Markov Operators, Positive Semigroups and Approximation Processes

Markov Operators, Positive Semigroups and Approximation Processes PDF Author: Francesco Altomare
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110386410
Category : Mathematics
Languages : en
Pages : 399

Get Book Here

Book Description
This research monograph gives a detailed account of a theory which is mainly concerned with certain classes of degenerate differential operators, Markov semigroups and approximation processes. These mathematical objects are generated by arbitrary Markov operators acting on spaces of continuous functions defined on compact convex sets; the study of the interrelations between them constitutes one of the distinguishing features of the book. Among other things, this theory provides useful tools for studying large classes of initial-boundary value evolution problems, the main aim being to obtain a constructive approximation to the associated positive C0-semigroups by means of iterates of suitable positive approximating operators. As a consequence, a qualitative analysis of the solutions to the evolution problems can be efficiently developed. The book is mainly addressed to research mathematicians interested in modern approximation theory by positive linear operators and/or in the theory of positive C0-semigroups of operators and evolution equations. It could also serve as a textbook for a graduate level course.

Markov Operators, Positive Semigroups and Approximation Processes

Markov Operators, Positive Semigroups and Approximation Processes PDF Author: Francesco Altomare
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110386410
Category : Mathematics
Languages : en
Pages : 399

Get Book Here

Book Description
This research monograph gives a detailed account of a theory which is mainly concerned with certain classes of degenerate differential operators, Markov semigroups and approximation processes. These mathematical objects are generated by arbitrary Markov operators acting on spaces of continuous functions defined on compact convex sets; the study of the interrelations between them constitutes one of the distinguishing features of the book. Among other things, this theory provides useful tools for studying large classes of initial-boundary value evolution problems, the main aim being to obtain a constructive approximation to the associated positive C0-semigroups by means of iterates of suitable positive approximating operators. As a consequence, a qualitative analysis of the solutions to the evolution problems can be efficiently developed. The book is mainly addressed to research mathematicians interested in modern approximation theory by positive linear operators and/or in the theory of positive C0-semigroups of operators and evolution equations. It could also serve as a textbook for a graduate level course.

Ergodic Behavior of Markov Processes

Ergodic Behavior of Markov Processes PDF Author: Alexei Kulik
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110458713
Category : Mathematics
Languages : en
Pages : 316

Get Book Here

Book Description
The general topic of this book is the ergodic behavior of Markov processes. A detailed introduction to methods for proving ergodicity and upper bounds for ergodic rates is presented in the first part of the book, with the focus put on weak ergodic rates, typical for Markov systems with complicated structure. The second part is devoted to the application of these methods to limit theorems for functionals of Markov processes. The book is aimed at a wide audience with a background in probability and measure theory. Some knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding of specific examples. Contents Part I: Ergodic Rates for Markov Chains and Processes Markov Chains with Discrete State Spaces General Markov Chains: Ergodicity in Total Variation MarkovProcesseswithContinuousTime Weak Ergodic Rates Part II: Limit Theorems The Law of Large Numbers and the Central Limit Theorem Functional Limit Theorems

Analysis, Probability, Applications, and Computation

Analysis, Probability, Applications, and Computation PDF Author: Karl‐Olof Lindahl
Publisher: Springer
ISBN: 3030044599
Category : Mathematics
Languages : en
Pages : 540

Get Book Here

Book Description
This book is a collection of short papers from the 11th International ISAAC Congress 2017 in Växjö, Sweden. The papers, written by the best international experts, are devoted to recent results in mathematics with a focus on analysis. The volume provides to both specialists and non-specialists an excellent source of information on the current research in mathematical analysis and its various interdisciplinary applications.

Integral Methods in Science and Engineering, Volume 1

Integral Methods in Science and Engineering, Volume 1 PDF Author: Christian Constanda
Publisher: Birkhäuser
ISBN: 3319593846
Category : Mathematics
Languages : en
Pages : 342

Get Book Here

Book Description
This contributed volume contains a collection of articles on the most recent advances in integral methods. The first of two volumes, this work focuses on the construction of theoretical integral methods. Written by internationally recognized researchers, the chapters in this book are based on talks given at the Fourteenth International Conference on Integral Methods in Science and Engineering, held July 25-29, 2016, in Padova, Italy. A broad range of topics is addressed, such as:• Integral equations• Homogenization• Duality methods• Optimal design• Conformal techniques This collection will be of interest to researchers in applied mathematics, physics, and mechanical and electrical engineering, as well as graduate students in these disciplines, and to other professionals who use integration as an essential tool in their work.

Functional Analytic Techniques for Diffusion Processes

Functional Analytic Techniques for Diffusion Processes PDF Author: Kazuaki Taira
Publisher: Springer Nature
ISBN: 9811910995
Category : Mathematics
Languages : en
Pages : 792

Get Book Here

Book Description
This book is an easy-to-read reference providing a link between functional analysis and diffusion processes. More precisely, the book takes readers to a mathematical crossroads of functional analysis (macroscopic approach), partial differential equations (mesoscopic approach), and probability (microscopic approach) via the mathematics needed for the hard parts of diffusion processes. This work brings these three fields of analysis together and provides a profound stochastic insight (microscopic approach) into the study of elliptic boundary value problems. The author does a massive study of diffusion processes from a broad perspective and explains mathematical matters in a more easily readable way than one usually would find. The book is amply illustrated; 14 tables and 141 figures are provided with appropriate captions in such a fashion that readers can easily understand powerful techniques of functional analysis for the study of diffusion processes in probability. The scope of the author’s work has been and continues to be powerful methods of functional analysis for future research of elliptic boundary value problems and Markov processes via semigroups. A broad spectrum of readers can appreciate easily and effectively the stochastic intuition that this book conveys. Furthermore, the book will serve as a sound basis both for researchers and for graduate students in pure and applied mathematics who are interested in a modern version of the classical potential theory and Markov processes. For advanced undergraduates working in functional analysis, partial differential equations, and probability, it provides an effective opening to these three interrelated fields of analysis. Beginning graduate students and mathematicians in the field looking for a coherent overview will find the book to be a helpful beginning. This work will be a major influence in a very broad field of study for a long time.

Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups

Pseudo Differential Operators & Markov Processes: Fourier analysis and semigroups PDF Author: Niels Jacob
Publisher: World Scientific
ISBN: 1860942938
Category : Mathematics
Languages : en
Pages : 517

Get Book Here

Book Description
This work covers two topics in detail: Fourier analysis, with emphasis on positivity and also on some function spaces and multiplier theorems; and one-parameter operator semigroups with emphasis on Feller semigroups and Lp-sub-Markovian semigroups. In addition, Dirichlet forms are treated.

Semigroups of Linear Operators and Applications

Semigroups of Linear Operators and Applications PDF Author: Jerome A. Goldstein
Publisher: Courier Dover Publications
ISBN: 048681257X
Category : Mathematics
Languages : en
Pages : 321

Get Book Here

Book Description
Advanced graduate-level treatment of semigroup theory explores semigroups of linear operators and linear Cauchy problems. The text features challenging exercises and emphasizes motivation, heuristics, and further applications. 1985 edition.

Large Deviations for Stochastic Processes

Large Deviations for Stochastic Processes PDF Author: Jin Feng
Publisher: American Mathematical Soc.
ISBN: 1470418703
Category : Mathematics
Languages : en
Pages : 426

Get Book Here

Book Description
The book is devoted to the results on large deviations for a class of stochastic processes. Following an introduction and overview, the material is presented in three parts. Part 1 gives necessary and sufficient conditions for exponential tightness that are analogous to conditions for tightness in the theory of weak convergence. Part 2 focuses on Markov processes in metric spaces. For a sequence of such processes, convergence of Fleming's logarithmically transformed nonlinear semigroups is shown to imply the large deviation principle in a manner analogous to the use of convergence of linear semigroups in weak convergence. Viscosity solution methods provide applicable conditions for the necessary convergence. Part 3 discusses methods for verifying the comparison principle for viscosity solutions and applies the general theory to obtain a variety of new and known results on large deviations for Markov processes. In examples concerning infinite dimensional state spaces, new comparison principles are derived for a class of Hamilton-Jacobi equations in Hilbert spaces and in spaces of probability measures.

Recent Advances in Mathematical Analysis

Recent Advances in Mathematical Analysis PDF Author: Anna Maria Candela
Publisher: Springer Nature
ISBN: 3031200217
Category : Mathematics
Languages : en
Pages : 470

Get Book Here

Book Description
This book collects selected peer reviewed papers on the topics of Nonlinear Analysis, Functional Analysis, (Korovkin-Type) Approximation Theory, and Partial Differential Equations. The aim of the volume is, in fact, to promote the connection among those different fields in Mathematical Analysis. The book celebrates Francesco Altomare, on the occasion of his 70th anniversary.

Positive Semigroups of Operators, and Applications

Positive Semigroups of Operators, and Applications PDF Author: O. Bratteli
Publisher: Springer Science & Business Media
ISBN: 9400964846
Category : Mathematics
Languages : en
Pages : 200

Get Book Here

Book Description
This means that semigroup theory may be applied directly to the study of the equation I'!.f = h on M. In [45] Yau proves that, for h ~ 0, there are no nonconstant, nonnegative solutions f in [j' for 1