Second Order Partial Differential Equations in Hilbert Spaces

Second Order Partial Differential Equations in Hilbert Spaces
Author: Giuseppe Da Prato
Publisher: Cambridge University Press
Total Pages: 397
Release: 2002-07-25
Genre: Mathematics
ISBN: 1139433431

State of the art treatment of a subject which has applications in mathematical physics, biology and finance. Includes discussion of applications to control theory. There are numerous notes and references that point to further reading. Coverage of some essential background material helps to make the book self contained.

Seminar on Stochastic Analysis, Random Fields and Applications III

Seminar on Stochastic Analysis, Random Fields and Applications III
Author: Robert C. Dalang
Publisher: Birkhäuser
Total Pages: 310
Release: 2012-12-06
Genre: Mathematics
ISBN: 3034882092

This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.

Quantum Information and Complexity

Quantum Information and Complexity
Author: Takeyuki Hida
Publisher: World Scientific
Total Pages: 476
Release: 2004
Genre: Computers
ISBN: 9789812702449

Quantum information is a developing multi-disciplinary field, with many exciting links to white noise theory. This connection is explored and presented in this work, which effectively bridges the gap between quantum information theory and complex systems. Arising from the Meijo Winter School and International Conference, the lecture notes and research papers published in this timely volume will have a significant impact on the future development of the theories of quantum information and complexity. This book will be of interest to mathematicians, physicists, computer scientists as well as electrical engineers working in this field.

Quantum Information And Complexity - Proceedings Of The Meijo Winter School 2003

Quantum Information And Complexity - Proceedings Of The Meijo Winter School 2003
Author: Takeyuki Hida
Publisher: World Scientific
Total Pages: 469
Release: 2004-10-28
Genre: Science
ISBN: 9814481750

Quantum information is a developing multi-disciplinary field, with many exciting links to white noise theory. This connection is explored and presented in this work, which effectively bridges the gap between quantum information theory and complex systems. Arising from the Meijo Winter School and International Conference, the lecture notes and research papers published in this timely volume will have a significant impact on the future development of the theories of quantum information and complexity. This book will be of interest to mathematicians, physicists, computer scientists as well as electrical engineers working in this field.

Fokker–Planck–Kolmogorov Equations

Fokker–Planck–Kolmogorov Equations
Author: Vladimir I. Bogachev
Publisher: American Mathematical Society
Total Pages: 495
Release: 2022-02-10
Genre: Mathematics
ISBN: 1470470098

This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker–Planck–Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.

Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions

Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
Author: N.V. Krylov
Publisher: Springer
Total Pages: 248
Release: 2006-11-15
Genre: Mathematics
ISBN: 3540481613

Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differential equations in finite or infinite dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical Finance. These equations can be studied both by probabilistic and by analytic methods, using such tools as Gaussian measures, Dirichlet Forms, and stochastic calculus. The following courses have been delivered: N.V. Krylov presented Kolmogorov equations coming from finite-dimensional equations, giving existence, uniqueness and regularity results. M. Röckner has presented an approach to Kolmogorov equations in infinite dimensions, based on an LP-analysis of the corresponding diffusion operators with respect to suitably chosen measures. J. Zabczyk started from classical results of L. Gross, on the heat equation in infinite dimension, and discussed some recent results.

Advanced Numerical Approximation of Nonlinear Hyperbolic Equations

Advanced Numerical Approximation of Nonlinear Hyperbolic Equations
Author: B. Cockburn
Publisher: Springer
Total Pages: 446
Release: 2006-11-14
Genre: Mathematics
ISBN: 3540498044

This volume contains the texts of the four series of lectures presented by B.Cockburn, C.Johnson, C.W. Shu and E.Tadmor at a C.I.M.E. Summer School. It is aimed at providing a comprehensive and up-to-date presentation of numerical methods which are nowadays used to solve nonlinear partial differential equations of hyperbolic type, developing shock discontinuities. The most effective methodologies in the framework of finite elements, finite differences, finite volumes spectral methods and kinetic methods, are addressed, in particular high-order shock capturing techniques, discontinuous Galerkin methods, adaptive techniques based upon a-posteriori error analysis.

Optimal Control and Partial Differential Equations

Optimal Control and Partial Differential Equations
Author: José Luis Menaldi
Publisher: IOS Press
Total Pages: 632
Release: 2001
Genre: Mathematics
ISBN: 9781586030964

This volume contains more than sixty invited papers of international wellknown scientists in the fields where Alain Bensoussan's contributions have been particularly important: filtering and control of stochastic systems, variationnal problems, applications to economy and finance, numerical analysis... In particular, the extended texts of the lectures of Professors Jens Frehse, Hitashi Ishii, Jacques-Louis Lions, Sanjoy Mitter, Umberto Mosco, Bernt Oksendal, George Papanicolaou, A. Shiryaev, given in the Conference held in Paris on December 4th, 2000 in honor of Professor Alain Bensoussan are included.