Pseudo-Differential Operators – serie

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. The method, based on pseudo-differential operators and several original contributions to the theory of finite-difference schemes, is new as applied to the Lévy processes in finance, and is herein presented for the first time in a single volume. The results within, developed in a series of research papers, are collected and arranged together with the necessary background material from Lévy processes, the modern theory of finite-difference schemes, the theory of M-matrices and EM-matrices, etc., thus forming a self-contained work that gives the reader a smooth introduction to the subject. For readers with no knowledge of finance, a short explanation of the main financial terms and notions used in the book is given in the glossary.The latter part of the book demonstrates the efficacy of the method by solving some typical problems encountered in computational finance, including structural default models with jumps, and local stochastic volatility models with stochastic interest rates and jumps. The author also adds extra complexity to the traditional statements of these problems by taking into account jumps in each stochastic component while all jumps are fully correlated, and shows how this setting can be efficiently addressed within the framework of the new method.Written for non-mathematicians, this book will appeal to financial engineers and analysts, econophysicists, and researchers in applied numerical analysis. It can also be used as an advance course on modern finite-difference methods or computational finance.

The asymptotic distribution of eigenvalues of self-adjoint differential operators in the high-energy limit, or the semi-classical limit, is a classical subject going back to H. Weyl of more than a century ago.In the last decades there has been a renewed interest in non-self-adjoint differential operators which have many subtle properties such as instability under small perturbations. Quite remarkably, when adding small random perturbations to such operators, the eigenvalues tend to distribute according to Weyl's law (quite differently from the distribution for the unperturbed operators in analytic cases). A first result in this direction was obtained by M. Hager in her thesis of 2005. Since then, further general results have been obtained, which are the main subject of the present book.Additional themes from the theory of non-self-adjoint operators are also treated. The methods are very much based on microlocal analysis and especially on pseudodifferential operators. The reader will find a broad field with plenty of open problems.

This book presents original research results on pseudodifferential operators.C*-algebras generated by pseudodifferential operators with piecewise smooth symbols on a smooth manifold are considered. For each algebra, all the equivalence classes of irreducible representations are listed; as a consequence, a criterion for a pseudodifferential operator to be Fredholm is stated, the topology on the spectrum is described, and a solving series is constructed.Pseudodifferential operators on manifolds with edges are introduced, their properties are considered in details, and an algebra generated by the operators is studied.An introductory chapter includes all necessary preliminaries from the theory of pseudodifferential operators and C*-algebras.

This exposition introduces new developments of pseudo‐differential operators on manifolds with singularities such as conical points, edges, or higher corners, and recent results in these fields. It presents some crucial parts of recent inventions in singular analysis which contribute to pseudo-differential structures and establishes new insight to building up singular operators in corresponding operator algebras with symbolic structures.Researchers in the field will find the presented techniques in this book a valuable resource and inspiration for their own projects.

The main goal of this book is to introduce readers to functional analysis methods, in particular, time dependent analysis, for reliability models. Understanding the concept of reliability is of key importance – schedule delays, inconvenience, customer dissatisfaction, and loss of prestige and even weakening of national security are common examples of results that are caused by unreliability of systems and individuals. The book begins with an introduction to C0-semigroup theory. Then, after a brief history of reliability theory, methods that study the well-posedness, the asymptotic behaviors of solutions and reliability indices for varied reliability models are presented. Finally, further research problems are explored.Functional Analysis Methods for Reliability Models is an excellent reference for graduate students and researchers in operations research, applied mathematics and systems engineering.

This textbook presents basic notions and techniques of Fourier analysis in discrete settings. Written in a concise style, it is interlaced with remarks, discussions and motivations from signal analysis. The first part is dedicated to topics related to the Fourier transform, including discrete time-frequency analysis and discrete wavelet analysis. Basic knowledge of linear algebra and calculus is the only prerequisite. The second part is built on Hilbert spaces and Fourier series and culminates in a section on pseudo-differential operators, providing a lucid introduction to this advanced topic in analysis. Some measure theory language is used, although most of this part is accessible to students familiar with an undergraduate course in real analysis.  Discrete Fourier Analysis is aimed at advanced undergraduate and graduate students in mathematics and applied mathematics. Enhanced with exercises, it will be an excellent resource for the classroom as well as for self-study.

Pseudodifferential analysis, introduced in this book in a way adapted to the needs of number theorists, relates automorphic function theory in the hyperbolic half-plane Π to automorphic distribution theory in the plane. Spectral-theoretic questions are discussed in one or the other environment: in the latter one, the problem of decomposing automorphic functions in Π according to the spectral decomposition of the modular Laplacian gives way to the simpler one of decomposing automorphic distributions in R2 into homogeneous components. The Poincaré summation process, which consists in building automorphic distributions as series of g-transforms, for g E SL(2;Z), of some initial function, say in S(R2), is analyzed in detail. On Π, a large class of new automorphic functions or measures is built in the same way: one of its features lies in an interpretation, as a spectral density, of the restriction of the zeta function to any line within the critical strip.The book is addressed to a wide audience of advanced graduate students and researchers working in analytic number theory or pseudo-differential analysis.

The discovery of quantum mechanics in the years 1925-1930 necessitated the consideration of associating ordinary functions with non-commuting operators. Methods were proposed by Born/Jordan, Kirkwood, and Weyl. Sometime later, Moyal saw the connection between the Weyl rule and the Wigner distribution, which had been proposed by Wigner in 1932 as a way of doing quantum statistical mechanics. The basic idea of associating functions with operators has since been generalized and developed to a high degree. It has found several application fields, including quantum mechanics, pseudo-differential operators, time-frequency analysis, quantum optics, wave propagation, differential equations, image processing, radar, and sonar. This book aims at bringing together the results from the above mentioned fields in a unified manner and showing the reader how the methods have been applied. A wide audience is addressed, particularly students and researchers who want to obtain an up-to-date working knowledge of the field. The mathematics is accessible to the uninitiated reader and is presented in a straightforward manner.

The book deals with the localization approach to the index problem for elliptic operators. Localization ideas have been widely used for solving various specific index problems for a long time, but the fact that there is actually a fundamental localization principle underlying all these solutions has mostly passed unnoticed.  The ignorance of this general principle has often necessitated using various artificial tricks and hindered the solution of new important problems in index theory. So far, the localization principle has been only scarcely covered in journal papers and not covered at all in monographs. The suggested book is intended to fill the gap. So far, it is the first and only monograph dealing with the topic. Both the general localization principle and its applications to specific problems, existing and new, are covered. The book will be of interest to working mathematicians as well as graduate and postgraduate university students specializing in differential equations and related topics.​

The main results of this book combine pseudo differential analysis with modular form theory. The methods rely for the most part on explicit spectral theory and the extended use of special functions. The starting point is a notion of modular distribution in the plane, which will be new to most readers and relates under the Radon transformation to the classical one of modular form of the non-holomorphic type. Modular forms of the holomorphic type are addressed too in a more concise way, within a general scheme dealing with quantization theory and elementary, but novel, representation-theoretic concepts.

Classically developed as a tool for partial differential equations, the analysis of operators known as pseudodifferential analysis is here regarded as a possible help in questions of arithmetic. The operators which make up the main subject of the book can be characterized in terms of congruence arithmetic. They enjoy a Eulerian structure, and are applied to the search for new conditions equivalent to the Riemann hypothesis. These consist in the validity of certain parameter-dependent estimates for a class of Hermitian forms of finite rank. The Littlewood criterion, involving sums of Möbius coefficients, and the Weil so-called explicit formula, which leads to his positivity criterion, fit within this scheme, using in the first case Weyl's pseudodifferential calculus, in the second case Fuchs'. The book should be of interest to people looking for new possible approaches to the Riemann hypothesis, also to newperspectives on pseudodifferential analysis and on the way it combines with modular form theory. Analysts will have no difficulty with the arithmetic aspects, with which, save for very few exceptions, no previous acquaintance is necessary.

This book is devoted to the study of pseudo-di?erential operators, with special emphasis on non-selfadjoint operators, a priori estimates and localization in the phase space. We have tried here to expose the most recent developments of the theory with its applications to local solvability and semi-classical estimates for non-selfadjoint operators. The?rstchapter,Basic Notions of Phase Space Analysis,isintroductoryand gives a presentation of very classical classes of pseudo-di?erential operators, along with some basic properties. As an illustration of the power of these methods, we give a proof of propagation of singularities for real-principal type operators (using aprioriestimates,andnotFourierintegraloperators),andweintroducethereader to local solvability problems. That chapter should be useful for a reader, say at the graduate level in analysis, eager to learn some basics on pseudo-di?erential operators. The second chapter, Metrics on the Phase Space begins with a review of symplectic algebra, Wigner functions, quantization formulas, metaplectic group and is intended to set the basic study of the phase space. We move forward to the more general setting of metrics on the phase space, following essentially the basic assumptions of L. H¨ ormander (Chapter 18 in the book [73]) on this topic.

This book presents a global pseudo-differential calculus in Euclidean spaces, which includes SG as well as Shubin classes and their natural generalizations containing Schroedinger operators with non-polynomial potentials. This calculus is applied to study global hypoellipticity for several pseudo-differential operators. The book includes classic calculus as a special case. It will be accessible to graduate students and of benefit to researchers in PDEs and mathematical physics.

This monograph is devoted to the development of the theory of pseudo-di?erential n operators on spaces with symmetries. Such spaces are the Euclidean space R ,the n torus T , compact Lie groups and compact homogeneous spaces. The book consists of several parts. One of our aims has been not only to present new results on pseudo-di?erential operators but also to show parallels between di?erent approaches to pseudo-di?erential operators on di?erent spaces. Moreover, we tried to present the material in a self-contained way to make it accessible for readers approaching the material for the ?rst time. However, di?erent spaces on which we develop the theory of pseudo-di?er- tial operators require di?erent backgrounds. Thus, while operators on the - clidean space in Chapter 2 rely on the well-known Euclidean Fourier analysis, pseudo-di?erentialoperatorsonthetorusandmoregeneralLiegroupsinChapters 4 and 10 require certain backgrounds in discrete analysis and in the representation theory of compact Lie groups, which we therefore present in Chapter 3 and in Part III,respectively. Moreover,anyonewhowishestoworkwithpseudo-di?erential- erators on Lie groups will certainly bene?t from a good grasp of certain aspects of representation theory. That is why we present the main elements of this theory in Part III, thus eliminating the necessity for the reader to consult other sources for most of the time. Similarly, the backgrounds for the theory of pseudo-di?erential 3 operators on S and SU(2) developed in Chapter 12 can be found in Chapter 11 presented in a self-contained way suitable for immediate use.

(12) (4) Let ? be the unique even non-trivial Dirichlet character mod 12, and let ? be the unique (odd) non-trivial Dirichlet character mod 4. Consider on the line the distributions m (12) ? d (x)= ? (m)? x? , even 12 m?Z m (4) d (x)= ? (m)? x? . (1.1) odd 2 m?Z 2 i?x UnderaFouriertransformation,orundermultiplicationbythefunctionx ? e , the?rst(resp. second)ofthesedistributionsonlyundergoesmultiplicationbysome 24th (resp. 8th) root of unity. Then, consider the metaplectic representation Met, 2 a unitary representation in L (R) of the metaplectic group G, the twofold cover of the group G = SL(2,R), the de?nition of which will be recalled in Section 2: it extends as a representation in the spaceS (R) of tempered distributions. From what has just been said, if g ˜ is a point of G lying above g? G,andif d = d even g ˜ ?1 or d , the distribution d =Met(g˜ )d only depends on the class of g in the odd homogeneousspace?\G=SL(2,Z)\G,uptomultiplicationbysomephasefactor, by which we mean any complex number of absolute value 1 depending only on g ˜. On the other hand, a function u?S(R) is perfectly characterized by its scalar g ˜ productsagainstthedistributionsd ,sinceonehasforsomeappropriateconstants C , C the identities 0 1 g ˜ 2 2 | d ,u | dg = C u if u is even, 2 0 even L (R) ?\G