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Author: Richard F. Bass
Publisher: Springer Science & Business Media
ISBN: 0387226044
Category : Mathematics
Languages : en
Pages : 240
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Book Description
A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions. The author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators, as well as Martingale problems and the Malliavin calculus. While serving as a textbook for a graduate course on diffusion theory with applications to PDE, this will also be a valuable reference to researchers in probability who are interested in PDE, as well as for analysts interested in probabilistic methods.
Author: Richard F. Bass
Publisher: Springer Science & Business Media
ISBN: 0387226044
Category : Mathematics
Languages : en
Pages : 240
Get Book Here
Book Description
A discussion of the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE, and moves on to probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions. The author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators, as well as Martingale problems and the Malliavin calculus. While serving as a textbook for a graduate course on diffusion theory with applications to PDE, this will also be a valuable reference to researchers in probability who are interested in PDE, as well as for analysts interested in probabilistic methods.
Author: Vitaly Volpert
Publisher: Springer Science & Business Media
ISBN: 3034605374
Category : Mathematics
Languages : en
Pages : 649
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Book Description
The theory of elliptic partial differential equations has undergone an important development over the last two centuries. Together with electrostatics, heat and mass diffusion, hydrodynamics and many other applications, it has become one of the most richly enhanced fields of mathematics. This monograph undertakes a systematic presentation of the theory of general elliptic operators. The author discusses a priori estimates, normal solvability, the Fredholm property, the index of an elliptic operator, operators with a parameter, and nonlinear Fredholm operators. Particular attention is paid to elliptic problems in unbounded domains which have not yet been sufficiently treated in the literature and which require some special approaches. The book also contains an analysis of non-Fredholm operators and discrete operators as well as extensive historical and bibliographical comments . The selected topics and the author's level of discourse will make this book a most useful resource for researchers and graduate students working in the broad field of partial differential equations and applications.
Author: Ovidiu Calin
Publisher: Springer Science & Business Media
ISBN: 0817649956
Category : Mathematics
Languages : en
Pages : 444
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Book Description
This monograph is a unified presentation of several theories of finding explicit formulas for heat kernels for both elliptic and sub-elliptic operators. These kernels are important in the theory of parabolic operators because they describe the distribution of heat on a given manifold as well as evolution phenomena and diffusion processes. Heat Kernels for Elliptic and Sub-elliptic Operators is an ideal reference for graduate students, researchers in pure and applied mathematics, and theoretical physicists interested in understanding different ways of approaching evolution operators.
Author: Vitaly Volpert
Publisher: Birkhäuser
ISBN: 9783034605366
Category : Mathematics
Languages : en
Pages : 642
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Book Description
The theory of elliptic partial differential equations has undergone an important development over the last two centuries. Together with electrostatics, heat and mass diffusion, hydrodynamics and many other applications, it has become one of the most richly enhanced fields of mathematics. This monograph undertakes a systematic presentation of the theory of general elliptic operators. The author discusses a priori estimates, normal solvability, the Fredholm property, the index of an elliptic operator, operators with a parameter, and nonlinear Fredholm operators. Particular attention is paid to elliptic problems in unbounded domains which have not yet been sufficiently treated in the literature and which require some special approaches. The book also contains an analysis of non-Fredholm operators and discrete operators as well as extensive historical and bibliographical comments . The selected topics and the author's level of discourse will make this book a most useful resource for researchers and graduate students working in the broad field of partial differential equations and applications.
Author: John Roe
Publisher: CRC Press
ISBN: 1482247836
Category : Mathematics
Languages : en
Pages : 218
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Book Description
Ten years after publication of the popular first edition of this volume, the index theorem continues to stand as a central result of modern mathematics-one of the most important foci for the interaction of topology, geometry, and analysis. Retaining its concise presentation but offering streamlined analyses and expanded coverage of important exampl
Author: Alexander L. Skubachevskii
Publisher: Birkhäuser
ISBN: 3034890338
Category : Mathematics
Languages : en
Pages : 298
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Book Description
Boundary value problems for elliptic differential-difference equations have some astonishing properties. For example, unlike elliptic differential equations, the smoothness of the generalized solutions can be broken in a bounded domain and is preserved only in some subdomains. The symbol of a self-adjoint semibounded functional differential operator can change its sign. The purpose of this book is to present for the first time general results concerning solvability and spectrum of these problems, a priori estimates and smoothness of solutions. The approach is based on the properties of elliptic operators and difference operators in Sobolev spaces. The most important features distinguishing this work are applications to different fields of science. The methods in this book are used to obtain new results regarding the solvability of nonlocal elliptic boundary value problems and the existence of Feller semigroups for multidimensional diffusion processes. Moreover, applications to control theory and aircraft and rocket technology are given. The theory is illustrated with numerous figures and examples. The book is addresssed to graduate students and researchers in partial differential equations and functional differential equations. It will also be of use to engineers in control theory and elasticity theory.
Author: Maria Cristina Cerutti
Publisher:
ISBN:
Category :
Languages : en
Pages : 148
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Book Description
Author: Luca Lorenzi
Publisher: CRC Press
ISBN: 0429553196
Category : Mathematics
Languages : en
Pages : 503
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Book Description
Semigroups of Bounded Operators and Second-Order Elliptic and Parabolic Partial Differential Equations aims to propose a unified approach to elliptic and parabolic equations with bounded and smooth coefficients. The book will highlight the connections between these equations and the theory of semigroups of operators, while demonstrating how the theory of semigroups represents a powerful tool to analyze general parabolic equations. Features Useful for students and researchers as an introduction to the field of partial differential equations of elliptic and parabolic types Introduces the reader to the theory of operator semigroups as a tool for the analysis of partial differential equations
Author: Bernhelm Booss
Publisher: World Scientific
ISBN: 9812773606
Category : Mathematics
Languages : en
Pages : 553
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Book Description
Modern theory of elliptic operators, or simply elliptic theory, has been shaped by the Atiyah-Singer Index Theorem created 40 years ago. Reviewing elliptic theory over a broad range, 32 leading scientists from 14 different countries present recent developments in topology; heat kernel techniques; spectral invariants and cutting and pasting; noncommutative geometry; and theoretical particle, string and membrane physics, and Hamiltonian dynamics. The first of its kind, this volume is ideally suited to graduate students and researchers interested in careful expositions of newly-evolved achievements and perspectives in elliptic theory. The contributions are based on lectures presented at a workshop acknowledging Krzysztof P Wojciechowski''s work in the theory of elliptic operators. Sample Chapter(s). Contents (42 KB). Contents: On the Mathematical Work of Krzysztof P Wojciechowski: Selected Aspects of the Mathematical Work of Krzysztof P Wojciechowski (M Lesch); Gluing Formulae of Spectral Invariants and Cauchy Data Spaces (J Park); Topological Theories: The Behavior of the Analytic Index under Nontrivial Embedding (D Bleecker); Critical Points of Polynomials in Three Complex Variables (L I Nicolaescu); Chern-Weil Forms Associated with Superconnections (S Paycha & S Scott); Heat Kernel Calculations and Surgery: Non-Laplace Type Operators on Manifolds with Boundary (I G Avramidi); Eta Invariants for Manifold with Boundary (X Dai); Heat Kernels of the Sub-Laplacian and the Laplacian on Nilpotent Lie Groups (K Furutani); Remarks on Nonlocal Trace Expansion Coefficients (G Grubb); An Anomaly Formula for L 2- Analytic Torsions on Manifolds with Boundary (X Ma & W Zhang); Conformal Anomalies via Canonical Traces (S Paycha & S Rosenberg); Noncommutative Geometry: An Analytic Approach to Spectral Flow in von Neumann Algebras (M-T Benameur et al.); Elliptic Operators on Infinite Graphs (J Dodziuk); A New Kind of Index Theorem (R G Douglas); A Note on Noncommutative Holomorphic and Harmonic Functions on the Unit Disk (S Klimek); Star Products and Central Extensions (J Mickelsson); An Elementary Proof of the Homotopy Equivalence between the Restricted General Linear Group and the Space of Fredholm Operators (T Wurzbacher); Theoretical Particle, String and Membrane Physics, and Hamiltonian Dynamics: T-Duality for Non-Free Circle Actions (U Bunke & T Schick); A New Spectral Cancellation in Quantum Gravity (G Esposito et al.); A Generalized Morse Index Theorem (C Zhu). Readership: Researchers in modern global analysis and particle physics.
Author: K.D. Elworthy
Publisher: Springer
ISBN: 3540470220
Category : Mathematics
Languages : en
Pages : 121
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Book Description
Stochastic differential equations, and Hoermander form representations of diffusion operators, can determine a linear connection associated to the underlying (sub)-Riemannian structure. This is systematically described, together with its invariants, and then exploited to discuss qualitative properties of stochastic flows, and analysis on path spaces of compact manifolds with diffusion measures. This should be useful to stochastic analysts, especially those with interests in stochastic flows, infinite dimensional analysis, or geometric analysis, and also to researchers in sub-Riemannian geometry. A basic background in differential geometry is assumed, but the construction of the connections is very direct and itself gives an intuitive and concrete introduction. Knowledge of stochastic analysis is also assumed for later chapters.
