This volume provides a broad and uniform introduction of PDE-constrained optimization as well as to document a number of interesting and challenging applications.
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations.
The international conference entitled "e;New Trends in Approximation Theory"e; was held at the Fields Institute, in Toronto, from July 25 until July 29, 2016.
This text presents a highly original treatment of the fundamentals of FEM, developed using computer algebra, based on undergraduate-level engineering mathematics and the mechanics of solids.
The first of its kind, this focused textbook serves as a self-contained resource for teaching from scratch the fundamental mathematics of Fourier analysis and illustrating some of its most current, interesting applications, including medical imaging and radar processing.
The second edition of this classic textbook presents a rigorous and self-contained introduction to real analysis with the goal of providing a solid foundation for future coursework and research in applied mathematics.
This book develops the theory of ordinary differential equations (ODEs), starting from an introductory level (with no prior experience in ODEs assumed) through to a graduate-level treatment of the qualitative theory, including bifurcation theory (but not chaos).
Numerical partial differential equations (PDEs) are an important part of numerical simulation, the third component of the modern methodology for science and engineering, besides the traditional theory and experiment.
This monograph presents a novel numerical approach to solving partial integro-differential equations arising in asset pricing models with jumps, which greatly exceeds the efficiency of existing approaches.
This book is a unique selection of work by world-class experts exploring the latest developments in Hamiltonian partial differential equations and their applications.
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance.
This monograph provides both an introduction to and a thorough exposition of the theory of rate-independent systems, which the authors have been working on with a lot of collaborators over 15 years.
This textbook introduces the well-posedness theory for initial-value problems of nonlinear, dispersive partial differential equations, with special focus on two key models, the Korteweg-de Vries equation and the nonlinear Schrodinger equation.
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences.
This handbook consists of seventeen chapters written by eminent scientists from the international mathematical community, who present important research works in the field of mathematical analysis and related subjects, particularly in the Ulam stability theory of functional equations.
As Richard Bellman has so elegantly stated at the Second International Conference on General Inequalities (Oberwolfach, 1978), "e;There are three reasons for the study of inequalities: practical, theoretical, and aesthetic.
This volume consists of chapters written by eminent scientists and engineers from the international community and present significant advances in several theories, methods and applications of an interdisciplinary research.
The contributions in this volume have been written by eminent scientists from the international mathematical community and present significant advances in several theories, methods and problems of Mathematical Analysis, Discrete Mathematics, Geometry and their Applications.
With applications to climate, technology, and industry, the modeling and numerical simulation of turbulent flows are rich with history and modern relevance.
This volume explores the application of topological techniques in the study of delay and ordinary differential equations with a particular focus on continuum mechanics.
This text is meant to be a self-contained, elementary introduction to Partial Differential Equations, assuming only advanced differential calculus and some basic LP theory.
This book is a product of the experience of the authors in teaching partial differential equations to students of mathematics, physics, and engineering over a period of 20 years.
Employ the essential and hands-on tools and functions of MATLAB's ordinary differential equation (ODE) and partial differential equation (PDE) packages, which are explained and demonstrated via interactive examples and case studies.
The author, Professor Kurzweil, is one of the world's top experts in the area of ordinary differential equations - a fact fully reflected in this book.
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.
The subject of stability problems for viscoelastic solids and elements of structures, with which this book is concerned, has been the focus of attention in the past three decades.
Many problems in partial differential equations which arise from physical models can be considered as ordinary differential equations in appropriate infinite dimensional spaces, for which elegant theories and powerful techniques have recently been developed.
Numerical Methods for Differential Systems: Recent Developments in Algorithms, Software, and Applications reviews developments in algorithms, software, and applications of numerical methods for differential systems.
Treatise on Analysis, Volume 10-VIII provides information pertinent to the study of the most common boundary problems for partial differential equations.
Mathematics in Science and Engineering, Volume 48: Comparison and Oscillation Theory of Linear Differential Equations deals primarily with the zeros of solutions of linear differential equations.
Nonlinear Partial Differential Equations in Engineering discusses methods of solution for nonlinear partial differential equations, particularly by using a unified treatment of analytic and numerical procedures.
Pure and Applied Mathematics, Volume 56: Partial Differential Equations of Mathematical Physics provides a collection of lectures related to the partial differentiation of mathematical physics.
Periodic Differential Equations: An Introduction to Mathieu, Lame, and Allied Functions covers the fundamental problems and techniques of solution of periodic differential equations.
A Collection of Problems on a Course of Mathematical Analysis is a collection of systematically selected problems and exercises (with corresponding solutions) in mathematical analysis.
International Series of Monographs in Pure and Applied Mathematics, Volume 67: Non-Linear Differential Equations, Revised Edition focuses on the analysis of the phase portrait of two-dimensional autonomous systems; qualitative methods used in finding periodic solutions in periodic systems; and study of asymptotic properties.
Early training in the elementary techniques of partial differential equations is invaluable to students in engineering and the sciences as well as mathematics.
Written by an engineer and sharply focused on practical matters, Solution of Ordinary Differential Equations by Continuous Groups explores the application of Lie groups to the solution of ordinary differential equations.
