Besov Regularity of Stochastic Partial Differential Equations on Bounded Lipschitz Domains

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Publisher : Logos Verlag Berlin GmbH
ISBN 13 : 3832539204
Total Pages : 166 pages
Book Rating : 4.8/5 (325 download)

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Book Synopsis Besov Regularity of Stochastic Partial Differential Equations on Bounded Lipschitz Domains by : Petru A. Cioica

Download or read book Besov Regularity of Stochastic Partial Differential Equations on Bounded Lipschitz Domains written by Petru A. Cioica and published by Logos Verlag Berlin GmbH. This book was released on 2015-03-01 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic partial differential equations (SPDEs, for short) are the mathematical models of choice for space time evolutions corrupted by noise. Although in many settings it is known that the resulting SPDEs have a unique solution, in general, this solution is not given explicitly. Thus, in order to make those mathematical models ready to use for real life applications, appropriate numerical algorithms are needed. To increase efficiency, it would be tempting to design suitable adaptive schemes based, e.g., on wavelets. However, it is not a priori clear whether such adaptive strategies can outperform well-established uniform alternatives. Their theoretical justification requires a rigorous regularity analysis in so-called non-linear approximation scales of Besov spaces. In this thesis the regularity of (semi-)linear second order SPDEs of Itô type on general bounded Lipschitz domains is analysed. The non-linear approximation scales of Besov spaces are used to measure the regularity with respect to the space variable, the time regularity being measured first in terms of integrability and afterwards in terms of Hölder norms. In particular, it is shown that in specific situations the spatial Besov regularity of the solution in the non-linear approximation scales is generically higher than its corresponding classical Sobolev regularity. This indicates that it is worth developing spatially adaptive wavelet methods for solving SPDEs instead of using uniform alternatives.

Adaptive Wavelet Methods for Variational Formulations of Nonlinear Elliptic PDEs on Tensor-Product Domains

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Publisher : Logos Verlag Berlin GmbH
ISBN 13 : 3832541020
Total Pages : 336 pages
Book Rating : 4.8/5 (325 download)

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Book Synopsis Adaptive Wavelet Methods for Variational Formulations of Nonlinear Elliptic PDEs on Tensor-Product Domains by : Roland Pabel

Download or read book Adaptive Wavelet Methods for Variational Formulations of Nonlinear Elliptic PDEs on Tensor-Product Domains written by Roland Pabel and published by Logos Verlag Berlin GmbH. This book was released on 2015-09-30 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis is concerned with the numerical solution of boundary value problems (BVPs) governed by nonlinear elliptic partial differential equations (PDEs). To iteratively solve such BVPs, it is of primal importance to develop efficient schemes that guarantee convergence of the numerically approximated PDE solutions towards the exact solution. The new adaptive wavelet theory guarantees convergence of adaptive schemes with fixed approximation rates. Furthermore, optimal, i.e., linear, complexity estimates of such adaptive solution methods have been established. These achievements are possible since wavelets allow for a completely new perspective to attack BVPs: namely, to represent PDEs in their original infinite dimensional realm. Wavelets in this context represent function bases with special analytical properties, e.g., the wavelets considered herein are piecewise polynomials, have compact support and norm equivalences between certain function spaces and the $ell_2$ sequence spaces of expansion coefficients exist. This theoretical framework is implemented in the course of this thesis in a truly dimensionally unrestricted adaptive wavelet program code, which allows one to harness the proven theoretical results for the first time when numerically solving the above mentioned BVPs. Numerical studies of 2D and 3D PDEs and BVPs demonstrate the feasibility and performance of the developed schemes. The BVPs are solved using an adaptive Uzawa algorithm, which requires repeated solution of nonlinear PDE sub-problems. This thesis presents for the first time a numerically competitive implementation of a new theoretical paradigm to solve nonlinear elliptic PDEs in arbitrary space dimensions with a complete convergence and complexity theory.

Sparse Grids and Applications - Munich 2012

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Publisher : Springer Science & Business Media
ISBN 13 : 3319045377
Total Pages : 345 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Sparse Grids and Applications - Munich 2012 by : Jochen Garcke

Download or read book Sparse Grids and Applications - Munich 2012 written by Jochen Garcke and published by Springer Science & Business Media. This book was released on 2014-04-11 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sparse grids have gained increasing interest in recent years for the numerical treatment of high-dimensional problems. Whereas classical numerical discretization schemes fail in more than three or four dimensions, sparse grids make it possible to overcome the “curse” of dimensionality to some degree, extending the number of dimensions that can be dealt with. This volume of LNCSE collects the papers from the proceedings of the second workshop on sparse grids and applications, demonstrating once again the importance of this numerical discretization scheme. The selected articles present recent advances on the numerical analysis of sparse grids as well as efficient data structures, and the range of applications extends to uncertainty quantification settings and clustering, to name but a few examples.

Extraction of Quantifiable Information from Complex Systems

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Publisher : Springer
ISBN 13 : 3319081594
Total Pages : 446 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Extraction of Quantifiable Information from Complex Systems by : Stephan Dahlke

Download or read book Extraction of Quantifiable Information from Complex Systems written by Stephan Dahlke and published by Springer. This book was released on 2014-11-13 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: In April 2007, the Deutsche Forschungsgemeinschaft (DFG) approved the Priority Program 1324 “Mathematical Methods for Extracting Quantifiable Information from Complex Systems.” This volume presents a comprehensive overview of the most important results obtained over the course of the program. Mathematical models of complex systems provide the foundation for further technological developments in science, engineering and computational finance. Motivated by the trend toward steadily increasing computer power, ever more realistic models have been developed in recent years. These models have also become increasingly complex, and their numerical treatment poses serious challenges. Recent developments in mathematics suggest that, in the long run, much more powerful numerical solution strategies could be derived if the interconnections between the different fields of research were systematically exploited at a conceptual level. Accordingly, a deeper understanding of the mathematical foundations as well as the development of new and efficient numerical algorithms were among the main goals of this Priority Program. The treatment of high-dimensional systems is clearly one of the most challenging tasks in applied mathematics today. Since the problem of high-dimensionality appears in many fields of application, the above-mentioned synergy and cross-fertilization effects were expected to make a great impact. To be truly successful, the following issues had to be kept in mind: theoretical research and practical applications had to be developed hand in hand; moreover, it has proven necessary to combine different fields of mathematics, such as numerical analysis and computational stochastics. To keep the whole program sufficiently focused, we concentrated on specific but related fields of application that share common characteristics and as such, they allowed us to use closely related approaches.

Monte Carlo and Quasi-Monte Carlo Methods 2012

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Publisher : Springer Science & Business Media
ISBN 13 : 3642410952
Total Pages : 680 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis Monte Carlo and Quasi-Monte Carlo Methods 2012 by : Josef Dick

Download or read book Monte Carlo and Quasi-Monte Carlo Methods 2012 written by Josef Dick and published by Springer Science & Business Media. This book was released on 2013-12-05 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.

Recent Advances in Adaptive Computation

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Publisher : American Mathematical Soc.
ISBN 13 : 0821836625
Total Pages : 394 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Recent Advances in Adaptive Computation by : Zhongci Shi

Download or read book Recent Advances in Adaptive Computation written by Zhongci Shi and published by American Mathematical Soc.. This book was released on 2005 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: There has been rapid development in the area of adaptive computation over the past decade. The International Conference on Recent Advances in Adaptive Computation was held at Zhejiang University (Hangzhou, China) to explore these new directions. The conference brought together specialists to discuss modern theories and practical applications of adaptive methods. This volume contains articles reflecting the invited talks given by leading mathematicians at the conference. It is suitable for graduate students and researchers interested in methods of computation.

Beyond Sobolev and Besov

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Publisher : Springer Nature
ISBN 13 : 3030751392
Total Pages : 339 pages
Book Rating : 4.0/5 (37 download)

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Book Synopsis Beyond Sobolev and Besov by : Cornelia Schneider

Download or read book Beyond Sobolev and Besov written by Cornelia Schneider and published by Springer Nature. This book was released on 2021-05-31 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book investigates the close relation between quite sophisticated function spaces, the regularity of solutions of partial differential equations (PDEs) in these spaces and the link with the numerical solution of such PDEs. It consists of three parts. Part I, the introduction, provides a quick guide to function spaces and the general concepts needed. Part II is the heart of the monograph and deals with the regularity of solutions in Besov and fractional Sobolev spaces. In particular, it studies regularity estimates of PDEs of elliptic, parabolic and hyperbolic type on non smooth domains. Linear as well as nonlinear equations are considered and special attention is paid to PDEs of parabolic type. For the classes of PDEs investigated a justification is given for the use of adaptive numerical schemes. Finally, the last part has a slightly different focus and is concerned with traces in several function spaces such as Besov– and Triebel–Lizorkin spaces, but also in quite general smoothness Morrey spaces. The book is aimed at researchers and graduate students working in regularity theory of PDEs and function spaces, who are looking for a comprehensive treatment of the above listed topics.

Advances in Computational Mathematics

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Publisher : CRC Press
ISBN 13 : 100094817X
Total Pages : 636 pages
Book Rating : 4.0/5 (9 download)

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Book Synopsis Advances in Computational Mathematics by : Zhongying Chen

Download or read book Advances in Computational Mathematics written by Zhongying Chen and published by CRC Press. This book was released on 2023-08-25 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the refereed proceedings of the Guangzhou International Symposium on Computational Mathematics, held at the Zhongshan University, People's Republic of China. Nearly 90 international mathematicians examine numerical optimization methods, wavelet analysis, computational approximation, numerical solutions of differential and integral equations, numerical linear algebra, inverse and ill-posed problems, geometric modelling, and signal and image processing and their applications.

Multiscale, Nonlinear and Adaptive Approximation

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Publisher : Springer Science & Business Media
ISBN 13 : 3642034136
Total Pages : 671 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis Multiscale, Nonlinear and Adaptive Approximation by : Ronald DeVore

Download or read book Multiscale, Nonlinear and Adaptive Approximation written by Ronald DeVore and published by Springer Science & Business Media. This book was released on 2009-09-16 with total page 671 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book of invited articles offers a collection of high-quality papers in selected and highly topical areas of Applied and Numerical Mathematics and Approximation Theory which have some connection to Wolfgang Dahmen's scientific work. On the occasion of his 60th birthday, leading experts have contributed survey and research papers in the areas of Nonlinear Approximation Theory, Numerical Analysis of Partial Differential and Integral Equations, Computer-Aided Geometric Design, and Learning Theory. The main focus and common theme of all the articles in this volume is the mathematics building the foundation for most efficient numerical algorithms for simulating complex phenomena.

ICIAM 07

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Publisher : European Mathematical Society
ISBN 13 : 9783037190562
Total Pages : 528 pages
Book Rating : 4.1/5 (95 download)

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Book Synopsis ICIAM 07 by : Rolf Jeltsch

Download or read book ICIAM 07 written by Rolf Jeltsch and published by European Mathematical Society. This book was released on 2009 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Council for Industrial and Applied Mathematics (ICIAM) is the worldwide organization of societies which are dedicated primarily or significantly to applied and/or industrial mathematics. The ICIAM Congresses, held every 4 years, are run under the auspices of the Council with the aim to advance the applications of mathematics in all parts of the world. The Sixth ICIAM Congress was held in Zurich, Switzerland, July 16-20, 2007, and was attended by more than 3000 scientists from 47 countries. This volume collects the invited lectures of this Congress, the appreciations of the ICIAM Prize winners' achievements, and the Euler Lecture celebrating the 300th anniversary of Euler. The authors of these papers are leading researchers in their fields, rigorously selected by a distinguished international program committee. The book presents an overview of contemporary applications of mathematics, new perspectives, and open problems. Topics embrace analysis of and numerical methods for: linear and nonlinear partial differential equations multiscale modeling nonlinear problems involving integral operators controllability and observability asymptotic solutions of Hamilton-Jacobi equations contact problems in solid mechanics topology optimization of structures dissipation inequalities in systems theory greedy algorithms sampling in function space order-value optimization parabolic partial differential equations and deterministic games Moreover, particular applications involve risk in financial markets, radar imaging, brain dynamics, and complex geometric optics applied to acoustics and electromagnetics.

Analysis and Application

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Publisher : Allied Publishers
ISBN 13 : 9788177646009
Total Pages : 306 pages
Book Rating : 4.6/5 (46 download)

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Book Synopsis Analysis and Application by :

Download or read book Analysis and Application written by and published by Allied Publishers. This book was released on with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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Author :
Publisher : Springer Nature
ISBN 13 : 3031743709
Total Pages : 444 pages
Book Rating : 4.0/5 (317 download)

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Book Synopsis by :

Download or read book written by and published by Springer Nature. This book was released on with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt:

75 Years of Mathematics of Computation

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Publisher : American Mathematical Soc.
ISBN 13 : 1470451638
Total Pages : 378 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis 75 Years of Mathematics of Computation by : Susanne C. Brenner

Download or read book 75 Years of Mathematics of Computation written by Susanne C. Brenner and published by American Mathematical Soc.. This book was released on 2020-07-29 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: The year 2018 marked the 75th anniversary of the founding of Mathematics of Computation, one of the four primary research journals published by the American Mathematical Society and the oldest research journal devoted to computational mathematics. To celebrate this milestone, the symposium “Celebrating 75 Years of Mathematics of Computation” was held from November 1–3, 2018, at the Institute for Computational and Experimental Research in Mathematics (ICERM), Providence, Rhode Island. The sixteen papers in this volume, written by the symposium speakers and editors of the journal, include both survey articles and new contributions. On the discrete side, there are four papers covering topics in computational number theory and computational algebra. On the continuous side, there are twelve papers covering topics in machine learning, high dimensional approximations, nonlocal and fractional elliptic problems, gradient flows, hyperbolic conservation laws, Maxwell's equations, Stokes's equations, a posteriori error estimation, and iterative methods. Together they provide a snapshot of significant achievements in the past quarter century in computational mathematics and also in important current trends.

Partial Differential Equations

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Publisher : Springer Nature
ISBN 13 : 303113379X
Total Pages : 463 pages
Book Rating : 4.0/5 (311 download)

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Book Synopsis Partial Differential Equations by : Wolfgang Arendt

Download or read book Partial Differential Equations written by Wolfgang Arendt and published by Springer Nature. This book was released on 2023-01-01 with total page 463 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook introduces the study of partial differential equations using both analytical and numerical methods. By intertwining the two complementary approaches, the authors create an ideal foundation for further study. Motivating examples from the physical sciences, engineering, and economics complete this integrated approach. A showcase of models begins the book, demonstrating how PDEs arise in practical problems that involve heat, vibration, fluid flow, and financial markets. Several important characterizing properties are used to classify mathematical similarities, then elementary methods are used to solve examples of hyperbolic, elliptic, and parabolic equations. From here, an accessible introduction to Hilbert spaces and the spectral theorem lay the foundation for advanced methods. Sobolev spaces are presented first in dimension one, before being extended to arbitrary dimension for the study of elliptic equations. An extensive chapter on numerical methods focuses on finite difference and finite element methods. Computer-aided calculation with MapleTM completes the book. Throughout, three fundamental examples are studied with different tools: Poisson’s equation, the heat equation, and the wave equation on Euclidean domains. The Black–Scholes equation from mathematical finance is one of several opportunities for extension. Partial Differential Equations offers an innovative introduction for students new to the area. Analytical and numerical tools combine with modeling to form a versatile toolbox for further study in pure or applied mathematics. Illuminating illustrations and engaging exercises accompany the text throughout. Courses in real analysis and linear algebra at the upper-undergraduate level are assumed.

Quantification of Uncertainty: Improving Efficiency and Technology

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Publisher : Springer Nature
ISBN 13 : 3030487210
Total Pages : 290 pages
Book Rating : 4.0/5 (34 download)

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Book Synopsis Quantification of Uncertainty: Improving Efficiency and Technology by : Marta D'Elia

Download or read book Quantification of Uncertainty: Improving Efficiency and Technology written by Marta D'Elia and published by Springer Nature. This book was released on 2020-07-30 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores four guiding themes – reduced order modelling, high dimensional problems, efficient algorithms, and applications – by reviewing recent algorithmic and mathematical advances and the development of new research directions for uncertainty quantification in the context of partial differential equations with random inputs. Highlighting the most promising approaches for (near-) future improvements in the way uncertainty quantification problems in the partial differential equation setting are solved, and gathering contributions by leading international experts, the book’s content will impact the scientific, engineering, financial, economic, environmental, social, and commercial sectors.

Applied Stochastic Differential Equations

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Publisher : Cambridge University Press
ISBN 13 : 1316510085
Total Pages : 327 pages
Book Rating : 4.3/5 (165 download)

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Book Synopsis Applied Stochastic Differential Equations by : Simo Särkkä

Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Isogeometric Analysis and Applications 2014

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Publisher : Springer
ISBN 13 : 3319233157
Total Pages : 301 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Isogeometric Analysis and Applications 2014 by : Bert Jüttler

Download or read book Isogeometric Analysis and Applications 2014 written by Bert Jüttler and published by Springer. This book was released on 2015-12-21 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Isogeometric Analysis is a groundbreaking computational approach that promises the possibility of integrating the finite element method into conventional spline-based CAD design tools. It thus bridges the gap between numerical analysis and geometry, and moreover it allows to tackle new cutting edge applications at the frontiers of research in science and engineering. This proceedings volume contains a selection of outstanding research papers presented at the second International Workshop on Isogeometric Analysis and Applications, held at Annweiler, Germany, in April 2014.