Diffusions And Elliptic Operators

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Diffusions and Elliptic Operators

Author : Richard F. Bass
Publisher : Springer Science & Business Media
ISBN 13 : 0387226044
Total Pages : 240 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Diffusions and Elliptic Operators by : Richard F. Bass

Download or read book Diffusions and Elliptic Operators written by Richard F. Bass and published by Springer Science & Business Media. This book was released on 2006-05-11 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions. The author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators, as well as Martingale problems and the Malliavin calculus. While serving as a textbook for a graduate course on diffusion theory with applications to PDE, this will also be a valuable reference to researchers in probability who are interested in PDE, as well as for analysts interested in probabilistic methods.

Elliptic Functional Differential Equations and Applications

Author : Alexander L. Skubachevskii
Publisher : Birkhäuser
ISBN 13 : 3034890338
Total Pages : 298 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis Elliptic Functional Differential Equations and Applications by : Alexander L. Skubachevskii

Download or read book Elliptic Functional Differential Equations and Applications written by Alexander L. Skubachevskii and published by Birkhäuser. This book was released on 2012-12-06 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Boundary value problems for elliptic differential-difference equations have some astonishing properties. For example, unlike elliptic differential equations, the smoothness of the generalized solutions can be broken in a bounded domain and is preserved only in some subdomains. The symbol of a self-adjoint semibounded functional differential operator can change its sign. The purpose of this book is to present for the first time general results concerning solvability and spectrum of these problems, a priori estimates and smoothness of solutions. The approach is based on the properties of elliptic operators and difference operators in Sobolev spaces. The most important features distinguishing this work are applications to different fields of science. The methods in this book are used to obtain new results regarding the solvability of nonlocal elliptic boundary value problems and the existence of Feller semigroups for multidimensional diffusion processes. Moreover, applications to control theory and aircraft and rocket technology are given. The theory is illustrated with numerous figures and examples. The book is addresssed to graduate students and researchers in partial differential equations and functional differential equations. It will also be of use to engineers in control theory and elasticity theory.

Elliptic Partial Differential Equations

Author : Vitaly Volpert
Publisher : Springer Science & Business Media
ISBN 13 : 3034605374
Total Pages : 649 pages
Book Rating : 4.0/5 (346 download)

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Book Synopsis Elliptic Partial Differential Equations by : Vitaly Volpert

Download or read book Elliptic Partial Differential Equations written by Vitaly Volpert and published by Springer Science & Business Media. This book was released on 2011-03-03 with total page 649 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of elliptic partial differential equations has undergone an important development over the last two centuries. Together with electrostatics, heat and mass diffusion, hydrodynamics and many other applications, it has become one of the most richly enhanced fields of mathematics. This monograph undertakes a systematic presentation of the theory of general elliptic operators. The author discusses a priori estimates, normal solvability, the Fredholm property, the index of an elliptic operator, operators with a parameter, and nonlinear Fredholm operators. Particular attention is paid to elliptic problems in unbounded domains which have not yet been sufficiently treated in the literature and which require some special approaches. The book also contains an analysis of non-Fredholm operators and discrete operators as well as extensive historical and bibliographical comments . The selected topics and the author's level of discourse will make this book a most useful resource for researchers and graduate students working in the broad field of partial differential equations and applications.

Degenerate Diffusion Operators Arising in Population Biology

Author : Charles L. Epstein
Publisher : Princeton University Press
ISBN 13 : 0691157154
Total Pages : 320 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis Degenerate Diffusion Operators Arising in Population Biology by : Charles L. Epstein

Download or read book Degenerate Diffusion Operators Arising in Population Biology written by Charles L. Epstein and published by Princeton University Press. This book was released on 2013-04-07 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an "integral kernel method" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high codimensional strata of the boundary. Epstein and Mazzeo establish the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Hölder spaces. They show that the semigroups defined by these operators have holomorphic extensions to the right half-plane. Epstein and Mazzeo also demonstrate precise asymptotic results for the long-time behavior of solutions to both the forward and backward Kolmogorov equations.

Homogenization of Differential Operators and Integral Functionals

Author : V.V. Jikov
Publisher : Springer Science & Business Media
ISBN 13 : 3642846599
Total Pages : 583 pages
Book Rating : 4.6/5 (428 download)

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Book Synopsis Homogenization of Differential Operators and Integral Functionals by : V.V. Jikov

Download or read book Homogenization of Differential Operators and Integral Functionals written by V.V. Jikov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: It was mainly during the last two decades that the theory of homogenization or averaging of partial differential equations took shape as a distinct mathe matical discipline. This theory has a lot of important applications in mechanics of composite and perforated materials, filtration, disperse media, and in many other branches of physics, mechanics and modern technology. There is a vast literature on the subject. The term averaging has been usually associated with the methods of non linear mechanics and ordinary differential equations developed in the works of Poincare, Van Der Pol, Krylov, Bogoliubov, etc. For a long time, after the works of Maxwell and Rayleigh, homogeniza tion problems for· partial differential equations were being mostly considered by specialists in physics and mechanics, and were staying beyond the scope of mathematicians. A great deal of attention was given to the so called disperse media, which, in the simplest case, are two-phase media formed by the main homogeneous material containing small foreign particles (grains, inclusions). Such two-phase bodies, whose size is considerably larger than that of each sep arate inclusion, have been discovered to possess stable physical properties (such as heat transfer, electric conductivity, etc.) which differ from those of the con stituent phases. For this reason, the word homogenized, or effective, is used in relation to these characteristics. An enormous number of results, approximation formulas, and estimates have been obtained in connection with such problems as electromagnetic wave scattering on small particles, effective heat transfer in two-phase media, etc.

Elliptic Operators, Topology, and Asymptotic Methods

Author : John Roe
Publisher : CRC Press
ISBN 13 : 1482247836
Total Pages : 218 pages
Book Rating : 4.4/5 (822 download)

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Book Synopsis Elliptic Operators, Topology, and Asymptotic Methods by : John Roe

Download or read book Elliptic Operators, Topology, and Asymptotic Methods written by John Roe and published by CRC Press. This book was released on 2013-12-19 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ten years after publication of the popular first edition of this volume, the index theorem continues to stand as a central result of modern mathematics-one of the most important foci for the interaction of topology, geometry, and analysis. Retaining its concise presentation but offering streamlined analyses and expanded coverage of important exampl

Positive Harmonic Functions and Diffusion

Author : Ross G. Pinsky
Publisher : Cambridge University Press
ISBN 13 : 0521470145
Total Pages : 492 pages
Book Rating : 4.5/5 (214 download)

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Book Synopsis Positive Harmonic Functions and Diffusion by : Ross G. Pinsky

Download or read book Positive Harmonic Functions and Diffusion written by Ross G. Pinsky and published by Cambridge University Press. This book was released on 1995-01-12 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, Professor Pinsky gives a self-contained account of the theory of positive harmonic functions for second order elliptic operators, using an integrated probabilistic and analytic approach. The book begins with a treatment of the construction and basic properties of diffusion processes. This theory then serves as a vehicle for studying positive harmonic funtions. Starting with a rigorous treatment of the spectral theory of elliptic operators with nice coefficients on smooth, bounded domains, the author then develops the theory of the generalized principal eigenvalue, and the related criticality theory for elliptic operators on arbitrary domains. Martin boundary theory is considered, and the Martin boundary is explicitly calculated for several classes of operators. The book provides an array of criteria for determining whether a diffusion process is transient or recurrent. Also introduced are the theory of bounded harmonic functions, and Brownian motion on manifolds of negative curvature. Many results that form the folklore of the subject are here given a rigorous exposition, making this book a useful reference for the specialist, and an excellent guide for the graduate student.

Elliptic Operators, Topology, and Asymptotic Methods, Second Edition

Author : John Roe
Publisher : CRC Press
ISBN 13 : 9780582325029
Total Pages : 222 pages
Book Rating : 4.3/5 (25 download)

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Book Synopsis Elliptic Operators, Topology, and Asymptotic Methods, Second Edition by : John Roe

Download or read book Elliptic Operators, Topology, and Asymptotic Methods, Second Edition written by John Roe and published by CRC Press. This book was released on 1999-01-06 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ten years after publication of the popular first edition of this volume, the index theorem continues to stand as a central result of modern mathematics-one of the most important foci for the interaction of topology, geometry, and analysis. Retaining its concise presentation but offering streamlined analyses and expanded coverage of important examples and applications, Elliptic Operators, Topology, and Asymptotic Methods, Second Edition introduces the ideas surrounding the heat equation proof of the Atiyah-Singer index theorem. The author builds towards proof of the Lefschetz formula and the full index theorem with four chapters of geometry, five chapters of analysis, and four chapters of topology. The topics addressed include Hodge theory, Weyl's theorem on the distribution of the eigenvalues of the Laplacian, the asymptotic expansion for the heat kernel, and the index theorem for Dirac-type operators using Getzler's direct method. As a "dessert," the final two chapters offer discussion of Witten's analytic approach to the Morse inequalities and the L2-index theorem of Atiyah for Galois coverings. The text assumes some background in differential geometry and functional analysis. With the partial differential equation theory developed within the text and the exercises in each chapter, Elliptic Operators, Topology, and Asymptotic Methods becomes the ideal vehicle for self-study or coursework. Mathematicians, researchers, and physicists working with index theory or supersymmetry will find it a concise but wide-ranging introduction to this important and intriguing field.

On the Geometry of Diffusion Operators and Stochastic Flows

Author : K.D. Elworthy
Publisher : Springer
ISBN 13 : 3540470220
Total Pages : 121 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis On the Geometry of Diffusion Operators and Stochastic Flows by : K.D. Elworthy

Download or read book On the Geometry of Diffusion Operators and Stochastic Flows written by K.D. Elworthy and published by Springer. This book was released on 2007-01-05 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (sub)-Riemannian structure. This is systematically described, together with its invariants, and then exploited to discuss qualitative properties of stochastic flows, and analysis on path spaces of compact manifolds with diffusion measures. This should be useful to stochastic analysts, especially those with interests in stochastic flows, infinite dimensional analysis, or geometric analysis, and also to researchers in sub-Riemannian geometry. A basic background in differential geometry is assumed, but the construction of the connections is very direct and itself gives an intuitive and concrete introduction. Knowledge of stochastic analysis is also assumed for later chapters.

Finite Difference Methods for Ordinary and Partial Differential Equations

Author : Randall J. LeVeque
Publisher : SIAM
ISBN 13 : 9780898717839
Total Pages : 356 pages
Book Rating : 4.7/5 (178 download)

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Book Synopsis Finite Difference Methods for Ordinary and Partial Differential Equations by : Randall J. LeVeque

Download or read book Finite Difference Methods for Ordinary and Partial Differential Equations written by Randall J. LeVeque and published by SIAM. This book was released on 2007-01-01 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.

Elliptic Partial Differential Equations

Author : Qing Han
Publisher : American Mathematical Soc.
ISBN 13 : 0821853139
Total Pages : 161 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Elliptic Partial Differential Equations by : Qing Han

Download or read book Elliptic Partial Differential Equations written by Qing Han and published by American Mathematical Soc.. This book was released on 2011 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is based on PDE courses given by the authors at the Courant Institute and at the University of Notre Dame, Indiana. Presented are basic methods for obtaining various a priori estimates for second-order equations of elliptic type with particular emphasis on maximal principles, Harnack inequalities, and their applications. The equations considered in the book are linear; however, the presented methods also apply to nonlinear problems.

Generalized Diffusion Operators

Author : Jörg-Uwe Löbus
Publisher : Wiley-VCH
ISBN 13 :
Total Pages : 122 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Generalized Diffusion Operators by : Jörg-Uwe Löbus

Download or read book Generalized Diffusion Operators written by Jörg-Uwe Löbus and published by Wiley-VCH. This book was released on 1993-09-15 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Library of Congress Subject Headings

Author : Library of Congress
Publisher :
ISBN 13 :
Total Pages : 1640 pages
Book Rating : 4.:/5 (891 download)

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Book Synopsis Library of Congress Subject Headings by : Library of Congress

Download or read book Library of Congress Subject Headings written by Library of Congress and published by . This book was released on 2011 with total page 1640 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Convolution-like Structures, Differential Operators and Diffusion Processes

Author : Rúben Sousa
Publisher : Springer Nature
ISBN 13 : 303105296X
Total Pages : 269 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Convolution-like Structures, Differential Operators and Diffusion Processes by : Rúben Sousa

Download or read book Convolution-like Structures, Differential Operators and Diffusion Processes written by Rúben Sousa and published by Springer Nature. This book was released on 2022-07-27 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to recent developments in the theory of generalized harmonic analysis and its applications. It is well known that convolutions, differential operators and diffusion processes are interconnected: the ordinary convolution commutes with the Laplacian, and the law of Brownian motion has a convolution semigroup property with respect to the ordinary convolution. Seeking to generalize this useful connection, and also motivated by its probabilistic applications, the book focuses on the following question: given a diffusion process Xt on a metric space E, can we construct a convolution-like operator * on the space of probability measures on E with respect to which the law of Xt has the *-convolution semigroup property? A detailed analysis highlights the connection between the construction of convolution-like structures and disciplines such as stochastic processes, ordinary and partial differential equations, spectral theory, special functions and integral transforms. The book will be valuable for graduate students and researchers interested in the intersections between harmonic analysis, probability theory and differential equations.

Analysis and Geometry of Markov Diffusion Operators

Author : Dominique Bakry
Publisher : Springer Science & Business Media
ISBN 13 : 3319002279
Total Pages : 555 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Analysis and Geometry of Markov Diffusion Operators by : Dominique Bakry

Download or read book Analysis and Geometry of Markov Diffusion Operators written by Dominique Bakry and published by Springer Science & Business Media. This book was released on 2013-11-18 with total page 555 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curvature properties of the underlying structure in order to study convergence to equilibrium, spectral bounds, functional inequalities such as Poincaré, Sobolev or logarithmic Sobolev inequalities, and various bounds on solutions of evolution equations. At the same time, it covers a large class of evolution and partial differential equations. The book is intended to serve as an introduction to the subject and to be accessible for beginning and advanced scientists and non-specialists. Simultaneously, it covers a wide range of results and techniques from the early developments in the mid-eighties to the latest achievements. As such, students and researchers interested in the modern aspects of Markov diffusion operators and semigroups and their connections to analytic functional inequalities, probabilistic convergence to equilibrium and geometric curvature will find it especially useful. Selected chapters can also be used for advanced courses on the topic.

Functional Analytic Techniques for Diffusion Processes

Author : Kazuaki Taira
Publisher : Springer Nature
ISBN 13 : 9811910995
Total Pages : 792 pages
Book Rating : 4.8/5 (119 download)

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Book Synopsis Functional Analytic Techniques for Diffusion Processes by : Kazuaki Taira

Download or read book Functional Analytic Techniques for Diffusion Processes written by Kazuaki Taira and published by Springer Nature. This book was released on 2022-05-28 with total page 792 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an easy-to-read reference providing a link between functional analysis and diffusion processes. More precisely, the book takes readers to a mathematical crossroads of functional analysis (macroscopic approach), partial differential equations (mesoscopic approach), and probability (microscopic approach) via the mathematics needed for the hard parts of diffusion processes. This work brings these three fields of analysis together and provides a profound stochastic insight (microscopic approach) into the study of elliptic boundary value problems. The author does a massive study of diffusion processes from a broad perspective and explains mathematical matters in a more easily readable way than one usually would find. The book is amply illustrated; 14 tables and 141 figures are provided with appropriate captions in such a fashion that readers can easily understand powerful techniques of functional analysis for the study of diffusion processes in probability. The scope of the author’s work has been and continues to be powerful methods of functional analysis for future research of elliptic boundary value problems and Markov processes via semigroups. A broad spectrum of readers can appreciate easily and effectively the stochastic intuition that this book conveys. Furthermore, the book will serve as a sound basis both for researchers and for graduate students in pure and applied mathematics who are interested in a modern version of the classical potential theory and Markov processes. For advanced undergraduates working in functional analysis, partial differential equations, and probability, it provides an effective opening to these three interrelated fields of analysis. Beginning graduate students and mathematicians in the field looking for a coherent overview will find the book to be a helpful beginning. This work will be a major influence in a very broad field of study for a long time.

Selected Papers on Differential Equations and Analysis

Author :
Publisher : American Mathematical Soc.
ISBN 13 : 9780821839270
Total Pages : 168 pages
Book Rating : 4.8/5 (392 download)

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Book Synopsis Selected Papers on Differential Equations and Analysis by :

Download or read book Selected Papers on Differential Equations and Analysis written by and published by American Mathematical Soc.. This book was released on 2005 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains translations of papers that originally appeared in the Japanese journal Sugaku. The papers range over a variety of topics, including differential equations with free boundary, singular integral operators, operator algebras, and relations between the Brownian motion on a manifold with function theory. The volume is suitable for graduate students and research mathematicians interested in analysis and differential equations."