Analytical Methods For Kolmogorov Equations PDF Download
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Author | : Luca Lorenzi |
Publisher | : CRC Press |
Total Pages | : 607 |
Release | : 2016-10-04 |
Genre | : Mathematics |
ISBN | : 1482243342 |
Download Analytical Methods for Kolmogorov Equations Book in PDF, ePub and Kindle
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.
Author | : Graham Griffiths |
Publisher | : Academic Press |
Total Pages | : 463 |
Release | : 2010-12-09 |
Genre | : Mathematics |
ISBN | : 0123846536 |
Download Traveling Wave Analysis of Partial Differential Equations Book in PDF, ePub and Kindle
Although the Partial Differential Equations (PDE) models that are now studied are usually beyond traditional mathematical analysis, the numerical methods that are being developed and used require testing and validation. This is often done with PDEs that have known, exact, analytical solutions. The development of analytical solutions is also an active area of research, with many advances being reported recently, particularly traveling wave solutions for nonlinear evolutionary PDEs. Thus, the current development of analytical solutions directly supports the development of numerical methods by providing a spectrum of test problems that can be used to evaluate numerical methods. This book surveys some of these new developments in analytical and numerical methods, and relates the two through a series of PDE examples. The PDEs that have been selected are largely "named'' since they carry the names of their original contributors. These names usually signify that the PDEs are widely recognized and used in many application areas. The authors’ intention is to provide a set of numerical and analytical methods based on the concept of a traveling wave, with a central feature of conversion of the PDEs to ODEs. The Matlab and Maple software will be available for download from this website shortly. www.pdecomp.net Includes a spectrum of applications in science, engineering, applied mathematics Presents a combination of numerical and analytical methods Provides transportable computer codes in Matlab and Maple
Author | : Luca Lorenzi |
Publisher | : CRC Press |
Total Pages | : 559 |
Release | : 2006-07-28 |
Genre | : Mathematics |
ISBN | : 1420011588 |
Download Analytical Methods for Markov Semigroups Book in PDF, ePub and Kindle
For the first time in book form, Analytical Methods for Markov Semigroups provides a comprehensive analysis on Markov semigroups both in spaces of bounded and continuous functions as well as in Lp spaces relevant to the invariant measure of the semigroup. Exploring specific techniques and results, the book collects and updates the literature associated with Markov semigroups. Divided into four parts, the book begins with the general properties of the semigroup in spaces of continuous functions: the existence of solutions to the elliptic and to the parabolic equation, uniqueness properties and counterexamples to uniqueness, and the definition and properties of the weak generator. It also examines properties of the Markov process and the connection with the uniqueness of the solutions. In the second part, the authors consider the replacement of RN with an open and unbounded domain of RN. They also discuss homogeneous Dirichlet and Neumann boundary conditions associated with the operator A. The final chapters analyze degenerate elliptic operators A and offer solutions to the problem. Using analytical methods, this book presents past and present results of Markov semigroups, making it suitable for applications in science, engineering, and economics.
Author | : Terrence Napier |
Publisher | : Birkhäuser |
Total Pages | : 0 |
Release | : 2011-09-08 |
Genre | : Mathematics |
ISBN | : 9780817672164 |
Download An Introduction to Riemann Surfaces Book in PDF, ePub and Kindle
This textbook presents a unified approach to compact and noncompact Riemann surfaces from the point of view of the so-called L2 $\bar{\delta}$-method. This method is a powerful technique from the theory of several complex variables, and provides for a unique approach to the fundamentally different characteristics of compact and noncompact Riemann surfaces. The inclusion of continuing exercises running throughout the book, which lead to generalizations of the main theorems, as well as the exercises included in each chapter make this text ideal for a one- or two-semester graduate course.
Author | : Eric Charpentier |
Publisher | : Springer Science & Business Media |
Total Pages | : 326 |
Release | : 2007-09-13 |
Genre | : Mathematics |
ISBN | : 3540363513 |
Download Kolmogorov's Heritage in Mathematics Book in PDF, ePub and Kindle
In this book, several world experts present (one part of) the mathematical heritage of Kolmogorov. Each chapter treats one of his research themes or a subject invented as a consequence of his discoveries. The authors present his contributions, his methods, the perspectives he opened to us, and the way in which this research has evolved up to now. Coverage also includes examples of recent applications and a presentation of the modern prospects.
Author | : H. T. Banks |
Publisher | : CRC Press |
Total Pages | : 408 |
Release | : 2014-04-01 |
Genre | : Mathematics |
ISBN | : 1482206420 |
Download Modeling and Inverse Problems in the Presence of Uncertainty Book in PDF, ePub and Kindle
Modeling and Inverse Problems in the Presence of Uncertainty collects recent research—including the authors’ own substantial projects—on uncertainty propagation and quantification. It covers two sources of uncertainty: where uncertainty is present primarily due to measurement errors and where uncertainty is present due to the modeling formulation itself. After a useful review of relevant probability and statistical concepts, the book summarizes mathematical and statistical aspects of inverse problem methodology, including ordinary, weighted, and generalized least-squares formulations. It then discusses asymptotic theories, bootstrapping, and issues related to the evaluation of correctness of assumed form of statistical models. The authors go on to present methods for evaluating and comparing the validity of appropriateness of a collection of models for describing a given data set, including statistically based model selection and comparison techniques. They also explore recent results on the estimation of probability distributions when they are embedded in complex mathematical models and only aggregate (not individual) data are available. In addition, they briefly discuss the optimal design of experiments in support of inverse problems for given models. The book concludes with a focus on uncertainty in model formulation itself, covering the general relationship of differential equations driven by white noise and the ones driven by colored noise in terms of their resulting probability density functions. It also deals with questions related to the appropriateness of discrete versus continuum models in transitions from small to large numbers of individuals. With many examples throughout addressing problems in physics, biology, and other areas, this book is intended for applied mathematicians interested in deterministic and/or stochastic models and their interactions. It is also suitable for scientists in biology, medicine, engineering, and physics working on basic modeling and inverse problems, uncertainty in modeling, propagation of uncertainty, and statistical modeling.
Author | : Prem K. Kythe |
Publisher | : CRC Press |
Total Pages | : 511 |
Release | : 2014-07-08 |
Genre | : Mathematics |
ISBN | : 1482221071 |
Download Sinusoids Book in PDF, ePub and Kindle
A Complete Treatment of Current Research Topics in Fourier Transforms and Sinusoids Sinusoids: Theory and Technological Applications explains how sinusoids and Fourier transforms are used in a variety of application areas, including signal processing, GPS, optics, x-ray crystallography, radioastronomy, poetry and music as sound waves, and the medic
Author | : Victor H. Moll |
Publisher | : CRC Press |
Total Pages | : 256 |
Release | : 2014-11-12 |
Genre | : Mathematics |
ISBN | : 1482256525 |
Download Special Integrals of Gradshteyn and Ryzhik Book in PDF, ePub and Kindle
A Guide to the Evaluation of IntegralsSpecial Integrals of Gradshetyn and Ryzhik: The Proofs provides self-contained proofs of a variety of entries in the frequently used table of integrals by I.S. Gradshteyn and I.M. Ryzhik. The book gives the most elementary arguments possible and uses Mathematica to verify the formulas. Readers discover the beau
Author | : Marco A. P. Bullones |
Publisher | : CRC Press |
Total Pages | : 347 |
Release | : 2016-08-19 |
Genre | : Mathematics |
ISBN | : 1315353466 |
Download Introduction to Abelian Model Structures and Gorenstein Homological Dimensions Book in PDF, ePub and Kindle
Introduction to Abelian Model Structures and Gorenstein Homological Dimensions provides a starting point to study the relationship between homological and homotopical algebra, a very active branch of mathematics. The book shows how to obtain new model structures in homological algebra by constructing a pair of compatible complete cotorsion pairs related to a specific homological dimension and then applying the Hovey Correspondence to generate an abelian model structure. The first part of the book introduces the definitions and notations of the universal constructions most often used in category theory. The next part presents a proof of the Eklof and Trlifaj theorem in Grothedieck categories and covers M. Hovey’s work that connects the theories of cotorsion pairs and model categories. The final two parts study the relationship between model structures and classical and Gorenstein homological dimensions and explore special types of Grothendieck categories known as Gorenstein categories. As self-contained as possible, this book presents new results in relative homological algebra and model category theory. The author also re-proves some established results using different arguments or from a pedagogical point of view. In addition, he proves folklore results that are difficult to locate in the literature.
Author | : Raouf A. Ibrahim |
Publisher | : |
Total Pages | : 972 |
Release | : 2005-09 |
Genre | : Science |
ISBN | : 0511123647 |
Download Liquid Sloshing Dynamics Book in PDF, ePub and Kindle
This book deals with almost every aspect of liquid sloshing dynamics.