Besov Regularity of Stochastic Partial Differential Equations on Bounded Lipschitz Domains

Besov Regularity of Stochastic Partial Differential Equations on Bounded Lipschitz Domains
Author: Petru A. Cioica
Publisher: Logos Verlag Berlin GmbH
Total Pages: 166
Release: 2015-03-01
Genre: Mathematics
ISBN: 3832539204

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

Extraction of Quantifiable Information from Complex Systems
Author: Stephan Dahlke
Publisher: Springer
Total Pages: 446
Release: 2014-11-13
Genre: Mathematics
ISBN: 3319081594

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.

Around the Research of Vladimir Maz'ya II

Around the Research of Vladimir Maz'ya II
Author: Ari Laptev
Publisher: Springer
Total Pages: 386
Release: 2010-01-04
Genre: Mathematics
ISBN: 9781441913425

Topics of this volume are close to scientific interests of Professor Maz'ya and use, directly or indirectly, the fundamental influential Maz'ya's works penetrating, in a sense, the theory of PDEs. In particular, recent advantages in the study of semilinear elliptic equations, stationary Navier-Stokes equations, the Stokes system in convex polyhedra, periodic scattering problems, problems with perturbed boundary at a conic point, singular perturbations arising in elliptic shells and other important problems in mathematical physics are presented.

Elliptic Partial Differential Equations

Elliptic Partial Differential Equations
Author: Lucio Boccardo
Publisher: Walter de Gruyter
Total Pages: 204
Release: 2013-10-29
Genre: Mathematics
ISBN: 3110315424

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.

Functional Analysis, Sobolev Spaces and Partial Differential Equations

Functional Analysis, Sobolev Spaces and Partial Differential Equations
Author: Haim Brezis
Publisher: Springer Science & Business Media
Total Pages: 600
Release: 2010-11-02
Genre: Mathematics
ISBN: 0387709142

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.

Tools for PDE

Tools for PDE
Author: Michael E. Taylor
Publisher: American Mathematical Soc.
Total Pages: 274
Release: 2000
Genre: Mathematics
ISBN: 0821843788

Developing three related tools that are useful in the analysis of partial differential equations (PDEs) arising from the classical study of singular integral operators, this text considers pseudodifferential operators, paradifferential operators, and layer potentials.

A Course on Rough Paths

A Course on Rough Paths
Author: Peter K. Friz
Publisher: Springer Nature
Total Pages: 346
Release: 2020-05-27
Genre: Mathematics
ISBN: 3030415562

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