Stochastic Geometric Mechanics PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Stochastic Geometric Mechanics PDF full book. Access full book title Stochastic Geometric Mechanics.
Author | : Sergio Albeverio |
Publisher | : Springer |
Total Pages | : 265 |
Release | : 2017-11-17 |
Genre | : Mathematics |
ISBN | : 3319634534 |
Download Stochastic Geometric Mechanics Book in PDF, ePub and Kindle
Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled “Geometric mechanics – variational and stochastic methods” run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Fédérale de Lausanne. The aim of the semester was to develop a common language needed to handle the wide variety of problems and phenomena occurring in stochastic geometric mechanics. It gathered mathematicians and scientists from several different areas of mathematics (from analysis, probability, numerical analysis and statistics, to algebra, geometry, topology, representation theory, and dynamical systems theory) and also areas of mathematical physics, control theory, robotics, and the life sciences, with the aim of developing the new research area in a concentrated joint effort, both from the theoretical and applied points of view. The lectures were given by leading specialists in different areas of mathematics and its applications, building bridges among the various communities involved and working jointly on developing the envisaged new interdisciplinary subject of stochastic geometric mechanics.
Author | : I︠U︡. E. Gliklikh |
Publisher | : Springer Science & Business Media |
Total Pages | : 240 |
Release | : 1997 |
Genre | : Mathematics |
ISBN | : 9780387948676 |
Download Global Analysis in Mathematical Physics Book in PDF, ePub and Kindle
This book is the first in monographic literature giving a common treatment to three areas of applications of Global Analysis in Mathematical Physics previously considered quite distant from each other, namely, differential geometry applied to classical mechanics, stochastic differential geometry used in quantum and statistical mechanics, and infinite-dimensional differential geometry fundamental for hydrodynamics. The unification of these topics is made possible by considering the Newton equation or its natural generalizations and analogues as a fundamental equation of motion. New general geometric and stochastic methods of investigation are developed, and new results on existence, uniqueness, and qualitative behavior of solutions are obtained.
Author | : R.V. Ambartzumian |
Publisher | : Springer Science & Business Media |
Total Pages | : 135 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 9400939213 |
Download Stochastic and Integral Geometry Book in PDF, ePub and Kindle
Author | : Stefania Ugolini |
Publisher | : Springer |
Total Pages | : 265 |
Release | : 2022-03-06 |
Genre | : Mathematics |
ISBN | : 9783030874315 |
Download Geometry and Invariance in Stochastic Dynamics Book in PDF, ePub and Kindle
This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio. It presents the new area of studies concerning invariance and symmetry properties of finite and infinite dimensional stochastic differential equations.This area constitutes a natural, much needed, extension of the theory of classical ordinary and partial differential equations, where the reduction theory based on symmetry and invariance of such classical equations has historically proved to be very important both for theoretical and numerical studies and has given rise to important applications. The purpose of the present book is to present the state of the art of the studies on stochastic systems from this point of view, present some of the underlying fundamental ideas and methods involved, and to outline the main lines for future developments. The main focus is on bridging the gap between deterministic and stochastic approaches, with the goal of contributing to the elaboration of a unified theory that will have a great impact both from the theoretical point of view and the point of view of applications. The reader is a mathematician or a theoretical physicist. The main discipline is stochastic analysis with profound ideas coming from Mathematical Physics and Lie’s Group Geometry. While the audience consists essentially of academicians, the reader can also be a practitioner with Ph.D., who is interested in efficient stochastic modelling.
Author | : Sergio Albeverio |
Publisher | : World Scientific |
Total Pages | : 760 |
Release | : 1990-10-15 |
Genre | : Mathematics |
ISBN | : 9813201223 |
Download Stochastic Processes, Physics And Geometry Book in PDF, ePub and Kindle
Author | : Stefania Ugolini |
Publisher | : Springer Nature |
Total Pages | : 273 |
Release | : 2022-02-09 |
Genre | : Mathematics |
ISBN | : 303087432X |
Download Geometry and Invariance in Stochastic Dynamics Book in PDF, ePub and Kindle
This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio. It presents the new area of studies concerning invariance and symmetry properties of finite and infinite dimensional stochastic differential equations.This area constitutes a natural, much needed, extension of the theory of classical ordinary and partial differential equations, where the reduction theory based on symmetry and invariance of such classical equations has historically proved to be very important both for theoretical and numerical studies and has given rise to important applications. The purpose of the present book is to present the state of the art of the studies on stochastic systems from this point of view, present some of the underlying fundamental ideas and methods involved, and to outline the main lines for future developments. The main focus is on bridging the gap between deterministic and stochastic approaches, with the goal of contributing to the elaboration of a unified theory that will have a great impact both from the theoretical point of view and the point of view of applications. The reader is a mathematician or a theoretical physicist. The main discipline is stochastic analysis with profound ideas coming from Mathematical Physics and Lie’s Group Geometry. While the audience consists essentially of academicians, the reader can also be a practitioner with Ph.D., who is interested in efficient stochastic modelling.
Author | : Grigori N. Milstein |
Publisher | : Springer Nature |
Total Pages | : 754 |
Release | : 2021-12-03 |
Genre | : Computers |
ISBN | : 3030820408 |
Download Stochastic Numerics for Mathematical Physics Book in PDF, ePub and Kindle
This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
Author | : Ovidiu Calin |
Publisher | : Springer Science & Business Media |
Total Pages | : 278 |
Release | : 2006-03-30 |
Genre | : Mathematics |
ISBN | : 0817644210 |
Download Geometric Mechanics on Riemannian Manifolds Book in PDF, ePub and Kindle
* A geometric approach to problems in physics, many of which cannot be solved by any other methods * Text is enriched with good examples and exercises at the end of every chapter * Fine for a course or seminar directed at grad and adv. undergrad students interested in elliptic and hyperbolic differential equations, differential geometry, calculus of variations, quantum mechanics, and physics
Author | : Wilfrid S. Kendall |
Publisher | : Routledge |
Total Pages | : 419 |
Release | : 2019-06-10 |
Genre | : Mathematics |
ISBN | : 1351413724 |
Download Stochastic Geometry Book in PDF, ePub and Kindle
Stochastic geometry involves the study of random geometric structures, and blends geometric, probabilistic, and statistical methods to provide powerful techniques for modeling and analysis. Recent developments in computational statistical analysis, particularly Markov chain Monte Carlo, have enormously extended the range of feasible applications. Stochastic Geometry: Likelihood and Computation provides a coordinated collection of chapters on important aspects of the rapidly developing field of stochastic geometry, including: o a "crash-course" introduction to key stochastic geometry themes o considerations of geometric sampling bias issues o tesselations o shape o random sets o image analysis o spectacular advances in likelihood-based inference now available to stochastic geometry through the techniques of Markov chain Monte Carlo
Author | : R. J. Adler |
Publisher | : Springer Science & Business Media |
Total Pages | : 455 |
Release | : 2009-01-29 |
Genre | : Mathematics |
ISBN | : 0387481168 |
Download Random Fields and Geometry Book in PDF, ePub and Kindle
This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.