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.
Nonlinear Evolution Equations
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Author : Nina B. Maslova
language : en
Publisher: World Scientific
Release Date : 1993
Nonlinear Evolution Equations written by Nina B. Maslova and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Mathematics categories.
The book is devoted to the questions of the long-time behavior of solutions for evolution equations, connected with kinetic models in statistical physics. There is a wide variety of problems where such models are used to obtain reasonable physical as well as numerical results (Fluid Mechanics, Gas Dynamics, Plasma Physics, Nuclear Physics, Turbulence Theory etc.). The classical examples provide the nonlinear Boltzmann equation. Investigation of the long-time behavior of the solutions for the Boltzmann equation gives an approach to the nonlinear fluid dynamic equations. From the viewpoint of dynamical systems, the fluid dynamic equations arise in the theory as a tool to describe an attractor of the kinetic equation.
Stochastic Evolution Equations
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Author : Wilfried Grecksch
language : en
Publisher: De Gruyter Akademie Forschung
Release Date : 1995
Stochastic Evolution Equations written by Wilfried Grecksch and has been published by De Gruyter Akademie Forschung this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Mathematics categories.
The authors give a self-contained exposition of the theory of stochastic evolution equations. Elements of infinite dimensional analysis, martingale theory in Hilbert spaces, stochastic integrals, stochastic convolutions are applied. Existence and uniqueness theorems for stochastic evolution equations in Hilbert spaces in the sense of the semigroup theory, the theory of evolution operators, and monotonous operators in rigged Hilbert spaces are discussed. Relationships between the different concepts are demonstrated. The results are used to concrete stochastic partial differential equations like parabolic and hyperbolic Ito equations and random constitutive equations of elastic viscoplastic materials. Furthermore, stochastic evolution equations in rigged Hilbert spaces are approximated by time discretization methods.
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.
Evolution Equations
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Author : Kaïs Ammari
language : en
Publisher: Cambridge University Press
Release Date : 2018
Evolution Equations written by Kaïs Ammari and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Mathematics categories.
The proceedings of a summer school held in 2015 whose theme was long time behavior and control of evolution equations.
Evolution Equations With A Complex Spatial Variable
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Author : Ciprian G Gal
language : en
Publisher: World Scientific
Release Date : 2014-03-18
Evolution Equations With A Complex Spatial Variable written by Ciprian G Gal and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-18 with Mathematics categories.
This book investigates several classes of partial differential equations of real time variable and complex spatial variables, including the heat, Laplace, wave, telegraph, Burgers, Black-Merton-Scholes, Schrödinger and Korteweg-de Vries equations.The complexification of the spatial variable is done by two different methods. The first method is that of complexifying the spatial variable in the corresponding semigroups of operators. In this case, the solutions are studied within the context of the theory of semigroups of linear operators. It is also interesting to observe that these solutions preserve some geometric properties of the boundary function, like the univalence, starlikeness, convexity and spirallikeness. The second method is that of complexifying the spatial variable directly in the corresponding evolution equation from the real case. More precisely, the real spatial variable is replaced by a complex spatial variable in the corresponding evolution equation and then analytic and non-analytic solutions are sought.For the first time in the book literature, we aim to give a comprehensive study of the most important evolution equations of real time variable and complex spatial variables. In some cases, potential physical interpretations are presented. The generality of the methods used allows the study of evolution equations of spatial variables in general domains of the complex plane.
Semigroups Of Linear Operators And Applications To Partial Differential Equations
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Author : Amnon Pazy
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Semigroups Of Linear Operators And Applications To Partial Differential Equations written by Amnon Pazy 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 2012-12-06 with Mathematics categories.
From the reviews: "Since E. Hille and K. Yoshida established the characterization of generators of C0 semigroups in the 1940s, semigroups of linear operators and its neighboring areas have developed into a beautiful abstract theory. Moreover, the fact that mathematically this abstract theory has many direct and important applications in partial differential equations enhances its importance as a necessary discipline in both functional analysis and differential equations. In my opinion Pazy has done an outstanding job in presenting both the abstract theory and basic applications in a clear and interesting manner. The choice and order of the material, the clarity of the proofs, and the overall presentation make this an excellent place for both researchers and students to learn about C0 semigroups." #Bulletin Applied Mathematical Sciences 4/85#1 "In spite of the other monographs on the subject, the reviewer can recommend that of Pazy as being particularly written, with a bias noticeably different from that of the other volumes. Pazy's decision to give a connected account of the applications to partial differential equations in the last two chapters was a particularly happy one, since it enables one to see what the theory can achieve much better than would the insertion of occasional examples. The chapters achieve a very nice balance between being so easy as to appear disappointing, and so sophisticated that they are incomprehensible except to the expert." #Bulletin of the London Mathematical Society#2
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