Kolmogorov Operators and Their Applications

Kolmogorov Operators and Their Applications PDF Author: Stéphane Menozzi
Publisher: Springer Nature
ISBN: 9819702259
Category :
Languages : en
Pages : 354

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Book Description

Kolmogorov Operators and Their Applications

Kolmogorov Operators and Their Applications PDF Author: Stéphane Menozzi
Publisher: Springer Nature
ISBN: 9819702259
Category :
Languages : en
Pages : 354

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Book Description


An Introduction to Kolmogorov Complexity and Its Applications

An Introduction to Kolmogorov Complexity and Its Applications PDF Author: Ming Li
Publisher: Springer Science & Business Media
ISBN:
Category : Kolmogorov complexity
Languages : en
Pages : 584

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Book Description
With this book, the authors are trying to present in a unified treatment an introduction to the central ideas and their applications of the Kolmogorov Complexity, the theory dealing with the quantity of information in individual objects. This book is appropriate for either a one- or two-semester introductory course in departments of computer science, mathematics, physics, probability theory and statistics, artificial intelligence, and philosophy. Although the mathematical theory of Kolmogorov complexity contains sophisticated mathematics, the amount of math one needs to know to apply the notions in widely divergent areas, is very little. The authors' purpose is to develop the theory in detail and outline a wide range of illustrative applications. This book is an attempt to grasp the mass of fragmented knowledge of this fascinating theory. Chapter 1 is a compilation of material on the diverse notations and disciplines we draw upon in order to make the book self-contained. The mathematical theory of Kolmogorov complexity is treated in chapters 2-4; the applications are treated in chapters 4-8.

Banach Spaces and their Applications in Analysis

Banach Spaces and their Applications in Analysis PDF Author: Beata Randrianantoanina
Publisher: Walter de Gruyter
ISBN: 3110918293
Category : Mathematics
Languages : en
Pages : 465

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Book Description
In recent years there has been a surge of profound new developments in various aspects of analysis whose connecting thread is the use of Banach space methods. Indeed, many problems seemingly far from the classical geometry of Banach spaces have been solved using Banach space techniques. This volume contains papers by participants of the conference "Banach Spaces and their Applications in Analysis", held in May 2006 at Miami University in Oxford, Ohio, in honor of Nigel Kalton's 60th birthday. In addition to research articles contributed by participants, the volume includes invited expository articles by principal speakers of the conference, who are leaders in their areas. These articles present overviews of new developments in each of the conference's main areas of emphasis, namely nonlinear theory, isomorphic theory of Banach spaces including connections with combinatorics and set theory, algebraic and homological methods in Banach spaces, approximation theory and algorithms in Banach spaces. This volume also contains an expository article about the deep and broad mathematical work of Nigel Kalton, written by his long time collaborator, Gilles Godefroy. Godefroy's article, and in fact the entire volume, illustrates the power and versatility of applications of Banach space methods and underlying connections between seemingly distant areas of analysis.

Stochastic Geometric Analysis With Applications

Stochastic Geometric Analysis With Applications PDF Author: Ovidiu Calin
Publisher: World Scientific
ISBN: 981128329X
Category : Mathematics
Languages : en
Pages : 557

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Book Description
This book is a comprehensive exploration of the interplay between Stochastic Analysis, Geometry, and Partial Differential Equations (PDEs). It aims to investigate the influence of geometry on diffusions induced by underlying structures, such as Riemannian or sub-Riemannian geometries, and examine the implications for solving problems in PDEs, mathematical finance, and related fields. The book aims to unify the relationships between PDEs, nonholonomic geometry, and stochastic processes, focusing on a specific condition shared by these areas known as the bracket-generating condition or Hörmander's condition. The main objectives of the book are:The intended audience for this book includes researchers and practitioners in mathematics, physics, and engineering, who are interested in stochastic techniques applied to geometry and PDEs, as well as their applications in mathematical finance and electrical circuits.

Operators of Fractional Calculus and Their Applications

Operators of Fractional Calculus and Their Applications PDF Author: Hari Mohan Srivastava (Ed.)
Publisher: MDPI
ISBN: 3038973408
Category : Mathematics
Languages : en
Pages : 137

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Book Description
This book is a printed edition of the Special Issue "Operators of Fractional Calculus and Their Applications" that was published in Mathematics

Stochastic Processes and Applications

Stochastic Processes and Applications PDF Author: Grigorios A. Pavliotis
Publisher: Springer
ISBN: 1493913239
Category : Mathematics
Languages : en
Pages : 345

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Book Description
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

Non-equilibrium Statistical Physics with Application to Disordered Systems

Non-equilibrium Statistical Physics with Application to Disordered Systems PDF Author: Manuel Osvaldo Cáceres
Publisher: Springer
ISBN: 3319515535
Category : Science
Languages : en
Pages : 556

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Book Description
This textbook is the result of the enhancement of several courses on non-equilibrium statistics, stochastic processes, stochastic differential equations, anomalous diffusion and disorder. The target audience includes students of physics, mathematics, biology, chemistry, and engineering at undergraduate and graduate level with a grasp of the basic elements of mathematics and physics of the fourth year of a typical undergraduate course. The little-known physical and mathematical concepts are described in sections and specific exercises throughout the text, as well as in appendices. Physical-mathematical motivation is the main driving force for the development of this text. It presents the academic topics of probability theory and stochastic processes as well as new educational aspects in the presentation of non-equilibrium statistical theory and stochastic differential equations.. In particular it discusses the problem of irreversibility in that context and the dynamics of Fokker-Planck. An introduction on fluctuations around metastable and unstable points are given. It also describes relaxation theory of non-stationary Markov periodic in time systems. The theory of finite and infinite transport in disordered networks, with a discussion of the issue of anomalous diffusion is introduced. Further, it provides the basis for establishing the relationship between quantum aspects of the theory of linear response and the calculation of diffusion coefficients in amorphous systems.

Semigroups of Operators – Theory and Applications

Semigroups of Operators – Theory and Applications PDF Author: Jacek Banasiak
Publisher: Springer Nature
ISBN: 3030460797
Category : Mathematics
Languages : en
Pages : 446

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Book Description
This book features selected and peer-reviewed lectures presented at the 3rd Semigroups of Operators: Theory and Applications Conference, held in Kazimierz Dolny, Poland, in October 2018 to mark the 85th birthday of Jan Kisyński. Held every five years, the conference offers a forum for mathematicians using semigroup theory to discover what is happening outside their particular field of research and helps establish new links between various sub-disciplines of semigroup theory, stochastic processes, differential equations and the applied fields. The book is intended for researchers, postgraduate and senior students working in operator theory, partial differential equations, probability and stochastic processes, analytical methods in biology and other natural sciences, optimisation and optimal control. The theory of semigroups of operators is a well-developed branch of functional analysis. Its foundations were laid at the beginning of the 20th century, while Hille and Yosida’s fundamental generation theorem dates back to the forties. The theory was originally designed as a universal language for partial differential equations and stochastic processes but, at the same time, it started to become an independent branch of operator theory. Today, it still has the same distinctive character: it develops rapidly by posing new ‘internal’ questions and, in answering them, discovering new methods that can be used in applications. On the other hand, it is being influenced by questions from PDE’s and stochastic processes as well as from applied sciences such as mathematical biology and optimal control and, as a result, it continually gathers new momentum. However, many results, both from semigroup theory itself and the applied sciences, are phrased in discipline-specific languages and are hardly known to the broader community.

Bounds for Determinants of Linear Operators and their Applications

Bounds for Determinants of Linear Operators and their Applications PDF Author: Michael Gil'
Publisher: CRC Press
ISBN: 1351652311
Category : Mathematics
Languages : en
Pages : 153

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Book Description
This book deals with the determinants of linear operators in Euclidean, Hilbert and Banach spaces. Determinants of operators give us an important tool for solving linear equations and invertibility conditions for linear operators, enable us to describe the spectra, to evaluate the multiplicities of eigenvalues, etc. We derive upper and lower bounds, and perturbation results for determinants, and discuss applications of our theoretical results to spectrum perturbations, matrix equations, two parameter eigenvalue problems, as well as to differential, difference and functional-differential equations.

Theory and Applications of Stochastic Processes

Theory and Applications of Stochastic Processes PDF Author: Zeev Schuss
Publisher: Springer Science & Business Media
ISBN: 1441916059
Category : Mathematics
Languages : en
Pages : 486

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Book Description
Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical. This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.