Download or read book Ergodicity for Infinite Dimensional Systems written by Giuseppe Da Prato and published by Cambridge University Press. This book was released on 1996-05-16 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the only book on stochastic modelling of infinite dimensional dynamical systems.
Download or read book Ergodicity for Infinite Dimensional Systems written by Giuseppe Da Prato and published by . This book was released on 1996 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Introduction to Infinite Dimensional Analysis written by Giuseppe Da Prato and published by Springer Science & Business Media. This book was released on 2006-08-25 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.
Download or read book Ergodicity for Infinite Dimensional Systems written by Giuseppe Da Prato and published by . This book was released on 1996 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Ergodic Theory written by I. P. Cornfeld and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ergodic theory is one of the few branches of mathematics which has changed radically during the last two decades. Before this period, with a small number of exceptions, ergodic theory dealt primarily with averaging problems and general qualitative questions, while now it is a powerful amalgam of methods used for the analysis of statistical properties of dyna mical systems. For this reason, the problems of ergodic theory now interest not only the mathematician, but also the research worker in physics, biology, chemistry, etc. The outline of this book became clear to us nearly ten years ago but, for various reasons, its writing demanded a long period of time. The main principle, which we adhered to from the beginning, was to develop the approaches and methods or ergodic theory in the study of numerous concrete examples. Because of this, Part I of the book contains the description of various classes of dynamical systems, and their elementary analysis on the basis of the fundamental notions of ergodicity, mixing, and spectra of dynamical systems. Here, as in many other cases, the adjective" elementary" i~ not synonymous with "simple. " Part II is devoted to "abstract ergodic theory. " It includes the construc tion of direct and skew products of dynamical systems, the Rohlin-Halmos lemma, and the theory of special representations of dynamical systems with continuous time. A considerable part deals with entropy.
Download or read book Operator Theoretic Aspects of Ergodic Theory written by Tanja Eisner and published by Springer. This book was released on 2015-11-18 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stunning recent results by Host–Kra, Green–Tao, and others, highlight the timeliness of this systematic introduction to classical ergodic theory using the tools of operator theory. Assuming no prior exposure to ergodic theory, this book provides a modern foundation for introductory courses on ergodic theory, especially for students or researchers with an interest in functional analysis. While basic analytic notions and results are reviewed in several appendices, more advanced operator theoretic topics are developed in detail, even beyond their immediate connection with ergodic theory. As a consequence, the book is also suitable for advanced or special-topic courses on functional analysis with applications to ergodic theory. Topics include: • an intuitive introduction to ergodic theory • an introduction to the basic notions, constructions, and standard examples of topological dynamical systems • Koopman operators, Banach lattices, lattice and algebra homomorphisms, and the Gelfand–Naimark theorem • measure-preserving dynamical systems • von Neumann’s Mean Ergodic Theorem and Birkhoff’s Pointwise Ergodic Theorem • strongly and weakly mixing systems • an examination of notions of isomorphism for measure-preserving systems • Markov operators, and the related concept of a factor of a measure preserving system • compact groups and semigroups, and a powerful tool in their study, the Jacobs–de Leeuw–Glicksberg decomposition • an introduction to the spectral theory of dynamical systems, the theorems of Furstenberg and Weiss on multiple recurrence, and applications of dynamical systems to combinatorics (theorems of van der Waerden, Gallai,and Hindman, Furstenberg’s Correspondence Principle, theorems of Roth and Furstenberg–Sárközy) Beyond its use in the classroom, Operator Theoretic Aspects of Ergodic Theory can serve as a valuable foundation for doing research at the intersection of ergodic theory and operator theory
Download or read book Stochastic Differential Equations Theory And Applications A Volume In Honor Of Professor Boris L Rozovskii written by Peter H Baxendale and published by World Scientific. This book was released on 2007-04-19 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract the attention of mathematicians of all generations. Together with a short but thorough introduction to SPDEs, it presents a number of optimal, and essentially unimprovable, results about solvability for a large class of both linear and non-linear equations.The other papers in this volume were specially written for the occasion of Prof Rozovskii's 60th birthday. They tackle a wide range of topics in the theory and applications of stochastic differential equations, both ordinary and with partial derivatives.
Download or read book Xivth International Congress On Mathematical Physics written by Jean-claude Zambrini and published by World Scientific. This book was released on 2006-03-07 with total page 718 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 2003 the XIV International Congress on Mathematical Physics (ICMP) was held in Lisbon with more than 500 participants. Twelve plenary talks were given in various fields of Mathematical Physics: E Carlen «On the relation between the Master equation and the Boltzmann Equation in Kinetic Theory»; A Chenciner «Symmetries and “simple” solutions of the classical n-body problem»; M J Esteban «Relativistic models in atomic and molecular physics»; K Fredenhagen «Locally covariant quantum field theory»; K Gawedzki «Simple models of turbulent transport»; I Krichever «Algebraic versus Liouville integrability of the soliton systems»; R V Moody «Long-range order and diffraction in mathematical quasicrystals»; S Smirnov «Critical percolation and conformal invariance»; J P Solovej «The energy of charged matter»; V Schomerus «Strings through the microscope»; C Villani «Entropy production and convergence to equilibrium for the Boltzmann equation»; D Voiculescu «Aspects of free probability».The book collects as well carefully selected invited Session Talks in: Dynamical Systems, Integrable Systems and Random Matrix Theory, Condensed Matter Physics, Equilibrium Statistical Mechanics, Quantum Field Theory, Operator Algebras and Quantum Information, String and M Theory, Fluid Dynamics and Nonlinear PDE, General Relativity, Nonequilibrium Statistical Mechanics, Quantum Mechanics and Spectral Theory, Path Integrals and Stochastic Analysis.
Download or read book Stochastically Forced Compressible Fluid Flows written by Dominic Breit and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-01-22 with total page 423 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains a first systematic study of compressible fluid flows subject to stochastic forcing. The bulk is the existence of dissipative martingale solutions to the stochastic compressible Navier-Stokes equations. These solutions are weak in the probabilistic sense as well as in the analytical sense. Moreover, the evolution of the energy can be controlled in terms of the initial energy. We analyze the behavior of solutions in short-time (where unique smooth solutions exists) as well as in the long term (existence of stationary solutions). Finally, we investigate the asymptotics with respect to several parameters of the model based on the energy inequality. Contents Part I: Preliminary results Elements of functional analysis Elements of stochastic analysis Part II: Existence theory Modeling fluid motion subject to random effects Global existence Local well-posedness Relative energy inequality and weak–strong uniqueness Part III: Applications Stationary solutions Singular limits
Download or read book Stochastic Optimal Control in Infinite Dimension written by Giorgio Fabbri and published by Springer. This book was released on 2017-06-22 with total page 928 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
Download or read book Navier Stokes Equations written by Rodolfo Salvi and published by CRC Press. This book was released on 1998-05-20 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the texts of selected lectures delivered at the "International Conference on Navier-Stokes Equations: Theory and Numerical Methods," held during 1997 in Varenna, Lecco (Italy). In recent years, the interest in mathematical theory of phenomena in fluid mechanics has increased, particularly from the point of view of numerical analysis. The book surveys recent developments in Navier-Stokes equations and their applications, and contains contributions from leading experts in the field. It will be a valuable resource for all researchers in fluid dynamics.
Download or read book Mathematics of Complexity and Dynamical Systems written by Robert A. Meyers and published by Springer Science & Business Media. This book was released on 2011-10-05 with total page 1885 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of Complexity and Dynamical Systems is an authoritative reference to the basic tools and concepts of complexity, systems theory, and dynamical systems from the perspective of pure and applied mathematics. Complex systems are systems that comprise many interacting parts with the ability to generate a new quality of collective behavior through self-organization, e.g. the spontaneous formation of temporal, spatial or functional structures. These systems are often characterized by extreme sensitivity to initial conditions as well as emergent behavior that are not readily predictable or even completely deterministic. The more than 100 entries in this wide-ranging, single source work provide a comprehensive explication of the theory and applications of mathematical complexity, covering ergodic theory, fractals and multifractals, dynamical systems, perturbation theory, solitons, systems and control theory, and related topics. Mathematics of Complexity and Dynamical Systems is an essential reference for all those interested in mathematical complexity, from undergraduate and graduate students up through professional researchers.
Download or read book Mathematical Structures of Ergodicity and Chaos in Population Dynamics written by Paweł J. Mitkowski and published by Springer Nature. This book was released on 2020-09-19 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concerns issues related to biomathematics, medicine, or cybernetics as practiced by engineers. Considered population dynamics models are still in the interest of researchers, and even this interest is increasing, especially now in the time of SARS-CoV-2 coronavirus pandemic, when models are intensively studied in order to help predict its behaviour within human population. The structures of population dynamics models and practical methods of finding their solutions are discussed. Finally, the hypothesis of the existence of non-trivial ergodic properties of the model of erythropoietic response dynamics formulated by A. Lasota in the form of delay differential equation with unimodal feedback is analysed. The research can be compared with actual medical data, as well as shows that the structures of population models can reflect the dynamic structures of reality.
Download or read book Amplitude Equations For Stochastic Partial Differential Equations written by Dirk Blomker and published by World Scientific. This book was released on 2007-04-24 with total page 137 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community, such as for convective instabilities, without reliable error estimates at hand. This book is the first step in closing this gap.The author provides details about the reduction of dynamics to more simpler equations via amplitude or modulation equations, which relies on the natural separation of time-scales present near a change of stability.For students, the book provides a lucid introduction to the subject highlighting the new tools necessary for stochastic equations, while serving as an excellent guide to recent research.
Download or read book Algebraic Theory of Differential Equations written by and published by Cambridge University Press. This book was released on with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Non equilibrium Statistical Mechanics and Turbulence written by John Cardy and published by Cambridge University Press. This book was released on 2008-12-11 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained volume introduces modern methods of statistical mechanics in turbulence, with three harmonised lecture courses by world class experts.
Download or read book Words written by Dan Segal and published by Cambridge University Press. This book was released on 2009-07-16 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explores fundamental questions about the behaviour of word-values in groups.
