Elliptic, Hyperbolic and Mixed Complex Equations with Parabolic Degeneracy

Elliptic, Hyperbolic and Mixed Complex Equations with Parabolic Degeneracy PDF Author: Guo Chun Wen
Publisher: World Scientific
ISBN: 9812779434
Category : Mathematics
Languages : en
Pages : 453

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Book Description
In the recent half-century, many mathematicians have investigated various problems on several equations of mixed type and obtained interesting results, with important applications to gas dynamics. However, the Tricomi problem of general mixed type equations of second order with parabolic degeneracy has not been completely solved, particularly the Tricomi and Frankl problems for general Chaplygin equation in multiply connected domains posed by L Bers, and the existence, regularity of solutions of the above problems for mixed equations with non-smooth degenerate curve in several domains posed by J M Rassias. The method revealed in this book is unlike any other, in which the hyperbolic number and hyperbolic complex function in hyperbolic domains, and the complex number and complex function in elliptic domains are used. The corresponding problems for first order complex equations with singular coefficients are first discussed, and then the problems for second order complex equations are considered, where we pose the new partial derivative notations and complex analytic methods such that the forms of the above first order complex equations in hyperbolic and elliptic domains are wholly identical. In the meantime, the estimates of solutions for the above problems are obtained, hence many open problems including the above TricomiOCo Bers and TricomiOCoFranklOCoRassias problems can be solved. Sample Chapter(s). Chapter 1: Elliptic Complex Equations of First Order (247 KB). Contents: Elliptic Complex Equations of First Order; Elliptic Complex Equations of Second Order; Hyperbolic Complex Equations of First and Second Orders; First Order Complex Equations of Mixed Type; Second Order Linear Equations of Mixed Type; Second Order Quasilinear Equations of Mixed Type. Readership: Graduate students and academics in analysis, differential equations and applied mathematics.

Elliptic, Hyperbolic and Mixed Complex Equations with Parabolic Degeneracy

Elliptic, Hyperbolic and Mixed Complex Equations with Parabolic Degeneracy PDF Author: Guo Chun Wen
Publisher: World Scientific
ISBN: 9812779434
Category : Mathematics
Languages : en
Pages : 453

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Book Description
In the recent half-century, many mathematicians have investigated various problems on several equations of mixed type and obtained interesting results, with important applications to gas dynamics. However, the Tricomi problem of general mixed type equations of second order with parabolic degeneracy has not been completely solved, particularly the Tricomi and Frankl problems for general Chaplygin equation in multiply connected domains posed by L Bers, and the existence, regularity of solutions of the above problems for mixed equations with non-smooth degenerate curve in several domains posed by J M Rassias. The method revealed in this book is unlike any other, in which the hyperbolic number and hyperbolic complex function in hyperbolic domains, and the complex number and complex function in elliptic domains are used. The corresponding problems for first order complex equations with singular coefficients are first discussed, and then the problems for second order complex equations are considered, where we pose the new partial derivative notations and complex analytic methods such that the forms of the above first order complex equations in hyperbolic and elliptic domains are wholly identical. In the meantime, the estimates of solutions for the above problems are obtained, hence many open problems including the above TricomiOCo Bers and TricomiOCoFranklOCoRassias problems can be solved. Sample Chapter(s). Chapter 1: Elliptic Complex Equations of First Order (247 KB). Contents: Elliptic Complex Equations of First Order; Elliptic Complex Equations of Second Order; Hyperbolic Complex Equations of First and Second Orders; First Order Complex Equations of Mixed Type; Second Order Linear Equations of Mixed Type; Second Order Quasilinear Equations of Mixed Type. Readership: Graduate students and academics in analysis, differential equations and applied mathematics.

Boundary Value Problems, Integral Equations and Related Problems

Boundary Value Problems, Integral Equations and Related Problems PDF Author: Guo Chun Wen
Publisher: World Scientific
ISBN: 9814327867
Category : Mathematics
Languages : en
Pages : 436

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Book Description
In this volume, we report new results about various boundary value problems for partial differential equations and functional equations, theory and methods of integral equations and integral operators including singular integral equations, applications of boundary value problems and integral equations to mechanics and physics, numerical methods of integral equations and boundary value problems, theory and methods for inverse problems of mathematical physics, Clifford analysis and related problems. Contributors include: L Baratchart, B L Chen, D C Chen, S S Ding, K Q Lan, A Farajzadeh, M G Fei, T Kosztolowicz, A Makin, T Qian, J M Rassias, J Ryan, C-Q Ru, P Schiavone, P Wang, Q S Zhang, X Y Zhang, S Y Du, H Y Gao, X Li, Y Y Qiao, G C Wen, Z T Zhang, and others.

Arbitrage, Credit And Informational Risks

Arbitrage, Credit And Informational Risks PDF Author: Ying Jiao
Publisher: World Scientific
ISBN: 9814602086
Category : Mathematics
Languages : en
Pages : 275

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Book Description
This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the international financial crisis. The volume is split into three parts which treat each of these topics.

Lecture Notes On Calculus Of Variations

Lecture Notes On Calculus Of Variations PDF Author: Kung-ching Chang
Publisher: World Scientific
ISBN: 981314470X
Category : Mathematics
Languages : en
Pages : 325

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Book Description
This is based on the course 'Calculus of Variations' taught at Peking University from 2006 to 2010 for advanced undergraduate to graduate students majoring in mathematics. The book contains 20 lectures covering both the theoretical background material as well as an abundant collection of applications. Lectures 1-8 focus on the classical theory of calculus of variations. Lectures 9-14 introduce direct methods along with their theoretical foundations. Lectures 15-20 showcase a broad collection of applications. The book offers a panoramic view of the very important topic on calculus of variations. This is a valuable resource not only to mathematicians, but also to those students in engineering, economics, and management, etc.

Stochastic Analysis and Applications to Finance

Stochastic Analysis and Applications to Finance PDF Author: Tusheng Zhang
Publisher: World Scientific
ISBN: 9814383589
Category : Business & Economics
Languages : en
Pages : 465

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Book Description
This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory. It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance. Sample Chapter(s). Editorial Foreword (58 KB). Chapter 1: Non-Linear Evolution Equations Driven by Rough Paths (399 KB). Contents: Non-Linear Evolution Equations Driven by Rough Paths (Thomas Cass, Zhongmin Qian and Jan Tudor); Optimal Stopping Times with Different Information Levels and with Time Uncertainty (Arijit Chakrabarty and Xin Guo); Finite Horizon Optimal Investment and Consumption with CARA Utility and Proportional Transaction Costs (Yingshan Chen, Min Dai and Kun Zhao); MUniform Integrability of Exponential Martingales and Spectral Bounds of Non-Local Feynman-Kac Semigroups (Zhen-Qing Chen); Continuous-Time Mean-Variance Portfolio Selection with Finite Transactions (Xiangyu Cui, Jianjun Gao and Duan Li); Quantifying Model Uncertainties in the Space of Probability Measures (J Duan, T Gao and G He); A PDE Approach to Multivariate Risk Theory (Robert J Elliott, Tak Kuen Siu and Hailiang Yang); Stochastic Analysis on Loop Groups (Shizan Fang); Existence and Stability of Measure Solutions for BSDE with Generators of Quadratic Growth (Alexander Fromm, Peter Imkeller and Jianing Zhang); Convex Capital Requirements for Large Portfolios (Hans FAllmer and Thomas Knispel); The Mixed Equilibrium of Insider Trading in the Market with Rational Expected Price (Fuzhou Gong and Hong Liu); Some Results on Backward Stochastic Differential Equations Driven by Fractional Brownian Motions (Yaozhong Hu, Daniel Ocone and Jian Song); Potential Theory of Subordinate Brownian Motions Revisited (Panki Kim, Renming Song and Zoran Vondraiek); Research on Social Causes of the Financial Crisis (Steven Kou); Wick Formulas and Inequalities for the Quaternion Gaussian and -Permanental Variables (Wenbo V Li and Ang Wei); Further Study on Web Markov Skeleton Processes (Yuting Liu, Zhi-Ming Ma and Chuan Zhou); MLE of Parameters in the Drifted Brownian Motion and Its Error (Lemee Nakamura and Weian Zheng); Optimal Partial Information Control of SPDEs with Delay and Time-Advanced Backward SPDEs (Bernt yksendal, Agn s Sulem and Tusheng Zhang); Simulation of Diversified Portfolios in Continuous Financial Markets (Eckhard Platen and Renata Rendek); Coupling and Applications (Feng-Yu Wang); SDEs and a Generalised Burgers Equation (Jiang-Lun Wu and Wei Yang); Mean-Variance Hedging in the Discontinuous Case (Jianming Xia). Readership: Graduates and researchers in stochatic analysis and mathematical finance.

Basics of Fluid Mechanics and Introduction to Computational Fluid Dynamics

Basics of Fluid Mechanics and Introduction to Computational Fluid Dynamics PDF Author: Titus Petrila
Publisher: Springer Science & Business Media
ISBN: 0387238387
Category : Mathematics
Languages : en
Pages : 513

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Book Description
The present book – through the topics and the problems approach – aims at filling a gap, a real need in our literature concerning CFD (Computational Fluid Dynamics). Our presentation results from a large documentation and focuses on reviewing the present day most important numerical and computational methods in CFD. Many theoreticians and experts in the field have expressed their - terest in and need for such an enterprise. This was the motivation for carrying out our study and writing this book. It contains an important systematic collection of numerical working instruments in Fluid Dyn- ics. Our current approach to CFD started ten years ago when the Univ- sity of Paris XI suggested a collaboration in the field of spectral methods for fluid dynamics. Soon after – preeminently studying the numerical approaches to Navier–Stokes nonlinearities – we completed a number of research projects which we presented at the most important inter- tional conferences in the field, to gratifying appreciation. An important qualitative step in our work was provided by the dev- opment of a computational basis and by access to a number of expert softwares. This fact allowed us to generate effective working programs for most of the problems and examples presented in the book, an - pect which was not taken into account in most similar studies that have already appeared all over the world.

Equations of the Mixed Type

Equations of the Mixed Type PDF Author: A. V. Bitsadze
Publisher: Elsevier
ISBN: 1483164861
Category : Mathematics
Languages : en
Pages : 177

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Book Description
Equations of the Mixed Type compiles a series of lectures on certain fundamental questions in the theory of equations of mixed type. This book investigates the series of problems concerning linear partial differential equations of the second order in two variables, and possessing the property that the type of the equation changes either on the boundary of or inside the considered domain. Topics covered include general remarks on linear partial differential equations of mixed type; study of the solutions of second order hyperbolic equations with initial conditions given along the lines of parabolicity; and study of the solutions of second order elliptic equations for a domain, the boundary of which includes a segment of the curve of parabolic degeneracy. The problem of Tricomi and other mixed problems are also deliberated in this text. This publication is a good reference for students and researchers conducting work on the theory of equations of mixed type.

Mixed Type Equations

Mixed Type Equations PDF Author: John Michael Rassias
Publisher:
ISBN:
Category : Boundary value problems
Languages : en
Pages : 320

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Book Description


Selected Works of Eberhard Hopf with Commentaries

Selected Works of Eberhard Hopf with Commentaries PDF Author: Eberhard Hopf
Publisher: American Mathematical Soc.
ISBN: 9780821820773
Category : Mathematics
Languages : en
Pages : 430

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Book Description
This work celebrates the work of Eberhard Hopf, a founding father of ergodic theory, a mathematician who produced many beautiful, elegantly written, and now classical results in integral equations and partial differential equations. Hopf's results remain at the core of these fields, and the title includes Hopf's original mathematical papers, still notable for their elegance and clarity of the writing, with accompanying summaries and commentary by well-known mathematicians. Today, ergodic theory and P.D.E. continue to be active, important areas of mathematics. In this volume the reader will find the roots of many ergodic theory concepts and theorems. Hopf authored fundamental results for P.D.E., such as the maximum principle of elliptic equations and the complete solution of Burger's equation. The familiar properties of elliptic equations were proved for the first time in his earliest work and are included here. His bifurcation theorem, still used over and over again, is a particular gem. The proof of the Wiener-Hopf Theorem is a stunning application of deep analysis. The volume is presented in two main parts. The first section is dedicated to classical papers in analysis and fluid dynamics, and the second to ergodic theory. These works and all the others in the Selected Works carry commentaries by a stellar group of mathematicians who write of the origin of the problems, the important results that followed. Many a mathematical researcher and graduate student will find these collected works to be an excellent resource.

Mathematical Aspects of Subsonic and Transonic Gas Dynamics

Mathematical Aspects of Subsonic and Transonic Gas Dynamics PDF Author: Lipman Bers
Publisher: Courier Dover Publications
ISBN: 0486816338
Category : Science
Languages : en
Pages : 178

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Book Description
Concise treatment by prominent mathematician covers differential equations of potential gas flow, mathematical background of subsonic flow theory, behavior of flow at infinity, flows in channels and with free boundary, more. 1958 edition.