Discrete and Continuous Boundary Problems
| Author | : Atkinson |
| Publisher | : Academic Press |
| Total Pages | : 586 |
| Release | : 1964-01-01 |
| Genre | : Computers |
| ISBN | : 0080955169 |
Discrete and Continuous Boundary Problems
Discrete And Continuous Boundary Problems
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Optimal Stopping and Free-Boundary Problems
| Author | : Goran Peskir |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 515 |
| Release | : 2006-11-10 |
| Genre | : Mathematics |
| ISBN | : 3764373903 |
This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.
Free Boundary Problems in PDEs and Particle Systems
| Author | : Gioia Carinci |
| Publisher | : Springer |
| Total Pages | : 0 |
| Release | : 2016-06-29 |
| Genre | : Mathematics |
| ISBN | : 9783319333694 |
In this volume a theory for models of transport in the presence of a free boundary is developed.Macroscopic laws of transport are described by PDE's. When the system is open, there are several mechanisms to couple the system with the external forces. Here a class of systems where the interaction with the exterior takes place in correspondence of a free boundary is considered. Both continuous and discrete models sharing the same structure are analysed. In Part I a free boundary problem related to the Stefan Problem is worked out in all details. For this model a new notion of relaxed solution is proposed for which global existence and uniqueness is proven. It is also shown that this is the hydrodynamic limit of the empirical mass density of the associated particle system. In Part II several other models are discussed. The expectation is that the results proved for the basic model extend to these other cases.All the models discussed in this volume have an interest in problems arising in several research fields such as heat conduction, queuing theory, propagation of fire, interface dynamics, population dynamics, evolution of biological systems with selection mechanisms.In general researchers interested in the relations between PDE’s and stochastic processes can find in this volume an extension of this correspondence to modern mathematical physics.
Initial Value Methods for Boundary Value Problems: Theory and Application of Invariant Imbedding
| Author | : |
| Publisher | : Academic Press |
| Total Pages | : 237 |
| Release | : 1973-08-15 |
| Genre | : Mathematics |
| ISBN | : 0080956092 |
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering
Numerical Solution of Boundary Value Problems for Ordinary Differential Equations
| Author | : Uri M. Ascher |
| Publisher | : SIAM |
| Total Pages | : 620 |
| Release | : 1994-12-01 |
| Genre | : Mathematics |
| ISBN | : 9781611971231 |
This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume. Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.
Methods of Inverse Problems in Physics
| Author | : Dilip N. Ghosh Roy |
| Publisher | : CRC Press |
| Total Pages | : 506 |
| Release | : 1991-03-14 |
| Genre | : Science |
| ISBN | : 9780849362583 |
This interesting volume focuses on the second of the two broad categories into which problems of physical sciences fall-direct (or forward) and inverse (or backward) problems. It emphasizes one-dimensional problems because of their mathematical clarity. The unique feature of the monograph is its rigorous presentation of inverse problems (from quantum scattering to vibrational systems), transmission lines, and imaging sciences in a single volume. It includes exhaustive discussions on spectral function, inverse scattering integral equations of Gel'fand-Levitan and Marcenko, Povzner-Levitan and Levin transforms, Møller wave operators and Krein's functionals, S-matrix and scattering data, and inverse scattering transform for solving nonlinear evolution equations via inverse solving of a linear, isospectral Schrodinger equation and multisoliton solutions of the K-dV equation, which are of special interest to quantum physicists and mathematicians. The book also gives an exhaustive account of inverse problems in discrete systems, including inverting a Jacobi and a Toeplitz matrix, which can be applied to geophysics, electrical engineering, applied mechanics, and mathematics. A rigorous inverse problem for a continuous transmission line developed by Brown and Wilcox is included. The book concludes with inverse problems in integral geometry, specifically Radon's transform and its inversion, which is of particular interest to imaging scientists. This fascinating volume will interest anyone involved with quantum scattering, theoretical physics, linear and nonlinear optics, geosciences, mechanical, biomedical, and electrical engineering, and imaging research.
Kirillov's Seminar on Representation Theory
| Author | : Grigori I. Olshanskiĭ |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 290 |
| Release | : 1998 |
| Genre | : Representations of algebras |
| ISBN | : 9780821806692 |
Focal Boundary Value Problems for Differential and Difference Equations
| Author | : R.P. Agarwal |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 302 |
| Release | : 2013-03-09 |
| Genre | : Mathematics |
| ISBN | : 9401715688 |
The last fifty years have witnessed several monographs and hundreds of research articles on the theory, constructive methods and wide spectrum of applications of boundary value problems for ordinary differential equations. In this vast field of research, the conjugate (Hermite) and the right focal point (Abei) types of problems have received the maximum attention. This is largely due to the fact that these types of problems are basic, in the sense that the methods employed in their study are easily extendable to other types of prob lems. Moreover, the conjugate and the right focal point types of boundary value problems occur frequently in real world problems. In the monograph Boundary Value Problems for Higher Order Differential Equations published in 1986, we addressed the theory of conjugate boundary value problems. At that time the results on right focal point problems were scarce; however, in the last ten years extensive research has been done. In Chapter 1 of the mono graph we offer up-to-date information of this newly developed theory of right focal point boundary value problems. Until twenty years ago Difference Equations were considered as the dis cretizations of the differential equations. Further, it was tacitly taken for granted that the theories of difference and differential equations are parallel. However, striking diversities and wide applications reported in the last two decades have made difference equations one of the major areas of research.
Singular Differential and Integral Equations with Applications
| Author | : R.P. Agarwal |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 412 |
| Release | : 2013-06-29 |
| Genre | : Mathematics |
| ISBN | : 9401730040 |
In the last century many problems which arose in the science, engineer ing and technology literature involved nonlinear complex phenomena. In many situations these natural phenomena give rise to (i). ordinary differ ential equations which are singular in the independent and/or dependent variables together with initial and boundary conditions, and (ii). Volterra and Fredholm type integral equations. As one might expect general exis tence results were difficult to establish for the problems which arose. Indeed until the early 1990's only very special examples were examined and these examples were usually tackled using some special device, which was usually only applicable to the particular problem under investigation. However in the 1990's new results in inequality and fixed point theory were used to present a very general existence theory for singular problems. This mono graph presents an up to date account of the literature on singular problems. One of our aims also is to present recent theory on singular differential and integral equations to a new and wider audience. The book presents a compact, thorough, and self-contained account for singular problems. An important feature of this book is that we illustrate how easily the theory can be applied to discuss many real world examples of current interest. In Chapter 1 we study differential equations which are singular in the independent variable. We begin with some standard notation in Section 1. 2 and introduce LP-Caratheodory functions. Some fixed point theorems, the Arzela- Ascoli theorem and Banach's theorem are also stated here.
Lectures on Operator Theory and Its Applications
| Author | : Albrecht Böttcher |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 354 |
| Release | : 1996 |
| Genre | : Mathematics |
| ISBN | : 082180457X |
Much of the importance of mathematics lies in its ability to provide theories which are useful in widely different fields of endeavour. A good example is the large and amorphous body of knowledge known as the theory of linear operators or operator theory, which came to life about a century ago as a theory to encompass properties common to matrix, differential, and integral operators. Thus, it is a primary purpose of operator theory to provide a coherent body of knowledge which can explain phenomena common to the enormous variety of problems in which such linear operators play a part. The theory is a vital part of functional analysis, whose methods and techniques are one of the major advances of twentieth century mathematics and now play a pervasive role in the modeling of phenomena in probability, imaging, signal processing, systems theory, etc, as well as in the more traditional areas of theoretical physics and mechanics. This book is based on lectures presented at a meeting on operator theory and its applications held at the Fields Institute in 1994.
