Analytical Methods for Kolmogorov Equations PDF Download

Author: Luca Lorenzi
Publisher: CRC Press
ISBN: 1482243342
Category : Mathematics
Languages : en
Pages : 607

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Book Description
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: Luca Lorenzi
Publisher: CRC Press
ISBN: 1315355620
Category : Mathematics
Languages : en
Pages : 572

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Book Description
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: Luca Lorenzi
Publisher: CRC Press
ISBN: 1420011588
Category : Mathematics
Languages : en
Pages : 559

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Book Description
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: Graham Griffiths
Publisher: Academic Press
ISBN: 9780123846532
Category : Mathematics
Languages : en
Pages : 461

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Book Description
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: Terrence Napier
Publisher: Birkhäuser
ISBN: 9780817672164
Category : Mathematics
Languages : en
Pages : 0

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Book Description
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: Giuseppe Da Prato
Publisher: Birkhäuser
ISBN: 3034879091
Category : Mathematics
Languages : en
Pages : 182

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Book Description
Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. It studies several properties of corresponding transition semigroups, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariant measures. In addition, the transition semigroups are interpreted as generalized solutions of Kologorov equations.

Author: Vladimir M. Vishnevskiy
Publisher: Springer Nature
ISBN: 3030925072
Category : Computers
Languages : en
Pages : 379

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Book Description
This book constitutes the refereed post-conference proceedings of the 24th International Conference on Distributed and Computer and Communication Networks, DCCN 2021, held in Moscow, Russia, in September 2021. The 26 revised full papers and 3 revised short papers were carefully reviewed and selected from 151 submissions. The papers cover the following topics: computer and communication networks; analytical modeling of distributed systems; and distributed systems applications.

Author: Luigi Brugnano
Publisher: CRC Press
ISBN: 1482263858
Category : Mathematics
Languages : en
Pages : 222

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Book Description
Line Integral Methods for Conservative Problems explains the numerical solution of differential equations within the framework of geometric integration, a branch of numerical analysis that devises numerical methods able to reproduce (in the discrete solution) relevant geometric properties of the continuous vector field. The book focuses on a large set of differential systems named conservative problems, particularly Hamiltonian systems. Assuming only basic knowledge of numerical quadrature and Runge–Kutta methods, this self-contained book begins with an introduction to the line integral methods. It describes numerous Hamiltonian problems encountered in a variety of applications and presents theoretical results concerning the main instance of line integral methods: the energy-conserving Runge–Kutta methods, also known as Hamiltonian boundary value methods (HBVMs). The authors go on to address the implementation of HBVMs in order to recover in the numerical solution what was expected from the theory. The book also covers the application of HBVMs to handle the numerical solution of Hamiltonian partial differential equations (PDEs) and explores extensions of the energy-conserving methods. With many examples of applications, this book provides an accessible guide to the subject yet gives you enough details to allow concrete use of the methods. MATLAB codes for implementing the methods are available online.

Author: Aref Jeribi
Publisher: CRC Press
ISBN: 1498733891
Category : Mathematics
Languages : en
Pages : 371

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Book Description
Uncover the Useful Interactions of Fixed Point Theory with Topological Structures Nonlinear Functional Analysis in Banach Spaces and Banach Algebras: Fixed Point Theory under Weak Topology for Nonlinear Operators and Block Operator Matrices with Applications is the first book to tackle the topological fixed point theory for block operator matrices with nonlinear entries in Banach spaces and Banach algebras. The book provides researchers and graduate students with a unified survey of the fundamental principles of fixed point theory in Banach spaces and algebras. The authors present several extensions of Schauder’s and Krasnosel’skii’s fixed point theorems to the class of weakly compact operators acting on Banach spaces and algebras, particularly on spaces satisfying the Dunford–Pettis property. They also address under which conditions a 2×2 block operator matrix with single- and multi-valued nonlinear entries will have a fixed point. In addition, the book describes applications of fixed point theory to a wide range of diverse equations, including transport equations arising in the kinetic theory of gas, stationary nonlinear biological models, two-dimensional boundary-value problems arising in growing cell populations, and functional systems of integral equations. The book focuses on fixed point results under the weak topology since these problems involve the loss of compactness of mappings and/or the missing geometric and topological structure of their underlying domain.

Author: Anatoly Galperin
Publisher: CRC Press
ISBN: 1498758967
Category : Mathematics
Languages : en
Pages : 241

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Book Description
Iterative Methods without Inversion presents the iterative methods for solving operator equations f(x) = 0 in Banach and/or Hilbert spaces. It covers methods that do not require inversions of f (or solving linearized subproblems). The typical representatives of the class of methods discussed are Ulm’s and Broyden’s methods. Convergence analyses of the methods considered are based on Kantorovich’s majorization principle which avoids unnecessary simplifying assumptions like differentiability of the operator or solvability of the equation. These analyses are carried out under a more general assumption about degree of continuity of the operator than traditional Lipschitz continuity: regular continuity. Key Features The methods discussed are analyzed under the assumption of regular continuity of divided difference operator, which is more general and more flexible than the traditional Lipschitz continuity. An attention is given to criterions for comparison of merits of various methods and to the related concept of optimality of a method of certain class. Many publications on methods for solving nonlinear operator equations discuss methods that involve inversion of linearization of the operator, which task is highly problematic in infinite dimensions. Accessible for anyone with minimal exposure to nonlinear functional analysis.