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 book focuses on computational methods for large-scale statistical inverse problems and provides an introduction to statistical Bayesian and frequentist methodologies.
This unique book focuses on critical point theory for strongly indefinite functionals in order to deal with nonlinear variational problems in areas such as physics, mechanics and economics.
This compact introduction to the ordinary differential equations and their applications is aimed at anyone who, in their studies, is confronted voluntarily or involuntarily with this versatile subject.
This reference details valuable results that lead to improvements in existence theorems for the Loewner differential equation in higher dimensions, discusses the compactness of the analog of the Caratheodory class in several variables, and studies various classes of univalent mappings according to their geometrical definitions.
The inverse scattering problem is central to many areas of science and technology such as radar, sonar, medical imaging, geophysical exploration and nondestructive testing.
This book presents a systematic overview of approximation by linear combinations of positive linear operators, a useful tool used to increase the order of approximation.
In the second edition of this classic monograph, complete with four new chapters and updated references, readers will now have access to content describing and analysing classical and modern methods with emphasis on the algebraic structure of linear iteration, which is usually ignored in other literature.
This book presents a new and original method for the solution of boundary value problems in angles for second-order elliptic equations with constant coefficients and arbitrary boundary operators.
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).
Many physical processes in fields such as mechanics, thermodynamics, electricity, magnetism or optics are described by means of partial differential equations.
Introduction to Dynamical Systems and Geometric Mechanics provides a comprehensive tour of two fields that are intimately entwined: dynamical systems is the study of the behavior of physical systems that may be described by a set of nonlinear first-order ordinary differential equations in Euclidean space, whereas geometric mechanics explore similar systems that instead evolve on differentiable manifolds.
Game theory is the theory of social situations, and the majority of research into the topic focuses on how groups of people interact by developing formulas and algorithms to identify optimal strategies and to predict the outcome of interactions.
This monograph explores applications of Carleman estimates in the study of stabilization and controllability properties of partial differential equations, including quantified unique continuation, logarithmic stabilization of the wave equation, and null-controllability of the heat equation.
Beneficial to both beginning students and researchers, Asymptotic Analysis and Perturbation Theory immediately introduces asymptotic notation and then applies this tool to familiar problems, including limits, inverse functions, and integrals.
This book brings together research articles and state-of-the-art surveys in broad areas of optimization and numerical analysis with particular emphasis on algorithms.
The main purpose of this book is to provide a self-contained, complete and geometrically clear presentation of the recent results on global controllability and stabilization.
Mathematical Physics with Partial Differential Equations is for advanced undergraduate and beginning graduate students taking a course on mathematical physics taught out of math departments.
This book discusses a variety of topics related to industrial and applied mathematics, focusing on wavelet theory, sampling theorems, inverse problems and their applications, partial differential equations as a model of real-world problems, computational linguistics, mathematical models and methods for meteorology, earth systems, environmental and medical science, and the oil industry.
Since the early 1960s, the mathematical theory of variational inequalities has been under rapid development, based on complex analysis and strongly influenced by 'real-life' application.
Das Buch enthält knapp 400 mathematische Übungsaufgaben mit ausführlichen Lösungen aus dem Bereich einer ein- bis zweisemestrigen Mathematik-/Statistik-Vorlesung, wie sie an vielen Technischen Universitäten und Fachhochschulen für Studienanfänger angewandter Fachrichtungen abgehalten wird.
Using Cartan's differential 1-forms theory, and assuming that the motion variables depend on Euclidean invariants, certain dynamics of the material point and systems of material points are developed.