From Elementary Probability to Stochastic Differential Equations with MAPLE® PDF Download
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Author: Sasha Cyganowski
Publisher: Springer Science & Business Media
ISBN: 3642561446
Category : Mathematics
Languages : en
Pages : 323
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Book Description
This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.
Author: Sasha Cyganowski
Publisher: Springer Science & Business Media
ISBN: 3642561446
Category : Mathematics
Languages : en
Pages : 323
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Book Description
This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.
Author: Ravi P. Agarwal
Publisher: Springer Science & Business Media
ISBN: 0387712763
Category : Mathematics
Languages : en
Pages : 333
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Book Description
Ordinary differential equations serve as mathematical models for many exciting real world problems. Rapid growth in the theory and applications of differential equations has resulted in a continued interest in their study by students in many disciplines. This textbook organizes material around theorems and proofs, comprising of 42 class-tested lectures that effectively convey the subject in easily manageable sections. The presentation is driven by detailed examples that illustrate how the subject works. Numerous exercise sets, with an "answers and hints" section, are included. The book further provides a background and history of the subject.
Author: Friedrich Sauvigny
Publisher: Springer Science & Business Media
ISBN: 3540344594
Category : Mathematics
Languages : en
Pages : 453
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Book Description
This comprehensive two-volume textbook covers the whole area of Partial Differential Equations - of the elliptic, parabolic, and hyperbolic type - in two and several variables. Special emphasis is placed on the connection of PDEs and complex variable methods. In this first volume the following topics are treated: Integration and differentiation on manifolds, Functional analytic foundations, Brouwer's degree of mapping, Generalized analytic functions, Potential theory and spherical harmonics, Linear partial differential equations. We solve partial differential equations via integral representations in this volume, reserving functional analytic solution methods for Volume Two.
Author: Vladimir I. Arnold
Publisher: Springer Science & Business Media
ISBN: 3662054418
Category : Mathematics
Languages : en
Pages : 168
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Book Description
Choice Outstanding Title! (January 2006) This richly illustrated text covers the Cauchy and Neumann problems for the classical linear equations of mathematical physics. A large number of problems are sprinkled throughout the book, and a full set of problems from examinations given in Moscow are included at the end. Some of these problems are quite challenging! What makes the book unique is Arnold's particular talent at holding a topic up for examination from a new and fresh perspective. He likes to blow away the fog of generality that obscures so much mathematical writing and reveal the essentially simple intuitive ideas underlying the subject. No other mathematical writer does this quite so well as Arnold.
Author: Friedrich Sauvigny
Publisher: Springer Science & Business Media
ISBN: 3540344624
Category : Mathematics
Languages : en
Pages : 401
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Book Description
This encyclopedic work covers the whole area of Partial Differential Equations - of the elliptic, parabolic, and hyperbolic type - in two and several variables. Emphasis is placed on the connection of PDEs and complex variable methods. This second volume addresses Solvability of operator equations in Banach spaces; Linear operators in Hilbert spaces and spectral theory; Schauder's theory of linear elliptic differential equations; Weak solutions of differential equations; Nonlinear partial differential equations and characteristics; Nonlinear elliptic systems with differential-geometric applications. While partial differential equations are solved via integral representations in the preceding volume, this volume uses functional analytic solution methods.
Author: James Blowey
Publisher: Springer Science & Business Media
ISBN: 9783540418467
Category : Mathematics
Languages : en
Pages : 336
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Book Description
A compilation of detailed lecture notes on six topics at the forefront of current research in numerical analysis and applied mathematics. Each set of notes presents a self-contained guide to a current research area and has an extensive bibliography. In addition, most of the notes contain detailed proofs of the key results. The notes start from a level suitable for first year graduate students in applied mathematics, mathematical analysis or numerical analysis, and proceed to current research topics. The reader should therefore be able to quickly gain an insight into the important results and techniques in each area without recourse to the large research literature. Current (unsolved) problems are also described and directions for future research is given.
Author: Christian Grossmann
Publisher: Springer Science & Business Media
ISBN: 3540715843
Category : Mathematics
Languages : en
Pages : 601
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Book Description
This book deals with discretization techniques for partial differential equations of elliptic, parabolic and hyperbolic type. It provides an introduction to the main principles of discretization and gives a presentation of the ideas and analysis of advanced numerical methods in the area. The book is mainly dedicated to finite element methods, but it also discusses difference methods and finite volume techniques. Coverage offers analytical tools, properties of discretization techniques and hints to algorithmic aspects. It also guides readers to current developments in research.
Author: Peter Eris Kloeden
Publisher: Springer Science & Business Media
ISBN: 3642579132
Category : Mathematics
Languages : en
Pages : 304
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Book Description
This book provides an easily accessible, computationally-oriented introduction into the numerical solution of stochastic differential equations using computer experiments. It develops in the reader an ability to apply numerical methods solving stochastic differential equations. It also creates an intuitive understanding of the necessary theoretical background. Software containing programs for over 100 problems is available online.
Author: Grigori Noah Milstein
Publisher: Springer Science & Business Media
ISBN: 3662100630
Category : Science
Languages : en
Pages : 612
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Book Description
Stochastic differential equations have many applications in the natural sciences. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce solution of multi-dimensional problems for partial differential equations to integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. The authors propose many new special schemes, some published here for the first time. In the second part of the book they construct numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
Author: Peter Orlik
Publisher: Springer Science & Business Media
ISBN: 3540683755
Category : Mathematics
Languages : en
Pages : 182
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Book Description
Each year since 1996 the universities of Bergen, Oslo and Trondheim have organized summer schools in Nordfjordeid in various topics in algebra and related ?elds. Nordfjordeid is the birthplace of Sophus Lie, and is a village on the western coast of Norway situated among fjords and mountains, with sp- tacularscenerywhereveryougo. AssuchitisawelcomeplaceforbothNor- gian and international participants and lecturers. The theme for the summer school in 2003 was Algebraic Combinatorics. The organizing committee c- sisted of Gunnar Fløystad and Stein Arild Strømme (Bergen), Geir Ellingsrud and Kristian Ranestad (Oslo), and Alexej Rudakov and Sverre Smalø (Tro- heim). The summer school was partly ?nanced by NorFa-Nordisk Forsker- danningsakademi. With combinatorics reaching into and playing an important part of ever more areas in mathematics, in particular algebra, algebraic combinatorics was a timely theme. The ?st lecture series “Hyperplane arrangements” was given by Peter Orlik. He came as a refugee to Norway, eighteen years old, after the insurrection in Hungary in 1956. Despite now having lived more than four decades in the United States, he impressed us by speaking ?uent Norwegian without a trace of accent. The second lecture series “Discrete Morse theory and free resolutions” was given by Volkmar Welker. These two topics ori- nate back in the second half of the nineteenth century with simple problems on arrangements of lines in the plane and Hilberts syzygy theorem.
