Download or read book Functional Integration and Partial Differential Equations AM 109 Volume 109 written by Mark Iosifovich Freidlin and published by Princeton University Press. This book was released on 2016-03-02 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses some aspects of the theory of partial differential equations from the viewpoint of probability theory. It is intended not only for specialists in partial differential equations or probability theory but also for specialists in asymptotic methods and in functional analysis. It is also of interest to physicists who use functional integrals in their research. The work contains results that have not previously appeared in book form, including research contributions of the author.
Download or read book Functional Integration and Partial Differential Equations written by Mark Iosifovich Freidlin and published by Princeton University Press. This book was released on 1985-08-21 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book discusses some aspects of the theory of partial differential equations from the viewpoint of probability theory. It is intended not only for specialists in partial differential equations or probability theory but also for specialists in asymptotic methods and in functional analysis. It is also of interest to physicists who use functional integrals in their research. The work contains results that have not previously appeared in book form, including research contributions of the author"--Publisher description.
Download or read book Stochastic Partial Differential Equations written by Sergey V. Lototsky and published by Springer. This book was released on 2017-07-06 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected to the material discussed at a particular place in the text. The questions usually ask to verify something, so that the reader already knows the answer and, if pressed for time, can move on. Accordingly, no solutions are provided, but there are often hints on how to proceed. The book will be of interest to everybody working in the area of stochastic analysis, from beginning graduate students to experts in the field.
Download or read book Recent Developments in Nonlinear Partial Differential Equations written by Donatella Danielli and published by American Mathematical Soc.. This book was released on 2007 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains research and expository articles based on talks presented at the 2nd Symposium on Analysis and PDEs, held at Purdue University. The Symposium focused on topics related to the theory and applications of nonlinear partial differential equations that are at the forefront of current international research. Papers in this volume provide a comprehensive account of many of the recent developments in the field. The topics featured in this volume include: kinetic formulations of nonlinear PDEs; recent unique continuation results and their applications; concentrations and constrained Hamilton-Jacobi equations; nonlinear Schrodinger equations; quasiminimal sets for Hausdorff measures; Schrodinger flows into Kahler manifolds; and parabolic obstacle problems with applications to finance. The clear and concise presentation in many articles makes this volume suitable for both researchers and graduate students.
Download or read book Lectures on Random Interfaces written by Tadahisa Funaki and published by Springer. This book was released on 2016-12-27 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: Interfaces are created to separate two distinct phases in a situation in which phase coexistence occurs. This book discusses randomly fluctuating interfaces in several different settings and from several points of view: discrete/continuum, microscopic/macroscopic, and static/dynamic theories. The following four topics in particular are dealt with in the book.Assuming that the interface is represented as a height function measured from a fixed-reference discretized hyperplane, the system is governed by the Hamiltonian of gradient of the height functions. This is a kind of effective interface model called ∇φ-interface model. The scaling limits are studied for Gaussian (or non-Gaussian) random fields with a pinning effect under a situation in which the rate functional of the corresponding large deviation principle has non-unique minimizers.Young diagrams determine decreasing interfaces, and their dynamics are introduced. The large-scale behavior of such dynamics is studied from the points of view of the hydrodynamic limit and non-equilibrium fluctuation theory. Vershik curves are derived in that limit.A sharp interface limit for the Allen–Cahn equation, that is, a reaction–diffusion equation with bistable reaction term, leads to a mean curvature flow for the interfaces. Its stochastic perturbation, sometimes called a time-dependent Ginzburg–Landau model, stochastic quantization, or dynamic P(φ)-model, is considered. Brief introductions to Brownian motions, martingales, and stochastic integrals are given in an infinite dimensional setting. The regularity property of solutions of stochastic PDEs (SPDEs) of a parabolic type with additive noises is also discussed.The Kardar–Parisi–Zhang (KPZ) equation , which describes a growing interface with fluctuation, recently has attracted much attention. This is an ill-posed SPDE and requires a renormalization. Especially its invariant measures are studied.
Download or read book Partial Differential Equations III written by Michael E. Taylor and published by Springer Nature. This book was released on 2023-12-06 with total page 774 pages. Available in PDF, EPUB and Kindle. Book excerpt: The third of three volumes on partial differential equations, this is devoted to nonlinear PDE. It treats a number of equations of classical continuum mechanics, including relativistic versions, as well as various equations arising in differential geometry, such as in the study of minimal surfaces, isometric imbedding, conformal deformation, harmonic maps, and prescribed Gauss curvature. In addition, some nonlinear diffusion problems are studied. It also introduces such analytical tools as the theory of L^p Sobolev spaces, Holder spaces, Hardy spaces, and Morrey spaces, and also a development of Calderon-Zygmund theory and paradifferential operator calculus. The book is targeted at graduate students in mathematics and at professional mathematicians with an interest in partial differential equations, mathematical physics, differential geometry, harmonic analysis, and complex analysis. The third edition further expands the material by incorporating new theorems and applications throughout the book, and by deepening connections and relating concepts across chapters. It includes new sections on rigid body motion, on probabilistic results related to random walks, on aspects of operator theory related to quantum mechanics, on overdetermined systems, and on the Euler equation for incompressible fluids. The appendices have also been updated with additional results, ranging from weak convergence of measures to the curvature of Kahler manifolds. Michael E. Taylor is a Professor of Mathematics at the University of North Carolina, Chapel Hill, NC. Review of first edition: “These volumes will be read by several generations of readers eager to learn the modern theory of partial differential equations of mathematical physics and the analysis in which this theory is rooted.” (Peter Lax, SIAM review, June 1998)
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 Existence Theorems in Partial Differential Equations AM 23 Volume 23 written by Dorothy L. Bernstein and published by Princeton University Press. This book was released on 2016-03-02 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: The description for this book, Existence Theorems in Partial Differential Equations. (AM-23), Volume 23, will be forthcoming.
Download or read book Recent Advances in Nonlinear Elliptic and Parabolic Problems written by Philippe Bénilan and published by Longman. This book was released on 1989 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects most of the lectures and communications presented to the International Conference which took place in Nancy in March 1988. The main issues addressed were: nonlinear elliptic equations and systems, parabolic equations, time-dependent systems and the calculus of variations.
Download or read book Brownian Motion written by René L. Schilling and published by Walter de Gruyter GmbH & Co KG. This book was released on 2021-09-07 with total page 533 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (applied) mathematicians, engineers and scientists alike. This book gives a gentle introduction to Brownian motion and stochastic processes, in general. Brownian motion plays a special role, since it shaped the whole subject, displays most random phenomena while being still easy to treat, and is used in many real-life models. Im this new edition, much material is added, and there are new chapters on ''Wiener Chaos and Iterated Itô Integrals'' and ''Brownian Local Times''.
Download or read book Stochastic Numerics for Mathematical Physics written by Grigori N. Milstein and published by Springer Nature. This book was released on 2021-12-03 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. 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, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
Download or read book Nine Papers on Partial Differential Equations and Functional Analysis written by and published by . This book was released on 1987 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Royal Society of London Catalogue of Scientific Papers 1800 1900 Subject Index Volume i Pure Mathematics written by and published by CUP Archive. This book was released on 1908 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Radio Science written by and published by . This book was released on 2005 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Catalogue of Scientific Papers 1800 1900 written by Royal Society (Great Britain) and published by . This book was released on 1908 with total page 738 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Catalogue of Scientific Papers Subject Index Pure mathematics written by Royal Society (Great Britain) and published by . This book was released on 1908 with total page 776 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Thirteen Papers on Functional Analysis and Partial Differential Equations written by M. S. Brodskii and published by American Mathematical Soc.. This book was released on 1965 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt:
