Dynamics in Infinite Dimensions

Dynamics in Infinite Dimensions PDF Author: Jack K. Hale
Publisher: Springer Science & Business Media
ISBN: 0387954635
Category : Mathematics
Languages : en
Pages : 287

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Book Description
State-of-the-art in qualitative theory of functional differential equations; Most of the new material has never appeared in book form and some not even in papers; Second edition updated with new topics and results; Methods discussed will apply to other equations and applications

Dynamics in Infinite Dimensions

Dynamics in Infinite Dimensions PDF Author: Jack K. Hale
Publisher: Springer Science & Business Media
ISBN: 0387954635
Category : Mathematics
Languages : en
Pages : 287

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Book Description
State-of-the-art in qualitative theory of functional differential equations; Most of the new material has never appeared in book form and some not even in papers; Second edition updated with new topics and results; Methods discussed will apply to other equations and applications

Stochastic Equations in Infinite Dimensions

Stochastic Equations in Infinite Dimensions PDF Author: Da Prato Guiseppe
Publisher:
ISBN: 9781306148061
Category :
Languages : en
Pages :

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Book Description
The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. These are a generalization of stochastic differential equations as introduced by Ito and Gikham that occur, for instance, when describing random phenomena that crop up in science and engineering, as well as in the study of differential equations. The book is divided into three parts. In the first the authors give a self-contained exposition of the basic properties of probability measure on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties of those solutions. Appendices gather together background results from analysis that are otherwise hard to find under one roof. The book ends with a comprehensive bibliography that will contribute to the book's value for all working in stochastic differential equations."

Infinite Dimensional Analysis

Infinite Dimensional Analysis PDF Author: Charalambos D. Aliprantis
Publisher: Springer Science & Business Media
ISBN: 3662039613
Category : Mathematics
Languages : en
Pages : 692

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Book Description
This book presents functional analytic methods in a unified manner with applications to economics, social sciences, and engineering. Ideal for those without an extensive background in the area, it develops topology, convexity, Banach lattices, integration, correspondences, and the analytic approach to Markov processes. Many of the results were previously available only in esoteric monographs and will interest researchers and students who will find the material readily applicable to problems in control theory and economics.

Hilbert Space

Hilbert Space PDF Author: Edited by Paul F. Kisak
Publisher: Createspace Independent Publishing Platform
ISBN: 9781523323999
Category :
Languages : en
Pages : 190

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Book Description
The mathematical concept of a Hilbert space, named after David Hilbert, generalizes the notion of Euclidean space. It extends the methods of vector algebra and calculus from the two-dimensional Euclidean plane and three-dimensional space to spaces with any finite or infinite number of dimensions. A Hilbert space is an abstract vector space possessing the structure of an inner product that allows length and angle to be measured. Furthermore, Hilbert spaces are complete: there are enough limits in the space to allow the techniques of calculus to be used. Hilbert spaces arise naturally and frequently in mathematics and physics, typically as infinite-dimensional function spaces. The earliest Hilbert spaces were studied from this point of view in the first decade of the 20th century by David Hilbert, Erhard Schmidt, and Frigyes Riesz. They are indispensable tools in the theories of partial differential equations, quantum mechanics, Fourier analysis (which includes applications to signal processing and heat transfer)-and ergodic theory, which forms the mathematical underpinning of thermodynamics. John von Neumann coined the term Hilbert space for the abstract concept that underlies many of these diverse applications. The success of Hilbert space methods ushered in a very fruitful era for functional analysis. Apart from the classical Euclidean spaces, examples of Hilbert spaces include spaces of square-integrable functions, spaces of sequences, Sobolev spaces consisting of generalized functions, and Hardy spaces of holomorphic functions. This book gives a mathematical overview of the definition and use of Hilbert Space.

Infinite-Dimensional Topology

Infinite-Dimensional Topology PDF Author: J. van Mill
Publisher: Elsevier
ISBN: 0080933688
Category : Mathematics
Languages : en
Pages : 414

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Book Description
The first part of this book is a text for graduate courses in topology. In chapters 1 - 5, part of the basic material of plane topology, combinatorial topology, dimension theory and ANR theory is presented. For a student who will go on in geometric or algebraic topology this material is a prerequisite for later work. Chapter 6 is an introduction to infinite-dimensional topology; it uses for the most part geometric methods, and gets to spectacular results fairly quickly. The second part of this book, chapters 7 & 8, is part of geometric topology and is meant for the more advanced mathematician interested in manifolds. The text is self-contained for readers with a modest knowledge of general topology and linear algebra; the necessary background material is collected in chapter 1, or developed as needed.One can look upon this book as a complete and self-contained proof of Toruńczyk's Hilbert cube manifold characterization theorem: a compact ANR X is a manifold modeled on the Hilbert cube if and only if X satisfies the disjoint-cells property. In the process of proving this result several interesting and useful detours are made.

Infinite Dimensional Analysis

Infinite Dimensional Analysis PDF Author: Charalambos D. Aliprantis
Publisher: Springer Science & Business Media
ISBN: 3662030047
Category : Business & Economics
Languages : en
Pages : 623

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Book Description
This text was born out of an advanced mathematical economics seminar at Caltech in 1989-90. We realized that the typical graduate student in mathematical economics has to be familiar with a vast amount of material that spans several traditional fields in mathematics. Much of the mate rial appears only in esoteric research monographs that are designed for specialists, not for the sort of generalist that our students need be. We hope that in a small way this text will make the material here accessible to a much broader audience. While our motivation is to present and orga nize the analytical foundations underlying modern economics and finance, this is a book of mathematics, not of economics. We mention applications to economics but present very few of them. They are there to convince economists that the material has so me relevance and to let mathematicians know that there are areas of application for these results. We feel that this text could be used for a course in analysis that would benefit math ematicians, engineers, and scientists. Most of the material we present is available elsewhere, but is scattered throughout a variety of sources and occasionally buried in obscurity. Some of our results are original (or more likely, independent rediscoveries). We have included some material that we cannot honestly say is neces sary to understand modern economic theory, but may yet prove useful in future research.

Infinite-Dimensional Dynamical Systems in Mechanics and Physics

Infinite-Dimensional Dynamical Systems in Mechanics and Physics PDF Author: Roger Temam
Publisher: Springer Science & Business Media
ISBN: 1461206456
Category : Mathematics
Languages : en
Pages : 670

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Book Description
In this book the author presents the dynamical systems in infinite dimension, especially those generated by dissipative partial differential equations. This book attempts a systematic study of infinite dimensional dynamical systems generated by dissipative evolution partial differential equations arising in mechanics and physics and in other areas of sciences and technology. This second edition has been updated and extended.

Infinite-Dimensional Optimization and Convexity

Infinite-Dimensional Optimization and Convexity PDF Author: Ivar Ekeland
Publisher: University of Chicago Press
ISBN: 0226199886
Category : Business & Economics
Languages : en
Pages : 175

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Book Description
The caratheodory approach; Infinite-dimensional optimization; Duality theory.

An Introduction to Infinite-Dimensional Analysis

An Introduction to Infinite-Dimensional Analysis PDF Author: Giuseppe Da Prato
Publisher: Springer Science & Business Media
ISBN: 3540290214
Category : Mathematics
Languages : en
Pages : 217

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Book Description
Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.

Stochastic Differential Equations in Infinite Dimensions

Stochastic Differential Equations in Infinite Dimensions PDF Author: Leszek Gawarecki
Publisher: Springer Science & Business Media
ISBN: 3642161944
Category : Mathematics
Languages : en
Pages : 300

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Book Description
The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.