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Stochastic Geometric Mechanics
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Book Synopsis Stochastic Geometric Mechanics by : Sergio Albeverio
Download or read book Stochastic Geometric Mechanics written by Sergio Albeverio and published by Springer. This book was released on 2017-11-17 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled “Geometric mechanics – variational and stochastic methods” run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Fédérale de Lausanne. The aim of the semester was to develop a common language needed to handle the wide variety of problems and phenomena occurring in stochastic geometric mechanics. It gathered mathematicians and scientists from several different areas of mathematics (from analysis, probability, numerical analysis and statistics, to algebra, geometry, topology, representation theory, and dynamical systems theory) and also areas of mathematical physics, control theory, robotics, and the life sciences, with the aim of developing the new research area in a concentrated joint effort, both from the theoretical and applied points of view. The lectures were given by leading specialists in different areas of mathematics and its applications, building bridges among the various communities involved and working jointly on developing the envisaged new interdisciplinary subject of stochastic geometric mechanics.
Book Synopsis Global Analysis in Mathematical Physics by : I︠U︡. E. Gliklikh
Download or read book Global Analysis in Mathematical Physics written by I︠U︡. E. Gliklikh and published by Springer Science & Business Media. This book was released on 1997 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first in monographic literature giving a common treatment to three areas of applications of Global Analysis in Mathematical Physics previously considered quite distant from each other, namely, differential geometry applied to classical mechanics, stochastic differential geometry used in quantum and statistical mechanics, and infinite-dimensional differential geometry fundamental for hydrodynamics. The unification of these topics is made possible by considering the Newton equation or its natural generalizations and analogues as a fundamental equation of motion. New general geometric and stochastic methods of investigation are developed, and new results on existence, uniqueness, and qualitative behavior of solutions are obtained.
Book Synopsis Stochastic and Integral Geometry by : R.V. Ambartzumian
Download or read book Stochastic and Integral Geometry written by R.V. Ambartzumian and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Processes, Physics And Geometry by : Sergio Albeverio
Download or read book Stochastic Processes, Physics And Geometry written by Sergio Albeverio and published by World Scientific. This book was released on 1990-10-15 with total page 760 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Geometry and Invariance in Stochastic Dynamics by : Stefania Ugolini
Download or read book Geometry and Invariance in Stochastic Dynamics written by Stefania Ugolini and published by Springer Nature. This book was released on 2022-02-09 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio. It presents the new area of studies concerning invariance and symmetry properties of finite and infinite dimensional stochastic differential equations.This area constitutes a natural, much needed, extension of the theory of classical ordinary and partial differential equations, where the reduction theory based on symmetry and invariance of such classical equations has historically proved to be very important both for theoretical and numerical studies and has given rise to important applications. The purpose of the present book is to present the state of the art of the studies on stochastic systems from this point of view, present some of the underlying fundamental ideas and methods involved, and to outline the main lines for future developments. The main focus is on bridging the gap between deterministic and stochastic approaches, with the goal of contributing to the elaboration of a unified theory that will have a great impact both from the theoretical point of view and the point of view of applications. The reader is a mathematician or a theoretical physicist. The main discipline is stochastic analysis with profound ideas coming from Mathematical Physics and Lie’s Group Geometry. While the audience consists essentially of academicians, the reader can also be a practitioner with Ph.D., who is interested in efficient stochastic modelling.
Book Synopsis 数学物理中的全局分析——几何及随机方法(天元基金影印系列丛书) by : Yu. E. Gliklikh
Download or read book 数学物理中的全局分析——几何及随机方法(天元基金影印系列丛书) written by Yu. E. Gliklikh and published by 清华大学出版社有限公司. This book was released on 2005 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Numerics for Mathematical Physics by : Grigori N. Milstein
Download or read book Stochastic Numerics for Mathematical Physics written by Grigori N. Milstein and published by Springer Nature. This book was released on 2021-12-03 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
Book Synopsis Stochastic Geometry by : Wilfrid S. Kendall
Download or read book Stochastic Geometry written by Wilfrid S. Kendall and published by Routledge. This book was released on 2019-06-10 with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic geometry involves the study of random geometric structures, and blends geometric, probabilistic, and statistical methods to provide powerful techniques for modeling and analysis. Recent developments in computational statistical analysis, particularly Markov chain Monte Carlo, have enormously extended the range of feasible applications. Stochastic Geometry: Likelihood and Computation provides a coordinated collection of chapters on important aspects of the rapidly developing field of stochastic geometry, including: o a "crash-course" introduction to key stochastic geometry themes o considerations of geometric sampling bias issues o tesselations o shape o random sets o image analysis o spectacular advances in likelihood-based inference now available to stochastic geometry through the techniques of Markov chain Monte Carlo
Book Synopsis Ordinary and Stochastic Differential Geometry As a Tool for Mathematical Physics by : Yuri E. Gliklikh
Download or read book Ordinary and Stochastic Differential Geometry As a Tool for Mathematical Physics written by Yuri E. Gliklikh and published by . This book was released on 2014-01-15 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Models, Information Theory, and Lie Groups, Volume 1 by : Gregory S. Chirikjian
Download or read book Stochastic Models, Information Theory, and Lie Groups, Volume 1 written by Gregory S. Chirikjian and published by Birkhäuser. This book was released on 2009-09-15 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises and motivating examples make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Book Synopsis Geometric Mechanics on Riemannian Manifolds by : Ovidiu Calin
Download or read book Geometric Mechanics on Riemannian Manifolds written by Ovidiu Calin and published by Springer Science & Business Media. This book was released on 2006-03-30 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: * A geometric approach to problems in physics, many of which cannot be solved by any other methods * Text is enriched with good examples and exercises at the end of every chapter * Fine for a course or seminar directed at grad and adv. undergrad students interested in elliptic and hyperbolic differential equations, differential geometry, calculus of variations, quantum mechanics, and physics
Book Synopsis Geometric Mechanics and Symmetry by : Darryl D. Holm
Download or read book Geometric Mechanics and Symmetry written by Darryl D. Holm and published by Oxford University Press. This book was released on 2009-07-30 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Classical mechanics, one of the oldest branches of science, has undergone a long evolution, developing hand in hand with many areas of mathematics, including calculus, differential geometry, and the theory of Lie groups and Lie algebras. The modern formulations of Lagrangian and Hamiltonian mechanics, in the coordinate-free language of differential geometry, are elegant and general. They provide a unifying framework for many seemingly disparate physical systems, such as n particle systems, rigid bodies, fluids and other continua, and electromagnetic and quantum systems. Geometric Mechanics and Symmetry is a friendly and fast-paced introduction to the geometric approach to classical mechanics, suitable for a one- or two- semester course for beginning graduate students or advanced undergraduates. It fills a gap between traditional classical mechanics texts and advanced modern mathematical treatments of the subject. After a summary of the necessary elements of calculus on smooth manifolds and basic Lie group theory, the main body of the text considers how symmetry reduction of Hamilton's principle allows one to derive and analyze the Euler-Poincaré equations for dynamics on Lie groups. Additional topics deal with rigid and pseudo-rigid bodies, the heavy top, shallow water waves, geophysical fluid dynamics and computational anatomy. The text ends with a discussion of the semidirect-product Euler-Poincaré reduction theorem for ideal fluid dynamics. A variety of examples and figures illustrate the material, while the many exercises, both solved and unsolved, make the book a valuable class text.
Book Synopsis Stochastic Mechanics by : Folkert Kuipers
Download or read book Stochastic Mechanics written by Folkert Kuipers and published by Springer Nature. This book was released on 2023-05-31 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic mechanics is a theory that holds great promise in resolving the mathematical and interpretational issues encountered in the canonical and path integral formulations of quantum theories. It provides an equivalent formulation of quantum theories, but substantiates it with a mathematically rigorous stochastic interpretation by means of a stochastic quantization prescription. The book builds on recent developments in this theory, and shows that quantum mechanics can be unified with the theory of Brownian motion in a single mathematical framework. Moreover, it discusses the extension of the theory to curved spacetime using second order geometry, and the induced Itô deformations of the spacetime symmetries. The book is self-contained and provides an extensive review of stochastic mechanics of the single spinless particle. The book builds up the theory on a step by step basis. It starts, in chapter 2, with a review of the classical particle subjected to scalar and vector potentials. In chapter 3, the theory is extended to the study of a Brownian motion in any potential, by the introduction of a Gaussian noise. In chapter 4, the Gaussian noise is complexified. The result is a complex diffusion theory that contains both Brownian motion and quantum mechanics as a special limit. In chapters 5, the theory is extended to relativistic diffusion theories. In chapter 6, the theory is further generalized to the context of pseudo-Riemannian geometry. Finally, in chapter 7, some interpretational aspects of the stochastic theory are discussed in more detail. The appendices concisely review relevant notions from probability theory, stochastic processes, stochastic calculus, stochastic differential geometry and stochastic variational calculus. The book is aimed at graduate students and researchers in theoretical physics and applied mathematics with an interest in the foundations of quantum theory and Brownian motion. The book can be used as reference material for courses on and further research in stochastic mechanics, stochastic quantization, diffusion theories on curved spacetimes and quantum gravity.
Book Synopsis Ordinary and Stochastic Differential Geometry as a Tool for Mathematical Physics by : Yuri E. Gliklikh
Download or read book Ordinary and Stochastic Differential Geometry as a Tool for Mathematical Physics written by Yuri E. Gliklikh and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: The geometrical methods in modem mathematical physics and the developments in Geometry and Global Analysis motivated by physical problems are being intensively worked out in contemporary mathematics. In particular, during the last decades a new branch of Global Analysis, Stochastic Differential Geometry, was formed to meet the needs of Mathematical Physics. It deals with a lot of various second order differential equations on finite and infinite-dimensional manifolds arising in Physics, and its validity is based on the deep inter-relation between modem Differential Geometry and certain parts of the Theory of Stochastic Processes, discovered not so long ago. The foundation of our topic is presented in the contemporary mathematical literature by a lot of publications devoted to certain parts of the above-mentioned themes and connected with the scope of material of this book. There exist some monographs on Stochastic Differential Equations on Manifolds (e. g. [9,36,38,87]) based on the Stratonovich approach. In [7] there is a detailed description of It6 equations on manifolds in Belopolskaya-Dalecky form. Nelson's book [94] deals with Stochastic Mechanics and mean derivatives on Riemannian Manifolds. The books and survey papers on the Lagrange approach to Hydrodynamics [2,31,73,88], etc. , give good presentations of the use of infinite-dimensional ordinary differential geometry in ideal hydrodynamics. We should also refer here to [89,102], to the previous books by the author [53,64], and to many others.
Book Synopsis Random Fields and Geometry by : R. J. Adler
Download or read book Random Fields and Geometry written by R. J. Adler and published by Springer Science & Business Media. This book was released on 2009-01-29 with total page 455 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.
Book Synopsis Global Analysis in Mathematical Physics by : Yuri Gliklikh
Download or read book Global Analysis in Mathematical Physics written by Yuri Gliklikh and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first edition of this book entitled Analysis on Riemannian Manifolds and Some Problems of Mathematical Physics was published by Voronezh Univer sity Press in 1989. For its English edition, the book has been substantially revised and expanded. In particular, new material has been added to Sections 19 and 20. I am grateful to Viktor L. Ginzburg for his hard work on the transla tion and for writing Appendix F, and to Tomasz Zastawniak for his numerous suggestions. My special thanks go to the referee for his valuable remarks on the theory of stochastic processes. Finally, I would like to acknowledge the support of the AMS fSU Aid Fund and the International Science Foundation (Grant NZBOOO), which made possible my work on some of the new results included in the English edition of the book. Voronezh, Russia Yuri Gliklikh September, 1995 Preface to the Russian Edition The present book is apparently the first in monographic literature in which a common treatment is given to three areas of global analysis previously consid ered quite distant from each other, namely, differential geometry and classical mechanics, stochastic differential geometry and statistical and quantum me chanics, and infinite-dimensional differential geometry of groups of diffeomor phisms and hydrodynamics. The unification of these topics under the cover of one book appears, however, quite natural, since the exposition is based on a geometrically invariant form of the Newton equation and its analogs taken as a fundamental law of motion.
Book Synopsis Stochastic Geometry and Its Applications by : Dietrich Stoyan
Download or read book Stochastic Geometry and Its Applications written by Dietrich Stoyan and published by Wiley-Blackwell. This book was released on 1995 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: The exposition is mathematically precise and takes into account the latest results. However, in many cases proofs are omitted. Applied scientists who may not wish to follow the mathematical arguments in detail will still be able to interpret and use the formulae.
