Solutions Fondamentales Dequations Aux Derivees Partielles De Type Parabolique A Coefficients Constants Par Morceaux

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Stochastic Analysis of Mixed Fractional Gaussian Processes

Author : Yuliya Mishura
Publisher : Elsevier
ISBN 13 : 0081023634
Total Pages : 212 pages
Book Rating : 4.0/5 (81 download)

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Book Synopsis Stochastic Analysis of Mixed Fractional Gaussian Processes by : Yuliya Mishura

Download or read book Stochastic Analysis of Mixed Fractional Gaussian Processes written by Yuliya Mishura and published by Elsevier. This book was released on 2018-05-26 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Analysis of Mixed Fractional Gaussian Processes presents the main tools necessary to characterize Gaussian processes. The book focuses on the particular case of the linear combination of independent fractional and sub-fractional Brownian motions with different Hurst indices. Stochastic integration with respect to these processes is considered, as is the study of the existence and uniqueness of solutions of related SDE's. Applications in finance and statistics are also explored, with each chapter supplying a number of exercises to illustrate key concepts. - Presents both mixed fractional and sub-fractional Brownian motions - Provides an accessible description for mixed fractional gaussian processes that is ideal for Master's and PhD students - Includes different Hurst indices

Dictionary of Building and Civil Engineering

Author : Don Montague
Publisher : Taylor & Francis
ISBN 13 : 9780419199106
Total Pages : 472 pages
Book Rating : 4.1/5 (991 download)

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Book Synopsis Dictionary of Building and Civil Engineering by : Don Montague

Download or read book Dictionary of Building and Civil Engineering written by Don Montague and published by Taylor & Francis. This book was released on 1996 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This dual-language dictionary lists over 20,000 specialist terms in both French and English, covering architecture, building, engineering and property terms. It meets the needs of all building professionals working on projects overseas. It has been comprehensively researched and compiled to provide an invaluable reference source in an increasingly European marketplace.

Stochastic Differential Equations and Processes

Author : Mounir Zili
Publisher : Springer Science & Business Media
ISBN 13 : 3642223680
Total Pages : 273 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Stochastic Differential Equations and Processes by : Mounir Zili

Download or read book Stochastic Differential Equations and Processes written by Mounir Zili and published by Springer Science & Business Media. This book was released on 2011-09-24 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Selected papers submitted by participants of the international Conference “Stochastic Analysis and Applied Probability 2010” ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9 October, 2010, and was organized by the “Applied Mathematics & Mathematical Physics” research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili. The papers cover theoretical, numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomena that evolve in time in a random way. Such phenomena appear in the fields of finance, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few. As this book emphasizes the importance of numerical and theoretical studies of the stochastic differential equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied probability, stochastic numerical and theoretical analysis and statistics, as well as for graduate students. To make it more complete and accessible for graduate students, practitioners and researchers, the editors Mounir Zili and Daria Filatova have included a survey dedicated to the basic concepts of numerical analysis of the stochastic differential equations, written by Henri Schurz.

Boundary-Layer Theory

Author : Hermann Schlichting (Deceased)
Publisher : Springer
ISBN 13 : 366252919X
Total Pages : 814 pages
Book Rating : 4.6/5 (625 download)

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Book Synopsis Boundary-Layer Theory by : Hermann Schlichting (Deceased)

Download or read book Boundary-Layer Theory written by Hermann Schlichting (Deceased) and published by Springer. This book was released on 2016-10-04 with total page 814 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition of the near-legendary textbook by Schlichting and revised by Gersten presents a comprehensive overview of boundary-layer theory and its application to all areas of fluid mechanics, with particular emphasis on the flow past bodies (e.g. aircraft aerodynamics). The new edition features an updated reference list and over 100 additional changes throughout the book, reflecting the latest advances on the subject.

Fractional Brownian Motion

Author : Oksana Banna
Publisher : John Wiley & Sons
ISBN 13 : 1786302608
Total Pages : 288 pages
Book Rating : 4.7/5 (863 download)

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Book Synopsis Fractional Brownian Motion by : Oksana Banna

Download or read book Fractional Brownian Motion written by Oksana Banna and published by John Wiley & Sons. This book was released on 2019-04-30 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph studies the relationships between fractional Brownian motion (fBm) and other processes of more simple form. In particular, this book solves the problem of the projection of fBm onto the space of Gaussian martingales that can be represented as Wiener integrals with respect to a Wiener process. It is proved that there exists a unique martingale closest to fBm in the uniform integral norm. Numerical results concerning the approximation problem are given. The upper bounds of distances from fBm to the different subspaces of Gaussian martingales are evaluated and the numerical calculations are involved. The approximations of fBm by a uniformly convergent series of Lebesgue integrals, semimartingales and absolutely continuous processes are presented. As auxiliary but interesting results, the bounds from below and from above for the coefficient appearing in the representation of fBm via the Wiener process are established and some new inequalities for Gamma functions, and even for trigonometric functions, are obtained.

The Number System

Author : H. A. Thurston
Publisher : Courier Corporation
ISBN 13 : 0486154947
Total Pages : 146 pages
Book Rating : 4.4/5 (861 download)

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Book Synopsis The Number System by : H. A. Thurston

Download or read book The Number System written by H. A. Thurston and published by Courier Corporation. This book was released on 2012-10-23 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores arithmetic's underlying concepts and their logical development, in addition to a detailed, systematic construction of the number systems of rational, real, and complex numbers. 1956 edition.

A Minicourse on Stochastic Partial Differential Equations

Author : Robert C. Dalang
Publisher : Springer Science & Business Media
ISBN 13 : 3540859934
Total Pages : 230 pages
Book Rating : 4.5/5 (48 download)

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Book Synopsis A Minicourse on Stochastic Partial Differential Equations by : Robert C. Dalang

Download or read book A Minicourse on Stochastic Partial Differential Equations written by Robert C. Dalang and published by Springer Science & Business Media. This book was released on 2009 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.

Singularities in Boundary Value Problems

Author : Pierre Grisvard
Publisher : Springer
ISBN 13 :
Total Pages : 224 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Singularities in Boundary Value Problems by : Pierre Grisvard

Download or read book Singularities in Boundary Value Problems written by Pierre Grisvard and published by Springer. This book was released on 1992 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Sur les équations aux dérivées partielles du type parabolique

Author : Maurice Gevrey
Publisher :
ISBN 13 :
Total Pages : 238 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Sur les équations aux dérivées partielles du type parabolique by : Maurice Gevrey

Download or read book Sur les équations aux dérivées partielles du type parabolique written by Maurice Gevrey and published by . This book was released on 1913 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Methods of the Theory of Generalized Functions

Author : V. S. Vladimirov
Publisher : CRC Press
ISBN 13 : 9780415273565
Total Pages : 332 pages
Book Rating : 4.2/5 (735 download)

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Book Synopsis Methods of the Theory of Generalized Functions by : V. S. Vladimirov

Download or read book Methods of the Theory of Generalized Functions written by V. S. Vladimirov and published by CRC Press. This book was released on 2002-08-15 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the general theory of generalized functions, including the Fourier, Laplace, Mellin, Hilbert, Cauchy-Bochner and Poisson integral transforms and operational calculus, with the traditional material augmented by the theory of Fourier series, abelian theorems, and boundary values of helomorphic functions for one and several variables. The author addresses several facets in depth, including convolution theory, convolution algebras and convolution equations in them, homogenous generalized functions, and multiplication of generalized functions. This book will meet the needs of researchers, engineers, and students of applied mathematics, control theory, and the engineering sciences.

Lectures on Representations of Surface Groups

Author : François Labourie
Publisher :
ISBN 13 :
Total Pages : 152 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Lectures on Representations of Surface Groups by : François Labourie

Download or read book Lectures on Representations of Surface Groups written by François Labourie and published by . This book was released on 2013 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject of these notes is the character variety of representations of a surface group in a Lie group. The author emphasizes the various points of view (combinatorial, differential, and algebraic) and is interested in the description of its smooth points, symplectic structure, volume and connected components. He also shows how a three manifold bounded by the surface leaves a trace in this character variety. These notes were originally designed for students with only elementary knowledge of differential geometry and topology. In the first chapters, the author does not focus on the details of the differential geometric constructions and refers to classical textbooks, while in the more advanced chapters proofs occasionally are provided only for special cases where they convey the flavor of the general arguments. These notes might also be used by researchers entering this fast expanding field as motivation for further studies. The concluding paragraph of every chapter provides suggestions for further research.

Noncommutative Motives

Author : Gonçalo Tabuada
Publisher : American Mathematical Soc.
ISBN 13 : 1470423979
Total Pages : 127 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Noncommutative Motives by : Gonçalo Tabuada

Download or read book Noncommutative Motives written by Gonçalo Tabuada and published by American Mathematical Soc.. This book was released on 2015-09-21 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of motives began in the early 1960s when Grothendieck envisioned the existence of a "universal cohomology theory of algebraic varieties". The theory of noncommutative motives is more recent. It began in the 1980s when the Moscow school (Beilinson, Bondal, Kapranov, Manin, and others) began the study of algebraic varieties via their derived categories of coherent sheaves, and continued in the 2000s when Kontsevich conjectured the existence of a "universal invariant of noncommutative algebraic varieties". This book, prefaced by Yuri I. Manin, gives a rigorous overview of some of the main advances in the theory of noncommutative motives. It is divided into three main parts. The first part, which is of independent interest, is devoted to the study of DG categories from a homotopical viewpoint. The second part, written with an emphasis on examples and applications, covers the theory of noncommutative pure motives, noncommutative standard conjectures, noncommutative motivic Galois groups, and also the relations between these notions and their commutative counterparts. The last part is devoted to the theory of noncommutative mixed motives. The rigorous formalization of this latter theory requires the language of Grothendieck derivators, which, for the reader's convenience, is revised in a brief appendix.

The Classical Groups

Author : Hermann Weyl
Publisher : Princeton University Press
ISBN 13 : 1400883903
Total Pages : 336 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis The Classical Groups by : Hermann Weyl

Download or read book The Classical Groups written by Hermann Weyl and published by Princeton University Press. This book was released on 2016-06-02 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this renowned volume, Hermann Weyl discusses the symmetric, full linear, orthogonal, and symplectic groups and determines their different invariants and representations. Using basic concepts from algebra, he examines the various properties of the groups. Analysis and topology are used wherever appropriate. The book also covers topics such as matrix algebras, semigroups, commutators, and spinors, which are of great importance in understanding the group-theoretic structure of quantum mechanics. Hermann Weyl was among the greatest mathematicians of the twentieth century. He made fundamental contributions to most branches of mathematics, but he is best remembered as one of the major developers of group theory, a powerful formal method for analyzing abstract and physical systems in which symmetry is present. In The Classical Groups, his most important book, Weyl provided a detailed introduction to the development of group theory, and he did it in a way that motivated and entertained his readers. Departing from most theoretical mathematics books of the time, he introduced historical events and people as well as theorems and proofs. One learned not only about the theory of invariants but also when and where they were originated, and by whom. He once said of his writing, "My work always tried to unite the truth with the beautiful, but when I had to choose one or the other, I usually chose the beautiful." Weyl believed in the overall unity of mathematics and that it should be integrated into other fields. He had serious interest in modern physics, especially quantum mechanics, a field to which The Classical Groups has proved important, as it has to quantum chemistry and other fields. Among the five books Weyl published with Princeton, Algebraic Theory of Numbers inaugurated the Annals of Mathematics Studies book series, a crucial and enduring foundation of Princeton's mathematics list and the most distinguished book series in mathematics.

Satellite Situation Report

Author : Goddard Space Flight Center. Office of Public Affairs
Publisher :
ISBN 13 :
Total Pages : 366 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Satellite Situation Report by : Goddard Space Flight Center. Office of Public Affairs

Download or read book Satellite Situation Report written by Goddard Space Flight Center. Office of Public Affairs and published by . This book was released on 1977 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Amongst Mathematicians

Author : Elena Nardi
Publisher : Springer Science & Business Media
ISBN 13 : 0387371419
Total Pages : 349 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Amongst Mathematicians by : Elena Nardi

Download or read book Amongst Mathematicians written by Elena Nardi and published by Springer Science & Business Media. This book was released on 2008 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a unique perspective on ways in which mathematicians: perceive their students' learning; teach; reflect on their teaching practice. Elena Nardi achieves this by employing two fictional, yet entirely data-grounded, characters to create a conversation on these important issues. The construction of these characters is based on large bodies of data including intense focused group interviews with mathematicians and extensive analyses of students' written work, collected and analyzed over a substantial period.

Problèmes classiques en théorie des équations aux dérivées partielles

Author : Rachel Ababou-Boumaaz
Publisher :
ISBN 13 : 9782705676650
Total Pages : pages
Book Rating : 4.6/5 (766 download)

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Book Synopsis Problèmes classiques en théorie des équations aux dérivées partielles by : Rachel Ababou-Boumaaz

Download or read book Problèmes classiques en théorie des équations aux dérivées partielles written by Rachel Ababou-Boumaaz and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Ce cours d'analyse est consacré à l'exposition d'un certain nombre de thèmes classiques en théorie des équations aux dérivées partielles et s'adresse à des étudiants de master, des élèves en écoles d'ingénieurs ou à tous ceux qui désirent connaître cette partie importante des mathématiques. Ce travail part du théorème d'Existence et d'Unicité pour les solutions d'équations différentielles non-linéaires, aborde la résolution des équations scalaires linéaires du 1er ordre et s'intéresse ensuite aux équations scalaires quasi-linéaires. La transformation de Fourier ici présentée est très importante car elle permet de résoudre les équations à coefficients constants de la forme P(u) = F où P est un opérateur différentiel en (t, x). Les équations des ondes, de la chaleur et de Schrödinger sont toutes de ce type et font l'objet d'une résolution très détaillée au moyen de formules explicites. On quitte ensuite le domaine des équations à coefficients constants pour celui des équations à coefficients variables. Les méthodes employées pour résoudre ces équations donnent lieu à des développements très importants et font largement partie du domaine de la recherche.

Advances in Hydroinformatics

Author : Philippe Gourbesville
Publisher : Springer
ISBN 13 : 9812876154
Total Pages : 616 pages
Book Rating : 4.8/5 (128 download)

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Book Synopsis Advances in Hydroinformatics by : Philippe Gourbesville

Download or read book Advances in Hydroinformatics written by Philippe Gourbesville and published by Springer. This book was released on 2015-08-21 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of extended papers based on presentations given during the SIMHYDRO 2014 conference, held in Sophia Antipolis in June 2014. It focuses on the modeling and simulation of fast hydraulic transients, on 3D modeling, and on uncertainties and multiphase flows. The book explores both the limitations and performance of current models and presents the latest developments based on new numerical schemes, high-performance computing, multiphysics and multiscale methods, and better interaction with field or scale model data. It addresses the interests of practitioners, stakeholders, researchers and engineers active in this field.