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EBookClubs

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Book The Probability Approach to Numerical Solution of Nonlinear Parabolic Equations

Download or read book The Probability Approach to Numerical Solution of Nonlinear Parabolic Equations written by Grigorij N. Milʹstejn and published by . This book was released on 1997 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Stochastic Numerics for Mathematical Physics

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.

Book Nonlinear Fokker Planck Equations

Download or read book Nonlinear Fokker Planck Equations written by T.D. Frank and published by Springer Science & Business Media. This book was released on 2005-12-08 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: Centered around the natural phenomena of relaxations and fluctuations, this monograph provides readers with a solid foundation in the linear and nonlinear Fokker-Planck equations that describe the evolution of distribution functions. It emphasizes principles and notions of the theory (e.g. self-organization, stochastic feedback, free energy, and Markov processes), while also illustrating the wide applicability (e.g. collective behavior, multistability, front dynamics, and quantum particle distribution). The focus is on relaxation processes in homogeneous many-body systems describable by nonlinear Fokker-Planck equations. Also treated are Langevin equations and correlation functions. Since these phenomena are exhibited by a diverse spectrum of systems, examples and applications span the fields of physics, biology and neurophysics, mathematics, psychology, and biomechanics.

Book An Exponential Function Approach To Parabolic Equations

Download or read book An Exponential Function Approach To Parabolic Equations written by Chin-yuan Lin and published by World Scientific. This book was released on 2014-08-08 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is on initial-boundary value problems for parabolic partial differential equations of second order. It rewrites the problems as abstract Cauchy problems or evolution equations, and then solves them by the technique of elementary difference equations. Because of this, the volume assumes less background and provides an easy approach for readers to understand.

Book Semi Lagrangian Approximation Schemes for Linear and Hamilton Jacobi Equations

Download or read book Semi Lagrangian Approximation Schemes for Linear and Hamilton Jacobi Equations written by Maurizio Falcone and published by SIAM. This book was released on 2014-01-31 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This largely self-contained book provides a unified framework of semi-Lagrangian strategy for the approximation of hyperbolic PDEs, with a special focus on Hamilton-Jacobi equations. The authors provide a rigorous discussion of the theory of viscosity solutions and the concepts underlying the construction and analysis of difference schemes; they then proceed to high-order semi-Lagrangian schemes and their applications to problems in fluid dynamics, front propagation, optimal control, and image processing. The developments covered in the text and the references come from a wide range of literature.

Book Nonclassical and Inverse Problems for Pseudoparabolic Equations

Download or read book Nonclassical and Inverse Problems for Pseudoparabolic Equations written by A. Asanov and published by VSP. This book was released on 1997 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Geometric Sturmian Theory of Nonlinear Parabolic Equations and Applications

Download or read book Geometric Sturmian Theory of Nonlinear Parabolic Equations and Applications written by Victor A. Galaktionov and published by CRC Press. This book was released on 2004-05-24 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike the classical Sturm theorems on the zeros of solutions of second-order ODEs, Sturm's evolution zero set analysis for parabolic PDEs did not attract much attention in the 19th century, and, in fact, it was lost or forgotten for almost a century. Briefly revived by Plya in the 1930's and rediscovered in part several times since, it was not un

Book Multiscale Numerical Methods for Some Types of Parabolic Equations

Download or read book Multiscale Numerical Methods for Some Types of Parabolic Equations written by Dukjin Nam and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: In this dissertation we study multiscale numerical methods for nonlinear parabolic equations, turbulent diffusion problems, and high contrast parabolic equations. We focus on designing and analysis of multiscale methods which can capture the effects of the small scale locally. At first, we study numerical homogenization of nonlinear parabolic equations in periodic cases. We examine the convergence of the numerical homogenization procedure formulated within the framework of the multiscale finite element method. The goal of the second problem is to develop efficient multiscale numerical techniques for solving turbulent diffusion equations governed by cellular flows. The solution near the separatrices can be approximated by the solution of a system of one dimensional heat equations on the graph. We study numerical implementation for this asymptotic approach, and spectral methods and finite difference scheme on exponential grids are used in solving coupled heat equations. The third problem we study is linear parabolic equations in strongly channelized media. We concentrate on showing that the solution depends on the steady state solution smoothly. As for the first problem, we obtain quantitive estimates for the convergence of the correctors and some parts of truncation error. These explicit estimates show us the sources of the resonance errors. We perform numerical implementations for the asymptotic approach in the second problem. We find that finite difference scheme with exponential grids are easy to implement and give us more accurate solutions while spectral methods have difficulties finding the constant states without major reformulation. Under some assumption, we justify rigorously the formal asymptotic expansion using a special coordinate system and asymptotic analysis with respect to high contrast for the third problem.

Book Parametric Continuation and Optimal Parametrization in Applied Mathematics and Mechanics

Download or read book Parametric Continuation and Optimal Parametrization in Applied Mathematics and Mechanics written by V.I. Shalashilin and published by Springer Science & Business Media. This book was released on 2003-09-30 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: The optimal continuation parameter provides the best conditions in a linearized system of equations at any moment of the continuation process. This is one of the first books in which the best parametrization is regarded systematically for a wide class of problems. It is of interest to scientists, specialists, and postgraduate students of applied and numerical mathematics and mechanics.

Book Analytic Semigroups and Optimal Regularity in Parabolic Problems

Download or read book Analytic Semigroups and Optimal Regularity in Parabolic Problems written by Alessandra Lunardi and published by Springer Science & Business Media. This book was released on 2012-12-13 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book shows how the abstract methods of analytic semigroups and evolution equations in Banach spaces can be fruitfully applied to the study of parabolic problems. Particular attention is paid to optimal regularity results in linear equations. Furthermore, these results are used to study several other problems, especially fully nonlinear ones. Owing to the new unified approach chosen, known theorems are presented from a novel perspective and new results are derived. The book is self-contained. It is addressed to PhD students and researchers interested in abstract evolution equations and in parabolic partial differential equations and systems. It gives a comprehensive overview on the present state of the art in the field, teaching at the same time how to exploit its basic techniques. - - - This very interesting book provides a systematic treatment of the basic theory of analytic semigroups and abstract parabolic equations in general Banach spaces, and how this theory may be used in the study of parabolic partial differential equations; it takes into account the developments of the theory during the last fifteen years. (...) For instance, optimal regularity results are a typical feature of abstract parabolic equations; they are comprehensively studied in this book, and yield new and old regularity results for parabolic partial differential equations and systems. (Mathematical Reviews) Motivated by applications to fully nonlinear problems the approach is focused on classical solutions with continuous or Hölder continuous derivatives. (Zentralblatt MATH)

Book Qualitative Theory of Parabolic Equations Part 1

Download or read book Qualitative Theory of Parabolic Equations Part 1 written by T. I. Zelenyak and published by Walter de Gruyter. This book was released on 2011-09-06 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the qualitative theory of ordinary differential equations, the Liapunov method plays a fundamental role. To use their analogs for the analysis of stability of solutions to parabolic, hyperparabolic, and other nonclassical equations and systems, time-invariant a priori estimates have to be devised for solutions. In this publication only parabolic problems are considered. Here lie, mainly, the problems which have been investigated most thoroughly --- the construction of Liapunov functionals which naturally generalize Liapunov functions for nonlinear parabolic equations of the second order with one spatial variable. The authors establish stabilizing solutions theorems, and the necessary and sufficient conditions of general and asymptotic stability of stationary solutions, including the so-called critical case. Attraction domains for stable solutions of mixed problems for these equations are described. Furthermore, estimates for the number of stationary solutions are obtained.

Book Linear Discrete Parabolic Problems

Download or read book Linear Discrete Parabolic Problems written by Nikolai Bakaev and published by Elsevier. This book was released on 2005-12-02 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume introduces a unified, self-contained study of linear discrete parabolic problems through reducing the starting discrete problem to the Cauchy problem for an evolution equation in discrete time. Accessible to beginning graduate students, the book contains a general stability theory of discrete evolution equations in Banach space and gives applications of this theory to the analysis of various classes of modern discretization methods, among others, Runge-Kutta and linear multistep methods as well as operator splitting methods. Key features: * Presents a unified approach to examining discretization methods for parabolic equations. * Highlights a stability theory of discrete evolution equations (discrete semigroups) in Banach space. * Deals with both autonomous and non-autonomous equations as well as with equations with memory. * Offers a series of numerous well-posedness and convergence results for various discretization methods as applied to abstract parabolic equations; among others, Runge-Kutta and linear multistep methods as well as certain operator splitting methods. * Provides comments of results and historical remarks after each chapter. · Presents a unified approach to examining discretization methods for parabolic equations. · Highlights a stability theory of discrete evolution equations (discrete semigroups) in Banach space. · Deals with both autonomous and non-autonomous equations as well as with equations with memory. · Offers a series of numerous well-posedness and convergence results for various discretization methods as applied to abstract parabolic equations; among others, Runge-Kutta and linear multistep methods as well as certain operator splitting methods as well as certain operator splitting methods are studied in detail. ·Provides comments of results and historical remarks after each chapter.

Book Blow Up in Quasilinear Parabolic Equations

Download or read book Blow Up in Quasilinear Parabolic Equations written by A. A. Samarskii and published by Walter de Gruyter. This book was released on 2011-06-24 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of the series is to present new and important developments in pure and applied mathematics. Well established in the community over two decades, it offers a large library of mathematics including several important classics. The volumes supply thorough and detailed expositions of the methods and ideas essential to the topics in question. In addition, they convey their relationships to other parts of mathematics. The series is addressed to advanced readers wishing to thoroughly study the topic. Editorial Board Lev Birbrair, Universidade Federal do Ceará, Fortaleza, Brasil Walter D. Neumann, Columbia University, New York, USA Markus J. Pflaum, University of Colorado, Boulder, USA Dierk Schleicher, Jacobs University, Bremen, Germany Katrin Wendland, University of Freiburg, Germany Honorary Editor Victor P. Maslov, Russian Academy of Sciences, Moscow, Russia Titles in planning include Yuri A. Bahturin, Identical Relations in Lie Algebras (2019) Yakov G. Berkovich and Z. Janko, Groups of Prime Power Order, Volume 6 (2019) Yakov G. Berkovich, Lev G. Kazarin, and Emmanuel M. Zhmud', Characters of Finite Groups, Volume 2 (2019) Jorge Herbert Soares de Lira, Variational Problems for Hypersurfaces in Riemannian Manifolds (2019) Volker Mayer, Mariusz Urbański, and Anna Zdunik, Random and Conformal Dynamical Systems (2021) Ioannis Diamantis, Boštjan Gabrovšek, Sofia Lambropoulou, and Maciej Mroczkowski, Knot Theory of Lens Spaces (2021)