Download or read book Brownian Motion and Index Formulas for the de Rham Complex written by Kazuaki Taira and published by Wiley-VCH. This book was released on 1998 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an easy-to-read reference providing a link between partial differential equations (pde), stochastic analysis, and index theory. Most mathematicians working in pde are only vaguely familiar with the powerful ideas of stochastic analysis. On the other hand, the additional intuition which Taira?s book conveys might provide better insight and be helpful for their work. In addition, the book provides a nice compendium for a large variety of facts from differential geometry, functional analysis, pseudodifferential operators, and Markov processes - for quickly looking up a theorem.

Download or read book Trends In Probability And Related Analysis Proceedings Of Sap 98 written by N Kono and published by World Scientific. This book was released on 1999-10-19 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume reflects the current interest in and future direction of probability theory and related theory of analysis and statistics. It contains 2 survey papers and 21 contributed papers.

Download or read book Stochastic Models Information Theory and Lie Groups Volume 2 written by Gregory S. Chirikjian and published by Springer Science & Business Media. This book was released on 2011-11-15 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.

Download or read book Semigroups Boundary Value Problems and Markov Processes written by Kazuaki Taira and published by Springer. This book was released on 2014-08-07 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt: A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and continuously in the state space until it 'dies' at the time when it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eight re-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with Notes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors in the first edition have been corrected. In order to keep the book up-to-date, new references have been added to the bibliography. Researchers and graduate students interested in PDEs, functional analysis and probability will find this volume useful.

Download or read book Journal of analysis and its application written by and published by . This book was released on 1999 with total page 658 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Metric and Differential Geometry written by Xianzhe Dai and published by Springer Science & Business Media. This book was released on 2012-06-01 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: Metric and Differential Geometry grew out of a similarly named conference held at Chern Institute of Mathematics, Tianjin and Capital Normal University, Beijing. The various contributions to this volume cover a broad range of topics in metric and differential geometry, including metric spaces, Ricci flow, Einstein manifolds, Kähler geometry, index theory, hypoelliptic Laplacian and analytic torsion. It offers the most recent advances as well as surveys the new developments. Contributors: M.T. Anderson J.-M. Bismut X. Chen X. Dai R. Harvey P. Koskela B. Lawson X. Ma R. Melrose W. Müller A. Naor J. Simons C. Sormani D. Sullivan S. Sun G. Tian K. Wildrick W. Zhang

Download or read book Pseudodifferential Operators and Wavelets over Real and p adic Fields written by Nguyen Minh Chuong and published by Springer. This book was released on 2018-11-28 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph offers a self-contained introduction to pseudodifferential operators and wavelets over real and p-adic fields. Aimed at graduate students and researchers interested in harmonic analysis over local fields, the topics covered in this book include pseudodifferential operators of principal type and of variable order, semilinear degenerate pseudodifferential boundary value problems (BVPs), non-classical pseudodifferential BVPs, wavelets and Hardy spaces, wavelet integral operators, and wavelet solutions to Cauchy problems over the real field and the p-adic field.

Download or read book Geometry Of Pdes And Mechanics written by Agostino Prastaro and published by World Scientific. This book was released on 1996-06-20 with total page 762 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the theory of partial differential equations (PDEs) from a modern geometric point of view so that PDEs can be characterized by using either technique of differential geometry or algebraic geometry. This allows us to recognize the richness of the structure of PDEs. It presents, for the first time, a geometric theory of non-commutative (quantum) PDEs and gives a general application of this theory to quantum field theory and quantum supergravity.

Download or read book Partial Differential Equations written by Todor V. Gramchev and published by Wiley-VCH. This book was released on 2000-02-22 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: The applications of methods from microlocal analysis for PDE have been a fast developing area during the last years. The authors, both are well known in the community, publish for the first time some of their research results in a summarized form. The essential point of the approach is the use of the various types of approximate (asymptotic) solutions in the study of differential equations in the smooth and the Gevrey spaces. In this volume, the authors deal with the following themes: Microlocal properties of pseudodifferential operators with multiple characteristics of involutive type in the framework of the Sobolev spaces; Abstract schemes for constructing approximate solutions to linear partial differential equations with characteristics of constant multiplicity m greater than or equal 2 in the framework of Gevrey spaces; Local solvability, hypoellipticity and singular solutions in Gevrey spaces; Global Gevrey solvability on the torus for linear partial differential equations; Applications of asymptotic methods for local (non)solvability for quasihomogeneous operators; Applications of Airy asymptotic solutions to degenerate oblique derivative problems for second order strictly hyperbolic equations; Approximate Gevrey normal forms of analytic involutions and analytic glancing hypersurfaces with applications for effective stability estimates for billiard ball maps.

Download or read book Handbook of Brownian Motion Facts and Formulae written by Andrei N. Borodin and published by Birkhäuser. This book was released on 2012-12-06 with total page 700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book serves as a basic reference for researchers, graduate students, and people doing applied work with Brownian motion and diffusions, and can be used as a source of explicit examples when teaching stochastic processes.

Download or read book Old and New Aspects in Spectral Geometry written by M.-E. Craioveanu and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is known that to any Riemannian manifold (M, g ) , with or without boundary, one can associate certain fundamental objects. Among them are the Laplace-Beltrami opera tor and the Hodge-de Rham operators, which are natural [that is, they commute with the isometries of (M,g)], elliptic, self-adjoint second order differential operators acting on the space of real valued smooth functions on M and the spaces of smooth differential forms on M, respectively. If M is closed, the spectrum of each such operator is an infinite divergent sequence of real numbers, each eigenvalue being repeated according to its finite multiplicity. Spectral Geometry is concerned with the spectra of these operators, also the extent to which these spectra determine the geometry of (M, g) and the topology of M. This problem has been translated by several authors (most notably M. Kac). into the col loquial question "Can one hear the shape of a manifold?" because of its analogy with the wave equation. This terminology was inspired from earlier results of H. Weyl. It is known that the above spectra cannot completely determine either the geometry of (M , g) or the topology of M. For instance, there are examples of pairs of closed Riemannian manifolds with the same spectra corresponding to the Laplace-Beltrami operators, but which differ substantially in their geometry and which are even not homotopically equiva lent.

Download or read book Partial Differential Equations II written by Michael E. Taylor and published by Springer Science & Business Media. This book was released on 2010-11-02 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second in the series of three volumes builds upon the basic theory of linear PDE given in volume 1, and pursues more advanced topics. Analytical tools introduced here include pseudodifferential operators, the functional analysis of self-adjoint operators, and Wiener measure. The book also develops basic differential geometrical concepts, centred about curvature. Topics covered include spectral theory of elliptic differential operators, the theory of scattering of waves by obstacles, index theory for Dirac operators, and Brownian motion and diffusion.

Download or read book Mathematical Reviews written by and published by . This book was released on 2005 with total page 1884 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Partial Differential Equations II written by Michael Taylor and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 547 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second in the series of three volumes builds upon the basic theory of linear PDE given in volume 1, and pursues more advanced topics. Analytical tools introduced here include pseudodifferential operators, the functional analysis of self-adjoint operators, and Wiener measure. The book also develops basic differential geometrical concepts, centred about curvature. Topics covered include spectral theory of elliptic differential operators, the theory of scattering of waves by obstacles, index theory for Dirac operators, and Brownian motion and diffusion.

Download or read book A Course in Complex Analysis and Riemann Surfaces written by Wilhelm Schlag and published by American Mathematical Society. This book was released on 2014-08-06 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex analysis is a cornerstone of mathematics, making it an essential element of any area of study in graduate mathematics. Schlag's treatment of the subject emphasizes the intuitive geometric underpinnings of elementary complex analysis that naturally lead to the theory of Riemann surfaces. The book begins with an exposition of the basic theory of holomorphic functions of one complex variable. The first two chapters constitute a fairly rapid, but comprehensive course in complex analysis. The third chapter is devoted to the study of harmonic functions on the disk and the half-plane, with an emphasis on the Dirichlet problem. Starting with the fourth chapter, the theory of Riemann surfaces is developed in some detail and with complete rigor. From the beginning, the geometric aspects are emphasized and classical topics such as elliptic functions and elliptic integrals are presented as illustrations of the abstract theory. The special role of compact Riemann surfaces is explained, and their connection with algebraic equations is established. The book concludes with three chapters devoted to three major results: the Hodge decomposition theorem, the Riemann-Roch theorem, and the uniformization theorem. These chapters present the core technical apparatus of Riemann surface theory at this level. This text is intended as a detailed, yet fast-paced intermediate introduction to those parts of the theory of one complex variable that seem most useful in other areas of mathematics, including geometric group theory, dynamics, algebraic geometry, number theory, and functional analysis. More than seventy figures serve to illustrate concepts and ideas, and the many problems at the end of each chapter give the reader ample opportunity for practice and independent study.

Download or read book Handbook of Brownian Motion written by A. N. Borodin and published by Birkhauser. This book was released on 1996-01-01 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to give an easy reference to a large number of facts and formulae associated Brownian motion. The collection contains more than 2500 numbered formulae.This book is of value as a basic reference material to researchers, graduate students, and people doing applied work with Brownian motion and diffusions. It can also be used as a source of explicit examples when teaching stochastic processes.Compared with the first edition published in 1996, this second edition has been revised and considerably expanded. More than 1000 new formulae have been added to the tables and, in particular, geometric Brownian motion is covered both in the theoretical and the formula part of the book.

Download or read book Stochastic Analysis And Applications Proceedings Of The Fifth Gregynog Symposium written by Ian M Davies and published by World Scientific. This book was released on 1996-03-20 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains papers which were presented at a meeting entitled “Stochastic Analysis and Applications“ held at Gregynog Hall, Powys, from the 9th — 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.