This book is divided into two parts, the first of which seeks to connect the phase transitions of various disciplines, including game theory, and to explore the synergies between statistical physics and combinatorics.
The monograph is devoted to one of the most important trends in contemporary mathematical physics, the investigation of evolution equations of many-particle systems of statistical mechanics.
This book is a collection of state-of-the-art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches.
This book deals with algorithms for the solution of linear systems of algebraic equations with large-scale sparse matrices, with a focus on problems that are obtained after discretization of partial differential equations using finite element methods.
Significant interest in the investigation of systems with discontinuous trajectories is explained by the development of equipment in which significant role is played by impulsive control systems and impulsive computing systems.
This text contains a series of self-contained reviews on the state of the art in different areas of partial differential equations, presented by French mathematicians.
This textbook presents a first introduction to PDEs on an elementary level, enabling the reader to understand what partial differential equations are, where they come from and how they can be solved.
This monograph offers a state-of-the-art mathematical account of functional integration methods in the context of self-adjoint operators and semigroups using the concepts and tools of modern stochastic analysis.
This book deals with the reliable verification of the accuracy of approximate solutions which is one of the central problems in modern applied analysis.
This book shows how Lie group and integrability techniques, originally developed for differential equations, have been adapted to the case of difference equations.
This book contains the historical development of the seminal paper of Adolf Hurwitz, professor in mathematics at ETH (1892~1919), and its impact on other fields.
Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations.
This book is devoted to the relation between two different concepts of integrability: the complete integrability of complex analytical Hamiltonian systems and the integrability of complex analytical linear differential equations.
This volume contains the Proceedings of the International Workshop Variational Methods For Discontinuous Structures, which was jointly organized by the Dipar- timento di Matematica Francesco Brioschi of Milano Politecnico and the Interna- tional School for Advanced Studies (SISSA) of Trieste.
This set of lecture notes was written for a Nachdiplom-Vorlesungen course given at the Forschungsinstitut fUr Mathematik (FIM), ETH Zurich, during the Fall Semester 2000.
This volume contains research articles from the field of Nonlinear Differential Equa- tions which result from the "e;Workshop on Nonlinear Analysis and Applications"e; held in Bergamo on July 9 to 13, 200l.
The seventh International Conference on Evolution Equations and their main areas of Applications (where the emphasis evolves as time and problems change) was held October 30 to November 4 at the CIRM (Centro Internazionale per la Ricerca Matematica) in Trento, Italy.
The aim of the book is to present the state of the art of the theory of symmetric (Hermitian) matrix Riccati equations and to contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control.
In November 2001 the Mathematical Research Center at Oberwolfach, Germany, hosted the third Conference on Mathematical Models and Numerical Simulation in Electronic Industry.
Hyperbolic partial differential equations describe phenomena of material or wave transport in physics, biology and engineering, especially in the field of fluid mechanics.
This volume contains the proceedings of the International Workshop on Operator Theory and Applications held at the University of Algarve in Faro, Portugal, September 12-15, in the year 2000.
This monograph has grown out of research we started in 1987, although the foun- dations were laid in the 1970's when both of us were working on our doctoral theses, trying to generalize the now classic paper of Oleinik, Kalashnikov and Chzhou on nonlinear degenerate diffusion.
The present monograph is devoted to the construction and investigation of the new high order of accuracy difference schemes of approximating the solutions of regular and singular perturbation boundary value problems for partial differential equations.
This textbook gives an introduction to stochastic partial differential equations such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise.
Many phenomena of interest for applications are represented by differential equations which are defined in a domain whose boundary is a priori unknown, and is accordingly named a "e;free boundary"e;.
This volume consists of five research articles, each dedicated to a significant topic in the mathematical theory of the Navier-Stokes equations, for compressible and incompressible fluids, and to related questions.