Large Deviations for Stochastic Processes

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Publisher : American Mathematical Soc.
ISBN 13 : 1470418703
Total Pages : 426 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Large Deviations for Stochastic Processes by : Jin Feng

Download or read book Large Deviations for Stochastic Processes written by Jin Feng and published by American Mathematical Soc.. This book was released on 2015-02-03 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are derived for a class of Hamilton-Jacobi equations in Hilbert spaces and in spaces of probability measures.

Second Order PDE's in Finite and Infinite Dimension

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Publisher : Springer
ISBN 13 : 3540451471
Total Pages : 330 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Second Order PDE's in Finite and Infinite Dimension by : Sandra Cerrai

Download or read book Second Order PDE's in Finite and Infinite Dimension written by Sandra Cerrai and published by Springer. This book was released on 2003-07-01 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main objective of this monograph is the study of a class of stochastic differential systems having unbounded coefficients, both in finite and in infinite dimension. We focus our attention on the regularity properties of the solutions and hence on the smoothing effect of the corresponding transition semigroups in the space of bounded and uniformly continuous functions. As an application of these results, we study the associated Kolmogorov equations, the large-time behaviour of the solutions and some stochastic optimal control problems together with the corresponding Hamilton- Jacobi-Bellman equations. In the literature there exists a large number of works (mostly in finite dimen sion) dealing with these arguments in the case of bounded Lipschitz-continuous coefficients and some of them concern the case of coefficients having linear growth. Few papers concern the case of non-Lipschitz coefficients, but they are mainly re lated to the study of the existence and the uniqueness of solutions for the stochastic system. Actually, the study of any further properties of those systems, such as their regularizing properties or their ergodicity, seems not to be developed widely enough. With these notes we try to cover this gap.

Neural Fields

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Publisher : Springer
ISBN 13 : 3642545939
Total Pages : 488 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Neural Fields by : Stephen Coombes

Download or read book Neural Fields written by Stephen Coombes and published by Springer. This book was released on 2014-06-17 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: Neural field theory has a long-standing tradition in the mathematical and computational neurosciences. Beginning almost 50 years ago with seminal work by Griffiths and culminating in the 1970ties with the models of Wilson and Cowan, Nunez and Amari, this important research area experienced a renaissance during the 1990ties by the groups of Ermentrout, Robinson, Bressloff, Wright and Haken. Since then, much progress has been made in both, the development of mathematical and numerical techniques and in physiological refinement und understanding. In contrast to large-scale neural network models described by huge connectivity matrices that are computationally expensive in numerical simulations, neural field models described by connectivity kernels allow for analytical treatment by means of methods from functional analysis. Thus, a number of rigorous results on the existence of bump and wave solutions or on inverse kernel construction problems are nowadays available. Moreover, neural fields provide an important interface for the coupling of neural activity to experimentally observable data, such as the electroencephalogram (EEG) or functional magnetic resonance imaging (fMRI). And finally, neural fields over rather abstract feature spaces, also called dynamic fields, found successful applications in the cognitive sciences and in robotics. Up to now, research results in neural field theory have been disseminated across a number of distinct journals from mathematics, computational neuroscience, biophysics, cognitive science and others. There is no comprehensive collection of results or reviews available yet. With our proposed book Neural Field Theory, we aim at filling this gap in the market. We received consent from some of the leading scientists in the field, who are willing to write contributions for the book, among them are two of the founding-fathers of neural field theory: Shun-ichi Amari and Jack Cowan.

Mathematics of Two-Dimensional Turbulence

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Publisher : Cambridge University Press
ISBN 13 : 113957695X
Total Pages : 337 pages
Book Rating : 4.1/5 (395 download)

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Book Synopsis Mathematics of Two-Dimensional Turbulence by : Sergei Kuksin

Download or read book Mathematics of Two-Dimensional Turbulence written by Sergei Kuksin and published by Cambridge University Press. This book was released on 2012-09-20 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is dedicated to the mathematical study of two-dimensional statistical hydrodynamics and turbulence, described by the 2D Navier–Stokes system with a random force. The authors' main goal is to justify the statistical properties of a fluid's velocity field u(t,x) that physicists assume in their work. They rigorously prove that u(t,x) converges, as time grows, to a statistical equilibrium, independent of initial data. They use this to study ergodic properties of u(t,x) – proving, in particular, that observables f(u(t,.)) satisfy the strong law of large numbers and central limit theorem. They also discuss the inviscid limit when viscosity goes to zero, normalising the force so that the energy of solutions stays constant, while their Reynolds numbers grow to infinity. They show that then the statistical equilibria converge to invariant measures of the 2D Euler equation and study these measures. The methods apply to other nonlinear PDEs perturbed by random forces.

Introduction to Stochastic Partial Differential Equations

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Publisher : Springer
ISBN 13 : 9783642165351
Total Pages : 340 pages
Book Rating : 4.1/5 (653 download)

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Book Synopsis Introduction to Stochastic Partial Differential Equations by : István Gyöngy

Download or read book Introduction to Stochastic Partial Differential Equations written by István Gyöngy and published by Springer. This book was released on 2011 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: The $L_2$-theory of parabolic SPDEs is presented in this book. The development of the theory of SPDEs is motivated by problems arising in practice surrounding the numerical calculations of nonlinear filters for partially observed diffusion processes. To address these questions, the dependence of SPDEs on the driving semimartingales is investigated and new results on their numerical approximations are also given. In contrast to previous expositions, SPDEs driven by random measures and discontinuous semimartingales are also considered, and the theory of SPDEs driven by Levy processes are included as special cases. The author introduces a more general theory of SPDEs developing the theory of stochastic evolution equations in Banach spaces. He presents applications to large classes of linear and nonlinear SPDEs and , in particular, he developes a theory of SPDEs with unbounded coefficients in weighted Sobolev spaces. In this unique book regularity properties of the solutions are obtained via new results on dependence of the solutions on parameters, and existence and uniqueness theorems for parabolic SPDEs on smooth domains of $R^d$ are proven. Furthermore, the present book makes the theory more accessible for beginners, because initial linear parabolic SPDEs on the whole $R^d$ are considered, and the main existence and uniqueness results are obtained by elementary methods while exercises and applications are also provided

Gradient Flows

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Publisher : Springer Science & Business Media
ISBN 13 : 376438722X
Total Pages : 333 pages
Book Rating : 4.7/5 (643 download)

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Book Synopsis Gradient Flows by : Luigi Ambrosio

Download or read book Gradient Flows written by Luigi Ambrosio and published by Springer Science & Business Media. This book was released on 2008-10-29 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the theory of gradient flows in the general framework of metric spaces, and in the more specific setting of the space of probability measures, which provide a surprising link between optimal transportation theory and many evolutionary PDE's related to (non)linear diffusion. Particular emphasis is given to the convergence of the implicit time discretization method and to the error estimates for this discretization, extending the well established theory in Hilbert spaces. The book is split in two main parts that can be read independently of each other.

Spatial Dynamics and Pattern Formation in Biological Populations

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Publisher : CRC Press
ISBN 13 : 100033435X
Total Pages : 280 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Spatial Dynamics and Pattern Formation in Biological Populations by : Ranjit Kumar Upadhyay

Download or read book Spatial Dynamics and Pattern Formation in Biological Populations written by Ranjit Kumar Upadhyay and published by CRC Press. This book was released on 2021-02-24 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides an introduction to deterministic (and some stochastic) modeling of spatiotemporal phenomena in ecology, epidemiology, and neural systems. A survey of the classical models in the fields with up to date applications is given. The book begins with detailed description of how spatial dynamics/diffusive processes influence the dynamics of biological populations. These processes play a key role in understanding the outbreak and spread of pandemics which help us in designing the control strategies from the public health perspective. A brief discussion on the functional mechanism of the brain (single neuron models and network level) with classical models of neuronal dynamics in space and time is given. Relevant phenomena and existing modeling approaches in ecology, epidemiology and neuroscience are introduced, which provide examples of pattern formation in these models. The analysis of patterns enables us to study the dynamics of macroscopic and microscopic behaviour of underlying systems and travelling wave type patterns observed in dispersive systems. Moving on to virus dynamics, authors present a detailed analysis of different types models of infectious diseases including two models for influenza, five models for Ebola virus and seven models for Zika virus with diffusion and time delay. A Chapter is devoted for the study of Brain Dynamics (Neural systems in space and time). Significant advances made in modeling the reaction-diffusion systems are presented and spatiotemporal patterning in the systems is reviewed. Development of appropriate mathematical models and detailed analysis (such as linear stability, weakly nonlinear analysis, bifurcation analysis, control theory, numerical simulation) are presented. Key Features Covers the fundamental concepts and mathematical skills required to analyse reaction-diffusion models for biological populations. Concepts are introduced in such a way that readers with a basic knowledge of differential equations and numerical methods can understand the analysis. The results are also illustrated with figures. Focuses on mathematical modeling and numerical simulations using basic conceptual and classic models of population dynamics, Virus and Brain dynamics. Covers wide range of models using spatial and non-spatial approaches. Covers single, two and multispecies reaction-diffusion models from ecology and models from bio-chemistry. Models are analysed for stability of equilibrium points, Turing instability, Hopf bifurcation and pattern formations. Uses Mathematica for problem solving and MATLAB for pattern formations. Contains solved Examples and Problems in Exercises. The Book is suitable for advanced undergraduate, graduate and research students. For those who are working in the above areas, it provides information from most of the recent works. The text presents all the fundamental concepts and mathematical skills needed to build models and perform analyses.

The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise

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Publisher : Springer
ISBN 13 : 3319008285
Total Pages : 175 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise by : Arnaud Debussche

Download or read book The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise written by Arnaud Debussche and published by Springer. This book was released on 2013-10-01 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval. It has two stable points whose domains of attraction meet in a separating manifold with several saddle points. Extending a method developed by Imkeller and Pavlyukevich it proves that in contrast to a Gaussian perturbation, the expected exit and transition times between the domains of attraction depend polynomially on the noise intensity in the small intensity limit. Moreover the solution exhibits metastable behavior: there is a polynomial time scale along which the solution dynamics correspond asymptotically to the dynamic behavior of a finite-state Markov chain switching between the stable states.

A Weak Convergence Approach to the Theory of Large Deviations

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Publisher : John Wiley & Sons
ISBN 13 : 1118165896
Total Pages : 506 pages
Book Rating : 4.1/5 (181 download)

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Book Synopsis A Weak Convergence Approach to the Theory of Large Deviations by : Paul Dupuis

Download or read book A Weak Convergence Approach to the Theory of Large Deviations written by Paul Dupuis and published by John Wiley & Sons. This book was released on 2011-09-09 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of large deviations, one of the most dynamic topics inprobability today, studies rare events in stochastic systems. Thenonlinear nature of the theory contributes both to its richness anddifficulty. This innovative text demonstrates how to employ thewell-established linear techniques of weak convergence theory toprove large deviation results. Beginning with a step-by-stepdevelopment of the approach, the book skillfully guides readersthrough models of increasing complexity covering a wide variety ofrandom variable-level and process-level problems. Representationformulas for large deviation-type expectations are a key tool andare developed systematically for discrete-time problems. Accessible to anyone who has a knowledge of measure theory andmeasure-theoretic probability, A Weak Convergence Approach to theTheory of Large Deviations is important reading for both studentsand researchers.

Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics

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Publisher : World Scientific
ISBN 13 : 9811209804
Total Pages : 261 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics by : Wilfried Grecksch

Download or read book Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics written by Wilfried Grecksch and published by World Scientific. This book was released on 2020-04-22 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.The topics presented in this volume are:This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers interested in the physical applications of the theory of stochastic processes.

Asymptotic Analysis for Functional Stochastic Differential Equations

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Publisher : Springer
ISBN 13 : 3319469797
Total Pages : 159 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Asymptotic Analysis for Functional Stochastic Differential Equations by : Jianhai Bao

Download or read book Asymptotic Analysis for Functional Stochastic Differential Equations written by Jianhai Bao and published by Springer. This book was released on 2016-11-19 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt: This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity.This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.

Stochastic Modelling of Reaction–Diffusion Processes

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Publisher : Cambridge University Press
ISBN 13 : 1108572995
Total Pages : 322 pages
Book Rating : 4.1/5 (85 download)

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Book Synopsis Stochastic Modelling of Reaction–Diffusion Processes by : Radek Erban

Download or read book Stochastic Modelling of Reaction–Diffusion Processes written by Radek Erban and published by Cambridge University Press. This book was released on 2020-01-30 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This practical introduction to stochastic reaction-diffusion modelling is based on courses taught at the University of Oxford. The authors discuss the essence of mathematical methods which appear (under different names) in a number of interdisciplinary scientific fields bridging mathematics and computations with biology and chemistry. The book can be used both for self-study and as a supporting text for advanced undergraduate or beginning graduate-level courses in applied mathematics. New mathematical approaches are explained using simple examples of biological models, which range in size from simulations of small biomolecules to groups of animals. The book starts with stochastic modelling of chemical reactions, introducing stochastic simulation algorithms and mathematical methods for analysis of stochastic models. Different stochastic spatio-temporal models are then studied, including models of diffusion and stochastic reaction-diffusion modelling. The methods covered include molecular dynamics, Brownian dynamics, velocity jump processes and compartment-based (lattice-based) models.

Large Deviations Techniques and Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 3642033113
Total Pages : 409 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis Large Deviations Techniques and Applications by : Amir Dembo

Download or read book Large Deviations Techniques and Applications written by Amir Dembo and published by Springer Science & Business Media. This book was released on 2009-11-03 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: Large deviation estimates have proved to be the crucial tool required to handle many questions in statistics, engineering, statistial mechanics, and applied probability. Amir Dembo and Ofer Zeitouni, two of the leading researchers in the field, provide an introduction to the theory of large deviations and applications at a level suitable for graduate students. The mathematics is rigorous and the applications come from a wide range of areas, including electrical engineering and DNA sequences. The second edition, printed in 1998, included new material on concentration inequalities and the metric and weak convergence approaches to large deviations. General statements and applications were sharpened, new exercises added, and the bibliography updated. The present soft cover edition is a corrected printing of the 1998 edition.

Stochastic Processes in Cell Biology

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Publisher : Springer Nature
ISBN 13 : 3030725154
Total Pages : 773 pages
Book Rating : 4.0/5 (37 download)

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Book Synopsis Stochastic Processes in Cell Biology by : Paul C. Bressloff

Download or read book Stochastic Processes in Cell Biology written by Paul C. Bressloff and published by Springer Nature. This book was released on 2022-01-04 with total page 773 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. In the second edition the material has been significantly expanded, particularly within the context of nonequilibrium and self-organizing systems. Given the amount of additional material, the book has been divided into two volumes, with volume I mainly covering molecular processes and volume II focusing on cellular processes. A wide range of biological topics are covered in the new edition, including stochastic ion channels and excitable systems, molecular motors, stochastic gene networks, genetic switches and oscillators, epigenetics, normal and anomalous diffusion in complex cellular environments, stochastically-gated diffusion, active intracellular transport, signal transduction, cell sensing, bacterial chemotaxis, intracellular pattern formation, cell polarization, cell mechanics, biological polymers and membranes, nuclear structure and dynamics, biological condensates, molecular aggregation and nucleation, cellular length control, cell mitosis, cell motility, cell adhesion, cytoneme-based morphogenesis, bacterial growth, and quorum sensing. The book also provides a pedagogical introduction to the theory of stochastic and nonequilibrium processes – Fokker Planck equations, stochastic differential equations, stochastic calculus, master equations and jump Markov processes, birth-death processes, Poisson processes, first passage time problems, stochastic hybrid systems, queuing and renewal theory, narrow capture and escape, extreme statistics, search processes and stochastic resetting, exclusion processes, WKB methods, large deviation theory, path integrals, martingales and branching processes, numerical methods, linear response theory, phase separation, fluctuation-dissipation theorems, age-structured models, and statistical field theory. This text is primarily aimed at graduate students and researchers working in mathematical biology, statistical and biological physicists, and applied mathematicians interested in stochastic modeling. Applied probabilists should also find it of interest. It provides significant background material in applied mathematics and statistical physics, and introduces concepts in stochastic and nonequilibrium processes via motivating biological applications. The book is highly illustrated and contains a large number of examples and exercises that further develop the models and ideas in the body of the text. It is based on a course that the author has taught at the University of Utah for many years.

Stochastic Analysis And Applications: Proceedings Of The Fifth Gregynog Symposium

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Publisher : World Scientific
ISBN 13 : 9814548111
Total Pages : 522 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Stochastic Analysis And Applications: Proceedings Of The Fifth Gregynog Symposium by : Ian M Davies

Download or read book Stochastic Analysis And Applications: Proceedings Of The Fifth Gregynog Symposium written by Ian M Davies and published by World Scientific. This book was released on 1996-03-20 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains papers which were presented at a meeting entitled “Stochastic Analysis and Applications“ held at Gregynog Hall, Powys, from the 9th — 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.

Probabilistic Methods In Mathematical Physics: Proceedings Of The International Workshop

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Publisher : World Scientific
ISBN 13 : 9814555061
Total Pages : 474 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Probabilistic Methods In Mathematical Physics: Proceedings Of The International Workshop by : Francesco Guerra

Download or read book Probabilistic Methods In Mathematical Physics: Proceedings Of The International Workshop written by Francesco Guerra and published by World Scientific. This book was released on 1992-07-17 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of the Workshop was to bring together scientists involved in approaching topical problems in mathematical physics by probabilistic methods. Main topics included: Kinetic Theory, Random Systems and Stochastic Mechanics, Nonequilibrium Statistical Mechanics, and Quantum Theory. The book will be an important source for researchers and graduate students in mathematical physics looking for an up to date survey of the subject.

The Mathematics of Diffusion

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Publisher : Oxford University Press
ISBN 13 : 9780198534112
Total Pages : 428 pages
Book Rating : 4.5/5 (341 download)

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Book Synopsis The Mathematics of Diffusion by : John Crank

Download or read book The Mathematics of Diffusion written by John Crank and published by Oxford University Press. This book was released on 1979 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: Though it incorporates much new material, this new edition preserves the general character of the book in providing a collection of solutions of the equations of diffusion and describing how these solutions may be obtained.