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.
This book applies a step-by-step treatment of the current state-of-the-art of ordinary differential equations used in modeling of engineering systems/processes and beyond.
The book contains a selection of contributions given at the 23th Congress on Differential Equations and Applications (CEDYA) / 13th Congress of Applied Mathematics (CMA) that took place at Castellon, Spain, in 2013.
This textbook, now in its second edition, provides a broad introduction to both continuous and discrete dynamical systems, the theory of which is motivated by examples from a wide range of disciplines.
These proceedings were prepared in connection with the 14th International Conference on Approximation Theory, which was held April 7-10, 2013 in San Antonio, Texas.
The methods considered in the 7th conference on "e;Finite Volumes for Complex Applications"e; (Berlin, June 2014) have properties which offer distinct advantages for a number of applications.
This book collects papers presented during the European Workshop on High Order Nonlinear Numerical Methods for Evolutionary PDEs (HONOM 2013) that was held at INRIA Bordeaux Sud-Ouest, Talence, France in March, 2013.
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.
The first volume of the proceedings of the 7th conference on "e;Finite Volumes for Complex Applications"e; (Berlin, June 2014) covers topics that include convergence and stability analysis, as well as investigations of these methods from the point of view of compatibility with physical principles.
This monograph presents the basic concepts of hyperbolic Lobachevsky geometry and their possible applications to modern nonlinear applied problems in mathematics and physics, summarizing the findings of roughly the last hundred years.
This book contains the proceedings of the 17th European Conference on Mathematics for Industry, ECMI2012, held in Lund, Sweden, July 2012, at which ECMI celebrated its 25th anniversary.
Optimization problems subject to constraints governed by partial differential equations (PDEs) are among the most challenging problems in the context of industrial, economical and medical applications.
The topics faced in this book cover a large spectrum of current trends in mathematics, such as Shimura varieties and the Lang lands program, zonotopal combinatorics, non linear potential theory, variational methods in imaging, Riemann holonomy and algebraic geometry, mathematical problems arising in kinetic theory, Boltzmann systems, Pell's equations in polynomials, deformation theory in non commutative algebras.
These lecture notes provide an introduction to the applications of Brownian motion to analysis and more generally, connections between Brownian motion and analysis.
Leonardo wrote, "e;Mechanics is the paradise of the mathematical sciences, because by means of it one comes to the fruits of mathematics"e;; replace "e;Mechanics"e; by "e;Fluid mechanics"e; and here we are.
The main purpose of this book is to provide a simple and accessible introduction to the mixed finite element method as a fundamental tool to numerically solve a wide class of boundary value problems arising in physics and engineering sciences.