Recent Development In Stochastic Dynamics And Stochastic Analysis
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Recent Development In Stochastic Dynamics And Stochastic Analysis
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Author : Jinqiao Duan
language : en
Publisher: World Scientific
Release Date : 2010
Recent Development In Stochastic Dynamics And Stochastic Analysis written by Jinqiao Duan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Mathematics categories.
Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics. The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.
Recent Development In Stochastic Dynamics And Stochastic Analysis
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Author : Jinqiao Duan
language : en
Publisher: World Scientific
Release Date : 2010
Recent Development In Stochastic Dynamics And Stochastic Analysis written by Jinqiao Duan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Mathematics categories.
1. Hyperbolic equations with random boundary conditions / Zdzisław Brzeźniak and Szymon Peszat -- 2. Decoherent information of quantum operations / Xuelian Cao, Nan Li and Shunlong Luo -- 3. Stabilization of evolution equations by noise / Tomás Caraballo and Peter E. Kloeden -- 4. Stochastic quantification of missing mechanisms in dynamical systems / Baohua Chen and Jinqiao Duan -- 5. Banach space-valued functionals of white noise / Yin Chen and Caishi Wang -- 6. Hurst index estimation for self-similar processes with long-memory / Alexandra Chronopoulou and Frederi G. Viens -- 7. Modeling colored noise by fractional Brownian motion / Jinqiao Duan, Chujin Li and Xiangjun Wang -- 8. A sufficient condition for non-explosion for a class of stochastic partial differential equations / Hongbo Fu, Daomin Cao and Jinqiao Duan -- 9. The influence of transaction costs on optimal control for an insurance company with a new value function / Lin He, Zongxia Liang and Fei Xing -- 10. Limit theorems for p-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for paleo-climatic data / Claudia Hein, Peter Imkeller and Ilya Pavlyukevich -- 11. Class II semi-subgroups of the infinite dimensional rotation group and associated Lie algebra / Takeyuki Hida and Si Si -- 12. Stopping Weyl processes / Robin L. Hudson -- 13. Karhunen-Loéve expansion for stochastic convolution of cylindrical fractional Brownian motions / Zongxia Liang -- 14. Stein's method meets Malliavin calculus : a short survey with new estimates / Ivan Nourdin and Giovanni Peccati -- 15. On stochastic integrals with respect to an infinite number of Poisson point process and its applications / Guanglin Rang, Qing Li and Sheng You -- 16. Lévy white noise, elliptic SPDEs and Euclidean random fields / Jiang-Lun Wu -- 17. A short presentation of Choquet integral / Jia-An Yan
Recent Advances In Applied Nonlinear Dynamics With Numerical Analysis
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Author : Changpin Li
language : en
Publisher: World Scientific
Release Date : 2013
Recent Advances In Applied Nonlinear Dynamics With Numerical Analysis written by Changpin Li and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Science categories.
Nonlinear dynamics is still a hot and challenging topic. In this edited book, we focus on fractional dynamics, infinite dimensional dynamics defined by the partial differential equation, network dynamics, fractal dynamics, and their numerical analysis and simulation.Fractional dynamics is a new topic in the research field of nonlinear dynamics which has attracted increasing interest due to its potential applications in the real world, such as modeling memory processes and materials. In this part, basic theory for fractional differential equations and numerical simulations for these equations will be introduced and discussed.In the infinite dimensional dynamics part, we emphasize on numerical calculation and theoretical analysis, including constructing various numerical methods and computing the corresponding limit sets, etc.In the last part, we show interest in network dynamics and fractal dynamics together with numerical simulations as well as their applications.
Recent Developments In Computational Finance
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Author : Thomas Gerstner
language : en
Publisher: World Scientific
Release Date : 2013
Recent Developments In Computational Finance written by Thomas Gerstner and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.
Hilbert Huang Transform And Its Applications 2nd Edition
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Author : Norden E Huang
language : en
Publisher: World Scientific
Release Date : 2014-04-22
Hilbert Huang Transform And Its Applications 2nd Edition written by Norden E Huang and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-22 with Mathematics categories.
This book is written for scientists and engineers who use HHT (Hilbert-Huang Transform) to analyze data from nonlinear and non-stationary processes. It can be treated as a HHT user manual and a source of reference for HHT applications. The book contains the basic principle and method of HHT and various application examples, ranging from the correction of satellite orbit drifting to detection of failure of highway bridges.The thirteen chapters of the first edition are based on the presentations made at a mini-symposium at the Society for Industrial and Applied Mathematics in 2003. Some outstanding mathematical research problems regarding HHT development are discussed in the first three chapters. The three new chapters of the second edition reflect the latest HHT development, including ensemble empirical mode decomposition (EEMD) and modified EMD.The book also provides a platform for researchers to develop the HHT method further and to identify more applications.
Hilbert Huang Transform And Its Applications
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Author : Norden Eh Huang
language : en
Publisher: World Scientific
Release Date : 2014
Hilbert Huang Transform And Its Applications written by Norden Eh Huang 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 with Mathematics categories.
This book is written for scientists and engineers who use HHT (HilbertOCoHuang Transform) to analyze data from nonlinear and non-stationary processes. It can be treated as a HHT user manual and a source of reference for HHT applications. The book contains the basic principle and method of HHT and various application examples, ranging from the correction of satellite orbit drifting to detection of failure of highway bridges. The thirteen chapters of the first edition are based on the presentations made at a mini-symposium at the Society for Industrial and Applied Mathematics in 2003. Some outstanding mathematical research problems regarding HHT development are discussed in the first three chapters. The three new chapters of the second edition reflect the latest HHT development, including ensemble empirical mode decomposition (EEMD) and modified EMD. The book also provides a platform for researchers to develop the HHT method further and to identify more applications. Readership: Applied mathematicians, climate scientists, highway engineers, medical scientists, geologists, civil engineers, mechanical engineers, electrical engineers, economics and graduate students in science or engineering.
Recent Trends In Chaotic Nonlinear And Complex Dynamics
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Author : Jan Awrejcewicz
language : en
Publisher: World Scientific
Release Date : 2021-07-26
Recent Trends In Chaotic Nonlinear And Complex Dynamics written by Jan Awrejcewicz and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-07-26 with Science categories.
In recent years, enormous progress has been made on nonlinear dynamics particularly on chaos and complex phenomena. This unique volume presents the advances made in theory, analysis, numerical simulation and experimental realization, promising novel practical applications on various topics of current interest on chaos and related fields of nonlinear dynamics.Particularly, the focus is on the following topics: synchronization vs. chaotic phenomena, chaos and its control in engineering dynamical systems, fractal-based dynamics, uncertainty and unpredictability measures vs. chaos, Hamiltonian systems and systems with time delay, local/global stability, bifurcations and their control, applications of machine learning to chaos, nonlinear vibrations of lumped mass mechanical/mechatronic systems (rigid body and coupled oscillator dynamics) governed by ODEs and continuous structural members (beams, plates, shells) vibrations governed by PDEs, patterns formation, chaos in micro- and nano-mechanical systems, chaotic reduced-order models, energy absorption/harvesting from chaotic, chaos vs. resonance phenomena, chaos exhibited by discontinuous systems, chaos in lab experiments.The present volume forms an invaluable source on recent trends in chaotic and complex dynamics for any researcher and newcomers to the field of nonlinear dynamics.
Advances In Interdisciplinary Applied Discrete Mathematics
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Author : Hemanshu Kaul
language : en
Publisher: World Scientific
Release Date : 2010-12-09
Advances In Interdisciplinary Applied Discrete Mathematics written by Hemanshu Kaul and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-09 with Mathematics categories.
In the past 50 years, discrete mathematics has developed as a far-reaching and popular language for modeling fundamental problems in computer science, biology, sociology, operations research, economics, engineering, etc. The same model may appear in different guises, or a variety of models may have enough similarities such that same ideas and techniques can be applied in diverse applications.This book focuses on fields such as consensus and voting theory, clustering, location theory, mathematical biology, and optimization that have seen an upsurge of new and exciting works over the past two decades using discrete models in modern applications. Featuring survey articles written by experts in these fields, the articles emphasize the interconnectedness of the mathematical models and techniques used in various areas, and elucidate the possibilities for future interdisciplinary research. Additionally, this book discusses recent advances in the fields, highlighting the approach of cross-fertilization of ideas across disciplines.
The Dynamics Of Nonlinear Reaction Diffusion Equations With Small L Vy Noise
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Author : Arnaud Debussche
language : en
Publisher: Springer
Release Date : 2013-10-01
The Dynamics Of Nonlinear Reaction Diffusion Equations With Small L Vy Noise written by Arnaud Debussche and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-01 with Mathematics categories.
This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval. It has two stable points whose domains of attraction meet in a separating manifold with several saddle points. Extending a method developed by Imkeller and Pavlyukevich it proves that in contrast to a Gaussian perturbation, the expected exit and transition times between the domains of attraction depend polynomially on the noise intensity in the small intensity limit. Moreover the solution exhibits metastable behavior: there is a polynomial time scale along which the solution dynamics correspond asymptotically to the dynamic behavior of a finite-state Markov chain switching between the stable states.
Perspectives In Mathematical Sciences
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Author : Yisong Yang
language : en
Publisher: World Scientific
Release Date : 2010-01-18
Perspectives In Mathematical Sciences written by Yisong Yang and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-01-18 with Science categories.
Mathematical sciences have been playing an increasingly important role in modern society. They are in high demand for investigating complex problems in physical science, environmental and geophysical sciences, materials science, life science and chemical sciences.This is a review volume on some timely and interesting topics in applied mathematical sciences. It surveys new developments and presents some future research directions in these topics. The chapters are written by experts in these fields, with a wide audience in mind and hence will be accessible to graduate students, junior researchers and other professionals who are interested in the subjects. The contributions of Professor Youzhong Guo, a leading expert in these areas, will be celebrated. His life and academic achievements are highlighted in the Preface and Postscript of the book. The underlying theme that binds the various chapters seamlessly is a set of dedicated ideas and techniques from partial differential equations and dynamical systems.