Evolution Equations And Approximations
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Evolution Equations And Approximations
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Author : Kazufumi Ito
language : en
Publisher: World Scientific
Release Date : 2002
Evolution Equations And Approximations written by Kazufumi Ito and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Science categories.
Annotation Ito (North Carolina State U.) and Kappel (U. of Graz, Austria) offer a unified presentation of the general approach for well-posedness results using abstract evolution equations, drawing from and modifying the work of K. and Y. Kobayashi and S. Oharu. They also explore abstract approximation results for evolution equations. Their work is not a textbook, but they explain how instructors can use various sections, or combinations of them, as a foundation for a range of courses. Annotation copyrighted by Book News, Inc., Portland, OR
Strong And Weak Approximation Of Semilinear Stochastic Evolution Equations
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Author : Raphael Kruse
language : en
Publisher: Springer
Release Date : 2013-11-18
Strong And Weak Approximation Of Semilinear Stochastic Evolution Equations written by Raphael Kruse and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-18 with Mathematics categories.
In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book. The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut’s integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq.
Trotter Kato Approximations Of Stochastic Differential Equations In Infinite Dimensions And Applications
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Author : T. E. Govindan
language : en
Publisher: Springer Nature
Release Date : 2024-07-01
Trotter Kato Approximations Of Stochastic Differential Equations In Infinite Dimensions And Applications written by T. E. Govindan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-01 with Mathematics categories.
This is the first comprehensive book on Trotter-Kato approximations of stochastic differential equations (SDEs) in infinite dimensions and applications. This research monograph brings together the varied literature on this topic since 1985 when such a study was initiated. The author provides a clear and systematic introduction to the theory of Trotter-Kato approximations of SDEs and also presents its applications to practical topics such as stochastic stability and stochastic optimal control. The theory assimilated here is developed slowly and methodically in digestive pieces. The book begins with a motivational chapter introducing several different models that highlight the importance of the theory on abstract SDEs that will be considered in the subsequent chapters. The author next introduces the necessary mathematical background and then leads the reader into the main discussion of the monograph, namely, the Trotter-Kato approximations of many classes of SDEs in Hilbert spaces, Trotter-Kato approximations of SDEs in UMD Banach spaces and some of their applications. Most of the results presented in the main chapters appear for the first time in a book form. The monograph also contains many illustrative examples on stochastic partial differential equations and one in finance as an application of the Trotter-Kato formula. The key steps are included in all proofs which will help the reader to get a real insight into the theory of Trotter-Kato approximations and its use. This book is intended for researchers and graduate students in mathematics specializing in probability theory. It will also be useful to numerical analysts, engineers, physicists and practitioners who are interested in applying the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is accessible to a wider audience including non-specialists in stochastic processes.
Yosida Approximations Of Stochastic Differential Equations In Infinite Dimensions And Applications
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Author : T. E. Govindan
language : en
Publisher: Springer
Release Date : 2016-11-11
Yosida Approximations Of Stochastic Differential Equations In Infinite Dimensions And Applications written by T. E. Govindan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-11 with Mathematics categories.
This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces. The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use. This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Handbook Of Differential Equations Evolutionary Equations
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Author : C.M. Dafermos
language : en
Publisher: Elsevier
Release Date : 2009-04-29
Handbook Of Differential Equations Evolutionary Equations written by C.M. Dafermos and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-29 with Mathematics categories.
Handbook of Differential Equations: Evolutionary Equations is the last text of a five-volume reference in mathematics and methodology. This volume follows the format set by the preceding volumes, presenting numerous contributions that reflect the nature of the area of evolutionary partial differential equations. The book is comprised of five chapters that feature the following: - A thorough discussion of the shallow-equations theory, which is used as a model for water waves in rivers, lakes and oceans. It covers the issues of modeling, analysis and applications - • Evaluation of the singular limits of reaction-diffusion systems, where the reaction is fast compared to the other processes; and applications that range from the theory of the evolution of certain biological processes to the phenomena of Turing and cross-diffusion instability - Detailed discussion of numerous problems arising from nonlinear optics, at the high-frequency and high-intensity regime • Geometric and diffractive optics, including wave interactions - Presentation of the issues of existence, blow-up and asymptotic stability of solutions, from the equations of solutions to the equations of linear and non-linear thermoelasticity - Answers to questions about unique space, such as continuation and backward uniqueness for linear second-order parabolic equations. Research mathematicians, mathematics lecturers and instructors, and academic students will find this book invaluable - Review of new results in the area - Continuation of previous volumes in the handbook series covering evolutionary PDEs - New content coverage of DE applications
Numerical Approximations Of Stochastic Maxwell Equations
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Author : Chuchu Chen
language : en
Publisher: Springer Nature
Release Date : 2024-01-04
Numerical Approximations Of Stochastic Maxwell Equations written by Chuchu Chen and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-01-04 with Mathematics categories.
The stochastic Maxwell equations play an essential role in many fields, including fluctuational electrodynamics, statistical radiophysics, integrated circuits, and stochastic inverse problems. This book provides some recent advances in the investigation of numerical approximations of the stochastic Maxwell equations via structure-preserving algorithms. It presents an accessible overview of the construction and analysis of structure-preserving algorithms with an emphasis on the preservation of geometric structures, physical properties, and asymptotic behaviors of the stochastic Maxwell equations. A friendly introduction to the simulation of the stochastic Maxwell equations with some structure-preserving algorithms is provided using MATLAB for the reader’s convenience. The objects considered in this book are related to several fascinating mathematical fields: numerical analysis, stochastic analysis, (multi-)symplectic geometry, large deviations principle, ergodic theory, partial differential equation, probability theory, etc. This book will appeal to researchers who are interested in these topics.
Taylor Approximations For Stochastic Partial Differential Equations
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Author : Arnulf Jentzen
language : en
Publisher: SIAM
Release Date : 2011-01-01
Taylor Approximations For Stochastic Partial Differential Equations written by Arnulf Jentzen and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-01 with Mathematics categories.
This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence. In the case of multiplicative noise, the driving noise process is assumed to be a cylindrical Wiener process, while in the case of additive noise the SPDE is assumed to be driven by an arbitrary stochastic process with Hl̲der continuous sample paths. Recent developments on numerical methods for random and stochastic ordinary differential equations are also included since these are relevant for solving spatially discretised SPDEs as well as of interest in their own right. The authors include the proof of an existence and uniqueness theorem under general assumptions on the coefficients as well as regularity estimates in an appendix.
Model Reduction And Approximation
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Author : Peter Benner
language : en
Publisher: SIAM
Release Date : 2017-07-06
Model Reduction And Approximation written by Peter Benner and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-06 with Science categories.
Many physical, chemical, biomedical, and technical processes can be described by partial differential equations or dynamical systems. In spite of increasing computational capacities, many problems are of such high complexity that they are solvable only with severe simplifications, and the design of efficient numerical schemes remains a central research challenge. This book presents a tutorial introduction to recent developments in mathematical methods for model reduction and approximation of complex systems. Model Reduction and Approximation: Theory and Algorithms contains three parts that cover (I) sampling-based methods, such as the reduced basis method and proper orthogonal decomposition, (II) approximation of high-dimensional problems by low-rank tensor techniques, and (III) system-theoretic methods, such as balanced truncation, interpolatory methods, and the Loewner framework. It is tutorial in nature, giving an accessible introduction to state-of-the-art model reduction and approximation methods. It also covers a wide range of methods drawn from typically distinct communities (sampling based, tensor based, system-theoretic).?? This book is intended for researchers interested in model reduction and approximation, particularly graduate students and young researchers.
Analytical And Approximate Methods For Complex Dynamical Systems
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Author : Alexander Timokha
language : en
Publisher: Springer Nature
Release Date : 2025-03-16
Analytical And Approximate Methods For Complex Dynamical Systems written by Alexander Timokha and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-03-16 with Science categories.
This book presents Analytical and Approximate Methods for Complex Dynamical Systems and introduces ideas of discontinuous mapping treated as complex dynamical systems. Mathematicians of world-recognized Ukrainian scientific schools established by M.Krylov, M.Bogolyubov, Yu.Mitropolskiy, and A.Sharkovsky used to cooperate for writing the collective book whose purpose consists of illustrating a synergy of combining diverse (by idea and technique) constructive analytical and approximate approaches and methods in complex dynamical systems which are herein associated with mathematical models of networks, conflict/economic theories, sloshing, soft matter, and even levitating drops. Readers are facilitated to learn contemporary insights, fundamentals (Parts I and III), applications (Part II), and components of theories of bifurcation, synchronization/self-organization, collective dynamics, chaos, solitons, fractional differential equations, symmetry, reduced order modelling, and many others, that makes the book useful for both graduate and postgraduate students, lecturers, researchers, and even engineers dealing with multidimensional dynamic systems.
The Handbook Of Groundwater Engineering
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Author : John H. Cushman
language : en
Publisher: CRC Press
Release Date : 2016-11-25
The Handbook Of Groundwater Engineering written by John H. Cushman and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-25 with Science categories.
This new edition adds several new chapters and is thoroughly updated to include data on new topics such as hydraulic fracturing, CO2 sequestration, sustainable groundwater management, and more. Providing a complete treatment of the theory and practice of groundwater engineering, this new handbook also presents a current and detailed review of how to model the flow of water and the transport of contaminants both in the unsaturated and saturated zones, covers the protection of groundwater, and the remediation of contaminated groundwater.