Download or read book Singular Random Dynamics written by Massimiliano Gubinelli and published by Springer Nature. This book was released on 2019-11-12 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlinear SPDEs, and random data wave equations. This subject has recently attracted a great deal of attention, partly as a consequence of Martin Hairer's contributions and in particular his creation of a theory of regularity structures for SPDEs, for which he was awarded the Fields Medal in 2014. The text comprises three lectures covering: the theory of stochastic Hamilton–Jacobi equations, one of the most intriguing and rich new chapters of this subject; singular SPDEs, which are at the cutting edge of innovation in the field following the breakthroughs of regularity structures and related theories, with the KPZ equation as a central example; and the study of dispersive equations with random initial conditions, which gives new insights into classical problems and at the same time provides a surprising parallel to the theory of singular SPDEs, viewed from many different perspectives. These notes are aimed at graduate students and researchers who want to familiarize themselves with this new field, which lies at the interface between analysis and probability.
Download or read book Random Perturbation of PDEs and Fluid Dynamic Models written by Franco Flandoli and published by Springer Science & Business Media. This book was released on 2011-03-11 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume explores the random perturbation of PDEs and fluid dynamic models. The text describes the role of additive and bilinear multiplicative noise, and includes examples of abstract parabolic evolution equations.
Download or read book Persistence and Foliation Theory for Random Dynamical System and Their Application to Geometric Singular Perturbation written by Ji Li and published by . This book was released on 2012 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: Those underlie an extension of the geometric singular perturbation theory to the random case which means the slow manifold persists and becomes a random manifold so that the local global structure near the slow manifold persists under singular perturbation. A normal form for a random differential equation is obtained and this helps to prove a random version of the exchange lemma.
Download or read book Nonautonomous Dynamical Systems in the Life Sciences written by Peter E. Kloeden and published by Springer. This book was released on 2014-01-22 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonautonomous dynamics describes the qualitative behavior of evolutionary differential and difference equations, whose right-hand side is explicitly time dependent. Over recent years, the theory of such systems has developed into a highly active field related to, yet recognizably distinct from that of classical autonomous dynamical systems. This development was motivated by problems of applied mathematics, in particular in the life sciences where genuinely nonautonomous systems abound. The purpose of this monograph is to indicate through selected, representative examples how often nonautonomous systems occur in the life sciences and to outline the new concepts and tools from the theory of nonautonomous dynamical systems that are now available for their investigation.
Download or read book Dynamical Systems written by Ludwig Arnold and published by Springer. This book was released on 2006-11-14 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the lecture notes written by the four principal speakers at the C.I.M.E. session on Dynamical Systems held at Montecatini, Italy in June 1994. The goal of the session was to illustrate how methods of dynamical systems can be applied to the study of ordinary and partial differential equations. Topics in random differential equations, singular perturbations, the Conley index theory, and non-linear PDEs were discussed. Readers interested in asymptotic behavior of solutions of ODEs and PDEs and familiar with basic notions of dynamical systems will wish to consult this text.
Download or read book A Dynamical Approach to Random Matrix Theory written by László Erdős and published by American Mathematical Soc.. This book was released on 2017-08-30 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality. This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.
Download or read book A Course on Rough Paths written by Peter K. Friz and published by Springer Nature. This book was released on 2020-05-27 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations. Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property. Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Itô-integration against Brownian motion required for most of the text. From the reviews of the first edition: "Can easily be used as a support for a graduate course ... Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews "It is easy to base a graduate course on rough paths on this ... A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH
Download or read book Topological Dynamics of Random Dynamical Systems written by Nguyen Dinh Cong and published by Oxford University Press. This book was released on 1997 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first systematic treatment of the theory of topological dynamics of random dynamical systems. A relatively new field, the theory of random dynamical systems unites and develops the classical deterministic theory of dynamical systems and probability theory, finding numerous applications in disciplines ranging from physics and biology to engineering, finance and economics. This book presents in detail the solutions to the most fundamental problems of topological dynamics: linearization of nonlinear smooth systems, classification, and structural stability of linear hyperbolic systems. Employing the tools and methods of algebraic ergodic theory, the theory presented in the book has surprisingly beautiful results showing the richness of random dynamical systems as well as giving a gentle generalization of the classical deterministic theory.
Download or read book Singular Phenomena and Scaling in Mathematical Models written by Michael Griebel and published by Springer Science & Business Media. This book was released on 2013-11-18 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book integrates theoretical analysis, numerical simulation and modeling approaches for the treatment of singular phenomena. The projects covered focus on actual applied problems, and develop qualitatively new and mathematically challenging methods for various problems from the natural sciences. Ranging from stochastic and geometric analysis over nonlinear analysis and modelling to numerical analysis and scientific computation, the book is divided into the three sections: A) Scaling limits of diffusion processes and singular spaces, B) Multiple scales in mathematical models of materials science and biology and C) Numerics for multiscale models and singular phenomena. Each section addresses the key aspects of multiple scales and model hierarchies, singularities and degeneracies, and scaling laws and self-similarity.
Download or read book Random Graph Dynamics written by Rick Durrett and published by Cambridge University Press. This book was released on 2010-05-31 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of random graphs began in the late 1950s in several papers by Erdos and Renyi. In the late twentieth century, the notion of six degrees of separation, meaning that any two people on the planet can be connected by a short chain of people who know each other, inspired Strogatz and Watts to define the small world random graph in which each site is connected to k close neighbors, but also has long-range connections. At a similar time, it was observed in human social and sexual networks and on the Internet that the number of neighbors of an individual or computer has a power law distribution. This inspired Barabasi and Albert to define the preferential attachment model, which has these properties. These two papers have led to an explosion of research. The purpose of this book is to use a wide variety of mathematical argument to obtain insights into the properties of these graphs. A unique feature is the interest in the dynamics of process taking place on the graph in addition to their geometric properties, such as connectedness and diameter.
Download or read book Random Dynamical Systems written by Ludwig Arnold and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well as random and stochastic differential equations. The basic multiplicative ergodic theorem is presented, providing a random substitute for linear algebra. On its basis, many applications are detailed. Numerous instructive examples are treated analytically or numerically.
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 Singular Phenomena of Dynamical Systems written by Shigehiro Ushiki and published by . This book was released on 1999 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dynamics Reported written by and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: DYNAMICS REPORTED reports on recent developments in dynamical systems. Dynamical systems of course originated from ordinary differential equations. Today, dynamical systems cover a much larger area, including dynamical processes described by functional and integral equations, by partial and stochastic differential equations, etc. Dynamical systems have involved remarkably in recent years. A wealth of new phenomena, new ideas and new techniques are proving to be of considerable interest to scientists in rather different fields. It is not surprising that thousands of publications on the theory itself and on its various applications are appearing DYNAMICS REPORTED presents carefully written articles on major subjects in dy namical systems and their applications, addressed not only to specialists but also to a broader range of readers including graduate students. Topics are advanced, while detailed exposition of ideas, restriction to typical results - rather than the most general one- and, last but not least, lucid proofs help to gain the utmost degree of clarity. It is hoped, that DYNAMICS REPORTED will be useful for those entering the field and will stimulate an exchange of ideas among those working in dynamical systems Summer 1991 Christopher K. R. T Jones Drs Kirchgraber Hans-Otto Walther Managing Editors Table of Contents The "Spectral" Decomposition for One-Dimensional Maps Alexander M. Blokh Introduction and Main Results 1. 1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1. 0. 1. 1. Historical Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 1. 2. A Short Description of the Approach Presented . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1. 3. Solenoidal Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 Basic Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1. 4.
Download or read book Operator Algebras for Multivariable Dynamics written by Kenneth R. Davidson and published by American Mathematical Soc.. This book was released on 2011 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let $X$ be a locally compact Hausdorff space with $n$ proper continuous self maps $\sigma_i:X \to X$ for $1 \le i \le n$. To this the authors associate two conjugacy operator algebras which emerge as the natural candidates for the universal algebra of the system, the tensor algebra $\mathcal{A}(X,\tau)$ and the semicrossed product $\mathrm{C}_0(X)\times_\tau\mathbb{F}_n^+$. They develop the necessary dilation theory for both models. In particular, they exhibit an explicit family of boundary representations which determine the C*-envelope of the tensor algebra.|Let $X$ be a locally compact Hausdorff space with $n$ proper continuous self maps $\sigma_i:X \to X$ for $1 \le i \le n$. To this the authors associate two conjugacy operator algebras which emerge as the natural candidates for the universal algebra of the system, the tensor algebra $\mathcal{A}(X,\tau)$ and the semicrossed product $\mathrm{C}_0(X)\times_\tau\mathbb{F}_n^+$. They develop the necessary dilation theory for both models. In particular, they exhibit an explicit family of boundary representations which determine the C*-envelope of the tensor algebra.
Download or read book Recent Trends in Dynamical Systems written by Andreas Johann and published by Springer Science & Business Media. This book was released on 2013-09-24 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the proceedings of a conference on dynamical systems held in honor of Jürgen Scheurle in January 2012. Through both original research papers and survey articles leading experts in the field offer overviews of the current state of the theory and its applications to mechanics and physics. In particular, the following aspects of the theory of dynamical systems are covered: - Stability and bifurcation - Geometric mechanics and control theory - Invariant manifolds, attractors and chaos - Fluid mechanics and elasticity - Perturbations and multiscale problems - Hamiltonian dynamics and KAM theory Researchers and graduate students in dynamical systems and related fields, including engineering, will benefit from the articles presented in this volume.
Download or read book Fast Variables in Stochastic Population Dynamics written by George William Albert Constable and published by Springer. This book was released on 2015-07-25 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this thesis two variants of the fast variable elimination method are developed. They are intuitive, simple to implement and give results which are in very good agreement with those found from numerical simulations. The relative simplicity of the techniques makes them ideal for applying to problems featuring demographic stochasticity, for experts and non-experts alike. Within the context of mathematical modelling, fast variable elimination is one of the central tools with which one can simplify a multivariate problem. When used in the context of of deterministic systems, the theory is quite standard, but when stochastic effects are present, it becomes less straightforward to apply. While the introductory and background chapters form an excellent primer to the theory of stochastic population dynamics, the techniques developed can be applied to systems exhibiting a separation of timescales in a variety of fields including population genetics, ecology and epidemiology.
