Download or read book Yosida Approximations for Multivalued Stochastic Differential Equations on Banach Spaces Via a Gelfand Triple written by Matthias Stephan and published by . This book was released on 2012 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications written by T. E. Govindan and published by Springer. This book was released on 2016-11-11 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces. The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use. This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.

Download or read book Trotter Kato Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications written by T. E. Govindan and published by Springer Nature. This book was released on with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Non Smooth Deterministic or Stochastic Discrete Dynamical Systems written by Jerome Bastien and published by John Wiley & Sons. This book was released on 2013-03-18 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains theoretical and application-oriented methods to treat models of dynamical systems involving non-smooth nonlinearities. The theoretical approach that has been retained and underlined in this work is associated with differential inclusions of mainly finite dimensional dynamical systems and the introduction of maximal monotone operators (graphs) in order to describe models of impact or friction. The authors of this book master the mathematical, numerical and modeling tools in a particular way so that they can propose all aspects of the approach, in both a deterministic and stochastic context, in order to describe real stresses exerted on physical systems. Such tools are very powerful for providing reference numerical approximations of the models. Such an approach is still not very popular nevertheless, even though it could be very useful for many models of numerous fields (e.g. mechanics, vibrations, etc.). This book is especially suited for people both in research and industry interested in the modeling and numerical simulation of discrete mechanical systems with friction or impact phenomena occurring in the presence of classical (linear elastic) or non-classical constitutive laws (delay, memory effects, etc.). It aims to close the gap between highly specialized mathematical literature and engineering applications, as well as to also give tools in the framework of non-smooth stochastic differential systems: thus, applications involving stochastic excitations (earthquakes, road surfaces, wind models etc.) are considered. Contents 1. Some Simple Examples. 2. Theoretical Deterministic Context. 3. Stochastic Theoretical Context. 4. Riemannian Theoretical Context. 5. Systems with Friction. 6. Impact Systems. 7. Applications–Extensions. About the Authors Jérôme Bastien is Assistant Professor at the University Lyon 1 (Centre de recherche et d'Innovation sur le sport) in France. Frédéric Bernardin is a Research Engineer at Département Laboratoire de Clermont-Ferrand (DLCF), Centre d'Etudes Techniques de l'Equipement (CETE), Lyon, France. Claude-Henri Lamarque is Head of Laboratoire Géomatériaux et Génie Civil (LGCB) and Professor at Ecole des Travaux Publics de l'Etat (ENTPE), Vaulx-en-Velin, France.

Download or read book Approximation Theorems of Wong Zakai Type for Stochastic Differential Equations in Infinite Dimensions written by Krystyna Twardowska and published by . This book was released on 1993 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Syst mes dynamiques discrets non r guliers d terministes ou stochastiques applications aux mod les avec frottement ou impact written by BASTIEN Jérôme and published by Lavoisier. This book was released on 2012-11-21 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cet ouvrage présente différents modèles discrets en dynamique pour la modélisation de phénomènes mécaniques non linéaires liés au frottement ou à l’impact. Les sollicitations sont exposées dans un cadre déterministe et stochastique. Pour ce dernier, le cas de variétés de configuration euclidienne ou riemannienne est abordé. La difficulté réside dans le type d’équations différentielles non linéaires particulières utilisées. Le cadre théorique ainsi que des schémas numériques sont détaillés pour chaque équation. Trois types de problèmes sont d’abord étudiés dans le cas particulier d’un solide à un degré de liberté : la force de frottement, la loi d’impact en déterministe et le frottement dans un cadre stochastique. Ensuite, de nombreux exemples sont commentés et fournissent, dans un cadre théorique ou applicatif, de nombreux modèles accompagnés de leurs schémas numériques. Des rappels théoriques fondamentaux sont proposés ainsi que deux preuves complètes de convergence de schémas numériques dans le cas du frottement déterministe ou stochastique.

Download or read book Path Regularity for Stochastic Differential Equations in Banach Spaces written by Johanna Dettweiler and published by . This book was released on 2007 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Some Problems in Abstract Stochastic Differential Equations on Banach Spaces written by P. V. Crewe and published by . This book was released on 2011 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Functional Analysis Sobolev Spaces and Partial Differential Equations written by Haim Brezis and published by Springer Science & Business Media. This book was released on 2010-11-02 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook is a completely revised, updated, and expanded English edition of the important Analyse fonctionnelle (1983). In addition, it contains a wealth of problems and exercises (with solutions) to guide the reader. Uniquely, this book presents in a coherent, concise and unified way the main results from functional analysis together with the main results from the theory of partial differential equations (PDEs). Although there are many books on functional analysis and many on PDEs, this is the first to cover both of these closely connected topics. Since the French book was first published, it has been translated into Spanish, Italian, Japanese, Korean, Romanian, Greek and Chinese. The English edition makes a welcome addition to this list.

Download or read book Stochastic Porous Media Equations written by Viorel Barbu and published by Springer. This book was released on 2016-09-30 with total page 209 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.

Download or read book The Maslov Index in Symplectic Banach Spaces written by Bernhelm Booß-Bavnbek and published by American Mathematical Soc.. This book was released on 2018-03-19 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors consider a curve of Fredholm pairs of Lagrangian subspaces in a fixed Banach space with continuously varying weak symplectic structures. Assuming vanishing index, they obtain intrinsically a continuously varying splitting of the total Banach space into pairs of symplectic subspaces. Using such decompositions the authors define the Maslov index of the curve by symplectic reduction to the classical finite-dimensional case. The authors prove the transitivity of repeated symplectic reductions and obtain the invariance of the Maslov index under symplectic reduction while recovering all the standard properties of the Maslov index. As an application, the authors consider curves of elliptic operators which have varying principal symbol, varying maximal domain and are not necessarily of Dirac type. For this class of operator curves, the authors derive a desuspension spectral flow formula for varying well-posed boundary conditions on manifolds with boundary and obtain the splitting formula of the spectral flow on partitioned manifolds.

Download or read book Elliptic Regularization and Partial Regularity for Motion by Mean Curvature written by Tom Ilmanen and published by American Mathematical Soc.. This book was released on 1994 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt: We study Brakke's motion of varifolds by mean curvature in the special case that the initial surface is an integral cycle, giving a new existence proof by mean of elliptic regularization. Under a uniqueness hypothesis, we obtain a weakly continuous family of currents solving Brakke's motion. These currents remain within the corresponding level-set motion by mean curvature, as defined by Evans-Spruck and Chen-Giga-Goto. Now let [italic capital]T0 be the reduced boundary of a bounded set of finite perimeter in [italic capital]R[superscript italic]n. If the level-set motion of the support of [italic capital]T0 does not develop positive Lebesgue measure, then there corresponds a unique integral [italic]n-current [italic capital]T, [partial derivative/boundary/degree of a polynomial symbol][italic capital]T = [italic capital]T0, whose time-slices form a unit density Brakke motion. Using Brakke's regularity theorem, spt [italic capital]T is smooth [script capital]H[superscript italic]n-almost everywhere. In consequence, almost every level-set of the level-set flow is smooth [script capital]H[superscript italic]n-almost everywhere in space-time.

Download or read book Abstract Cauchy Problems written by Irina V. Melnikova and published by CRC Press. This book was released on 2001-03-27 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although the theory of well-posed Cauchy problems is reasonably understood, ill-posed problems-involved in a numerous mathematical models in physics, engineering, and finance- can be approached in a variety of ways. Historically, there have been three major strategies for dealing with such problems: semigroup, abstract distribution, and regularizat

Download or read book Computation and Visualization of Geometric Partial Differential Equations written by Christopher Tiee and published by Lulu.com. This book was released on 2015-08-09 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an extended version of my PhD thesis which extends the theory of finite element exterior calculus (FEEC) to parabolic evolution equations. In the extended version, I explore some more precise visualizations of the defined quantities, as well as explain how the modern theory of functional analysis applies. In the main part, I extend the theory of approximating evolution equations in Euclidean space (using FEEC) to hypersurfaces. After these main results, I describe some possible extensions to nonlinear equations. A few appendices detail one of the original motivations for getting into this theory in the first place: canonical geometries given as steady state solutions and extremals of certain functionals.

Download or read book Semigroup Methods for Evolution Equations on Networks written by Delio Mugnolo and published by Springer. This book was released on 2014-05-21 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: This concise text is based on a series of lectures held only a few years ago and originally intended as an introduction to known results on linear hyperbolic and parabolic equations. Yet the topic of differential equations on graphs, ramified spaces, and more general network-like objects has recently gained significant momentum and, well beyond the confines of mathematics, there is a lively interdisciplinary discourse on all aspects of so-called complex networks. Such network-like structures can be found in virtually all branches of science, engineering and the humanities, and future research thus calls for solid theoretical foundations. This book is specifically devoted to the study of evolution equations – i.e., of time-dependent differential equations such as the heat equation, the wave equation, or the Schrödinger equation (quantum graphs) – bearing in mind that the majority of the literature in the last ten years on the subject of differential equations of graphs has been devoted to elliptic equations and related spectral problems. Moreover, for tackling the most general settings - e.g. encoded in the transmission conditions in the network nodes - one classical and elegant tool is that of operator semigroups. This book is simultaneously a very concise introduction to this theory and a handbook on its applications to differential equations on networks. With a more interdisciplinary readership in mind, full proofs of mathematical statements have been frequently omitted in favor of keeping the text as concise, fluid and self-contained as possible. In addition, a brief chapter devoted to the field of neurodynamics of the brain cortex provides a concrete link to ongoing applied research.

Download or read book Handbook of Mathematical Methods in Imaging written by Otmar Scherzer and published by Springer Science & Business Media. This book was released on 2010-11-23 with total page 1626 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Mathematical Methods in Imaging provides a comprehensive treatment of the mathematical techniques used in imaging science. The material is grouped into two central themes, namely, Inverse Problems (Algorithmic Reconstruction) and Signal and Image Processing. Each section within the themes covers applications (modeling), mathematics, numerical methods (using a case example) and open questions. Written by experts in the area, the presentation is mathematically rigorous. The entries are cross-referenced for easy navigation through connected topics. Available in both print and electronic forms, the handbook is enhanced by more than 150 illustrations and an extended bibliography. It will benefit students, scientists and researchers in applied mathematics. Engineers and computer scientists working in imaging will also find this handbook useful.

Download or read book Theory of Random Sets written by Ilya Molchanov and published by Springer Science & Business Media. This book was released on 2005-05-11 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first systematic exposition of random sets theory since Matheron (1975), with full proofs, exhaustive bibliographies and literature notes Interdisciplinary connections and applications of random sets are emphasized throughout the book An extensive bibliography in the book is available on the Web at http://liinwww.ira.uka.de/bibliography/math/random.closed.sets.html, and is accompanied by a search engine