Optimal Stopping and Free-Boundary Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 3764373903
Total Pages : 515 pages
Book Rating : 4.7/5 (643 download)

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Book Synopsis Optimal Stopping and Free-Boundary Problems by : Goran Peskir

Download or read book Optimal Stopping and Free-Boundary Problems written by Goran Peskir and published by Springer Science & Business Media. This book was released on 2006-11-10 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.

Boundary Value Problems, Weyl Functions, and Differential Operators

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Publisher : Springer Nature
ISBN 13 : 3030367142
Total Pages : 775 pages
Book Rating : 4.0/5 (33 download)

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Book Synopsis Boundary Value Problems, Weyl Functions, and Differential Operators by : Jussi Behrndt

Download or read book Boundary Value Problems, Weyl Functions, and Differential Operators written by Jussi Behrndt and published by Springer Nature. This book was released on 2020-01-03 with total page 775 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book presents a comprehensive survey of modern operator techniques for boundary value problems and spectral theory, employing abstract boundary mappings and Weyl functions. It includes self-contained treatments of the extension theory of symmetric operators and relations, spectral characterizations of selfadjoint operators in terms of the analytic properties of Weyl functions, form methods for semibounded operators, and functional analytic models for reproducing kernel Hilbert spaces. Further, it illustrates these abstract methods for various applications, including Sturm-Liouville operators, canonical systems of differential equations, and multidimensional Schrödinger operators, where the abstract Weyl function appears as either the classical Titchmarsh-Weyl coefficient or the Dirichlet-to-Neumann map. The book is a valuable reference text for researchers in the areas of differential equations, functional analysis, mathematical physics, and system theory. Moreover, thanks to its detailed exposition of the theory, it is also accessible and useful for advanced students and researchers in other branches of natural sciences and engineering.

Free Boundary Problems in PDEs and Particle Systems

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Publisher : Springer
ISBN 13 : 9783319333694
Total Pages : 0 pages
Book Rating : 4.3/5 (336 download)

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Book Synopsis Free Boundary Problems in PDEs and Particle Systems by : Gioia Carinci

Download or read book Free Boundary Problems in PDEs and Particle Systems written by Gioia Carinci and published by Springer. This book was released on 2016-06-29 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this volume a theory for models of transport in the presence of a free boundary is developed.Macroscopic laws of transport are described by PDE's. When the system is open, there are several mechanisms to couple the system with the external forces. Here a class of systems where the interaction with the exterior takes place in correspondence of a free boundary is considered. Both continuous and discrete models sharing the same structure are analysed. In Part I a free boundary problem related to the Stefan Problem is worked out in all details. For this model a new notion of relaxed solution is proposed for which global existence and uniqueness is proven. It is also shown that this is the hydrodynamic limit of the empirical mass density of the associated particle system. In Part II several other models are discussed. The expectation is that the results proved for the basic model extend to these other cases.All the models discussed in this volume have an interest in problems arising in several research fields such as heat conduction, queuing theory, propagation of fire, interface dynamics, population dynamics, evolution of biological systems with selection mechanisms.In general researchers interested in the relations between PDE’s and stochastic processes can find in this volume an extension of this correspondence to modern mathematical physics.

Energy Methods for Free Boundary Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 1461200911
Total Pages : 338 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Energy Methods for Free Boundary Problems by : S.N. Antontsev

Download or read book Energy Methods for Free Boundary Problems written by S.N. Antontsev and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: For the past several decades, the study of free boundary problems has been a very active subject of research occurring in a variety of applied sciences. What these problems have in common is their formulation in terms of suitably posed initial and boundary value problems for nonlinear partial differential equations. Such problems arise, for example, in the mathematical treatment of the processes of heat conduction, filtration through porous media, flows of non-Newtonian fluids, boundary layers, chemical reactions, semiconductors, and so on. The growing interest in these problems is reflected by the series of meetings held under the title "Free Boundary Problems: Theory and Applications" (Ox ford 1974, Pavia 1979, Durham 1978, Montecatini 1981, Maubuisson 1984, Irsee 1987, Montreal 1990, Toledo 1993, Zakopane 1995, Crete 1997, Chiba 1999). From the proceedings of these meetings, we can learn about the different kinds of mathematical areas that fall within the scope of free boundary problems. It is worth mentioning that the European Science Foundation supported a vast research project on free boundary problems from 1993 until 1999. The recent creation of the specialized journal Interfaces and Free Boundaries: Modeling, Analysis and Computation gives us an idea of the vitality of the subject and its present state of development. This book is a result of collaboration among the authors over the last 15 years.

Free Boundary Problems

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Publisher : CRC Press
ISBN 13 : 9781584880189
Total Pages : 372 pages
Book Rating : 4.8/5 (81 download)

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Book Synopsis Free Boundary Problems by : Ioannis Athanasopoulos

Download or read book Free Boundary Problems written by Ioannis Athanasopoulos and published by CRC Press. This book was released on 1999-06-25 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Free boundary problems arise in an enormous number of situations in nature and technology. They hold a strategic position in pure and applied sciences and thus have been the focus of considerable research over the last three decades. Free Boundary Problems: Theory and Applications presents the work and results of experts at the forefront of current research in mathematics, material sciences, chemical engineering, biology, and physics. It contains the plenary lectures and contributed papers of the 1997 International Interdisciplinary Congress proceedings held in Crete. The main topics addressed include free boundary problems in fluid and solid mechanics, combustion, the theory of filtration, and glaciology. Contributors also discuss material science modeling, recent mathematical developments, and numerical analysis advances within their presentations of more specific topics, such as singularities of interfaces, cusp cavitation and fracture, capillary fluid dynamics of film coating, dynamics of surface growth, phase transition kinetics, and phase field models. With the implications of free boundary problems so far reaching, it becomes important for researchers from all of these fields to stay abreast of new developments. Free Boundary Problems: Theory and Applications provides the opportunity to do just that, presenting recent advances from more than 50 researchers at the frontiers of science, mathematics, and technology.

Non-Homogeneous Boundary Value Problems and Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 3642651615
Total Pages : 375 pages
Book Rating : 4.6/5 (426 download)

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Book Synopsis Non-Homogeneous Boundary Value Problems and Applications by : Jacques Louis Lions

Download or read book Non-Homogeneous Boundary Value Problems and Applications written by Jacques Louis Lions and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 375 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. We describe, at first in a very formaI manner, our essential aim. n Let m be an op en subset of R , with boundary am. In m and on am we introduce, respectively, linear differential operators P and Qj' 0 ~ i ~ 'V. By "non-homogeneous boundary value problem" we mean a problem of the following type: let f and gj' 0 ~ i ~ 'v, be given in function space s F and G , F being a space" on m" and the G/ s spaces" on am" ; j we seek u in a function space u/t "on m" satisfying (1) Pu = f in m, (2) Qju = gj on am, 0 ~ i ~ 'v«])). Qj may be identically zero on part of am, so that the number of boundary conditions may depend on the part of am considered 2. We take as "working hypothesis" that, for fEF and gjEG , j the problem (1), (2) admits a unique solution u E U/t, which depends 3 continuously on the data . But for alllinear probIems, there is a large number of choiees for the space s u/t and {F; G} (naturally linke d together). j Generally speaking, our aim is to determine families of spaces 'ft and {F; G}, associated in a "natural" way with problem (1), (2) and con j venient for applications, and also all possible choiees for u/t and {F; G} j in these families.

Variational Principles and Free-boundary Problems

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Publisher :
ISBN 13 :
Total Pages : 728 pages
Book Rating : 4.3/5 (97 download)

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Book Synopsis Variational Principles and Free-boundary Problems by : Avner Friedman

Download or read book Variational Principles and Free-boundary Problems written by Avner Friedman and published by . This book was released on 1988 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt: This advanced graduate-level text examines variational methods in partial differential equations and illustrates their applications to a number of free-boundary problems. Detailed statements of the standard theory of elliptic and parabolic operators make this treatment readable for engineers, students, and nonspecialists alike. The text's first two chapters can be used for a single-semester graduate course in variational inequalities or partial differential equations. The succeeding chapters -- covering jets and cavities, variational problems with potentials, and free-boundary problems not in variational form -- are more specialized and self-contained. Readers who have mastered chapters 1 and 2 will be able to conduct research on the problems explored in subsequent chapters. Bibliographic remarks conclude each chapter, along with several problems and exercises.

Boundary Value Problems for Transport Equations

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Publisher : Springer Science & Business Media
ISBN 13 : 9780817639860
Total Pages : 304 pages
Book Rating : 4.6/5 (398 download)

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Book Synopsis Boundary Value Problems for Transport Equations by : Valeri Agoshkov

Download or read book Boundary Value Problems for Transport Equations written by Valeri Agoshkov and published by Springer Science & Business Media. This book was released on 1998-09-29 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the modern theory of boundary value problems the following ap proach to investigation is agreed upon (we call it the functional approach): some functional spaces are chosen; the statements of boundary value prob the basis of these spaces; and the solvability of lems are formulated on the problems, properties of solutions, and their dependence on the original data of the problems are analyzed. These stages are put on the basis of the correct statement of different problems of mathematical physics (or of the definition of ill-posed problems). For example, if the solvability of a prob lem in the functional spaces chosen cannot be established then, probably, the reason is in their unsatisfactory choice. Then the analysis should be repeated employing other functional spaces. Elliptical problems can serve as an example of classical problems which are analyzed by this approach. Their investigations brought a number of new notions and results in the theory of Sobolev spaces W;(D) which, in turn, enabled us to create a sufficiently complete theory of solvability of elliptical equations. Nowadays the mathematical theory of radiative transfer problems and kinetic equations is an extensive area of modern mathematical physics. It has various applications in astrophysics, the theory of nuclear reactors, geophysics, the theory of chemical processes, semiconductor theory, fluid mechanics, etc. [25,29,31,39,40, 47, 52, 78, 83, 94, 98, 120, 124, 125, 135, 146].

Regularity of Free Boundaries in Obstacle-Type Problems

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Publisher : American Mathematical Soc.
ISBN 13 : 0821887947
Total Pages : 233 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Regularity of Free Boundaries in Obstacle-Type Problems by : Arshak Petrosyan

Download or read book Regularity of Free Boundaries in Obstacle-Type Problems written by Arshak Petrosyan and published by American Mathematical Soc.. This book was released on 2012 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: The regularity theory of free boundaries flourished during the late 1970s and early 1980s and had a major impact in several areas of mathematics, mathematical physics, and industrial mathematics, as well as in applications. Since then the theory continued to evolve. Numerous new ideas, techniques, and methods have been developed, and challenging new problems in applications have arisen. The main intention of the authors of this book is to give a coherent introduction to the study of the regularity properties of free boundaries for a particular type of problems, known as obstacle-type problems. The emphasis is on the methods developed in the past two decades. The topics include optimal regularity, nondegeneracy, rescalings and blowups, classification of global solutions, several types of monotonicity formulas, Lipschitz, $C^1$, as well as higher regularity of the free boundary, structure of the singular set, touch of the free and fixed boundaries, and more. The book is based on lecture notes for the courses and mini-courses given by the authors at various locations and should be accessible to advanced graduate students and researchers in analysis and partial differential equations.

Boundary Value Problems for Engineers

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Publisher : Springer
ISBN 13 : 3030210804
Total Pages : 523 pages
Book Rating : 4.0/5 (32 download)

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Book Synopsis Boundary Value Problems for Engineers by : Ali Ümit Keskin

Download or read book Boundary Value Problems for Engineers written by Ali Ümit Keskin and published by Springer. This book was released on 2019-06-19 with total page 523 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed to supplement standard texts and teaching material in the areas of differential equations in engineering such as in Electrical ,Mechanical and Biomedical engineering. Emphasis is placed on the Boundary Value Problems that are often met in these fields.This keeps the the spectrum of the book rather focussed .The book has basically emerged from the need in the authors lectures on “Advanced Numerical Methods in Biomedical Engineering” at Yeditepe University and it is aimed to assist the students in solving general and application specific problems in Science and Engineering at upper-undergraduate and graduate level.Majority of the problems given in this book are self-contained and have varying levels of difficulty to encourage the student. Problems that deal with MATLAB simulations are particularly intended to guide the student to understand the nature and demystify theoretical aspects of these problems. Relevant references are included at the end of each chapter. Here one will also find large number of software that supplements this book in the form of MATLAB script (.m files). The name of the files used for the solution of a problem are indicated at the end of each corresponding problem statement.There are also some exercises left to students as homework assignments in the book. An outstanding feature of the book is the large number and variety of the solved problems that are included in it. Some of these problems can be found relatively simple, while others are more challenging and used for research projects. All solutions to the problems and script files included in the book have been tested using recent MATLAB software.The features and the content of this book will be most useful to the students studying in Engineering fields, at different levels of their education (upper undergraduate-graduate).

Free Boundary Value Problems

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Publisher : Birkhäuser
ISBN 13 : 3034873018
Total Pages : 283 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis Free Boundary Value Problems by : HOFFMANN

Download or read book Free Boundary Value Problems written by HOFFMANN and published by Birkhäuser. This book was released on 2013-03-08 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph contains a collection of 16 papers that were presented at the confer ence "Free Boundary Problems: Numerical 7reatment and Optimal Control", held at the Mathematisches Forschungsinstitut Oberwolfach, West Germany, July 9-15, 1989. It was the aim of the organizers of the meeting to bring together experts from different areas in the broad field of free boundary problems, where a certain emphasis was given to the numerical treatment and optimal control of free boundary problems. However, during the conference also a number papers leading to important new theoretical insights were presented. The strong connection between theory and applications finds its reflection in this monograph which contains papers of high theoretical and numerical interest, as well as applications to important practical problems. Many of the contributions are concerned with phase transition phenomena, a field which was of particular importance during the meeting; topics like spinodal decomposition, shape memory alloys, crystal growth and flow through porous media are addressed. Another field of major interest during the con ference was fluid flow; also this field is addressed in this volume. The volume opens with a contribution by H. W. Alt and I. Pawlow. In their paper the problem of spinodal decomposition is treated in the non-isothermal situation. For the first time the existence of a weak solution to the corresponding system of evolution equations could be proved. The results of some numerical experiments are also reported. In the following paper, M. Bornert and I.

Elementary Differential Equations with Boundary Value Problems

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Publisher : Thomson Brooks/Cole
ISBN 13 :
Total Pages : 764 pages
Book Rating : 4.:/5 (321 download)

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Book Synopsis Elementary Differential Equations with Boundary Value Problems by : William F. Trench

Download or read book Elementary Differential Equations with Boundary Value Problems written by William F. Trench and published by Thomson Brooks/Cole. This book was released on 2001 with total page 764 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written in a clear and accurate language that students can understand, Trench's new book minimizes the number of explicitly stated theorems and definitions. Instead, he deals with concepts in a conversational style that engages students. He includes more than 250 illustrated, worked examples for easy reading and comprehension. One of the book's many strengths is its problems, which are of consistently high quality. Trench includes a thorough treatment of boundary-value problems and partial differential equations and has organized the book to allow instructors to select the level of technology desired. This has been simplified by using symbols, C and L, to designate the level of technology. C problems call for computations and/or graphics, while L problems are laboratory exercises that require extensive use of technology. Informal advice on the use of technology is included in several sections and instructors who prefer not to emphasize technology can ignore these exercises without interrupting the flow of material.

Parabolic Boundary Value Problems

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Publisher : Birkhäuser
ISBN 13 : 3034887671
Total Pages : 307 pages
Book Rating : 4.0/5 (348 download)

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Book Synopsis Parabolic Boundary Value Problems by : Samuil D. Eidelman

Download or read book Parabolic Boundary Value Problems written by Samuil D. Eidelman and published by Birkhäuser. This book was released on 2012-12-06 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present monograph is devoted to the theory of general parabolic boundary value problems. The vastness of this theory forced us to take difficult decisions in selecting the results to be presented and in determining the degree of detail needed to describe their proofs. In the first chapter we define the basic notions at the origin of the theory of parabolic boundary value problems and give various examples of illustrative and descriptive character. The main part of the monograph (Chapters II to V) is devoted to a the detailed and systematic exposition of the L -theory of parabolic 2 boundary value problems with smooth coefficients in Hilbert spaces of smooth functions and distributions of arbitrary finite order and with some natural appli cations of the theory. Wishing to make the monograph more informative, we included in Chapter VI a survey of results in the theory of the Cauchy problem and boundary value problems in the traditional spaces of smooth functions. We give no proofs; rather, we attempt to compare different results and techniques. Special attention is paid to a detailed analysis of examples illustrating and complementing the results for mulated. The chapter is written in such a way that the reader interested only in the results of the classical theory of the Cauchy problem and boundary value problems may concentrate on it alone, skipping the previous chapters.

Boundary Value Problems

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Publisher : Elsevier
ISBN 13 : 1483269787
Total Pages : 249 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Boundary Value Problems by : David L. Powers

Download or read book Boundary Value Problems written by David L. Powers and published by Elsevier. This book was released on 2014-05-10 with total page 249 pages. Available in PDF, EPUB and Kindle. Book excerpt: Boundary Value Problems is a text material on partial differential equations that teaches solutions of boundary value problems. The book also aims to build up intuition about how the solution of a problem should behave. The text consists of seven chapters. Chapter 1 covers the important topics of Fourier Series and Integrals. The second chapter deals with the heat equation, introducing separation of variables. Material on boundary conditions and Sturm-Liouville systems is included here. Chapter 3 presents the wave equation; estimation of eigenvalues by the Rayleigh quotient is mentioned briefly. The potential equation is the topic of Chapter 4, which closes with a section on classification of partial differential equations. Chapter 5 briefly covers multidimensional problems and special functions. The last two chapters, Laplace Transforms and Numerical Methods, are discussed in detail. The book is intended for third and fourth year physics and engineering students.

Initial Boundary Value Problems in Mathematical Physics

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Publisher : Courier Corporation
ISBN 13 : 0486315827
Total Pages : 274 pages
Book Rating : 4.4/5 (863 download)

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Book Synopsis Initial Boundary Value Problems in Mathematical Physics by : Rolf Leis

Download or read book Initial Boundary Value Problems in Mathematical Physics written by Rolf Leis and published by Courier Corporation. This book was released on 2013-07-17 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to classical scattering theory and time-dependent theory of linear equations in mathematical physics. Topics include wave operators, exterior boundary value problems, radiation conditions, limiting absorption principles, and more. 1986 edition.

Partial Differential Equations and Boundary-Value Problems with Applications

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Publisher : American Mathematical Soc.
ISBN 13 : 0821868896
Total Pages : 545 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Partial Differential Equations and Boundary-Value Problems with Applications by : Mark A. Pinsky

Download or read book Partial Differential Equations and Boundary-Value Problems with Applications written by Mark A. Pinsky and published by American Mathematical Soc.. This book was released on 2011 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building on the basic techniques of separation of variables and Fourier series, the book presents the solution of boundary-value problems for basic partial differential equations: the heat equation, wave equation, and Laplace equation, considered in various standard coordinate systems--rectangular, cylindrical, and spherical. Each of the equations is derived in the three-dimensional context; the solutions are organized according to the geometry of the coordinate system, which makes the mathematics especially transparent. Bessel and Legendre functions are studied and used whenever appropriate throughout the text. The notions of steady-state solution of closely related stationary solutions are developed for the heat equation; applications to the study of heat flow in the earth are presented. The problem of the vibrating string is studied in detail both in the Fourier transform setting and from the viewpoint of the explicit representation (d'Alembert formula). Additional chapters include the numerical analysis of solutions and the method of Green's functions for solutions of partial differential equations. The exposition also includes asymptotic methods (Laplace transform and stationary phase). With more than 200 working examples and 700 exercises (more than 450 with answers), the book is suitable for an undergraduate course in partial differential equations.

Green's Functions and Boundary Value Problems

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Publisher : John Wiley & Sons
ISBN 13 : 0470906529
Total Pages : 883 pages
Book Rating : 4.4/5 (79 download)

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Book Synopsis Green's Functions and Boundary Value Problems by : Ivar Stakgold

Download or read book Green's Functions and Boundary Value Problems written by Ivar Stakgold and published by John Wiley & Sons. This book was released on 2011-03-01 with total page 883 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the Second Edition "This book is an excellent introduction to the wide field of boundary value problems."—Journal of Engineering Mathematics "No doubt this textbook will be useful for both students and research workers."—Mathematical Reviews A new edition of the highly-acclaimed guide to boundary value problems, now featuring modern computational methods and approximation theory Green's Functions and Boundary Value Problems, Third Edition continues the tradition of the two prior editions by providing mathematical techniques for the use of differential and integral equations to tackle important problems in applied mathematics, the physical sciences, and engineering. This new edition presents mathematical concepts and quantitative tools that are essential for effective use of modern computational methods that play a key role in the practical solution of boundary value problems. With a careful blend of theory and applications, the authors successfully bridge the gap between real analysis, functional analysis, nonlinear analysis, nonlinear partial differential equations, integral equations, approximation theory, and numerical analysis to provide a comprehensive foundation for understanding and analyzing core mathematical and computational modeling problems. Thoroughly updated and revised to reflect recent developments, the book includes an extensive new chapter on the modern tools of computational mathematics for boundary value problems. The Third Edition features numerous new topics, including: Nonlinear analysis tools for Banach spaces Finite element and related discretizations Best and near-best approximation in Banach spaces Iterative methods for discretized equations Overview of Sobolev and Besov space linear Methods for nonlinear equations Applications to nonlinear elliptic equations In addition, various topics have been substantially expanded, and new material on weak derivatives and Sobolev spaces, the Hahn-Banach theorem, reflexive Banach spaces, the Banach Schauder and Banach-Steinhaus theorems, and the Lax-Milgram theorem has been incorporated into the book. New and revised exercises found throughout allow readers to develop their own problem-solving skills, and the updated bibliographies in each chapter provide an extensive resource for new and emerging research and applications. With its careful balance of mathematics and meaningful applications, Green's Functions and Boundary Value Problems, Third Edition is an excellent book for courses on applied analysis and boundary value problems in partial differential equations at the graduate level. It is also a valuable reference for mathematicians, physicists, engineers, and scientists who use applied mathematics in their everyday work.