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Author: Stéphane Menozzi
Publisher: Springer Nature
ISBN: 9819702259
Category :
Languages : en
Pages : 354
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Book Description
Author: Stéphane Menozzi
Publisher: Springer Nature
ISBN: 9819702259
Category :
Languages : en
Pages : 354
Get Book Here
Book Description
Author: Stéphane Menozzi
Publisher: Springer
ISBN: 9789819702244
Category : Mathematics
Languages : en
Pages : 0
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Book Description
Kolmogorov equations are a fundamental bridge between the theory of partial differential equations and that of stochastic differential equations that arise in several research fields. This volume collects a selection of the talks given at the Cortona meeting by experts in both fields, who presented the most recent developments of the theory. Particular emphasis has been given to degenerate partial differential equations, Itô processes, applications to kinetic theory and to finance.
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.
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.
Author: Luca Lorenzi
Publisher: CRC Press
ISBN: 1482243342
Category : Mathematics
Languages : en
Pages : 607
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Book Description
The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous operators with unbounded coefficients, which has received great attention. Additionally, this edition is the first to use a unified approach to contain the new results in a singular place.
Author: Vladimir I. Bogachev
Publisher: American Mathematical Soc.
ISBN: 1470425580
Category : Mathematics
Languages : en
Pages : 495
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Book Description
This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
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.
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.
Author: Tanja Eisner
Publisher: Birkhäuser
ISBN: 3319313835
Category : Mathematics
Languages : en
Pages : 240
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Book Description
This volume collects a selected number of papers presented at the International Workshop on Operator Theory and its Applications (IWOTA) held in July 2014 at Vrije Universiteit in Amsterdam. Main developments in the broad area of operator theory are covered, with special emphasis on applications to science and engineering. The volume also presents papers dedicated to the eightieth birthday of Damir Arov and to the sixty-fifth birthday of Leiba Rodman, both leading figures in the area of operator theory and its applications, in particular, to systems theory.
Author: Gregory R. Bowman
Publisher: Springer Science & Business Media
ISBN: 9400776063
Category : Science
Languages : en
Pages : 148
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Book Description
The aim of this book volume is to explain the importance of Markov state models to molecular simulation, how they work, and how they can be applied to a range of problems. The Markov state model (MSM) approach aims to address two key challenges of molecular simulation: 1) How to reach long timescales using short simulations of detailed molecular models. 2) How to systematically gain insight from the resulting sea of data. MSMs do this by providing a compact representation of the vast conformational space available to biomolecules by decomposing it into states sets of rapidly interconverting conformations and the rates of transitioning between states. This kinetic definition allows one to easily vary the temporal and spatial resolution of an MSM from high-resolution models capable of quantitative agreement with (or prediction of) experiment to low-resolution models that facilitate understanding. Additionally, MSMs facilitate the calculation of quantities that are difficult to obtain from more direct MD analyses, such as the ensemble of transition pathways. This book introduces the mathematical foundations of Markov models, how they can be used to analyze simulations and drive efficient simulations, and some of the insights these models have yielded in a variety of applications of molecular simulation.
