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Stochastic Geometric Mechanics


Stochastic Geometric Mechanics
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Stochastic Geometric Mechanics


Stochastic Geometric Mechanics
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Author : Sergio Albeverio
language : en
Publisher: Springer
Release Date : 2017-11-17

Stochastic Geometric Mechanics written by Sergio Albeverio and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-17 with Mathematics categories.


Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled “Geometric mechanics – variational and stochastic methods” run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Fédérale de Lausanne. The aim of the semester was to develop a common language needed to handle the wide variety of problems and phenomena occurring in stochastic geometric mechanics. It gathered mathematicians and scientists from several different areas of mathematics (from analysis, probability, numerical analysis and statistics, to algebra, geometry, topology, representation theory, and dynamical systems theory) and also areas of mathematical physics, control theory, robotics, and the life sciences, with the aim of developing the new research area in a concentrated joint effort, both from the theoretical and applied points of view. The lectures were given by leading specialists in different areas of mathematics and its applications, building bridges among the various communities involved and working jointly on developing the envisaged new interdisciplinary subject of stochastic geometric mechanics.



Global Analysis In Mathematical Physics


Global Analysis In Mathematical Physics
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Author : I︠U︡. E. Gliklikh
language : en
Publisher: Springer Science & Business Media
Release Date : 1997

Global Analysis In Mathematical Physics written by I︠U︡. E. Gliklikh 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 1997 with Mathematics categories.


This book is the first in monographic literature giving a common treatment to three areas of applications of Global Analysis in Mathematical Physics previously considered quite distant from each other, namely, differential geometry applied to classical mechanics, stochastic differential geometry used in quantum and statistical mechanics, and infinite-dimensional differential geometry fundamental for hydrodynamics. The unification of these topics is made possible by considering the Newton equation or its natural generalizations and analogues as a fundamental equation of motion. New general geometric and stochastic methods of investigation are developed, and new results on existence, uniqueness, and qualitative behavior of solutions are obtained.



Geometry And Invariance In Stochastic Dynamics


Geometry And Invariance In Stochastic Dynamics
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Author : Stefania Ugolini
language : en
Publisher: Springer Nature
Release Date : 2022-02-09

Geometry And Invariance In Stochastic Dynamics written by Stefania Ugolini and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-09 with Mathematics categories.


This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio. It presents the new area of studies concerning invariance and symmetry properties of finite and infinite dimensional stochastic differential equations.This area constitutes a natural, much needed, extension of the theory of classical ordinary and partial differential equations, where the reduction theory based on symmetry and invariance of such classical equations has historically proved to be very important both for theoretical and numerical studies and has given rise to important applications. The purpose of the present book is to present the state of the art of the studies on stochastic systems from this point of view, present some of the underlying fundamental ideas and methods involved, and to outline the main lines for future developments. The main focus is on bridging the gap between deterministic and stochastic approaches, with the goal of contributing to the elaboration of a unified theory that will have a great impact both from the theoretical point of view and the point of view of applications. The reader is a mathematician or a theoretical physicist. The main discipline is stochastic analysis with profound ideas coming from Mathematical Physics and Lie’s Group Geometry. While the audience consists essentially of academicians, the reader can also be a practitioner with Ph.D., who is interested in efficient stochastic modelling.



Ordinary And Stochastic Differential Geometry As A Tool For Mathematical Physics


Ordinary And Stochastic Differential Geometry As A Tool For Mathematical Physics
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Author : Yuri E. Gliklikh
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14

Ordinary And Stochastic Differential Geometry As A Tool For Mathematical Physics written by Yuri E. Gliklikh 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 2013-03-14 with Mathematics categories.


The geometrical methods in modem mathematical physics and the developments in Geometry and Global Analysis motivated by physical problems are being intensively worked out in contemporary mathematics. In particular, during the last decades a new branch of Global Analysis, Stochastic Differential Geometry, was formed to meet the needs of Mathematical Physics. It deals with a lot of various second order differential equations on finite and infinite-dimensional manifolds arising in Physics, and its validity is based on the deep inter-relation between modem Differential Geometry and certain parts of the Theory of Stochastic Processes, discovered not so long ago. The foundation of our topic is presented in the contemporary mathematical literature by a lot of publications devoted to certain parts of the above-mentioned themes and connected with the scope of material of this book. There exist some monographs on Stochastic Differential Equations on Manifolds (e. g. [9,36,38,87]) based on the Stratonovich approach. In [7] there is a detailed description of It6 equations on manifolds in Belopolskaya-Dalecky form. Nelson's book [94] deals with Stochastic Mechanics and mean derivatives on Riemannian Manifolds. The books and survey papers on the Lagrange approach to Hydrodynamics [2,31,73,88], etc. , give good presentations of the use of infinite-dimensional ordinary differential geometry in ideal hydrodynamics. We should also refer here to [89,102], to the previous books by the author [53,64], and to many others.



Global Analysis In Mathematical Physics


Global Analysis In Mathematical Physics
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Author : Yuri Gliklikh
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Global Analysis In Mathematical Physics written by Yuri Gliklikh 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.


The first edition of this book entitled Analysis on Riemannian Manifolds and Some Problems of Mathematical Physics was published by Voronezh Univer sity Press in 1989. For its English edition, the book has been substantially revised and expanded. In particular, new material has been added to Sections 19 and 20. I am grateful to Viktor L. Ginzburg for his hard work on the transla tion and for writing Appendix F, and to Tomasz Zastawniak for his numerous suggestions. My special thanks go to the referee for his valuable remarks on the theory of stochastic processes. Finally, I would like to acknowledge the support of the AMS fSU Aid Fund and the International Science Foundation (Grant NZBOOO), which made possible my work on some of the new results included in the English edition of the book. Voronezh, Russia Yuri Gliklikh September, 1995 Preface to the Russian Edition The present book is apparently the first in monographic literature in which a common treatment is given to three areas of global analysis previously consid ered quite distant from each other, namely, differential geometry and classical mechanics, stochastic differential geometry and statistical and quantum me chanics, and infinite-dimensional differential geometry of groups of diffeomor phisms and hydrodynamics. The unification of these topics under the cover of one book appears, however, quite natural, since the exposition is based on a geometrically invariant form of the Newton equation and its analogs taken as a fundamental law of motion.



Global Analysis In Mathematical Physics


Global Analysis In Mathematical Physics
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Author : Jurij E. Gliklich
language : en
Publisher:
Release Date : 1993

Global Analysis In Mathematical Physics written by Jurij E. Gliklich and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Differentialgeometrie - Hydrodynamik categories.




Stochastic And Integral Geometry


Stochastic And Integral Geometry
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Author : R.V. Ambartzumian
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Stochastic And Integral Geometry written by R.V. Ambartzumian 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.




Stochastic Models Information Theory And Lie Groups Volume 2


Stochastic Models Information Theory And Lie Groups Volume 2
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Author : Gregory S. Chirikjian
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-11-16

Stochastic Models Information Theory And Lie Groups Volume 2 written by Gregory S. Chirikjian 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 2011-11-16 with Mathematics categories.


This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.



Discrete Mechanics Geometric Integration And Lie Butcher Series


Discrete Mechanics Geometric Integration And Lie Butcher Series
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Author : Kurusch Ebrahimi-Fard
language : en
Publisher: Springer
Release Date : 2018-11-05

Discrete Mechanics Geometric Integration And Lie Butcher Series written by Kurusch Ebrahimi-Fard and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-05 with Mathematics categories.


This volume resulted from presentations given at the international “Brainstorming Workshop on New Developments in Discrete Mechanics, Geometric Integration and Lie–Butcher Series”, that took place at the Instituto de Ciencias Matemáticas (ICMAT) in Madrid, Spain. It combines overview and research articles on recent and ongoing developments, as well as new research directions. Why geometric numerical integration? In their article of the same title Arieh Iserles and Reinout Quispel, two renowned experts in numerical analysis of differential equations, provide a compelling answer to this question. After this introductory chapter a collection of high-quality research articles aim at exploring recent and ongoing developments, as well as new research directions in the areas of geometric integration methods for differential equations, nonlinear systems interconnections, and discrete mechanics. One of the highlights is the unfolding of modern algebraic and combinatorial structures common to those topics, which give rise to fruitful interactions between theoretical as well as applied and computational perspectives. The volume is aimed at researchers and graduate students interested in theoretical and computational problems in geometric integration theory, nonlinear control theory, and discrete mechanics.



Quantum Stochastic Processes And Noncommutative Geometry


Quantum Stochastic Processes And Noncommutative Geometry
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Author :
language : en
Publisher:
Release Date : 2007

Quantum Stochastic Processes And Noncommutative Geometry written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Noncommutative differential geometry categories.


The classical theory of stochastic processes has important applications arising from the need to describe irreversible evolutions in classical mechanics; analogously quantum stochastic processes can be used to model the dynamics of irreversible quantum systems. Noncommutative, i.e. quantum, geometry provides a framework in which quantum stochastic structures can be explored. This book is the first to describe how these two mathematical constructions are related. In particular, key ideas of semigroups and complete positivity are combined to yield quantum dynamical semigroups (QDS). Sinha and Goswami also develop a general theory of Evans-Hudson dilation for both bounded and unbounded coefficients. The unique features of the book, including the interaction of QDS and quantum stochastic calculus with noncommutative geometry and a thorough discussion of this calculus with unbounded coefficients, will make it of interest to graduate students and researchers in functional analysis, probability and mathematical physics.