Download or read book Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations written by Constantin Vârsan and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main part of the book is based on a one semester graduate course for students in mathematics. I have attempted to develop the theory of hyperbolic systems of differen tial equations in a systematic way, making as much use as possible ofgradient systems and their algebraic representation. However, despite the strong sim ilarities between the development of ideas here and that found in a Lie alge bras course this is not a book on Lie algebras. The order of presentation has been determined mainly by taking into account that algebraic representation and homomorphism correspondence with a full rank Lie algebra are the basic tools which require a detailed presentation. I am aware that the inclusion of the material on algebraic and homomorphism correspondence with a full rank Lie algebra is not standard in courses on the application of Lie algebras to hyperbolic equations. I think it should be. Moreover, the Lie algebraic structure plays an important role in integral representation for solutions of nonlinear control systems and stochastic differential equations yelding results that look quite different in their original setting. Finite-dimensional nonlin ear filters for stochastic differential equations and, say, decomposability of a nonlinear control system receive a common understanding in this framework.
Download or read book Pseudo Differential Operators Generalized Functions and Asymptotics written by Shahla Molahajloo and published by Springer Science & Business Media. This book was released on 2013-02-26 with total page 371 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of twenty peer-reviewed papers from the special session on pseudodifferential operators and the special session on generalized functions and asymptotics at the Eighth Congress of ISAAC held at the Peoples’ Friendship University of Russia in Moscow on August 22‒27, 2011. The category of papers on pseudo-differential operators contains such topics as elliptic operators assigned to diffeomorphisms of smooth manifolds, analysis on singular manifolds with edges, heat kernels and Green functions of sub-Laplacians on the Heisenberg group and Lie groups with more complexities than but closely related to the Heisenberg group, Lp-boundedness of pseudo-differential operators on the torus, and pseudo-differential operators related to time-frequency analysis. The second group of papers contains various classes of distributions and algebras of generalized functions with applications in linear and nonlinear differential equations, initial value problems and boundary value problems, stochastic and Malliavin-type differential equations. This second group of papers are related to the third collection of papers via the setting of Colombeau-type spaces and algebras in which microlocal analysis is developed by means of techniques in asymptotics. The volume contains the synergies of the three areas treated and is a useful complement to volumes 155, 164, 172, 189, 205 and 213 published in the same series in, respectively, 2004, 2006, 2007, 2009, 2010 and 2011.
Download or read book Methods of Noncommutative Analysis written by V. E. Nazaĭkinskiĭ and published by Walter de Gruyter. This book was released on 1996 with total page 388 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 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) Mark M. Meerschaert, Alla Sikorskii, and Mohsen Zayernouri, Stochastic and Computational Models for Fractional Calculus, second edition (2020) Mariusz Lemańczyk, Ergodic Theory: Spectral Theory, Joinings, and Their Applications (2020) Marco Abate, Holomorphic Dynamics on Hyperbolic Complex Manifolds (2021) Miroslava Antić, Joeri Van der Veken, and Luc Vrancken, Differential Geometry of Submanifolds: Submanifolds of Almost Complex Spaces and Almost Product Spaces (2021) Kai Liu, Ilpo Laine, and Lianzhong Yang, Complex Differential-Difference Equations (2021) Rajendra Vasant Gurjar, Kayo Masuda, and Masayoshi Miyanishi, Affine Space Fibrations (2022)
Download or read book Recent Development in Stochastic Dynamics and Stochastic Analysis written by Jinqiao Duan and published by World Scientific. This book was released on 2010 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Hyperbolic equations with random boundary conditions / Zdzisław Brzeźniak and Szymon Peszat -- 2. Decoherent information of quantum operations / Xuelian Cao, Nan Li and Shunlong Luo -- 3. Stabilization of evolution equations by noise / Tomás Caraballo and Peter E. Kloeden -- 4. Stochastic quantification of missing mechanisms in dynamical systems / Baohua Chen and Jinqiao Duan -- 5. Banach space-valued functionals of white noise / Yin Chen and Caishi Wang -- 6. Hurst index estimation for self-similar processes with long-memory / Alexandra Chronopoulou and Frederi G. Viens -- 7. Modeling colored noise by fractional Brownian motion / Jinqiao Duan, Chujin Li and Xiangjun Wang -- 8. A sufficient condition for non-explosion for a class of stochastic partial differential equations / Hongbo Fu, Daomin Cao and Jinqiao Duan -- 9. The influence of transaction costs on optimal control for an insurance company with a new value function / Lin He, Zongxia Liang and Fei Xing -- 10. Limit theorems for p-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for paleo-climatic data / Claudia Hein, Peter Imkeller and Ilya Pavlyukevich -- 11. Class II semi-subgroups of the infinite dimensional rotation group and associated Lie algebra / Takeyuki Hida and Si Si -- 12. Stopping Weyl processes / Robin L. Hudson -- 13. Karhunen-Loéve expansion for stochastic convolution of cylindrical fractional Brownian motions / Zongxia Liang -- 14. Stein's method meets Malliavin calculus : a short survey with new estimates / Ivan Nourdin and Giovanni Peccati -- 15. On stochastic integrals with respect to an infinite number of Poisson point process and its applications / Guanglin Rang, Qing Li and Sheng You -- 16. Lévy white noise, elliptic SPDEs and Euclidean random fields / Jiang-Lun Wu -- 17. A short presentation of Choquet integral / Jia-An Yan
Download or read book Hyperbolic Problems Theory Numerics Applications written by Heinrich Freistühler and published by Birkhäuser. This book was released on 2012-12-06 with total page 471 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hyperbolic partial differential equations describe phenomena of material or wave transport in physics, biology and engineering, especially in the field of fluid mechanics. The mathematical theory of hyperbolic equations has recently made considerable progress. Accurate and efficient numerical schemes for computation have been and are being further developed. This two-volume set of conference proceedings contains about 100 refereed and carefully selected papers. The books are intended for researchers and graduate students in mathematics, science and engineering interested in the most recent results in theory and practice of hyperbolic problems. Applications touched in these proceedings concern one-phase and multiphase fluid flow, phase transitions, shallow water dynamics, elasticity, extended thermodynamics, electromagnetism, classical and relativistic magnetohydrodynamics, cosmology. Contributions to the abstract theory of hyperbolic systems deal with viscous and relaxation approximations, front tracking and wellposedness, stability of shock profiles and multi-shock patterns, traveling fronts for transport equations. Numerically oriented articles study finite difference, finite volume, and finite element schemes, adaptive, multiresolution, and artificial dissipation methods.
Download or read book Hyperbolic Problems written by Song Jiang and published by World Scientific. This book was released on 2012 with total page 793 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-volume book is devoted to mathematical theory, numerics and applications of hyperbolic problems. Hyperbolic problems have not only a long history but also extremely rich physical background. The development is highly stimulated by their applications to Physics, Biology, and Engineering Sciences; in particular, by the design of effective numerical algorithms. Due to recent rapid development of computers, more and more scientists use hyperbolic partial differential equations and related evolutionary equations as basic tools when proposing new mathematical models of various phenomena and related numerical algorithms.This book contains 80 original research and review papers which are written by leading researchers and promising young scientists, which cover a diverse range of multi-disciplinary topics addressing theoretical, modeling and computational issues arising under the umbrella of OC Hyperbolic Partial Differential EquationsOCO. It is aimed at mathematicians, researchers in applied sciences and graduate students."
Download or read book Pseudo Differential Operators and Generalized Functions written by Stevan Pilipović and published by Birkhäuser. This book was released on 2015-04-27 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers peer-reviewed contributions representing modern trends in the theory of generalized functions and pseudo-differential operators. It is dedicated to Professor Michael Oberguggenberger (Innsbruck University, Austria) in honour of his 60th birthday. The topics covered were suggested by the ISAAC Group in Generalized Functions (GF) and the ISAAC Group in Pseudo-Differential Operators (IGPDO), which met at the 9th ISAAC congress in Krakow, Poland in August 2013. Topics include Columbeau algebras, ultra-distributions, partial differential equations, micro-local analysis, harmonic analysis, global analysis, geometry, quantization, mathematical physics, and time-frequency analysis. Featuring both essays and research articles, the book will be of great interest to graduate students and researchers working in analysis, PDE and mathematical physics, while also offering a valuable complement to the volumes on this topic previously published in the OT series.
Download or read book Lie Theoretic Ode Numerical Analysis Mechanics and Differential Systems written by Robert Hermann and published by Math-Sci Press. This book was released on 1994 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book American Book Publishing Record written by and published by . This book was released on 2000 with total page 1886 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book New Trends in the Theory of Hyperbolic Equations written by Michael Reissig and published by Springer Science & Business Media. This book was released on 2006-03-21 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting several developments in the theory of hyperbolic equations, this book's contributions deal with questions of low regularity, critical growth, ill-posedness, decay estimates for solutions of different non-linear hyperbolic models, and introduce new approaches based on microlocal methods.
Download or read book Nonlinear Theory of Generalized Functions written by Michael Oberguggenberger and published by Routledge. This book was released on 2022-02-28 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Questions regarding the interplay of nonlinearity and the creation and propagation of singularities arise in a variety of fields-including nonlinear partial differential equations, noise-driven stochastic partial differential equations, general relativity, and geometry with singularities. A workshop held at the Erwin-Schrödinger International Institute for Mathematical Physics in Vienna investigated these questions and culminated in this volume of invited papers from experts in the fields of nonlinear partial differential equations, structure theory of generalized functions, geometry and general relativity, stochastic partial differential equations, and nonstandard analysis. The authors provide the latest research relevant to work in partial differential equations, mathematical physics, and nonlinear analysis. With a focus on applications, this books provides a compilation of recent approaches to the problem of singularities in nonlinear models. The theory of differential algebras of generalized functions serves as the central theme of the project, along with its interrelations with classical methods.
Download or read book L vy Processes written by Ole E Barndorff-Nielsen 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: A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lévy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume, with an excellent introductory preface, describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face of a rather aged class of processes. An extensive bibliography at the end of each article makes this an invaluable comprehensive reference text. For the researcher and graduate student, every article contains open problems and points out directions for futurearch. The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lévy processes.
Download or read book Heat Kernel on Lie Groups and Maximally Symmetric Spaces written by Ivan G. Avramidi and published by Springer Nature. This book was released on 2023-05-27 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph studies the heat kernel for the spin-tensor Laplacians on Lie groups and maximally symmetric spaces. It introduces many original ideas, methods, and tools developed by the author and provides a list of all known exact results in explicit form – and derives them – for the heat kernel on spheres and hyperbolic spaces. Part I considers the geometry of simple Lie groups and maximally symmetric spaces in detail, and Part II discusses the calculation of the heat kernel for scalar, spinor, and generic Laplacians on spheres and hyperbolic spaces in various dimensions. This text will be a valuable resource for researchers and graduate students working in various areas of mathematics – such as global analysis, spectral geometry, stochastic processes, and financial mathematics – as well in areas of mathematical and theoretical physics – including quantum field theory, quantum gravity, string theory, and statistical physics.
Download or read book Approximation Theorems of Wong Zakai Type for Stochastic Differential Equations in Infinite Dimensions written by Krystyna Twardowska and published by . This book was released on 1993 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Grants and Awards for the Fiscal Year Ended written by National Science Foundation (U.S.) and published by . This book was released on 1981 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Some Problems On Nonlinear Hyperbolic Equations And Applications written by Tatsien Li and published by World Scientific. This book was released on 2010-09-21 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is composed of two parts: Mathematical and Numerical Analysis for Strongly Nonlinear Plasma Models and Exact Controllability and Observability for Quasilinear Hyperbolic Systems and Applications. It presents recent progress and results obtained in the domains related to both subjects without attaching much importance to the details of proofs but rather to difficulties encountered, to open problems and possible ways to be exploited. It will be very useful for promoting further study on some important problems in the future.
Download or read book Volterra and Integral Equations of Vector Functions written by Martin Vath and published by CRC Press. This book was released on 2000-01-03 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Develops and applies topological and algebraic methods to study abstract Volterra operators and differential equations arising in models for ""real-world"" phenomena in physics, biology, and a host of other disciplines. Presents completely new results that appear in book form for the first time."
