Spatial Besov Regularity For Semilinear Stochastic Partial Differential Equations On Bounded Lipschitz Domains
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Spatial Besov Regularity For Semilinear Stochastic Partial Differential Equations On Bounded Lipschitz Domains
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Author : Petru A. Cioica
language : en
Publisher:
Release Date : 2011
Spatial Besov Regularity For Semilinear Stochastic Partial Differential Equations On Bounded Lipschitz Domains written by Petru A. Cioica and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with categories.
Besov Regularity Of Stochastic Partial Differential Equations On Bounded Lipschitz Domains
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Author : Petru A. Cioica
language : en
Publisher: Logos Verlag Berlin GmbH
Release Date : 2015-03-01
Besov Regularity Of Stochastic Partial Differential Equations On Bounded Lipschitz Domains written by Petru A. Cioica and has been published by Logos Verlag Berlin GmbH this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-01 with Mathematics categories.
Stochastic partial differential equations (SPDEs, for short) are the mathematical models of choice for space time evolutions corrupted by noise. Although in many settings it is known that the resulting SPDEs have a unique solution, in general, this solution is not given explicitly. Thus, in order to make those mathematical models ready to use for real life applications, appropriate numerical algorithms are needed. To increase efficiency, it would be tempting to design suitable adaptive schemes based, e.g., on wavelets. However, it is not a priori clear whether such adaptive strategies can outperform well-established uniform alternatives. Their theoretical justification requires a rigorous regularity analysis in so-called non-linear approximation scales of Besov spaces. In this thesis the regularity of (semi-)linear second order SPDEs of Itô type on general bounded Lipschitz domains is analysed. The non-linear approximation scales of Besov spaces are used to measure the regularity with respect to the space variable, the time regularity being measured first in terms of integrability and afterwards in terms of Hölder norms. In particular, it is shown that in specific situations the spatial Besov regularity of the solution in the non-linear approximation scales is generically higher than its corresponding classical Sobolev regularity. This indicates that it is worth developing spatially adaptive wavelet methods for solving SPDEs instead of using uniform alternatives.
Extraction Of Quantifiable Information From Complex Systems
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Author : Stephan Dahlke
language : en
Publisher: Springer
Release Date : 2014-11-13
Extraction Of Quantifiable Information From Complex Systems written by Stephan Dahlke and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-13 with Mathematics categories.
In April 2007, the Deutsche Forschungsgemeinschaft (DFG) approved the Priority Program 1324 “Mathematical Methods for Extracting Quantifiable Information from Complex Systems.” This volume presents a comprehensive overview of the most important results obtained over the course of the program. Mathematical models of complex systems provide the foundation for further technological developments in science, engineering and computational finance. Motivated by the trend toward steadily increasing computer power, ever more realistic models have been developed in recent years. These models have also become increasingly complex, and their numerical treatment poses serious challenges. Recent developments in mathematics suggest that, in the long run, much more powerful numerical solution strategies could be derived if the interconnections between the different fields of research were systematically exploited at a conceptual level. Accordingly, a deeper understanding of the mathematical foundations as well as the development of new and efficient numerical algorithms were among the main goals of this Priority Program. The treatment of high-dimensional systems is clearly one of the most challenging tasks in applied mathematics today. Since the problem of high-dimensionality appears in many fields of application, the above-mentioned synergy and cross-fertilization effects were expected to make a great impact. To be truly successful, the following issues had to be kept in mind: theoretical research and practical applications had to be developed hand in hand; moreover, it has proven necessary to combine different fields of mathematics, such as numerical analysis and computational stochastics. To keep the whole program sufficiently focused, we concentrated on specific but related fields of application that share common characteristics and as such, they allowed us to use closely related approaches.
Spatial Besov Regularity For Stochastic Partial Differential Equations On Lipschitz Domains
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Author : Petru A. Cioica
language : en
Publisher:
Release Date : 2010
Spatial Besov Regularity For Stochastic Partial Differential Equations On Lipschitz Domains written by Petru A. Cioica and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.
Elliptic Partial Differential Equations
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Author : Lucio Boccardo
language : en
Publisher: Walter de Gruyter
Release Date : 2013-10-29
Elliptic Partial Differential Equations written by Lucio Boccardo and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-29 with Mathematics categories.
Elliptic partial differential equations is one of the main and most active areas in mathematics. This book is devoted to the study of linear and nonlinear elliptic problems in divergence form, with the aim of providing classical results, as well as more recent developments about distributional solutions. For this reason this monograph is addressed to master's students, PhD students and anyone who wants to begin research in this mathematical field.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2008
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Mathematics categories.
A Course On Rough Paths
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Author : Peter K. Friz
language : en
Publisher: Springer Nature
Release Date : 2020-05-27
A Course On Rough Paths written by Peter K. Friz and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-27 with Mathematics categories.
With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations. Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property. Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Itô-integration against Brownian motion required for most of the text. From the reviews of the first edition: "Can easily be used as a support for a graduate course ... Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews "It is easy to base a graduate course on rough paths on this ... A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH
Backward Stochastic Differential Equations
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Author : N El Karoui
language : en
Publisher: CRC Press
Release Date : 1997-01-17
Backward Stochastic Differential Equations written by N El Karoui and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-01-17 with Mathematics categories.
This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.
Partial Differential Equations
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Author : Lawrence C. Evans
language : en
Publisher: American Mathematical Society
Release Date : 2022-03-22
Partial Differential Equations written by Lawrence C. Evans and has been published by American Mathematical Society this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-22 with Mathematics categories.
This is the second edition of the now definitive text on partial differential equations (PDE). It offers a comprehensive survey of modern techniques in the theoretical study of PDE with particular emphasis on nonlinear equations. Its wide scope and clear exposition make it a great text for a graduate course in PDE. For this edition, the author has made numerous changes, including a new chapter on nonlinear wave equations, more than 80 new exercises, several new sections, a significantly expanded bibliography. About the First Edition: I have used this book for both regular PDE and topics courses. It has a wonderful combination of insight and technical detail. … Evans' book is evidence of his mastering of the field and the clarity of presentation. —Luis Caffarelli, University of Texas It is fun to teach from Evans' book. It explains many of the essential ideas and techniques of partial differential equations … Every graduate student in analysis should read it. —David Jerison, MIT I usePartial Differential Equationsto prepare my students for their Topic exam, which is a requirement before starting working on their dissertation. The book provides an excellent account of PDE's … I am very happy with the preparation it provides my students. —Carlos Kenig, University of Chicago Evans' book has already attained the status of a classic. It is a clear choice for students just learning the subject, as well as for experts who wish to broaden their knowledge … An outstanding reference for many aspects of the field. —Rafe Mazzeo, Stanford University
Functional Analysis Sobolev Spaces And Partial Differential Equations
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Author : Haim Brezis
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-11-10
Functional Analysis Sobolev Spaces And Partial Differential Equations written by Haim Brezis 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 2010-11-10 with Mathematics categories.
This textbook is a completely revised, updated, and expanded English edition of the important Analyse fonctionnelle (1983). In addition, it contains a wealth of problems and exercises (with solutions) to guide the reader. Uniquely, this book presents in a coherent, concise and unified way the main results from functional analysis together with the main results from the theory of partial differential equations (PDEs). Although there are many books on functional analysis and many on PDEs, this is the first to cover both of these closely connected topics. Since the French book was first published, it has been translated into Spanish, Italian, Japanese, Korean, Romanian, Greek and Chinese. The English edition makes a welcome addition to this list.