Download or read book Markov Processes Semigroups and Generators written by Vassili N. Kolokoltsov and published by Walter de Gruyter. This book was released on 2011 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for

Download or read book Perturbation theory for linear operators written by Tosio Kato and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Processes and Applications written by Grigorios A. Pavliotis and published by Springer. This book was released on 2014-11-19 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

Download or read book Nonlinear Markov Processes and Kinetic Equations written by Vassili N. Kolokoltsov and published by Cambridge University Press. This book was released on 2010-07-15 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: A nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differential equation with the specific feature of preserving positivity. This feature distinguishes it from general vector-valued differential equations and yields a natural link with probability, both in interpreting results and in the tools of analysis. This brilliant book, the first devoted to the area, develops this interplay between probability and analysis. After systematically presenting both analytic and probabilistic techniques, the author uses probability to obtain deeper insight into nonlinear dynamics, and analysis to tackle difficult problems in the description of random and chaotic behavior. The book addresses the most fundamental questions in the theory of nonlinear Markov processes: existence, uniqueness, constructions, approximation schemes, regularity, law of large numbers and probabilistic interpretations. Its careful exposition makes the book accessible to researchers and graduate students in stochastic and functional analysis with applications to mathematical physics and systems biology.

Download or read book Handbook of Differential Equations Evolutionary Equations written by C.M. Dafermos and published by Elsevier. This book was released on 2008-10-06 with total page 609 pages. Available in PDF, EPUB and Kindle. Book excerpt: The material collected in this volume discusses the present as well as expected future directions of development of the field with particular emphasis on applications. The seven survey articles present different topics in Evolutionary PDE's, written by leading experts.- Review of new results in the area- Continuation of previous volumes in the handbook series covering Evolutionary PDEs- Written by leading experts

Download or read book Singular and Degenerate Cauchy Problems written by Robert Wayne Carroll and published by Elsevier Science & Technology. This book was released on 1976 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particular branches, such as optimal filtering and information compression. - Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering

Download or read book Stability of Operators and Operator Semigroups written by Tanja Eisner and published by Birkhäuser. This book was released on 2019-10-01 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: The asymptotic behaviour, in particular "stability" in some sense, is studied systematically for discrete and for continuous linear dynamical systems on Banach spaces. Of particular concern is convergence to an equilibrium with respect to various topologies. Parallels and differences between the discrete and the continuous situation are emphasised.

Download or read book Geometric Models for Noncommutative Algebras written by Ana Cannas da Silva and published by American Mathematical Soc.. This book was released on 1999 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume is based on a course, ``Geometric Models for Noncommutative Algebras'' taught by Professor Weinstein at Berkeley. Noncommutative geometry is the study of noncommutative algebras as if they were algebras of functions on spaces, for example, the commutative algebras associated to affine algebraic varieties, differentiable manifolds, topological spaces, and measure spaces. In this work, the authors discuss several types of geometric objects (in the usual sense of sets with structure) that are closely related to noncommutative algebras. Central to the discussion are symplectic and Poisson manifolds, which arise when noncommutative algebras are obtained by deforming commutative algebras. The authors also give a detailed study of groupoids (whose role in noncommutative geometry has been stressed by Connes) as well as of Lie algebroids, the infinitesimal approximations to differentiable groupoids. Featured are many interesting examples, applications, and exercises. The book starts with basic definitions and builds to (still) open questions. It is suitable for use as a graduate text. An extensive bibliography and index are included.

Download or read book Index Theory with Applications to Mathematics and Physics written by David Bleecker and published by Amer Mathematical Society. This book was released on 2013 with total page 766 pages. Available in PDF, EPUB and Kindle. Book excerpt: Describes, explains, and explores the Index Theorem of Atiyah and Singer, one of the truly great accomplishments of twentieth-century mathematics whose influence continues to grow, fifty years after its discovery. David Bleecker and Bernhelm Boo�-Bavnbek give two proofs of the Atiyah-Singer Index Theorem in impressive detail: one based on K-theory and the other on the heat kernel approach.

Download or read book Differentiable Measures and the Malliavin Calculus written by Vladimir Igorevich Bogachev and published by American Mathematical Soc.. This book was released on 2010-07-21 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, Gibbsian, and for distributions of random processes. Sobolev classes for measures on finite and infinite dimensional spaces are discussed in detail. Finally, we present the main ideas and results of the Malliavin calculus--a powerful method to study smoothness properties of the distributions of nonlinear functionals on infinite dimensional spaces with measures. The target readership includes mathematicians and physicists whose research is related to measures on infinite dimensional spaces, distributions of random processes, and differential equations in infinite dimensional spaces. The book includes an extensive bibliography on the subject.

Download or read book Optimal Transport written by Cédric Villani and published by Springer Science & Business Media. This book was released on 2008-10-26 with total page 970 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the close of the 1980s, the independent contributions of Yann Brenier, Mike Cullen and John Mather launched a revolution in the venerable field of optimal transport founded by G. Monge in the 18th century, which has made breathtaking forays into various other domains of mathematics ever since. The author presents a broad overview of this area, supplying complete and self-contained proofs of all the fundamental results of the theory of optimal transport at the appropriate level of generality. Thus, the book encompasses the broad spectrum ranging from basic theory to the most recent research results. PhD students or researchers can read the entire book without any prior knowledge of the field. A comprehensive bibliography with notes that extensively discuss the existing literature underlines the book’s value as a most welcome reference text on this subject.

Download or read book Higher Index Theory written by Rufus Willett and published by Cambridge University Press. This book was released on 2020-07-02 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: Index theory studies the solutions to differential equations on geometric spaces, their relation to the underlying geometry and topology, and applications to physics. If the space of solutions is infinite dimensional, it becomes necessary to generalise the classical Fredholm index using tools from the K-theory of operator algebras. This leads to higher index theory, a rapidly developing subject with connections to noncommutative geometry, large-scale geometry, manifold topology and geometry, and operator algebras. Aimed at geometers, topologists and operator algebraists, this book takes a friendly and concrete approach to this exciting theory, focusing on the main conjectures in the area and their applications outside of it. A well-balanced combination of detailed introductory material (with exercises), cutting-edge developments and references to the wider literature make this a valuable guide to this active area for graduate students and experts alike.

Download or read book The Analysis of Fractional Differential Equations written by Kai Diethelm and published by Springer. This book was released on 2010-08-18 with total page 251 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fractional calculus was first developed by pure mathematicians in the middle of the 19th century. Some 100 years later, engineers and physicists have found applications for these concepts in their areas. However there has traditionally been little interaction between these two communities. In particular, typical mathematical works provide extensive findings on aspects with comparatively little significance in applications, and the engineering literature often lacks mathematical detail and precision. This book bridges the gap between the two communities. It concentrates on the class of fractional derivatives most important in applications, the Caputo operators, and provides a self-contained, thorough and mathematically rigorous study of their properties and of the corresponding differential equations. The text is a useful tool for mathematicians and researchers from the applied sciences alike. It can also be used as a basis for teaching graduate courses on fractional differential equations.

Download or read book Asymptotics and Borel Summability written by Ovidiu Costin and published by CRC Press. This book was released on 2008-12-04 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Incorporating substantial developments from the last thirty years into one resource, Asymptotics and Borel Summability provides a self-contained introduction to asymptotic analysis with special emphasis on topics not covered in traditional asymptotics books. The author explains basic ideas, concepts, and methods of generalized Borel summability, tr

Download or read book K theory written by Michael Atiyah and published by CRC Press. This book was released on 2018-03-05 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes are based on the course of lectures I gave at Harvard in the fall of 1964. They constitute a self-contained account of vector bundles and K-theory assuming only the rudiments of point-set topology and linear algebra. One of the features of the treatment is that no use is made of ordinary homology or cohomology theory. In fact, rational cohomology is defined in terms of K-theory.The theory is taken as far as the solution of the Hopf invariant problem and a start is mode on the J-homomorphism. In addition to the lecture notes proper, two papers of mine published since 1964 have been reproduced at the end. The first, dealing with operations, is a natural supplement to the material in Chapter III. It provides an alternative approach to operations which is less slick but more fundamental than the Grothendieck method of Chapter III, and it relates operations and filtration. Actually, the lectures deal with compact spaces, not cell-complexes, and so the skeleton-filtration does not figure in the notes. The second paper provides a new approach to K-theory and so fills an obvious gap in the lecture notes.

Download or read book Foliations and the Geometry of 3 Manifolds written by Danny Calegari and published by Oxford University Press on Demand. This book was released on 2007-05-17 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique reference, aimed at research topologists, gives an exposition of the 'pseudo-Anosov' theory of foliations of 3-manifolds. This theory generalizes Thurston's theory of surface automorphisms and reveals an intimate connection between dynamics, geometry and topology in 3 dimensions. Significant themes returned to throughout the text include the importance of geometry, especially the hyperbolic geometry of surfaces, the importance of monotonicity, especially in1-dimensional and co-dimensional dynamics, and combinatorial approximation, using finite combinatorical objects such as train-tracks, branched surfaces and hierarchies to carry more complicated continuous objects.

Download or read book Discriminants Resultants and Multidimensional Determinants written by Israel M. Gelfand and published by Springer Science & Business Media. This book was released on 2009-05-21 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book revives and vastly expands the classical theory of resultants and discriminants. Most of the main new results of the book have been published earlier in more than a dozen joint papers of the authors. The book nicely complements these original papers with many examples illustrating both old and new results of the theory."—Mathematical Reviews