The second edition of this textbook provides a single source for the analysis of system models represented by continuous-time and discrete-time, finite-dimensional and infinite-dimensional, and continuous and discontinuous dynamical systems.
This edited volume highlights the scientific contributions of Volker Mehrmann, a leading expert in the area of numerical (linear) algebra, matrix theory, differential-algebraic equations and control theory.
The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering.
In this monograph we present a review of a number of recent results on the motion of a classical body immersed in an infinitely extended medium and subjected to the action of an external force.
This book, which is based on several courses of lectures given by the author at the Independent University of Moscow, is devoted to Sobolev-type spaces and boundary value problems for linear elliptic partial differential equations.
The description of many interesting phenomena in science and engineering leads to infinite-dimensional minimization or evolution problems that define nonlinear partial differential equations.
This book is one of the first devoted to an account of theories of thermal convection which involve local thermal non-equilibrium effects, including a concentration on microfluidic effects.
This book introduces, in an accessible way, the basic elements of Numerical PDE-Constrained Optimization, from the derivation of optimality conditions to the design of solution algorithms.
This volume consists of contributions spanning a wide spectrum of harmonic analysis and its applications written by speakers at the February Fourier Talks from 2002 - 2013.
This book covers novel research on construction and analysis of optimal cryptographic functions such as almost perfect nonlinear (APN), almost bent (AB), planar and bent functions.
Considering Poisson random measures as the driving sources for stochastic (partial) differential equations allows us to incorporate jumps and to model sudden, unexpected phenomena.
The purpose of this book is to give a quick and elementary, yet rigorous, presentation of the rudiments of the so-called theory of Viscosity Solutions which applies to fully nonlinear 1st and 2nd order Partial Differential Equations (PDE).
This book is an interdisciplinary introduction to optical collapse of laser beams, which is modelled by singular (blow-up) solutions of the nonlinear Schrodinger equation.
The international workshop on which this proceedings volume is based on brought together leading researchers in the field of elliptic and parabolic equations.
In this second volume, a general approach is developed to provide approximate parameterizations of the "e;small"e; scales by the "e;large"e; ones for a broad class of stochastic partial differential equations (SPDEs).
This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations.
This textbook is for the standard, one-semester, junior-senior course that often goes by the title "e;Elementary Partial Differential Equations"e; or "e;Boundary Value Problems"e;.
Many results, both from semi group theory itself and from the applied sciences, are phrased in discipline-specific languages and hence are hardly known to a broader community.
This third edition is addressed to the mathematician or graduate student of mathematics - or even the well-prepared undergraduate - who would like, with a minimum of background and preparation, to understand some of the beautiful results at the heart of nonlinear analysis.
Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation.
Investigating the correspondence between systems of partial differential equations and their analytic solutions using a formal approach, this monograph presents algorithms to determine the set of analytic solutions of such a system and conversely to find differential equations whose set of solutions coincides with a given parametrized set of analytic functions.
This book, based on a selection of talks given at a dedicated meeting in Cortona, Italy, in June 2013, shows the high degree of interaction between a number of fields related to applied sciences.
With the unifying theme of abstract evolutionary equations, both linear and nonlinear, in a complex environment, the book presents a multidisciplinary blend of topics, spanning the fields of theoretical and applied functional analysis, partial differential equations, probability theory and numerical analysis applied to various models coming from theoretical physics, biology, engineering and complexity theory.
Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments.
This book gives a concise introduction to the basic techniques needed for the theoretical analysis of the Maxwell Equations, and filters in an elegant way the essential parts, e.
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations.
Targeted at mathematicians having at least a basic familiarity with classical bifurcation theory, this monograph provides a systematic classification and analysis of bifurcations without parameters in dynamical systems.
Paul Butzer, who is considered the academic father and grandfather of many prominent mathematicians, has established one of the best schools in approximation and sampling theory in the world.
This edited volume provides insights into and tools for the modeling, analysis, optimization, and control of large-scale networks in the life sciences and in engineering.
Lyons' rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation.
The book is a collection of contributions devoted to analytical, numerical and experimental techniques of dynamical systems, presented at the International Conference on Dynamical Systems: Theory and Applications, held in Lodz, Poland on December 2-5, 2013.
In April 2007, the Deutsche Forschungsgemeinschaft (DFG) approved the Priority Program 1324 "e;Mathematical Methods for Extracting Quantifiable Information from Complex Systems.