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41 produkter
41 produkter
Del 293 - London Mathematical Society Lecture Note Series
Second Order Partial Differential Equations in Hilbert Spaces
Häftad, Engelska, 2002
1 040 kr
Skickas inom 7-10 vardagar
Second order linear parabolic and elliptic equations arise frequently in mathematics and other disciplines. For example parabolic equations are to be found in statistical mechanics and solid state theory, their infinite dimensional counterparts are important in fluid mechanics, mathematical finance and population biology, whereas nonlinear parabolic equations arise in control theory. Here the authors present a state of the art treatment of the subject from a new perspective. The main tools used are probability measures in Hilbert and Banach spaces and stochastic evolution equations. There is then a discussion of how the results in the book can be applied to control theory. This area is developing very rapidly and there are numerous notes and references that point the reader to more specialised results not covered in the book. Coverage of some essential background material will help make the book self-contained and increase its appeal to those entering the subject.
Inbunden, Engelska, 2006
2 166 kr
Skickas inom 10-15 vardagar
A new edition in a single volume Over the past decade, more and more sophisticaced mathematical tools and approaches have been incorporated in the ?eld of Control of in?nite dim- sional systems. This was motivated by a whole range of challenging appli- tions arising from new phenomenologicalstudies, technologicaldevelopments, and more stringent design requirements. At the same time, researchers and advanced engineers have been steadily using an impressive amount of very sophisticated mathematics in their analysis, synthesis, and design of systems. Whatwasregardedastooabstract,specialized,ortheoreticalin1990hasnow become a standard part of the toolkit. The decision to produce a second edition of the original 1992–1993 t- volume edition is further motivated by several other factors. Over the years the book has been recognizedas a key referencein the ?eld, and a revised and corrected edition was desirable. Even if some good books on the control of in?nite dimensional linear systems have appeared since then, we felt that the original material has not aged too much and that the breadth of its presen- tion is still attractiveand very competitive. The result is a completely revised and corrected second edition in a single convenient volume with integrated bibliography and index.
E-bok
PDF, Engelska, 20072 833 kr
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A new edition in a single volume Over the past decade, more and more sophisticaced mathematical tools and approaches have been incorporated in the ?eld of Control of in?nite dim- sional systems. This was motivated by a whole range of challenging appli- tions arising from new phenomenologicalstudies, technologicaldevelopments, and more stringent design requirements. At the same time, researchers and advanced engineers have been steadily using an impressive amount of very sophisticated mathematics in their analysis, synthesis, and design of systems. Whatwasregardedastooabstract,specialized,ortheoreticalin1990hasnow become a standard part of the toolkit. The decision to produce a second edition of the original 1992–1993 t- volume edition is further motivated by several other factors. Over the years the book has been recognizedas a key referencein the ?eld, and a revised and corrected edition was desirable. Even if some good books on the control of in?nite dimensional linear systems have appeared since then, we felt that the original material has not aged too much and that the breadth of its presen- tion is still attractiveand very competitive. The result is a completely revised and corrected second edition in a single convenient volume with integrated bibliography and index.
Häftad, Engelska, 2005
4 219 kr
Skickas inom 10-15 vardagar
Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this book presents valuable information for PhD students in probability and PDEs as well as for researchers in pure and applied mathematics. Coverage includes Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, quantum stochastic differential equations, applications of SPDE, 3D stochastic Navier-Stokes equations, and nonlinear filtering.
Häftad, Engelska, 2002
4 500 kr
Skickas inom 10-15 vardagar
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field.Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing.With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
Häftad, Engelska, 1994
4 079 kr
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This useful reference provides recent results as well as entirely new material on control problems for partial differential equations.
Häftad, Engelska, 1997
4 079 kr
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"Based on the International Federatiojn for Information Processing WG 7.2 Conference, held recently in Pisa, Italy. Provides recent results as well as entirely new material on control theory and shape analysis. Written by leading authorities from various desciplines."
E-bok
Engelska, 20055 029 kr
Läs direkt efter köp
Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this boo
E-bok
Engelska, 19944 875 kr
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This useful reference provides recent results as well as entirely new material on control problems for partial differential equations.
E-bok
Engelska, 19974 875 kr
Läs direkt efter köp
"Based on the International Federatiojn for Information Processing WG 7.2 Conference, held recently in Pisa, Italy. Provides recent results as well as entirely new material on control theory and shape analysis. Written by leading authorities from various desciplines."
Del 152 - Encyclopedia of Mathematics and its Applications
Stochastic Equations in Infinite Dimensions
Inbunden, Engelska, 2014
1 979 kr
Skickas inom 7-10 vardagar
Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. In the first part the authors give a self-contained exposition of the basic properties of probability measure on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties of those solutions. Appendices gather together background results from analysis that are otherwise hard to find under one roof. This revised edition includes two brand new chapters surveying recent developments in the area and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations.
E-bok
Engelska, 20025 379 kr
Läs direkt efter köp
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field.Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing.With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
E-bok
PDF, Engelska, 20025 365 kr
Läs direkt efter köp
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field.Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing.With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
Inbunden, Engelska, 2017
2 956 kr
Skickas inom 10-15 vardagar
"Based on the International Federatiojn for Information Processing WG 7.2 Conference, held recently in Pisa, Italy. Provides recent results as well as entirely new material on control theory and shape analysis. Written by leading authorities from various desciplines."
Inbunden, Engelska, 2017
2 956 kr
Skickas inom 10-15 vardagar
Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this book presents valuable information for PhD students in probability and PDEs as well as for researchers in pure and applied mathematics. Coverage includes Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, quantum stochastic differential equations, applications of SPDE, 3D stochastic Navier-Stokes equations, and nonlinear filtering.
Inbunden, Engelska, 2017
2 956 kr
Skickas inom 10-15 vardagar
This useful reference provides recent results as well as entirely new material on control problems for partial differential equations.
Inbunden, Engelska, 2020
2 956 kr
Skickas inom 10-15 vardagar
Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field.Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing.With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.
E-bok
PDF, Engelska, 20055 029 kr
Läs direkt efter köp
Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this boo
Häftad, Engelska, 2011
539 kr
Skickas inom 10-15 vardagar
The quadratic cost optimal control problem for systems described by linear ordinary differential equations occupies a central role in the study of control systems both from the theoretical and design points of view. The study of this problem over an infinite time horizon shows the beautiful interplay between optimality and the qualitative properties of systems such as controllability, observability and stability. This theory is far more difficult for infinite-dimensional systems such as systems with time delay and distributed parameter systems. In the first place, the difficulty stems from the essential unboundedness of the system operator. Secondly, when control and observation are exercised through the boundary of the domain, the operator representing the sensor and actuator are also often unbounded. The present book, in two volumes, is in some sense a self-contained account of this theory of quadratic cost optimal control for a large class of infinite-dimensional systems. Volume I deals with the theory of time evolution of controlled infinite-dimensional systems. It contains a reasonably complete account of the necessary semigroup theory and the theory of delay-differential and partial differential equations. Volume II deals with the optimal control of such systems when performance is measured via a quadratic cost. It covers recent work on the boundary control of hyperbolic systems and exact controllability. Some of the material covered here appears for the first time in book form.The book should be useful for mathematicians and theoretical engineers interested in the field of control.
E-bok
PDF, Engelska, 19974 862 kr
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"Based on the International Federatiojn for Information Processing WG 7.2 Conference, held recently in Pisa, Italy. Provides recent results as well as entirely new material on control theory and shape analysis. Written by leading authorities from various desciplines."
E-bok
PDF, Engelska, 19944 862 kr
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This useful reference provides recent results as well as entirely new material on control problems for partial differential equations.
E-bok
PDF, Engelska, 2012568 kr
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This textbook gives an introduction to stochastic partial differential equations such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. Several properties of corresponding transition semigroups are studied, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariantg measures. Moreover, the transition semigroups are interpreted as generalized solutions of Kologorov equations.The prerequisites are basic probability (including finite dimemsional stochastic differential equations), basic functional analysis and some elements of the theory of partial differential equations.
Del 2163 - Lecture Notes in Mathematics
Stochastic Porous Media Equations
Häftad, Engelska, 2016
601 kr
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Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found.The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model".The book will be of interest to PhD students and researchers in mathematics, physics and biology.
E-bok
PDF, Engelska, 2016789 kr
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Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found.The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model".The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Del 1236 - Lecture Notes in Mathematics
Stochastic Partial Differential Equations and Applications
Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985
Häftad, Engelska, 1987
547 kr
Skickas inom 10-15 vardagar
Del 1855 - Lecture Notes in Mathematics
Functional Analytic Methods for Evolution Equations
Häftad, Engelska, 2004
871 kr
Skickas inom 10-15 vardagar
This book consists of five introductory contributions by leading mathematicians on the functional analytic treatment of evolutions equations. In particular the contributions deal with Markov semigroups, maximal L^p-regularity, optimal control problems for boundary and point control systems, parabolic moving boundary problems and parabolic nonautonomous evolution equations. The book is addressed to PhD students, young researchers and mathematicians doing research in one of the above topics.
Inbunden, Engelska, 2006
547 kr
Skickas inom 5-8 vardagar
In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction – for an audience knowing basic functional analysis and measure theory but not necessarily probability theory – to analysis in a separable Hilbert space of infinite dimension. Starting from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate some basic stochastic dynamical systems (including dissipative nonlinearities) and Markov semi-groups, paying special attention to their long-time behavior: ergodicity, invariant measure. Here fundamental results like the theorems of Prokhorov, Von Neumann, Krylov-Bogoliubov and Khas'minski are proved. The last chapter is devoted to gradient systems and their asymptotic behavior.
E-bok
PDF, Engelska, 2006712 kr
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In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction – for an audience knowing basic functional analysis and measure theory but not necessarily probability theory – to analysis in a separable Hilbert space of infinite dimension.
Starting from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate some basic stochastic dynamical systems (including dissipative nonlinearities) and Markov semi-groups, paying special attention to their long-time behavior: ergodicity, invariant measure. Here fundamental results like the theorems of Prokhorov, Von Neumann, Krylov-Bogoliubov and Khas''minski are proved. The last chapter is devoted to gradient systems and their asymptotic behavior.
E-bok
PDF, Engelska, 20041 113 kr
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This book consists of five introductory contributions by leading mathematicians on the functional analytic treatment of evolutions equations. In particular the contributions deal with Markov semigroups, maximal L^p-regularity, optimal control problems for boundary and point control systems, parabolic moving boundary problems and parabolic nonautonomous evolution equations. The book is addressed to PhD students, young researchers and mathematicians doing research in one of the above topics.
E-bok
PDF, Engelska, 2006712 kr
Läs direkt efter köp