Download or read book From Elementary Probability to Stochastic Differential Equations with MAPLE written by Sasha Cyganowski and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.
Download or read book From Elementary Probability to Stochastic Differential Equations with Maple r written by Sasha Cyganowski and published by . This book was released on 2001-11-20 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Elementary Applications of Probability Theory written by Henry C. Tuckwell and published by Routledge. This book was released on 2018-02-06 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a clear and straightforward introduction to applications of probability theory with examples given in the biological sciences and engineering. The first chapter contains a summary of basic probability theory. Chapters two to five deal with random variables and their applications. Topics covered include geometric probability, estimation of animal and plant populations, reliability theory and computer simulation. Chapter six contains a lucid account of the convergence of sequences of random variables, with emphasis on the central limit theorem and the weak law of numbers. The next four chapters introduce random processes, including random walks and Markov chains illustrated by examples in population genetics and population growth. This edition also includes two chapters which introduce, in a manifestly readable fashion, the topic of stochastic differential equations and their applications.
Download or read book Random Differential Equations in Scientific Computing written by Tobias Neckel and published by Walter de Gruyter. This book was released on 2013-12-17 with total page 650 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a holistic and self-contained treatment of the analysis and numerics of random differential equations from a problem-centred point of view. An interdisciplinary approach is applied by considering state-of-the-art concepts of both dynamical systems and scientific computing. The red line pervading this book is the two-fold reduction of a random partial differential equation disturbed by some external force as present in many important applications in science and engineering. First, the random partial differential equation is reduced to a set of random ordinary differential equations in the spirit of the method of lines. These are then further reduced to a family of (deterministic) ordinary differential equations. The monograph will be of benefit, not only to mathematicians, but can also be used for interdisciplinary courses in informatics and engineering.
Download or read book An Introduction to Ordinary Differential Equations written by Ravi P. Agarwal and published by Springer Science & Business Media. This book was released on 2008-12-10 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ordinary differential equations serve as mathematical models for many exciting real world problems. Rapid growth in the theory and applications of differential equations has resulted in a continued interest in their study by students in many disciplines. This textbook organizes material around theorems and proofs, comprising of 42 class-tested lectures that effectively convey the subject in easily manageable sections. The presentation is driven by detailed examples that illustrate how the subject works. Numerous exercise sets, with an "answers and hints" section, are included. The book further provides a background and history of the subject.
Download or read book Theory and Numerics of Differential Equations written by James Blowey and published by Springer Science & Business Media. This book was released on 2001-08-28 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: A compilation of detailed lecture notes on six topics at the forefront of current research in numerical analysis and applied mathematics. Each set of notes presents a self-contained guide to a current research area and has an extensive bibliography. In addition, most of the notes contain detailed proofs of the key results. The notes start from a level suitable for first year graduate students in applied mathematics, mathematical analysis or numerical analysis, and proceed to current research topics. The reader should therefore be able to quickly gain an insight into the important results and techniques in each area without recourse to the large research literature. Current (unsolved) problems are also described and directions for future research is given.
Download or read book Numerical Treatment of Partial Differential Equations written by Christian Grossmann and published by Springer Science & Business Media. This book was released on 2007-10-04 with total page 601 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with discretization techniques for partial differential equations of elliptic, parabolic and hyperbolic type. It provides an introduction to the main principles of discretization and gives a presentation of the ideas and analysis of advanced numerical methods in the area. The book is mainly dedicated to finite element methods, but it also discusses difference methods and finite volume techniques. Coverage offers analytical tools, properties of discretization techniques and hints to algorithmic aspects. It also guides readers to current developments in research.
Download or read book Partial Differential Equations written by Friedrich Sauvigny and published by Springer Science & Business Media. This book was released on 2006-10-04 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive two-volume textbook covers the whole area of Partial Differential Equations - of the elliptic, parabolic, and hyperbolic type - in two and several variables. Special emphasis is placed on the connection of PDEs and complex variable methods. In this first volume the following topics are treated: Integration and differentiation on manifolds, Functional analytic foundations, Brouwer's degree of mapping, Generalized analytic functions, Potential theory and spherical harmonics, Linear partial differential equations. We solve partial differential equations via integral representations in this volume, reserving functional analytic solution methods for Volume Two.
Download or read book Partial Differential Equations 2 written by Friedrich Sauvigny and published by Springer Science & Business Media. This book was released on 2006-10-11 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: This encyclopedic work covers the whole area of Partial Differential Equations - of the elliptic, parabolic, and hyperbolic type - in two and several variables. Emphasis is placed on the connection of PDEs and complex variable methods. This second volume addresses Solvability of operator equations in Banach spaces; Linear operators in Hilbert spaces and spectral theory; Schauder's theory of linear elliptic differential equations; Weak solutions of differential equations; Nonlinear partial differential equations and characteristics; Nonlinear elliptic systems with differential-geometric applications. While partial differential equations are solved via integral representations in the preceding volume, this volume uses functional analytic solution methods.
Download or read book Stochastic Numerics for Mathematical Physics written by Grigori Noah Milstein and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce solution of multi-dimensional problems for partial differential equations to integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. The authors propose many new special schemes, some published here for the first time. In the second part of the book they construct numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
Download or read book Applied Stochastic Processes and Control for Jump Diffusions written by Floyd B. Hanson and published by SIAM. This book was released on 2007-11-22 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: A practical, entry-level text integrating the basic principles of applied mathematics and probability, and computational science.
Download or read book Introduction to Nonlinear Dispersive Equations written by Felipe Linares and published by Springer Science & Business Media. This book was released on 2009-02-21 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this textbook is to introduce the theory of nonlinear dispersive equations to graduate students in a constructive way. The first three chapters are dedicated to preliminary material, such as Fourier transform, interpolation theory and Sobolev spaces. The authors then proceed to use the linear Schrodinger equation to describe properties enjoyed by general dispersive equations. This information is then used to treat local and global well-posedness for the semi-linear Schrodinger equations. The end of each chapter contains recent developments and open problems, as well as exercises.
Download or read book Applied Stochastic Processes written by Mario Lefebvre and published by Springer Science & Business Media. This book was released on 2007-12-14 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book uses a distinctly applied framework to present the most important topics in stochastic processes, including Gaussian and Markovian processes, Markov Chains, Poisson processes, Brownian motion and queueing theory. The book also examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes. It contains numerous examples and approximately 350 advanced problems that reinforce both concepts and applications. Entertaining mini-biographies of mathematicians give an enriching historical context. The book includes statistical tables and solutions to the even-numbered problems at the end.
Download or read book Algebraic Combinatorics written by Peter Orlik and published by Springer Science & Business Media. This book was released on 2007-03-02 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: Each year since 1996 the universities of Bergen, Oslo and Trondheim have organized summer schools in Nordfjordeid in various topics in algebra and related ?elds. Nordfjordeid is the birthplace of Sophus Lie, and is a village on the western coast of Norway situated among fjords and mountains, with sp- tacularscenerywhereveryougo. AssuchitisawelcomeplaceforbothNor- gian and international participants and lecturers. The theme for the summer school in 2003 was Algebraic Combinatorics. The organizing committee c- sisted of Gunnar Fløystad and Stein Arild Strømme (Bergen), Geir Ellingsrud and Kristian Ranestad (Oslo), and Alexej Rudakov and Sverre Smalø (Tro- heim). The summer school was partly ?nanced by NorFa-Nordisk Forsker- danningsakademi. With combinatorics reaching into and playing an important part of ever more areas in mathematics, in particular algebra, algebraic combinatorics was a timely theme. The ?st lecture series “Hyperplane arrangements” was given by Peter Orlik. He came as a refugee to Norway, eighteen years old, after the insurrection in Hungary in 1956. Despite now having lived more than four decades in the United States, he impressed us by speaking ?uent Norwegian without a trace of accent. The second lecture series “Discrete Morse theory and free resolutions” was given by Volkmar Welker. These two topics ori- nate back in the second half of the nineteenth century with simple problems on arrangements of lines in the plane and Hilberts syzygy theorem.
Download or read book Motivic Homotopy Theory written by Bjørn Ian Dundas and published by Springer Science & Business Media. This book was released on 2007 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is based on lectures given at a summer school on motivic homotopy theory at the Sophus Lie Centre in Nordfjordeid, Norway, in August 2002. Vladimir Voevodsky is one of the founders of the theory and received the Fields medal for his work.
Download or read book Aspects of Brownian Motion written by Roger Mansuy and published by Springer Science & Business Media. This book was released on 2008-09-16 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes. This book focuses on special classes of Brownian functionals, including Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brownian local times; Exponential functionals of Brownian motion with drift; Time spent by Brownian motion below a multiple of its one-sided supremum.
Download or read book Proof Theory written by Wolfram Pohlers and published by Springer Science & Business Media. This book was released on 2008-10-01 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: The kernel of this book consists of a series of lectures on in?nitary proof theory which I gave during my time at the Westfalische ̈ Wilhelms–Universitat ̈ in Munster ̈ . It was planned as a successor of Springer Lecture Notes in Mathematics 1407. H- ever, when preparing it, I decided to also include material which has not been treated in SLN 1407. Since the appearance of SLN 1407 many innovations in the area of - dinal analysis have taken place. Just to mention those of them which are addressed in this book: Buchholz simpli?ed local predicativity by the invention of operator controlled derivations (cf. Chapter 9, Chapter 11); Weiermann detected applications of methods of impredicative proof theory to the characterization of the provable recursive functions of predicative theories (cf. Chapter 10); Beckmann improved Gentzen’s boundedness theorem (which appears as Stage Theorem (Theorem 6. 6. 1) in this book) to Theorem 6. 6. 9, a theorem which is very satisfying in itself - though its real importance lies in the ordinal analysis of systems, weaker than those treated here. Besides these innovations I also decided to include the analysis of the theory (? –REF) as an example of a subtheory of set theory whose ordinal analysis only 2 0 requires a ?rst step into impredicativity. The ordinal analysis of(? –FXP) of non- 0 1 0 monotone? –de?nable inductive de?nitions in Chapter 13 is an application of the 1 analysis of(? –REF).
