Author: Christian Nolde
Publisher: Logos Verlag Berlin GmbH
ISBN: 3832544534
Category : Mathematics
Languages : en
Pages : 98
Book Description
The use of rigorous numerical methods to approach problems which can not be solved using standard methods (yet) has increased signifiantly in recent years. In this book, riogorous a-posteriori methods are used to study the time evolution of a surface growth model, given by a fourth order semi-linear parabolic partial differential equation, where standard methods fail to verify global uniqueness and smoothness of solutions. Based on an arbitrary numerical approximation, a-posteriori error-analysis is applied in order to prevent a blow up analytically. This is a method that in a similar way also applies to the three dimensional Navier-Stokes equations. The main idea consists of energy-estimates for the error between solution and approximation that yields a scalar differential equation controlling the norm of the error with coefficients depending solely on the numerical data. This allows the solution of the differential equation to be bounded using only numerical data. A key technical tool is a rigorous eigenvalue bound for the nonlinear operator linearized around the numerical approximation. The presented method succeeds to show global uniqueness for relatively large initial conditions, which is demonstrated in many numerical examples.
Global Regularity and Uniqueness of Solutions in a Surface Growth Model Using Rigorous A-Posteriori Methods
Author: Christian Nolde
Publisher: Logos Verlag Berlin GmbH
ISBN: 3832544534
Category : Mathematics
Languages : en
Pages : 98
Book Description
The use of rigorous numerical methods to approach problems which can not be solved using standard methods (yet) has increased signifiantly in recent years. In this book, riogorous a-posteriori methods are used to study the time evolution of a surface growth model, given by a fourth order semi-linear parabolic partial differential equation, where standard methods fail to verify global uniqueness and smoothness of solutions. Based on an arbitrary numerical approximation, a-posteriori error-analysis is applied in order to prevent a blow up analytically. This is a method that in a similar way also applies to the three dimensional Navier-Stokes equations. The main idea consists of energy-estimates for the error between solution and approximation that yields a scalar differential equation controlling the norm of the error with coefficients depending solely on the numerical data. This allows the solution of the differential equation to be bounded using only numerical data. A key technical tool is a rigorous eigenvalue bound for the nonlinear operator linearized around the numerical approximation. The presented method succeeds to show global uniqueness for relatively large initial conditions, which is demonstrated in many numerical examples.
Publisher: Logos Verlag Berlin GmbH
ISBN: 3832544534
Category : Mathematics
Languages : en
Pages : 98
Book Description
The use of rigorous numerical methods to approach problems which can not be solved using standard methods (yet) has increased signifiantly in recent years. In this book, riogorous a-posteriori methods are used to study the time evolution of a surface growth model, given by a fourth order semi-linear parabolic partial differential equation, where standard methods fail to verify global uniqueness and smoothness of solutions. Based on an arbitrary numerical approximation, a-posteriori error-analysis is applied in order to prevent a blow up analytically. This is a method that in a similar way also applies to the three dimensional Navier-Stokes equations. The main idea consists of energy-estimates for the error between solution and approximation that yields a scalar differential equation controlling the norm of the error with coefficients depending solely on the numerical data. This allows the solution of the differential equation to be bounded using only numerical data. A key technical tool is a rigorous eigenvalue bound for the nonlinear operator linearized around the numerical approximation. The presented method succeeds to show global uniqueness for relatively large initial conditions, which is demonstrated in many numerical examples.
Mathematical Reviews
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 1852
Book Description
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 1852
Book Description
A Course on Rough Paths
Author: Peter K. Friz
Publisher: Springer Nature
ISBN: 3030415562
Category : Mathematics
Languages : en
Pages : 354
Book Description
With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations. Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property. Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Itô-integration against Brownian motion required for most of the text. From the reviews of the first edition: "Can easily be used as a support for a graduate course ... Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews "It is easy to base a graduate course on rough paths on this ... A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH
Publisher: Springer Nature
ISBN: 3030415562
Category : Mathematics
Languages : en
Pages : 354
Book Description
With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations. Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property. Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Itô-integration against Brownian motion required for most of the text. From the reviews of the first edition: "Can easily be used as a support for a graduate course ... Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews "It is easy to base a graduate course on rough paths on this ... A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH
Bulletin of the Atomic Scientists
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 64
Book Description
The Bulletin of the Atomic Scientists is the premier public resource on scientific and technological developments that impact global security. Founded by Manhattan Project Scientists, the Bulletin's iconic "Doomsday Clock" stimulates solutions for a safer world.
Publisher:
ISBN:
Category :
Languages : en
Pages : 64
Book Description
The Bulletin of the Atomic Scientists is the premier public resource on scientific and technological developments that impact global security. Founded by Manhattan Project Scientists, the Bulletin's iconic "Doomsday Clock" stimulates solutions for a safer world.
Interpolatory Methods for Model Reduction
Author: A. C. Antoulas
Publisher: SIAM
ISBN: 1611976081
Category : Mathematics
Languages : en
Pages : 245
Book Description
Dynamical systems are a principal tool in the modeling, prediction, and control of a wide range of complex phenomena. As the need for improved accuracy leads to larger and more complex dynamical systems, direct simulation often becomes the only available strategy for accurate prediction or control, inevitably creating a considerable burden on computational resources. This is the main context where one considers model reduction, seeking to replace large systems of coupled differential and algebraic equations that constitute high fidelity system models with substantially fewer equations that are crafted to control the loss of fidelity that order reduction may induce in the system response. Interpolatory methods are among the most widely used model reduction techniques, and Interpolatory Methods for Model Reduction is the first comprehensive analysis of this approach available in a single, extensive resource. It introduces state-of-the-art methods reflecting significant developments over the past two decades, covering both classical projection frameworks for model reduction and data-driven, nonintrusive frameworks. This textbook is appropriate for a wide audience of engineers and other scientists working in the general areas of large-scale dynamical systems and data-driven modeling of dynamics.
Publisher: SIAM
ISBN: 1611976081
Category : Mathematics
Languages : en
Pages : 245
Book Description
Dynamical systems are a principal tool in the modeling, prediction, and control of a wide range of complex phenomena. As the need for improved accuracy leads to larger and more complex dynamical systems, direct simulation often becomes the only available strategy for accurate prediction or control, inevitably creating a considerable burden on computational resources. This is the main context where one considers model reduction, seeking to replace large systems of coupled differential and algebraic equations that constitute high fidelity system models with substantially fewer equations that are crafted to control the loss of fidelity that order reduction may induce in the system response. Interpolatory methods are among the most widely used model reduction techniques, and Interpolatory Methods for Model Reduction is the first comprehensive analysis of this approach available in a single, extensive resource. It introduces state-of-the-art methods reflecting significant developments over the past two decades, covering both classical projection frameworks for model reduction and data-driven, nonintrusive frameworks. This textbook is appropriate for a wide audience of engineers and other scientists working in the general areas of large-scale dynamical systems and data-driven modeling of dynamics.
Global Smooth Solutions for the Inviscid SQG Equation
Author: Angel Castro
Publisher: American Mathematical Soc.
ISBN: 1470442140
Category : Mathematics
Languages : en
Pages : 102
Book Description
In this paper, the authors show the existence of the first non trivial family of classical global solutions of the inviscid surface quasi-geostrophic equation.
Publisher: American Mathematical Soc.
ISBN: 1470442140
Category : Mathematics
Languages : en
Pages : 102
Book Description
In this paper, the authors show the existence of the first non trivial family of classical global solutions of the inviscid surface quasi-geostrophic equation.
Handbook of Mathematical Methods in Imaging
Author: Otmar Scherzer
Publisher: Springer Science & Business Media
ISBN: 0387929193
Category : Mathematics
Languages : en
Pages : 1626
Book Description
The Handbook of Mathematical Methods in Imaging provides a comprehensive treatment of the mathematical techniques used in imaging science. The material is grouped into two central themes, namely, Inverse Problems (Algorithmic Reconstruction) and Signal and Image Processing. Each section within the themes covers applications (modeling), mathematics, numerical methods (using a case example) and open questions. Written by experts in the area, the presentation is mathematically rigorous. The entries are cross-referenced for easy navigation through connected topics. Available in both print and electronic forms, the handbook is enhanced by more than 150 illustrations and an extended bibliography. It will benefit students, scientists and researchers in applied mathematics. Engineers and computer scientists working in imaging will also find this handbook useful.
Publisher: Springer Science & Business Media
ISBN: 0387929193
Category : Mathematics
Languages : en
Pages : 1626
Book Description
The Handbook of Mathematical Methods in Imaging provides a comprehensive treatment of the mathematical techniques used in imaging science. The material is grouped into two central themes, namely, Inverse Problems (Algorithmic Reconstruction) and Signal and Image Processing. Each section within the themes covers applications (modeling), mathematics, numerical methods (using a case example) and open questions. Written by experts in the area, the presentation is mathematically rigorous. The entries are cross-referenced for easy navigation through connected topics. Available in both print and electronic forms, the handbook is enhanced by more than 150 illustrations and an extended bibliography. It will benefit students, scientists and researchers in applied mathematics. Engineers and computer scientists working in imaging will also find this handbook useful.
Mathematics of Large Eddy Simulation of Turbulent Flows
Author: Luigi Carlo Berselli
Publisher: Springer Science & Business Media
ISBN: 9783540263166
Category : Computers
Languages : en
Pages : 378
Book Description
The LES-method is rapidly developing in many practical applications in engineering The mathematical background is presented here for the first time in book form by one of the leaders in the field
Publisher: Springer Science & Business Media
ISBN: 9783540263166
Category : Computers
Languages : en
Pages : 378
Book Description
The LES-method is rapidly developing in many practical applications in engineering The mathematical background is presented here for the first time in book form by one of the leaders in the field
Differential Equations Driven by Rough Paths
Author: Terry J. Lyons
Publisher: Springer
ISBN: 3540712852
Category : Mathematics
Languages : en
Pages : 126
Book Description
Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory. The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths.
Publisher: Springer
ISBN: 3540712852
Category : Mathematics
Languages : en
Pages : 126
Book Description
Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory. The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths.
Global Sensitivity Analysis
Author: Andrea Saltelli
Publisher: John Wiley & Sons
ISBN: 9780470725177
Category : Mathematics
Languages : en
Pages : 304
Book Description
Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.
Publisher: John Wiley & Sons
ISBN: 9780470725177
Category : Mathematics
Languages : en
Pages : 304
Book Description
Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.