Download or read book A Probabilistic Study of Linear Elliptic parabolic Equations of Second Order written by Iain Johnstone and published by . This book was released on 1979 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Analysis and Related Topics VI written by Laurent Decreusefond and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures " Stochastic Differential Equations with Memory, by S.E.A. Mohammed, " Backward SDE's and Viscosity Solutions of Second Order Semilinear PDE's, by E. Pardoux. The main lectures are presented at the beginning of the volume. There is also a review paper at the third place about the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. We would like to thank " VISTA, a research cooperation between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil), " CNRS, Centre National de la Recherche Scientifique, " The Department of Mathematics of the University of Oslo, " The Ecole Nationale Superieure des Telecommunications, for their financial support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia HØyfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: [email protected] Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom 08193-Bellaterra munications CATALONIA (Spain) Departement Reseaux E-mail: [email protected] 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: [email protected] Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I
Download or read book Elliptic Parabolic Equations written by Zhuoqun Wu and published by World Scientific. This book was released on 2006 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to elliptic and parabolic equations. While there are numerous monographs focusing separately on each kind of equations, there are very few books treating these two kinds of equations in combination. This book presents the related basic theories and methods to enable readers to appreciate the commonalities between these two kinds of equations as well as contrast the similarities and differences between them.
Download or read book Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equations written by Beatrice Riviere and published by SIAM. This book was released on 2008-12-18 with total page 201 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focuses on three primal DG methods, covering both theory and computation, and providing the basic tools for analysis.
Download or read book Fully Nonlinear Elliptic Equations written by Luis A. Caffarelli and published by American Mathematical Soc.. This book was released on 1995 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the book is to extend classical regularity theorems for solutions of linear elliptic partial differential equations to the context of fully nonlinear elliptic equations. This class of equations often arises in control theory, optimization, and other applications. The authors give a detailed presentation of all the necessary techniques. Instead of treating these techniques in their greatest generality, they outline the key ideas and prove the results needed for developing the subsequent theory. Topics discussed in the book include the theory of viscosity solutions for nonlinear equations, the Alexandroff estimate and Krylov-Safonov Harnack-type inequality for viscosity solutions, uniqueness theory for viscosity solutions, Evans and Krylov regularity theory for convex fully nonlinear equations, and regularity theory for fully nonlinear equations with variable coefficients.
Download or read book The Cumulative Book Index written by and published by . This book was released on 1980 with total page 3116 pages. Available in PDF, EPUB and Kindle. Book excerpt: A world list of books in the English language.
Download or read book Second Order Partial Differential Equations in Hilbert Spaces written by Giuseppe Da Prato and published by Cambridge University Press. This book was released on 2002-07-25 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: Second order linear parabolic and elliptic equations arise frequently in mathematics and other disciplines. For example parabolic equations are to be found in statistical mechanics and solid state theory, their infinite dimensional counterparts are important in fluid mechanics, mathematical finance and population biology, whereas nonlinear parabolic equations arise in control theory. Here the authors present a state of the art treatment of the subject from a new perspective. The main tools used are probability measures in Hilbert and Banach spaces and stochastic evolution equations. There is then a discussion of how the results in the book can be applied to control theory. This area is developing very rapidly and there are numerous notes and references that point the reader to more specialised results not covered in the book. Coverage of some essential background material will help make the book self-contained and increase its appeal to those entering the subject.
Download or read book Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations written by N. V. Krylov and published by American Mathematical Soc.. This book was released on 2018-09-07 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concentrates on first boundary-value problems for fully nonlinear second-order uniformly elliptic and parabolic equations with discontinuous coefficients. We look for solutions in Sobolev classes, local or global, or for viscosity solutions. Most of the auxiliary results, such as Aleksandrov's elliptic and parabolic estimates, the Krylov–Safonov and the Evans–Krylov theorems, are taken from old sources, and the main results were obtained in the last few years. Presentation of these results is based on a generalization of the Fefferman–Stein theorem, on Fang-Hua Lin's like estimates, and on the so-called “ersatz” existence theorems, saying that one can slightly modify “any” equation and get a “cut-off” equation that has solutions with bounded derivatives. These theorems allow us to prove the solvability in Sobolev classes for equations that are quite far from the ones which are convex or concave with respect to the Hessians of the unknown functions. In studying viscosity solutions, these theorems also allow us to deal with classical approximating solutions, thus avoiding sometimes heavy constructions from the usual theory of viscosity solutions.
Download or read book Classification and Probabilistic Representation of the Positive Solutions of a Semilinear Elliptic Equation written by Benoît Mselati and published by American Mathematical Soc.. This book was released on 2004 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: Concerned with the nonnegative solutions of $\Delta u = u^2$ in a bounded and smooth domain in $\mathbb{R}^d$, this title intends to prove that they are uniquely determined by their fine trace on the boundary as defined in [DK98a], answering a major open question of [Dy02].
Download or read book Exterior Differential Systems written by Robert L. Bryant and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a treatment of exterior differential systems. It will in clude both the general theory and various applications. An exterior differential system is a system of equations on a manifold defined by equating to zero a number of exterior differential forms. When all the forms are linear, it is called a pfaffian system. Our object is to study its integral manifolds, i. e. , submanifolds satisfying all the equations of the system. A fundamental fact is that every equation implies the one obtained by exterior differentiation, so that the complete set of equations associated to an exterior differential system constitutes a differential ideal in the algebra of all smooth forms. Thus the theory is coordinate-free and computations typically have an algebraic character; however, even when coordinates are used in intermediate steps, the use of exterior algebra helps to efficiently guide the computations, and as a consequence the treatment adapts well to geometrical and physical problems. A system of partial differential equations, with any number of inde pendent and dependent variables and involving partial derivatives of any order, can be written as an exterior differential system. In this case we are interested in integral manifolds on which certain coordinates remain independent. The corresponding notion in exterior differential systems is the independence condition: certain pfaffian forms remain linearly indepen dent. Partial differential equations and exterior differential systems with an independence condition are essentially the same object.
Download or read book Function Spaces Differential Operators and Nonlinear Analysis written by Dorothee Haroske and published by Birkhäuser. This book was released on 2012-12-06 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is dedicated to our teacher and friend Hans Triebel. The core of the book is based on lectures given at the International Conference "Function Spaces, Differential Operators and Nonlinear Analysis" (FSDONA--01) held in Teistungen, Thuringia / Germany, from June 28 to July 4,2001, in honour of his 65th birthday. This was the fifth in a series of meetings organised under the same name by scientists from Finland (Helsinki, Oulu) , the Czech Republic (Prague, Plzen) and Germany (Jena) promoting the collaboration of specialists in East and West, working in these fields. This conference was a very special event because it celebrated Hans Triebel's extraordinary impact on mathematical analysis. The development of the mod ern theory of function spaces in the last 30 years and its application to various branches in both pure and applied mathematics is deeply influenced by his lasting contributions. In a series of books Hans Triebel has given systematic treatments of the theory of function spaces from different points of view, thus revealing its interdependence with interpolation theory, harmonic analysis, partial differential equations, nonlinear operators, entropy, spectral theory and, most recently, anal ysis on fractals. The presented collection of papers is a tribute to Hans Triebel's distinguished work. The book is subdivided into three parts: • Part I contains the two invited lectures by O.V. Besov (Moscow) and D.E. Edmunds (Sussex) having a survey character and honouring Hans Triebel's contributions.
Download or read book Probability Methods for Approximations in Stochastic Control and for Elliptic Equations written by Kushner and published by Academic Press. This book was released on 1977-04-14 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability Methods for Approximations in Stochastic Control and for Elliptic Equations
Download or read book Partial Differential Relations written by Misha Gromov and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classical theory of partial differential equations is rooted in physics, where equations (are assumed to) describe the laws of nature. Law abiding functions, which satisfy such an equation, are very rare in the space of all admissible functions (regardless of a particular topology in a function space). Moreover, some additional (like initial or boundary) conditions often insure the uniqueness of solutions. The existence of these is usually established with some apriori estimates which locate a possible solution in a given function space. We deal in this book with a completely different class of partial differential equations (and more general relations) which arise in differential geometry rather than in physics. Our equations are, for the most part, undetermined (or, at least, behave like those) and their solutions are rather dense in spaces of functions. We solve and classify solutions of these equations by means of direct (and not so direct) geometric constructions. Our exposition is elementary and the proofs of the basic results are selfcontained. However, there is a number of examples and exercises (of variable difficulty), where the treatment of a particular equation requires a certain knowledge of pertinent facts in the surrounding field. The techniques we employ, though quite general, do not cover all geometrically interesting equations. The border of the unexplored territory is marked by a number of open questions throughout the book.
Download or read book Subject Catalog written by Library of Congress and published by . This book was released on 1980-07 with total page 988 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Differential Equations Backward SDEs Partial Differential Equations written by Etienne Pardoux and published by Springer. This book was released on 2014-06-24 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. The authors present in particular the theory of reflected SDEs in the above mentioned framework and include exercises at the end of each chapter. Stochastic calculus and stochastic differential equations (SDEs) were first introduced by K. Itô in the 1940s, in order to construct the path of diffusion processes (which are continuous time Markov processes with continuous trajectories taking their values in a finite dimensional vector space or manifold), which had been studied from a more analytic point of view by Kolmogorov in the 1930s. Since then, this topic has become an important subject of Mathematics and Applied Mathematics, because of its mathematical richness and its importance for applications in many areas of Physics, Biology, Economics and Finance, where random processes play an increasingly important role. One important aspect is the connection between diffusion processes and linear partial differential equations of second order, which is in particular the basis for Monte Carlo numerical methods for linear PDEs. Since the pioneering work of Peng and Pardoux in the early 1990s, a new type of SDEs called backward stochastic differential equations (BSDEs) has emerged. The two main reasons why this new class of equations is important are the connection between BSDEs and semilinear PDEs, and the fact that BSDEs constitute a natural generalization of the famous Black and Scholes model from Mathematical Finance, and thus offer a natural mathematical framework for the formulation of many new models in Finance.
Download or read book Recent Advances in Nonlinear Analysis written by Michel Chipot and published by World Scientific. This book was released on 2008 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume considers the most recent advances in various topics in partial differential equations. Many important issues such as evolution problems, their asymptotic behavior and their qualitative properties are addressed. The quality and completeness of the articles make this book both a source of inspiration and reference for future research.
Download or read book Probability Theory written by Heinz Bauer and published by Walter de Gruyter. This book was released on 2011-05-03 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 35 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob. Titles in planning include Mark M. Meerschaert, Alla Sikorskii, and Mohsen Zayernouri, Stochastic Models for Fractional Calculus, second edition (2018) Flavia Smarazzo and Alberto Tesei, Measure Theory: Radon Measures, Young Measures and Applications to Parabolic Problems (2019) Elena Cordero and Luigi Rodino, Time-Frequency Analysis of Operators (2019) Kezheng Li, Group Schemes and Their Actions (2019; together with Tsinghua University Press) Kai Liu, Ilpo Laine, and Lianzhong Yang, Complex Differential-Difference Equations (2021) Rajendra Vasant Gurjar, Kayo Masuda, and Masayoshi Miyanishi, Affine Space Fibrations (2022)
