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Sur Les Equations De Navier Stokes Deterministes Et Stochastiques Et Sur Une Equation Elliptique
Download Sur Les Equations De Navier Stokes Deterministes Et Stochastiques Et Sur Une Equation Elliptique full books in PDF, epub, and Kindle. Read online Sur Les Equations De Navier Stokes Deterministes Et Stochastiques Et Sur Une Equation Elliptique ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Download or read book Hypocoercivity written by Cdric Villani and published by American Mathematical Soc.. This book was released on 2009-10-08 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: This memoir attempts at a systematic study of convergence to stationary state for certain classes of degenerate diffusive equations, taking the general form ${\frac{\partial f}{\partial t}}+ L f =0$. The question is whether and how one can overcome the degeneracy by exploiting commutators.
Book Synopsis Computational Statistical Physics by : K.-H. Hoffmann
Download or read book Computational Statistical Physics written by K.-H. Hoffmann and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years statistical physics has made significant progress as a result of advances in numerical techniques. While good textbooks exist on the general aspects of statistical physics, the numerical methods and the new developments based on large-scale computing are not usually adequately presented. In this book 16 experts describe the application of methods of statistical physics to various areas in physics such as disordered materials, quasicrystals, semiconductors, and also to other areas beyond physics, such as financial markets, game theory, evolution, and traffic planning, in which statistical physics has recently become significant. In this way the universality of the underlying concepts and methods such as fractals, random matrix theory, time series, neural networks, evolutionary algorithms, becomes clear. The topics are covered by introductory, tutorial presentations.
Download or read book Mathematical Reviews written by and published by . This book was released on 1991 with total page 772 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Quantum Theory and Symmetries by : M. B. Paranjape
Download or read book Quantum Theory and Symmetries written by M. B. Paranjape and published by Springer Nature. This book was released on 2021 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of the CRM Conference Series is based on a carefully refereed selection of contributions presented at the "11th International Symposium on Quantum Theory and Symmetries", held in Montreal, Canada from July 1-5, 2019. The main objective of the meeting was to share and make accessible new research and recent results in several branches of Theoretical and Mathematical Physics, including Algebraic Methods, Condensed Matter Physics, Cosmology and Gravitation, Integrability, Non-perturbative Quantum Field Theory, Particle Physics, Quantum Computing and Quantum Information Theory, and String/ADS-CFT. There was also a special session in honour of Decio Levi. The volume is divided into sections corresponding to the sessions held during the symposium, allowing the reader to appreciate both the homogeneity and the diversity of mathematical tools that have been applied in these subject areas. Several of the plenary speakers, who are internationally recognized experts in their fields, have contributed reviews of the main topics to complement the original contributions. .
Book Synopsis The Riemann Zeta-Function by : Anatoly A. Karatsuba
Download or read book The Riemann Zeta-Function written by Anatoly A. Karatsuba and published by Walter de Gruyter. This book was released on 2011-05-03 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of the series is to present new and important developments in pure and applied mathematics. Well established in the community over two decades, it offers a large library of mathematics including several important classics. The volumes supply thorough and detailed expositions of the methods and ideas essential to the topics in question. In addition, they convey their relationships to other parts of mathematics. The series is addressed to advanced readers wishing to thoroughly study the topic. Editorial Board Lev Birbrair, Universidade Federal do Ceará, Fortaleza, Brasil Victor P. Maslov, Russian Academy of Sciences, Moscow, Russia Walter D. Neumann, Columbia University, New York, USA Markus J. Pflaum, University of Colorado, Boulder, USA Dierk Schleicher, Jacobs University, Bremen, Germany
Book Synopsis Non-Smooth Dynamical Systems by : Markus Kunze
Download or read book Non-Smooth Dynamical Systems written by Markus Kunze and published by Springer. This book was released on 2014-01-15 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a self-contained introduction to the mathematical theory of non-smooth dynamical problems, as they frequently arise from mechanical systems with friction and/or impacts. It is aimed at applied mathematicians, engineers, and applied scientists in general who wish to learn the subject.
Book Synopsis On-line Estimation and Adaptive Control of Bioreactors by : G. Bastin
Download or read book On-line Estimation and Adaptive Control of Bioreactors written by G. Bastin and published by Elsevier. This book was released on 2013-10-22 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with monitoring and control of biotechnological processes. Different methods are proposed which are based on the nonlinear structure of the process and do not require any a priori knowledge of the fermentation parameters. The theoretical stability and convergence properties of the proposed algorithms are analysed and their performances are illustrated by simulation results and, in many instances, by real life experiments. The concept of software sensors is introduced; these are algorithms based on the nonlinear model of the process and designed for on-line estimation of the biological variables and/or the fermentation parameters. In order to deal with process nonstationarities and parameter uncertainties, reference is made to adaptive estimation and control techniques.The book is the result of an intensive joint research effort by the authors during the last decade. It is intended as a graduate level text for students of bioengineering as well as a reference text for scientists and engineers involved in the design and optimization of bioprocesses.
Book Synopsis Risk and Reliability in Geotechnical Engineering by : Kok-Kwang Phoon
Download or read book Risk and Reliability in Geotechnical Engineering written by Kok-Kwang Phoon and published by CRC Press. This book was released on 2018-10-09 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: Establishes Geotechnical Reliability as Fundamentally Distinct from Structural Reliability Reliability-based design is relatively well established in structural design. Its use is less mature in geotechnical design, but there is a steady progression towards reliability-based design as seen in the inclusion of a new Annex D on "Reliability of Geotechnical Structures" in the third edition of ISO 2394. Reliability-based design can be viewed as a simplified form of risk-based design where different consequences of failure are implicitly covered by the adoption of different target reliability indices. Explicit risk management methodologies are required for large geotechnical systems where soil and loading conditions are too varied to be conveniently slotted into a few reliability classes (typically three) and an associated simple discrete tier of target reliability indices. Provides Realistic Practical Guidance Risk and Reliability in Geotechnical Engineering makes these reliability and risk methodologies more accessible to practitioners and researchers by presenting soil statistics which are necessary inputs, by explaining how calculations can be carried out using simple tools, and by presenting illustrative or actual examples showcasing the benefits and limitations of these methodologies. With contributions from a broad international group of authors, this text: Presents probabilistic models suited for soil parameters Provides easy-to-use Excel-based methods for reliability analysis Connects reliability analysis to design codes (including LRFD and Eurocode 7) Maximizes value of information using Bayesian updating Contains efficient reliability analysis methods Accessible To a Wide Audience Risk and Reliability in Geotechnical Engineering presents all the "need-to-know" information for a non-specialist to calculate and interpret the reliability index and risk of geotechnical structures in a realistic and robust way. It suits engineers, researchers, and students who are interested in the practical outcomes of reliability and risk analyses without going into the intricacies of the underlying mathematical theories.
Book Synopsis Water Flow and Solute Transport in Soils by : David Russo
Download or read book Water Flow and Solute Transport in Soils written by David Russo and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: A year has passed since Eshel Bresler, my good friend and colleague, and a member of the editorial board of the Advanced Series in Agricultural Sciences, died suddenly while on a visit to the Chinese Academy of Sciences in Beijing. We had worked together for almost 30 years at the Institute of Soils and Water, ARO, The Volcani Center at Bet Dagan. At the very beginning of our scientific careers we cooperated directly and as a result one of our first publications was coauthored (Soil Sci. 101:205-209, 1966). Thereafter, our specific research interests diver sified, but we continued to work together, with similar approaches to research, and to strive towards the development of Israel soil science and its integration into general worldwide scientific progress. I don't need to emphasize Eshel's contribution to the understan ding of the processes governing water flow and solute transport pro cesses in soils and unsaturated zones. The contributions to this Volume by such a body of outstanding scientists shows the apprecia tion of the international scientific community to his research achievements.
Book Synopsis Brownian Motion, Martingales, and Stochastic Calculus by : Jean-François Le Gall
Download or read book Brownian Motion, Martingales, and Stochastic Calculus written by Jean-François Le Gall and published by Springer. This book was released on 2016-04-28 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments. Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus.
Book Synopsis Statistical Inference for Ergodic Diffusion Processes by : Yury A. Kutoyants
Download or read book Statistical Inference for Ergodic Diffusion Processes written by Yury A. Kutoyants and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.
Book Synopsis Basics and Trends in Sensitivity Analysis: Theory and Practice in R by : Sébastien Da Veiga
Download or read book Basics and Trends in Sensitivity Analysis: Theory and Practice in R written by Sébastien Da Veiga and published by SIAM. This book was released on 2021-10-14 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of global sensitivity analysis methods and algorithms, including their theoretical basis and mathematical properties. The authors use a practical point of view and real case studies as well as numerous examples, and applications of the different approaches are illustrated throughout using R code to explain their usage and usefulness in practice. Basics and Trends in Sensitivity Analysis: Theory and Practice in R covers a lot of material, including theoretical aspects of Sobol’ indices as well as sampling-based formulas, spectral methods, and metamodel-based approaches for estimation purposes; screening techniques devoted to identifying influential and noninfluential inputs; variance-based measures when model inputs are statistically dependent (and several other approaches that go beyond variance-based sensitivity measures); and a case study in R related to a COVID-19 epidemic model where the full workflow of sensitivity analysis combining several techniques is presented. This book is intended for engineers, researchers, and undergraduate students who use complex numerical models and have an interest in sensitivity analysis techniques and is appropriate for anyone with a solid mathematical background in basic statistical and probability theories who develops and uses numerical models in all scientific and engineering domains.
Book Synopsis Numerical Methods for Stochastic Control Problems in Continuous Time by : Harold Kushner
Download or read book Numerical Methods for Stochastic Control Problems in Continuous Time written by Harold Kushner and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development. It is broadly accessible for graduate students and researchers.
Book Synopsis Monte Carlo and Quasi-Monte Carlo Methods by : Ronald Cools
Download or read book Monte Carlo and Quasi-Monte Carlo Methods written by Ronald Cools and published by Springer. This book was released on 2016-06-13 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.
Book Synopsis Stochastic Games and Applications by : Abraham Neyman
Download or read book Stochastic Games and Applications written by Abraham Neyman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is based on lectures given at the NATO Advanced Study Institute on "Stochastic Games and Applications," which took place at Stony Brook, NY, USA, July 1999. It gives the editors great pleasure to present it on the occasion of L.S. Shapley's eightieth birthday, and on the fiftieth "birthday" of his seminal paper "Stochastic Games," with which this volume opens. We wish to thank NATO for the grant that made the Institute and this volume possible, and the Center for Game Theory in Economics of the State University of New York at Stony Brook for hosting this event. We also wish to thank the Hebrew University of Jerusalem, Israel, for providing continuing financial support, without which this project would never have been completed. In particular, we are grateful to our editorial assistant Mike Borns, whose work has been indispensable. We also would like to acknowledge the support of the Ecole Poly tech nique, Paris, and the Israel Science Foundation. March 2003 Abraham Neyman and Sylvain Sorin ix STOCHASTIC GAMES L.S. SHAPLEY University of California at Los Angeles Los Angeles, USA 1. Introduction In a stochastic game the play proceeds by steps from position to position, according to transition probabilities controlled jointly by the two players.
Book Synopsis Mathematical Foundations of Infinite-Dimensional Statistical Models by : Evarist Giné
Download or read book Mathematical Foundations of Infinite-Dimensional Statistical Models written by Evarist Giné and published by Cambridge University Press. This book was released on 2021-03-25 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt: In nonparametric and high-dimensional statistical models, the classical Gauss–Fisher–Le Cam theory of the optimality of maximum likelihood estimators and Bayesian posterior inference does not apply, and new foundations and ideas have been developed in the past several decades. This book gives a coherent account of the statistical theory in infinite-dimensional parameter spaces. The mathematical foundations include self-contained 'mini-courses' on the theory of Gaussian and empirical processes, approximation and wavelet theory, and the basic theory of function spaces. The theory of statistical inference in such models - hypothesis testing, estimation and confidence sets - is presented within the minimax paradigm of decision theory. This includes the basic theory of convolution kernel and projection estimation, but also Bayesian nonparametrics and nonparametric maximum likelihood estimation. In a final chapter the theory of adaptive inference in nonparametric models is developed, including Lepski's method, wavelet thresholding, and adaptive inference for self-similar functions. Winner of the 2017 PROSE Award for Mathematics.
Book Synopsis Upper and Lower Bounds for Stochastic Processes by : Michel Talagrand
Download or read book Upper and Lower Bounds for Stochastic Processes written by Michel Talagrand and published by Springer Science & Business Media. This book was released on 2014-02-12 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes. Applications are given to stable processes, infinitely divisible processes, matching theorems, the convergence of random Fourier series, of orthogonal series, and to functional analysis. The complete solution of a number of classical problems is given in complete detail, and an ambitious program for future research is laid out.
