Partial Differential Equations of Elliptic Type

Partial Differential Equations of Elliptic Type PDF Author: C. Miranda
Publisher: Springer Science & Business Media
ISBN: 3642877737
Category : Mathematics
Languages : en
Pages : 384

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Book Description
In the theory of partial differential equations, the study of elliptic equations occupies a preeminent position, both because of the importance which it assumes for various questions in mathematical physics, and because of the completeness of the results obtained up to the present time. In spite of this, even in the more classical treatises on analysis the theory of elliptic equations has been considered and illustrated only from particular points of view, while the only expositions of the whole theory, the extremely valuable ones by LICHTENSTEIN and AscoLI, have the charac ter of encyclopedia articles and date back to many years ago. Consequently it seemed to me that it would be of some interest to try to give an up-to-date picture of the present state of research in this area in a monograph which, without attaining the dimensions of a treatise, would nevertheless be sufficiently extensive to allow the expo sition, in some cases in summary form, of the various techniques used in the study of these equations.

Partial Differential Equations of Elliptic Type

Partial Differential Equations of Elliptic Type PDF Author: C. Miranda
Publisher: Springer Science & Business Media
ISBN: 3642877737
Category : Mathematics
Languages : en
Pages : 384

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Book Description
In the theory of partial differential equations, the study of elliptic equations occupies a preeminent position, both because of the importance which it assumes for various questions in mathematical physics, and because of the completeness of the results obtained up to the present time. In spite of this, even in the more classical treatises on analysis the theory of elliptic equations has been considered and illustrated only from particular points of view, while the only expositions of the whole theory, the extremely valuable ones by LICHTENSTEIN and AscoLI, have the charac ter of encyclopedia articles and date back to many years ago. Consequently it seemed to me that it would be of some interest to try to give an up-to-date picture of the present state of research in this area in a monograph which, without attaining the dimensions of a treatise, would nevertheless be sufficiently extensive to allow the expo sition, in some cases in summary form, of the various techniques used in the study of these equations.

Second Order Elliptic Integro-Differential Problems

Second Order Elliptic Integro-Differential Problems PDF Author: Maria Giovanna Garroni
Publisher: CRC Press
ISBN: 1420035797
Category : Mathematics
Languages : en
Pages : 240

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Book Description
The Green function has played a key role in the analytical approach that in recent years has led to important developments in the study of stochastic processes with jumps. In this Research Note, the authors-both regarded as leading experts in the field- collect several useful results derived from the construction of the Green function and its estim

The obstacle problem

The obstacle problem PDF Author: Luis Angel Caffarelli
Publisher: Edizioni della Normale
ISBN: 9788876422492
Category : Mathematics
Languages : en
Pages : 0

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Book Description
The material presented here corresponds to Fermi lectures that I was invited to deliver at the Scuola Normale di Pisa in the spring of 1998. The obstacle problem consists in studying the properties of minimizers of the Dirichlet integral in a domain D of Rn, among all those configurations u with prescribed boundary values and costrained to remain in D above a prescribed obstacle F. In the Hilbert space H1(D) of all those functions with square integrable gradient, we consider the closed convex set K of functions u with fixed boundary value and which are greater than F in D. There is a unique point in K minimizing the Dirichlet integral. That is called the solution to the obstacle problem.

Elliptic Differential Equations and Obstacle Problems

Elliptic Differential Equations and Obstacle Problems PDF Author: Giovanni Maria Troianiello
Publisher: Springer Science & Business Media
ISBN: 9780306424489
Category : Mathematics
Languages : en
Pages : 378

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Book Description
In the few years since their appearance in the mid-sixties, variational inequalities have developed to such an extent and so thoroughly that they may now be considered an "institutional" development of the theory of differential equations (with appreciable feedback as will be shown). This book was written in the light of these considerations both in regard to the choice of topics and to their treatment. In short, roughly speaking my intention was to write a book on second-order elliptic operators, with the first half of the book, as might be expected, dedicated to function spaces and to linear theory whereas the second, nonlinear half would deal with variational inequalities and non variational obstacle problems, rather than, for example, with quasilinear or fully nonlinear equations (with a few exceptions to which I shall return later). This approach has led me to omit any mention of "physical" motivations in the wide sense of the term, in spite of their historical and continuing importance in the development of variational inequalities. I here addressed myself to a potential reader more or less aware of the significant role of variational inequalities in numerous fields of applied mathematics who could use an analytic presentation of the fundamental theory, which would be as general and self-contained as possible.

Integro-Differential Elliptic Equations

Integro-Differential Elliptic Equations PDF Author: Xavier Fernández-Real
Publisher: Springer Nature
ISBN: 3031542428
Category : Differential equations, Elliptic
Languages : en
Pages : 409

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Book Description
Zusammenfassung: This monograph offers a self-contained introduction to the regularity theory for integro-differential elliptic equations, mostly developed in the 21st century. This class of equations finds relevance in fields such as analysis, probability theory, mathematical physics, and in several contexts in the applied sciences. The work gives a detailed presentation of all the necessary techniques, with a primary focus on the main ideas rather than on proving all the results in their greatest generality. The basic building blocks are presented first, with the study of the square root of the Laplacian, and weak solutions to linear equations. Subsequently, the theory of viscosity solutions to nonlinear equations is developed, and proofs are provided for the main known results in this context. The analysis finishes with the investigation of obstacle problems for integro-differential operators and establishes the regularity of solutions and free boundaries. A distinctive feature of this work lies in its presentation of nearly all covered material in a monographic format for the first time, and several proofs streamline, and often simplify, those in the original papers. Furthermore, various open problems are listed throughout the chapters

Direct Methods in the Theory of Elliptic Equations

Direct Methods in the Theory of Elliptic Equations PDF Author: Jindrich Necas
Publisher: Springer Science & Business Media
ISBN: 364210455X
Category : Mathematics
Languages : en
Pages : 384

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Book Description
Nečas’ book Direct Methods in the Theory of Elliptic Equations, published 1967 in French, has become a standard reference for the mathematical theory of linear elliptic equations and systems. This English edition, translated by G. Tronel and A. Kufner, presents Nečas’ work essentially in the form it was published in 1967. It gives a timeless and in some sense definitive treatment of a number issues in variational methods for elliptic systems and higher order equations. The text is recommended to graduate students of partial differential equations, postdoctoral associates in Analysis, and scientists working with linear elliptic systems. In fact, any researcher using the theory of elliptic systems will benefit from having the book in his library. The volume gives a self-contained presentation of the elliptic theory based on the "direct method", also known as the variational method. Due to its universality and close connections to numerical approximations, the variational method has become one of the most important approaches to the elliptic theory. The method does not rely on the maximum principle or other special properties of the scalar second order elliptic equations, and it is ideally suited for handling systems of equations of arbitrary order. The prototypical examples of equations covered by the theory are, in addition to the standard Laplace equation, Lame’s system of linear elasticity and the biharmonic equation (both with variable coefficients, of course). General ellipticity conditions are discussed and most of the natural boundary condition is covered. The necessary foundations of the function space theory are explained along the way, in an arguably optimal manner. The standard boundary regularity requirement on the domains is the Lipschitz continuity of the boundary, which "when going beyond the scalar equations of second order" turns out to be a very natural class. These choices reflect the author's opinion that the Lame system and the biharmonic equations are just as important as the Laplace equation, and that the class of the domains with the Lipschitz continuous boundary (as opposed to smooth domains) is the most natural class of domains to consider in connection with these equations and their applications.

Applied Stochastic Control of Jump Diffusions

Applied Stochastic Control of Jump Diffusions PDF Author: Bernt Øksendal
Publisher: Springer Science & Business Media
ISBN: 3540698264
Category : Mathematics
Languages : en
Pages : 263

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Book Description
Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dynamic programming method and the maximum principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examples, with end-of-chapter exercises including complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Lévy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.

Finite Element Methods for Integrodifferential Equations

Finite Element Methods for Integrodifferential Equations PDF Author: Chuanmiao Chen
Publisher: World Scientific
ISBN: 9789810232634
Category : Mathematics
Languages : en
Pages : 294

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Book Description
Recently, there has appeared a new type of evaluating partial differential equations with Volterra integral operators in various practical areas. Such equations possess new physical and mathematical properties. This monograph systematically discusses application of the finite element methods to numerical solution of integrodifferential equations. It will be useful for numerical analysts, mathematicians, physicists and engineers. Advanced undergraduates and graduate students should also find it beneficial.

Elliptic Partial Differential Equations of Second Order

Elliptic Partial Differential Equations of Second Order PDF Author: D. Gilbarg
Publisher: Springer Science & Business Media
ISBN: 364296379X
Category : Mathematics
Languages : en
Pages : 409

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Book Description
This volume is intended as an essentially self contained exposition of portions of the theory of second order quasilinear elliptic partial differential equations, with emphasis on the Dirichlet problem in bounded domains. It grew out of lecture notes for graduate courses by the authors at Stanford University, the final material extending well beyond the scope of these courses. By including preparatory chapters on topics such as potential theory and functional analysis, we have attempted to make the work accessible to a broad spectrum of readers. Above all, we hope the readers of this book will gain an appreciation of the multitude of ingenious barehanded techniques that have been developed in the study of elliptic equations and have become part of the repertoire of analysis. Many individuals have assisted us during the evolution of this work over the past several years. In particular, we are grateful for the valuable discussions with L. M. Simon and his contributions in Sections 15.4 to 15.8; for the helpful comments and corrections of J. M. Cross, A. S. Geue, J. Nash, P. Trudinger and B. Turkington; for the contributions of G. Williams in Section 10.5 and of A. S. Geue in Section 10.6; and for the impeccably typed manuscript which resulted from the dedicated efforts oflsolde Field at Stanford and Anna Zalucki at Canberra. The research of the authors connected with this volume was supported in part by the National Science Foundation.

Numerical Methods for Elliptic and Parabolic Partial Differential Equations

Numerical Methods for Elliptic and Parabolic Partial Differential Equations PDF Author: Peter Knabner
Publisher: Springer Science & Business Media
ISBN: 038795449X
Category : Mathematics
Languages : en
Pages : 437

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Book Description
This text provides an application oriented introduction to the numerical methods for partial differential equations. It covers finite difference, finite element, and finite volume methods, interweaving theory and applications throughout. The book examines modern topics such as adaptive methods, multilevel methods, and methods for convection-dominated problems and includes detailed illustrations and extensive exercises.