Advances In Nonlinear Partial Differential Equations And Stochastics
Download Advances In Nonlinear Partial Differential Equations And Stochastics full books in PDF, epub, and Kindle. Read online free Advances In Nonlinear Partial Differential Equations And Stochastics ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author | : Shuichi Kawashima |
Publisher | : World Scientific |
Total Pages | : 378 |
Release | : 1998 |
Genre | : Mathematics |
ISBN | : 9789810233969 |
In the past two decades, there has been great progress in the theory of nonlinear partial differential equations. This book describes the progress, focusing on interesting topics in gas dynamics, fluid dynamics, elastodynamics etc. It contains ten articles, each of which discusses a very recent result obtained by the author. Some of these articles review related results.
Author | : Tomás Roubicek |
Publisher | : Springer Science & Business Media |
Total Pages | : 415 |
Release | : 2006-01-17 |
Genre | : Mathematics |
ISBN | : 3764373970 |
This book primarily concerns quasilinear and semilinear elliptic and parabolic partial differential equations, inequalities, and systems. The exposition quickly leads general theory to analysis of concrete equations, which have specific applications in such areas as electrically (semi-) conductive media, modeling of biological systems, and mechanical engineering. Methods of Galerkin or of Rothe are exposed in a large generality.
Author | : Pao-Liu Chow |
Publisher | : CRC Press |
Total Pages | : 336 |
Release | : 2014-12-10 |
Genre | : Mathematics |
ISBN | : 1466579552 |
Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in stochastic partial differential equations (PDEs) driven by the Lévy type of noise. Stochastic Partial Differential Equations, Second Edition incorporates these recent developments and improves the presentation of material. New to the Second Edition Two sections on the Lévy type of stochastic integrals and the related stochastic differential equations in finite dimensions Discussions of Poisson random fields and related stochastic integrals, the solution of a stochastic heat equation with Poisson noise, and mild solutions to linear and nonlinear parabolic equations with Poisson noises Two sections on linear and semilinear wave equations driven by the Poisson type of noises Treatment of the Poisson stochastic integral in a Hilbert space and mild solutions of stochastic evolutions with Poisson noises Revised proofs and new theorems, such as explosive solutions of stochastic reaction diffusion equations Additional applications of stochastic PDEs to population biology and finance Updated section on parabolic equations and related elliptic problems in Gauss–Sobolev spaces The book covers basic theory as well as computational and analytical techniques to solve physical, biological, and financial problems. It first presents classical concrete problems before proceeding to a unified theory of stochastic evolution equations and describing applications, such as turbulence in fluid dynamics, a spatial population growth model in a random environment, and a stochastic model in bond market theory. The author also explores the connection of stochastic PDEs to infinite-dimensional stochastic analysis.
Author | : Simo Särkkä |
Publisher | : Cambridge University Press |
Total Pages | : 327 |
Release | : 2019-05-02 |
Genre | : Business & Economics |
ISBN | : 1316510085 |
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author | : A. Naess |
Publisher | : Springer Science & Business Media |
Total Pages | : 527 |
Release | : 2012-12-06 |
Genre | : Technology & Engineering |
ISBN | : 9400903219 |
The IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics, held in Trondheim July 3-7, 1995, was the eighth of a series of IUTAM sponsored symposia which focus on the application of stochastic methods in mechanics. The previous meetings took place in Coventry, UK (1972), Sout'hampton, UK (1976), FrankfurtjOder, Germany (1982), Stockholm, Sweden (1984), Innsbruckjlgls, Austria (1987), Turin, Italy (1991) and San Antonio, Texas (1993). The symposium provided an extraordinary opportunity for scholars to meet and discuss recent advances in stochastic mechanics. The participants represented a wide range of expertise, from pure theoreticians to people primarily oriented toward applications. A significant achievement of the symposium was the very extensive discussions taking place over the whole range from highly theoretical questions to practical engineering applications. Several presentations also clearly demonstrated the substantial progress that has been achieved in recent years in terms of developing and implement ing stochastic analysis techniques for mechanical engineering systems. This aspect was further underpinned by specially invited extended lectures on computational stochastic mechanics, engineering applications of stochastic mechanics, and nonlinear active control. The symposium also reflected the very active and high-quality research taking place in the field of stochastic stability. Ten presentations were given on this topic ofa total of47 papers. A main conclusion that can be drawn from the proceedings of this symposium is that stochastic mechanics as a subject has reached great depth and width in both methodology and applicability.
Author | : René Carmona |
Publisher | : American Mathematical Soc. |
Total Pages | : 360 |
Release | : 1999 |
Genre | : Mathematics |
ISBN | : 9780821808061 |
Presents the main topics of interest in the field of stochastic partial differential equations (SPDEs), emphasizing breakthroughs and such basic issues as the role of SPDEs in stochastic modeling, how SPDEs arise, and how their theory is applied in different disciplines. Emphasis is placed on the genesis and applications of SPDEs, as well as mathematical theory and numerical methods. Suitable for graduate level students, researchers. Annotation copyrighted by Book News, Inc., Portland, OR
Author | : Peter Kotelenez |
Publisher | : Springer Science & Business Media |
Total Pages | : 452 |
Release | : 2007-12-05 |
Genre | : Mathematics |
ISBN | : 0387743170 |
Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail. Coverage first describes the transition from the microscopic equations to the mesoscopic equations. It then covers a general system for the positions of the large particles.
Author | : S Kawashima |
Publisher | : World Scientific |
Total Pages | : 366 |
Release | : 1998-06-17 |
Genre | : Mathematics |
ISBN | : 9814496367 |
In the past two decades, there has been great progress in the theory of nonlinear partial differential equations. This book describes the progress, focusing on interesting topics in gas dynamics, fluid dynamics, elastodynamics etc. It contains ten articles, each of which discusses a very recent result obtained by the author. Some of these articles review related results.
Author | : Marius Ghergu |
Publisher | : Springer Science & Business Media |
Total Pages | : 402 |
Release | : 2011-10-21 |
Genre | : Mathematics |
ISBN | : 3642226647 |
The emphasis throughout the present volume is on the practical application of theoretical mathematical models helping to unravel the underlying mechanisms involved in processes from mathematical physics and biosciences. It has been conceived as a unique collection of abstract methods dealing especially with nonlinear partial differential equations (either stationary or evolutionary) that are applied to understand concrete processes involving some important applications related to phenomena such as: boundary layer phenomena for viscous fluids, population dynamics,, dead core phenomena, etc. It addresses researchers and post-graduate students working at the interplay between mathematics and other fields of science and technology and is a comprehensive introduction to the theory of nonlinear partial differential equations and its main principles also presents their real-life applications in various contexts: mathematical physics, chemistry, mathematical biology, and population genetics. Based on the authors' original work, this volume provides an overview of the field, with examples suitable for researchers but also for graduate students entering research. The method of presentation appeals to readers with diverse backgrounds in partial differential equations and functional analysis. Each chapter includes detailed heuristic arguments, providing thorough motivation for the material developed later in the text. The content demonstrates in a firm way that partial differential equations can be used to address a large variety of phenomena occurring in and influencing our daily lives. The extensive reference list and index make this book a valuable resource for researchers working in a variety of fields and who are interested in phenomena modeled by nonlinear partial differential equations.
Author | : Leszek Gawarecki |
Publisher | : Springer Science & Business Media |
Total Pages | : 300 |
Release | : 2010-11-29 |
Genre | : Mathematics |
ISBN | : 3642161944 |
The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.