Second Order Elliptic Integro-Differential Problems

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Author :
Publisher : CRC Press
ISBN 13 : 1420035797
Total Pages : 240 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Second Order Elliptic Integro-Differential Problems by : Maria Giovanna Garroni

Download or read book Second Order Elliptic Integro-Differential Problems written by Maria Giovanna Garroni and published by CRC Press. This book was released on 2002-02-20 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Green function has played a key role in the analytical approach that in recent years has led to important developments in the study of stochastic processes with jumps. In this Research Note, the authors-both regarded as leading experts in the field- collect several useful results derived from the construction of the Green function and its estim

Integro-Differential Elliptic Equations

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Publisher : Springer Nature
ISBN 13 : 3031542428
Total Pages : 409 pages
Book Rating : 4.0/5 (315 download)

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Book Synopsis Integro-Differential Elliptic Equations by : Xavier Fernández-Real

Download or read book Integro-Differential Elliptic Equations written by Xavier Fernández-Real and published by Springer Nature. This book was released on with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Second Order Elliptic Equations and Elliptic Systems

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Publisher : American Mathematical Soc.
ISBN 13 : 0821819240
Total Pages : 266 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Second Order Elliptic Equations and Elliptic Systems by : Ya-Zhe Chen

Download or read book Second Order Elliptic Equations and Elliptic Systems written by Ya-Zhe Chen and published by American Mathematical Soc.. This book was released on 1998 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are two parts to the book. In the first part, a complete introduction of various kinds of a priori estimate methods for the Dirichlet problem of second order elliptic partial differential equations is presented. In the second part, the existence and regularity theories of the Dirichlet problem for linear and nonlinear second order elliptic partial differential systems are introduced. The book features appropriate materials and is an excellent textbook for graduate students. The volume is also useful as a reference source for undergraduate mathematics majors, graduate students, professors, and scientists.

Semigroups, Boundary Value Problems and Markov Processes

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Publisher : Springer
ISBN 13 : 3662436965
Total Pages : 724 pages
Book Rating : 4.6/5 (624 download)

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Book Synopsis Semigroups, Boundary Value Problems and Markov Processes by : Kazuaki Taira

Download or read book Semigroups, Boundary Value Problems and Markov Processes written by Kazuaki Taira and published by Springer. This book was released on 2014-08-07 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt: A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and continuously in the state space until it 'dies' at the time when it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eight re-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with Notes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors in the first edition have been corrected. In order to keep the book up-to-date, new references have been added to the bibliography. Researchers and graduate students interested in PDEs, functional analysis and probability will find this volume useful.

Variational Analysis and Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 0387242767
Total Pages : 1163 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Variational Analysis and Applications by : Franco Giannessi

Download or read book Variational Analysis and Applications written by Franco Giannessi and published by Springer Science & Business Media. This book was released on 2007-03-06 with total page 1163 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Volume contains the (refereed) papers presented at the 38th Conference of the School of Mathematics "G.Stampacchia" of the "E.Majorana" Centre for Scientific Culture of Erice (Sicily), held in Memory ofG. Stampacchia and J.-L. Lions in the period June 20 - July 2003. The presence of participants from Countries has greatly contributed to the success of the meeting. The School of Mathematics was dedicated to Stampacchia, not only for his great mathematical achievements, but also because He founded it. The core of the Conference has been the various features of the Variational Analysis and their motivations and applications to concrete problems. Variational Analysis encompasses a large area of modem Mathematics, such as the classical Calculus of Variations, the theories of perturbation, approximation, subgradient, subderivates, set convergence and Variational Inequalities, and all these topics have been deeply and intensely dealt during the Conference. In particular, Variational Inequalities, which have been initiated by Stampacchia, inspired by Signorini Problem and the related work of G. Fichera, have offered a very great possibility of applications to several fundamental problems of Mathematical Physics, Engineering, Statistics and Economics. The pioneer work of Stampacchia and Lions can be considered as the basic kernel around which Variational Analysis is going to be outlined and constructed. The Conference has dealt with both finite and infinite dimensional analysis, showing that to carry on these two aspects disjointly is unsuitable for both.

Green Functions for Second Order Parabolic Integro-Differential Problems

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Author :
Publisher : Chapman and Hall/CRC
ISBN 13 :
Total Pages : 448 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Green Functions for Second Order Parabolic Integro-Differential Problems by : Maria Giovanna Garroni

Download or read book Green Functions for Second Order Parabolic Integro-Differential Problems written by Maria Giovanna Garroni and published by Chapman and Hall/CRC. This book was released on 1992 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonlocal Diffusion Problems

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Publisher : American Mathematical Soc.
ISBN 13 : 0821852302
Total Pages : 274 pages
Book Rating : 4.8/5 (218 download)

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Book Synopsis Nonlocal Diffusion Problems by : Fuensanta Andreu-Vaillo

Download or read book Nonlocal Diffusion Problems written by Fuensanta Andreu-Vaillo and published by American Mathematical Soc.. This book was released on 2010 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlocal diffusion problems arise in a wide variety of applications, including biology, image processing, particle systems, coagulation models, and mathematical finance. These types of problems are also of great interest for their purely mathematical content. This book presents recent results on nonlocal evolution equations with different boundary conditions, starting with the linear theory and moving to nonlinear cases, including two nonlocal models for the evolution of sandpiles. Both existence and uniqueness of solutions are considered, as well as their asymptotic behaviour. Moreover, the authors present results concerning limits of solutions of the nonlocal equations as a rescaling parameter tends to zero. With these limit procedures the most frequently used diffusion models are recovered: the heat equation, the $p$-Laplacian evolution equation, the porous media equation, the total variation flow, a convection-diffusion equation and the local models for the evolution of sandpiles due to Aronsson-Evans-Wu and Prigozhin. Readers are assumed to be familiar with the basic concepts and techniques of functional analysis and partial differential equations. The text is otherwise self-contained, with the exposition emphasizing an intuitive understanding and results given with full proofs. It is suitable for graduate students or researchers. The authors cover a subject that has received a great deal of attention in recent years. The book is intended as a reference tool for a general audience in analysis and PDEs, including mathematicians, engineers, physicists, biologists, and others interested in nonlocal diffusion problems.

An Introduction to Stochastic Dynamics

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Publisher : Cambridge University Press
ISBN 13 : 1107075394
Total Pages : 313 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis An Introduction to Stochastic Dynamics by : Jinqiao Duan

Download or read book An Introduction to Stochastic Dynamics written by Jinqiao Duan and published by Cambridge University Press. This book was released on 2015-04-13 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.

Elliptic Differential Equations and Obstacle Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 1489936149
Total Pages : 369 pages
Book Rating : 4.4/5 (899 download)

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Book Synopsis Elliptic Differential Equations and Obstacle Problems by : Giovanni Maria Troianiello

Download or read book Elliptic Differential Equations and Obstacle Problems written by Giovanni Maria Troianiello and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the few years since their appearance in the mid-sixties, variational inequalities have developed to such an extent and so thoroughly that they may now be considered an "institutional" development of the theory of differential equations (with appreciable feedback as will be shown). This book was written in the light of these considerations both in regard to the choice of topics and to their treatment. In short, roughly speaking my intention was to write a book on second-order elliptic operators, with the first half of the book, as might be expected, dedicated to function spaces and to linear theory whereas the second, nonlinear half would deal with variational inequalities and non variational obstacle problems, rather than, for example, with quasilinear or fully nonlinear equations (with a few exceptions to which I shall return later). This approach has led me to omit any mention of "physical" motivations in the wide sense of the term, in spite of their historical and continuing importance in the development of variational inequalities. I here addressed myself to a potential reader more or less aware of the significant role of variational inequalities in numerous fields of applied mathematics who could use an analytic presentation of the fundamental theory, which would be as general and self-contained as possible.

Stochastic Differential Equations

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Publisher : World Scientific
ISBN 13 : 9812770631
Total Pages : 416 pages
Book Rating : 4.8/5 (127 download)

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Book Synopsis Stochastic Differential Equations by : Peter H. Baxendale

Download or read book Stochastic Differential Equations written by Peter H. Baxendale and published by World Scientific. This book was released on 2007 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract the attention of mathematicians of all generations. Together with a short but thorough introduction to SPDEs, it presents a number of optimal, and essentially unimprovable, results about solvability for a large class of both linear and non-linear equations. The other papers in this volume were specially written for the occasion of Prof RozovskiiOCOs 60th birthday. They tackle a wide range of topics in the theory and applications of stochastic differential equations, both ordinary and with partial derivatives."

Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii

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Publisher : World Scientific
ISBN 13 : 9814475424
Total Pages : 416 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii by : Peter H Baxendale

Download or read book Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii written by Peter H Baxendale and published by World Scientific. This book was released on 2007-04-19 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract the attention of mathematicians of all generations. Together with a short but thorough introduction to SPDEs, it presents a number of optimal, and essentially unimprovable, results about solvability for a large class of both linear and non-linear equations.The other papers in this volume were specially written for the occasion of Prof Rozovskii's 60th birthday. They tackle a wide range of topics in the theory and applications of stochastic differential equations, both ordinary and with partial derivatives.

Financial Modelling with Jump Processes

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Publisher : CRC Press
ISBN 13 : 1135437947
Total Pages : 552 pages
Book Rating : 4.1/5 (354 download)

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Book Synopsis Financial Modelling with Jump Processes by : Peter Tankov

Download or read book Financial Modelling with Jump Processes written by Peter Tankov and published by CRC Press. This book was released on 2003-12-30 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic

Nonlinear Problems in Mathematical Physics and Related Topics I

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Publisher : Springer Science & Business Media
ISBN 13 : 9780306473333
Total Pages : 416 pages
Book Rating : 4.4/5 (733 download)

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Book Synopsis Nonlinear Problems in Mathematical Physics and Related Topics I by : Michael Sh. Birman

Download or read book Nonlinear Problems in Mathematical Physics and Related Topics I written by Michael Sh. Birman and published by Springer Science & Business Media. This book was released on 2002-07-31 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: The new series, International Mathematical Series founded by Kluwer / Plenum Publishers and the Russian publisher, Tamara Rozhkovskaya is published simultaneously in English and in Russian and starts with two volumes dedicated to the famous Russian mathematician Professor Olga Aleksandrovna Ladyzhenskaya, on the occasion of her 80th birthday. O.A. Ladyzhenskaya graduated from the Moscow State University. But throughout her career she has been closely connected with St. Petersburg where she works at the V.A. Steklov Mathematical Institute of the Russian Academy of Sciences. Many generations of mathematicians have become familiar with the nonlinear theory of partial differential equations reading the books on quasilinear elliptic and parabolic equations written by O.A. Ladyzhenskaya with V.A. Solonnikov and N.N. Uraltseva. Her results and methods on the Navier-Stokes equations, and other mathematical problems in the theory of viscous fluids, nonlinear partial differential equations and systems, the regularity theory, some directions of computational analysis are well known. So it is no surprise that these two volumes attracted leading specialists in partial differential equations and mathematical physics from more than 15 countries, who present their new results in the various fields of mathematics in which the results, methods, and ideas of O.A. Ladyzhenskaya played a fundamental role. Nonlinear Problems in Mathematical Physics and Related Topics I presents new results from distinguished specialists in the theory of partial differential equations and analysis. A large part of the material is devoted to the Navier-Stokes equations, which play an important role in the theory of viscous fluids. In particular, the existence of a local strong solution (in the sense of Ladyzhenskaya) to the problem describing some special motion in a Navier-Stokes fluid is established. Ladyzhenskaya's results on axially symmetric solutions to the Navier-Stokes fluid are generalized and solutions with fast decay of nonstationary Navier-Stokes equations in the half-space are stated. Application of the Fourier-analysis to the study of the Stokes wave problem and some interesting properties of the Stokes problem are presented. The nonstationary Stokes problem is also investigated in nonconvex domains and some Lp-estimates for the first-order derivatives of solutions are obtained. New results in the theory of fully nonlinear equations are presented. Some asymptotics are derived for elliptic operators with strongly degenerated symbols. New results are also presented for variational problems connected with phase transitions of means in controllable dynamical systems, nonlocal problems for quasilinear parabolic equations, elliptic variational problems with nonstandard growth, and some sufficient conditions for the regularity of lateral boundary. Additionally, new results are presented on area formulas, estimates for eigenvalues in the case of the weighted Laplacian on Metric graph, application of the direct Lyapunov method in continuum mechanics, singular perturbation property of capillary surfaces, partially free boundary problem for parametric double integrals.

Ill-Posed Problems for Integrodifferential Equations in Mechanics and Electromagnetic Theory

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Author :
Publisher : SIAM
ISBN 13 : 0898711711
Total Pages : 229 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Ill-Posed Problems for Integrodifferential Equations in Mechanics and Electromagnetic Theory by : Frederick Bloom

Download or read book Ill-Posed Problems for Integrodifferential Equations in Mechanics and Electromagnetic Theory written by Frederick Bloom and published by SIAM. This book was released on 1981-10-01 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: Examines initial-history boundary-value problems associated with systems of partial-integrodifferential equations arising in mechanics and electromagnetic theories.

Stochastic Processes and Applications to Mathematical Finance

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Publisher : World Scientific
ISBN 13 : 9812770445
Total Pages : 309 pages
Book Rating : 4.8/5 (127 download)

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Book Synopsis Stochastic Processes and Applications to Mathematical Finance by : Jiro Akahori

Download or read book Stochastic Processes and Applications to Mathematical Finance written by Jiro Akahori and published by World Scientific. This book was released on 2007 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.

Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 6th Ritsumeikan International Conference

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Publisher : World Scientific
ISBN 13 : 9814476374
Total Pages : 309 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 6th Ritsumeikan International Conference by : Jiro Akahori

Download or read book Stochastic Processes And Applications To Mathematical Finance - Proceedings Of The 6th Ritsumeikan International Conference written by Jiro Akahori and published by World Scientific. This book was released on 2007-04-04 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the contributions to a conference that is among the most important meetings in financial mathematics. Serving as a bridge between probabilists in Japan (called the Ito School and known for its highly sophisticated mathematics) and mathematical finance and financial engineering, the conference elicits the very highest quality papers in the field of financial mathematics.

Transmission Problems for Elliptic Second-Order Equations in Non-Smooth Domains

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Publisher : Springer Science & Business Media
ISBN 13 : 3034604777
Total Pages : 223 pages
Book Rating : 4.0/5 (346 download)

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Book Synopsis Transmission Problems for Elliptic Second-Order Equations in Non-Smooth Domains by : Mikhail Borsuk

Download or read book Transmission Problems for Elliptic Second-Order Equations in Non-Smooth Domains written by Mikhail Borsuk and published by Springer Science & Business Media. This book was released on 2010-09-02 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book investigates the behaviour of weak solutions to the elliptic transmisssion problem in a neighborhood of boundary singularities: angular and conic points or edges, considering this problem both for linear and quasi-linear equations.