12 with Mathematics categories.
This book features selected and peer-reviewed lectures presented at the 3rd Semigroups of Operators: Theory and Applications Conference, held in Kazimierz Dolny, Poland, in October 2018 to mark the 85th birthday of Jan Kisyński. Held every five years, the conference offers a forum for mathematicians using semigroup theory to discover what is happening outside their particular field of research and helps establish new links between various sub-disciplines of semigroup theory, stochastic processes, differential equations and the applied fields. The book is intended for researchers, postgraduate and senior students working in operator theory, partial differential equations, probability and stochastic processes, analytical methods in biology and other natural sciences, optimisation and optimal control. The theory of semigroups of operators is a well-developed branch of functional analysis. Its foundations were laid at the beginning of the 20th century, while Hille and Yosida’s fundamental generation theorem dates back to the forties. The theory was originally designed as a universal language for partial differential equations and stochastic processes but, at the same time, it started to become an independent branch of operator theory. Today, it still has the same distinctive character: it develops rapidly by posing new ‘internal’ questions and, in answering them, discovering new methods that can be used in applications. On the other hand, it is being influenced by questions from PDE’s and stochastic processes as well as from applied sciences such as mathematical biology and optimal control and, as a result, it continually gathers new momentum. However, many results, both from semigroup theory itself and the applied sciences, are phrased in discipline-specific languages and are hardly known to the broader community.
Analytic Methods In Interdisciplinary Applications
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Author : Vladimir V. Mityushev
language : en
Publisher: Springer
Release Date : 2014-11-20
Analytic Methods In Interdisciplinary Applications written by Vladimir V. Mityushev and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-20 with Mathematics categories.
The book includes lectures given by the plenary and key speakers at the 9th International ISAAC Congress held 2013 in Krakow, Poland. The contributions treat recent developments in analysis and surrounding areas, concerning topics from the theory of partial differential equations, function spaces, scattering, probability theory, and others, as well as applications to biomathematics, queueing models, fractured porous media and geomechanics.
Kolmogorov S Heritage In Mathematics
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Author : Eric Charpentier
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-09-13
Kolmogorov S Heritage In Mathematics written by Eric Charpentier and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-09-13 with Mathematics categories.
In this book, several world experts present (one part of) the mathematical heritage of Kolmogorov. Each chapter treats one of his research themes or a subject invented as a consequence of his discoveries. The authors present his contributions, his methods, the perspectives he opened to us, and the way in which this research has evolved up to now. Coverage also includes examples of recent applications and a presentation of the modern prospects.
Traveling Wave Analysis Of Partial Differential Equations
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Author : Graham Griffiths
language : en
Publisher: Academic Press
Release Date : 2010-12-09
Traveling Wave Analysis Of Partial Differential Equations written by Graham Griffiths and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-09 with Mathematics categories.
Although the Partial Differential Equations (PDE) models that are now studied are usually beyond traditional mathematical analysis, the numerical methods that are being developed and used require testing and validation. This is often done with PDEs that have known, exact, analytical solutions. The development of analytical solutions is also an active area of research, with many advances being reported recently, particularly traveling wave solutions for nonlinear evolutionary PDEs. Thus, the current development of analytical solutions directly supports the development of numerical methods by providing a spectrum of test problems that can be used to evaluate numerical methods. This book surveys some of these new developments in analytical and numerical methods, and relates the two through a series of PDE examples. The PDEs that have been selected are largely "named'' since they carry the names of their original contributors. These names usually signify that the PDEs are widely recognized and used in many application areas. The authors’ intention is to provide a set of numerical and analytical methods based on the concept of a traveling wave, with a central feature of conversion of the PDEs to ODEs. The Matlab and Maple software will be available for download from this website shortly. www.pdecomp.net Includes a spectrum of applications in science, engineering, applied mathematics Presents a combination of numerical and analytical methods Provides transportable computer codes in Matlab and Maple
Nonlinear Random Vibration Second Edition
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Author : Cho W.S. To
language : en
Publisher: CRC Press
Release Date : 2011-08-10
Nonlinear Random Vibration Second Edition written by Cho W.S. To and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-10 with Technology & Engineering categories.
This second edition of the book, Nonlinear Random Vibration: Analytical Techniques and Applications, expands on the original edition with additional detailed steps in various places in the text. It is a first systematic presentation on the subject. Its features include: • a concise treatment of Markovian and non- Markovian solutions of nonlinear stochastic differential equations, • exact solutions of Fokker-Planck-Kolmogorov equations, • methods of statistical linearization, • statistical nonlinearization techniques, • methods of stochastic averaging, • truncated hierarchy techniques, and • an appendix on probability theory. A special feature is its incorporation of detailed steps in many examples of engineering applications. Targeted audience: Graduates, research scientists and engineers in mechanical, aerospace, civil and environmental (earthquake, wind and transportation), automobile, naval, architectural, and mining engineering.
Analytic Methods In The Theory Of Differential And Pseudo Differential Equations Of Parabolic Type
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Author : Samuil D. Eidelman
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Analytic Methods In The Theory Of Differential And Pseudo Differential Equations Of Parabolic Type written by Samuil D. Eidelman and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This book is devoted to new classes of parabolic differential and pseudo-differential equations extensively studied in the last decades, such as parabolic systems of a quasi-homogeneous structure, degenerate equations of the Kolmogorov type, pseudo-differential parabolic equations, and fractional diffusion equations. It will appeal to mathematicians interested in new classes of partial differential equations, and physicists specializing in diffusion processes.