Download or read book Kolmogorov Operators and Their Applications written by Stéphane Menozzi and published by Springer Nature. This book was released on with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Semigroups of Operators Theory and Applications written by Jacek Banasiak and published by Springer Nature. This book was released on 2020-06-12 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book features selected and peer-reviewed lectures presented at the 3rd Semigroups of Operators: Theory and Applications Conference, held in Kazimierz Dolny, Poland, in October 2018 to mark the 85th birthday of Jan Kisyński. Held every five years, the conference offers a forum for mathematicians using semigroup theory to discover what is happening outside their particular field of research and helps establish new links between various sub-disciplines of semigroup theory, stochastic processes, differential equations and the applied fields. The book is intended for researchers, postgraduate and senior students working in operator theory, partial differential equations, probability and stochastic processes, analytical methods in biology and other natural sciences, optimisation and optimal control. The theory of semigroups of operators is a well-developed branch of functional analysis. Its foundations were laid at the beginning of the 20th century, while Hille and Yosida’s fundamental generation theorem dates back to the forties. The theory was originally designed as a universal language for partial differential equations and stochastic processes but, at the same time, it started to become an independent branch of operator theory. Today, it still has the same distinctive character: it develops rapidly by posing new ‘internal’ questions and, in answering them, discovering new methods that can be used in applications. On the other hand, it is being influenced by questions from PDE’s and stochastic processes as well as from applied sciences such as mathematical biology and optimal control and, as a result, it continually gathers new momentum. However, many results, both from semigroup theory itself and the applied sciences, are phrased in discipline-specific languages and are hardly known to the broader community.
Download or read book Kolmogorov Equations in Hilbert Spaces with Application to Essential Self adjointness of the Related Difussion Operators written by H. Long and published by . This book was released on 1997 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Analytical Methods for Kolmogorov Equations written by Luca Lorenzi and published by CRC Press. This book was released on 2016-10-04 with total page 607 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous operators with unbounded coefficients, which has received great attention. Additionally, this edition is the first to use a unified approach to contain the new results in a singular place.
Download or read book New Results in Operator Theory and Its Applications written by Israel Gohberg and published by Birkhäuser. This book was released on 2012-12-06 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is dedicated to the memory of Israel Glazman, an outstanding personality and distinguished mathematician, the author of many remarkable papers and books in operator theory and its applications. The present book opens with an essay devoted to Glazman's life and scientific achievements. It focusses on the areas of his unusually wide interests and consists of 18 mathematical papers in spectral theory of differential operators and linear operators in Hilbert and Banach spaces, analytic operator functions, ordinary and partial differential equations, functional equations, mathematical physics, nonlinear functional analysis, approximation theory and optimization, and mathematical statistics. The book gives a picture of the current state of some important problems in areas of operator theory and its applications and will be of interest to a wide group of researchers working in pure and applied mathematics.
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 Operator Functions And Operator Equations written by Michael Gil' and published by World Scientific. This book was released on 2017-09-08 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to norm estimates for operator-valued functions of one and two operator arguments, as well as to their applications to spectrum perturbations of operators and to linear operator equations, i.e. to equations whose solutions are linear operators. Linear operator equations arise in both mathematical theory and engineering practice. The norm estimates suggested in the book have applications to the theories of ordinary differential, difference, functional-differential and integro-differential equations, as well as to the theories of integral operators and analytic functions. This book provides new tools for specialists in matrix theory and functional analysis. A significant part of the book covers the theory of triangular representations of operators that was developed by L de Branges, M S Brodskii, I C Gohberg, M G Krein, M S Livsic and other mathematicians.
Download or read book Degenerate Diffusion Operators Arising in Population Biology written by Charles L. Epstein and published by Princeton University Press. This book was released on 2013-04-04 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an "integral kernel method" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high codimensional strata of the boundary. Epstein and Mazzeo establish the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Hölder spaces. They show that the semigroups defined by these operators have holomorphic extensions to the right half-plane. Epstein and Mazzeo also demonstrate precise asymptotic results for the long-time behavior of solutions to both the forward and backward Kolmogorov equations.
Download or read book Algebraic Methods in Operator Theory written by Raul E. Curto and published by Springer Science & Business Media. This book was released on 1995-04-01 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of operators stands at the intersection of the frontiers of modern analysis and its classical counterparts; of algebra and quantum mechanics; of spectral theory and partial differential equations; of the modern global approach to topology and geometry; of representation theory and harmonic analysis; and of dynamical systems and mathematical physics. The present collection of papers represents contributions to a conference, and they have been carefully selected with a view to bridging different but related areas of mathematics which have only recently displayed an unexpected network of interconnections, as well as new and exciting cross-fertilizations. Our unify ing theme is the algebraic view and approach to the study of operators and their applications. The complementarity between the diversity of topics on the one hand and the unity of ideas on the other has been stressed. Some of the longer contributions represent material from lectures (in expanded form and with proofs for the most part). However, the shorter papers, as well as the longer ones, are an integral part of the picture; they have all been carefully refereed and revised with a view to a unity of purpose, timeliness, readability, and broad appeal. Raul Curto and Paile E. T.
Download or read book Computer Aided Systems Theory EUROCAST 2005 written by Roberto Moreno-Díaz and published by Springer. This book was released on 2005-10-19 with total page 642 pages. Available in PDF, EPUB and Kindle. Book excerpt: The concept of CAST, computer aided systems Theory, was introduced by F. Pichler of Linz in the late 1980s to include those computer theoretical and practical developments used as tools to solve problems in system science. It was considered as the third component (the other two being CAD and CAM) that would provide for a complete picture of the path from computer and systems sciences to practical developments in science and engineering. The University of Linz organized the first CAST workshop in April 1988, which demonstrated the acceptance of the concepts by the scientific and technical community. Next, the University of Las Palmas de Gran Canaria joined the University of Linz to organize the first international meeting on CAST (Las Palmas February 1989), under the name EUROCAST 1989, a very successful gathering of systems theorists, computer scientists and engineers from most European countries, North America and Japan. It was agreed that EUROCAST international conferences would be organized every two years. Thus, the following EUROCAST meetings took place in Krems (1991), Las Palmas (1993), Innsbruck (1995), Las Palmas (1997), Vienna (1999), Las Palmas (2001) and Las Palmas (2003) in addition to an extra-European CAST conference in Ottawa in 1994. Selected papers from those meetings were published as Springer Lecture Notes in Computer Science vols. 410, 585, 763, 1030, 1333, 1728, 2178 and 2809 and in several special issues of Cybernetics and Systems: an lnternational Journal.
Download or read book Geometric Analysis and Nonlinear Partial Differential Equations written by Stefan Hildebrandt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 663 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is not a textbook, but rather a coherent collection of papers from the field of partial differential equations. Nevertheless we believe that it may very well serve as a good introduction into some topics of this classical field of analysis which, despite of its long history, is highly modem and well prospering. Richard Courant wrote in 1950: "It has always been a temptationfor mathematicians to present the crystallized product of their thought as a deductive general theory and to relegate the individual mathematical phenomenon into the role of an example. The reader who submits to the dogmatic form will be easily indoctrinated. Enlightenment, however, must come from an understanding of motives; live mathematical development springs from specific natural problems which can be easily understood, but whose solutions are difficult and demand new methods or more general significance. " We think that many, if not all, papers of this book are written in this spirit and will give the reader access to an important branch of analysis by exhibiting interest ing problems worth to be studied. Most of the collected articles have an extensive introductory part describing the history of the presented problems as well as the state of the art and offer a well chosen guide to the literature. This way the papers became lengthier than customary these days, but the level of presentation is such that an advanced graduate student should find the various articles both readable and stimulating.
Download or read book Fokker Planck Kolmogorov Equations written by Vladimir I. Bogachev and published by American Mathematical Soc.. This book was released on 2015-12-17 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
Download or read book Kolmogorov Operators in Spaces of Continuous Functions and Equations Fpr Measures written by Luigi Manca and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Geometric Analysis Part I written by Shiri Artstein-Avidan and published by American Mathematical Soc.. This book was released on 2015-06-18 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors present the theory of asymptotic geometric analysis, a field which lies on the border between geometry and functional analysis. In this field, isometric problems that are typical for geometry in low dimensions are substituted by an "isomorphic" point of view, and an asymptotic approach (as dimension tends to infinity) is introduced. Geometry and analysis meet here in a non-trivial way. Basic examples of geometric inequalities in isomorphic form which are encountered in the book are the "isomorphic isoperimetric inequalities" which led to the discovery of the "concentration phenomenon", one of the most powerful tools of the theory, responsible for many counterintuitive results. A central theme in this book is the interaction of randomness and pattern. At first glance, life in high dimension seems to mean the existence of multiple "possibilities", so one may expect an increase in the diversity and complexity as dimension increases. However, the concentration of measure and effects caused by convexity show that this diversity is compensated and order and patterns are created for arbitrary convex bodies in the mixture caused by high dimensionality. The book is intended for graduate students and researchers who want to learn about this exciting subject. Among the topics covered in the book are convexity, concentration phenomena, covering numbers, Dvoretzky-type theorems, volume distribution in convex bodies, and more.
Download or read book An Introduction To The Geometrical Analysis Of Vector Fields With Applications To Maximum Principles And Lie Groups written by Stefano Biagi and published by World Scientific. This book was released on 2018-12-05 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the reader with a gentle path through the multifaceted theory of vector fields, starting from the definitions and the basic properties of vector fields and flows, and ending with some of their countless applications, in the framework of what is nowadays called Geometrical Analysis. Once the background material is established, the applications mainly deal with the following meaningful settings:
Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan and published by CRC Press. This book was released on 2001-10-23 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Download or read book Vector and Operator Valued Measures and Applications written by Don H. Tucker and published by Academic Press. This book was released on 2014-05-10 with total page 475 pages. Available in PDF, EPUB and Kindle. Book excerpt: Vector and Operator Valued Measures and Applications is a collection of papers presented at the Symposium on Vector and Operator Valued Measures and Applications held in Alta, Utah, on August 7-12, 1972. The symposium provided a forum for discussing vector and operator valued measures and their applications to various areas such as stochastic integration, electrical engineering, control theory, and scattering theory. Comprised of 37 chapters, this volume begins by presenting two remarks related to the result due to Kolmogorov: the first is a theorem holding for nonnegative definite functions from T X T to C (where T is an arbitrary index set), and the second applies to separable Hausdorff spaces T, continuous nonnegative definite functions ? from T X T to C, and separable Hilbert spaces H. The reader is then introduced to the extremal structure of the range of a controlled vector measure ? with values in a Hausdorff locally convex space X over the field of reals; how the theory of vector measures is connected with the theory of compact and weakly compact mappings on certain function spaces; and Daniell and Daniell-Bochner type integrals. Subsequent chapters focus on the disintegration of measures and lifting; products of spectral measures; and mean convergence of martingales of Pettis integrable functions. This book should be of considerable use to workers in the field of mathematics.
