Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems.
This second edition of The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance has been fully updated and revised to reflect recent developments in the theory and practical applications of wavelet transform methods.
With special emphasis on engineering and science applications, this textbook provides a mathematical introduction to the field of partial differential equations (PDEs).
A step-by-step illustrated introduction to the astounding mathematics of symmetryThis lavishly illustrated book provides a hands-on, step-by-step introduction to the intriguing mathematics of symmetry.
This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form.
Classification of Lipschitz Mappings presents a systematic, self-contained treatment of a new classification of Lipschitz mappings and its application in many topics of metric fixed point theory.
Sparked by demands inherent to the mathematical study of pollution, intensive industry, global warming, and the biosphere, Adjoint Equations and Perturbation Algorithms in Nonlinear Problems is the first book ever to systematically present the theory of adjoint equations for nonlinear problems, as well as their application to perturbation algorithms.
This book is a collection of lecture notes for the LIASFMA Hangzhou Autumn School on 'Control and Inverse Problems for Partial Differential Equations' which was held during October 17-22, 2016 at Zhejiang University, Hangzhou, China.
This contributed book has a comprehensive collection of 17 carefully curated chapters that delve into the latest advancements in fixed-point theory and its diverse applications.
The objective of this book is to navigate beginning graduate students in mathematics and engineering through a mature field of multiscale problems in homogenization theory and to provide an idea of its broad scope.
This book is dedicated to study the inverse problem of ordinary differential equations, that is it focuses in finding all ordinary differential equations that satisfy a given set of properties.
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.
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.
Collating different aspects of Vector-valued Partial Differential Equations and Applications, this volume is based on the 2013 CIME Course with the same name which took place at Cetraro, Italy, under the scientific direction of John Ball and Paolo Marcellini.
This monograph is devoted to covering the main results in the qualitative theory of symplectic difference systems, including linear Hamiltonian difference systems and Sturm-Liouville difference equations, with the emphasis on the oscillation and spectral theory.
Special functions enable us to formulate a scientific problem by reduction such that a new, more concrete problem can be attacked within a well-structured framework, usually in the context of differential equations.
Theoretically, multiwavelets hold significant advantages over standard wavelets, particularly for solving more complicated problems, and hence are of great interest.
This volume presents lectures given at the Wisla 19 Summer School: Differential Geometry, Differential Equations, and Mathematical Physics, which took place from August 19 - 29th, 2019 in Wisla, Poland, and was organized by the Baltic Institute of Mathematics.
Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities presents a series of control and filtering approaches for stochastic systems with traditional and emerging engineering-oriented complexities.
Mathematical Modelling with Case Studies: Using Maple and MATLAB, Third Edition provides students with hands-on modelling skills for a wide variety of problems involving differential equations that describe rates of change.
Various applications of the homogenization theory of partial differential equations resulted in the further development of this branch of mathematics, attracting an increasing interest of both mathematicians and experts in other fields.
Based on lecture notes of two summer schools with a mixed audience from mathematical sciences, epidemiology and public health, this volume offers a comprehensive introduction to basic ideas and techniques in modeling infectious diseases, for the comparison of strategies to plan for an anticipated epidemic or pandemic, and to deal with a disease outbreak in real time.
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.
The aim of these notes is to include in a uniform presentation style several topics related to the theory of degenerate nonlinear diffusion equations, treated in the mathematical framework of evolution equations with multivalued m-accretive operators in Hilbert spaces.
This monograph focuses on the partial regularity theorem, as developed by Caffarelli, Kohn, and Nirenberg (CKN), and offers a proof of the upper bound on the Hausdorff dimension of the singular set of weak solutions of the Navier-Stokes inequality, while also providing a clear and insightful presentation of Scheffer's constructions showing their bound cannot be improved.
Based on proceedings of the International Conference on Integral Methods in Science and Engineering, this collection of papers addresses the solution of mathematical problems by integral methods in conjunction with approximation schemes from various physical domains.
