Partial Differential Equations for Probabilists PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Partial Differential Equations for Probabilists PDF full book. Access full book title Partial Differential Equations for Probabilists by Daniel W. Stroock. Download full books in PDF and EPUB format.
Author: Daniel W. Stroock
Publisher: Cambridge University Press
ISBN: 0521886511
Category : Mathematics
Languages : en
Pages : 216
Get Book Here
Book Description
Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hörmander's theorem.
Author: Daniel W. Stroock
Publisher: Cambridge University Press
ISBN: 0521886511
Category : Mathematics
Languages : en
Pages : 216
Get Book Here
Book Description
Kolmogorov's forward, basic results -- Non-elliptic regularity results -- Preliminary elliptic regularity results -- Nash theory -- Localization -- On a manifold -- Subelliptic estimates and Hörmander's theorem.
Author: Edward C. Waymire
Publisher: Springer
ISBN: 9781441920713
Category : Mathematics
Languages : en
Pages : 272
Get Book Here
Book Description
"Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations. This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering.
Author: Yaiza Canzani
Publisher: American Mathematical Soc.
ISBN: 1470441454
Category : Education
Languages : en
Pages : 208
Get Book Here
Book Description
This volume contains the proceedings of the CRM Workshops on Probabilistic Methods in Spectral Geometry and PDE, held from August 22–26, 2016 and Probabilistic Methods in Topology, held from November 14–18, 2016 at the Centre de Recherches Mathématiques, Université de Montréal, Montréal, Quebec, Canada. Probabilistic methods have played an increasingly important role in many areas of mathematics, from the study of random groups and random simplicial complexes in topology, to the theory of random Schrödinger operators in mathematical physics. The workshop on Probabilistic Methods in Spectral Geometry and PDE brought together some of the leading researchers in quantum chaos, semi-classical theory, ergodic theory and dynamical systems, partial differential equations, probability, random matrix theory, mathematical physics, conformal field theory, and random graph theory. Its emphasis was on the use of ideas and methods from probability in different areas, such as quantum chaos (study of spectra and eigenstates of chaotic systems at high energy); geometry of random metrics and related problems in quantum gravity; solutions of partial differential equations with random initial conditions. The workshop Probabilistic Methods in Topology brought together researchers working on random simplicial complexes and geometry of spaces of triangulations (with connections to manifold learning); topological statistics, and geometric probability; theory of random groups and their properties; random knots; and other problems. This volume covers recent developments in several active research areas at the interface of Probability, Semiclassical Analysis, Mathematical Physics, Theory of Automorphic Forms and Graph Theory.
Author: Noga Alon
Publisher: John Wiley & Sons
ISBN: 1119062071
Category : Mathematics
Languages : en
Pages : 396
Get Book Here
Book Description
Praise for the Third Edition “Researchers of any kind of extremal combinatorics or theoretical computer science will welcome the new edition of this book.” - MAA Reviews Maintaining a standard of excellence that establishes The Probabilistic Method as the leading reference on probabilistic methods in combinatorics, the Fourth Edition continues to feature a clear writing style, illustrative examples, and illuminating exercises. The new edition includes numerous updates to reflect the most recent developments and advances in discrete mathematics and the connections to other areas in mathematics, theoretical computer science, and statistical physics. Emphasizing the methodology and techniques that enable problem-solving, The Probabilistic Method, Fourth Edition begins with a description of tools applied to probabilistic arguments, including basic techniques that use expectation and variance as well as the more advanced applications of martingales and correlation inequalities. The authors explore where probabilistic techniques have been applied successfully and also examine topical coverage such as discrepancy and random graphs, circuit complexity, computational geometry, and derandomization of randomized algorithms. Written by two well-known authorities in the field, the Fourth Edition features: Additional exercises throughout with hints and solutions to select problems in an appendix to help readers obtain a deeper understanding of the best methods and techniques New coverage on topics such as the Local Lemma, Six Standard Deviations result in Discrepancy Theory, Property B, and graph limits Updated sections to reflect major developments on the newest topics, discussions of the hypergraph container method, and many new references and improved results The Probabilistic Method, Fourth Edition is an ideal textbook for upper-undergraduate and graduate-level students majoring in mathematics, computer science, operations research, and statistics. The Fourth Edition is also an excellent reference for researchers and combinatorists who use probabilistic methods, discrete mathematics, and number theory. Noga Alon, PhD, is Baumritter Professor of Mathematics and Computer Science at Tel Aviv University. He is a member of the Israel National Academy of Sciences and Academia Europaea. A coeditor of the journal Random Structures and Algorithms, Dr. Alon is the recipient of the Polya Prize, The Gödel Prize, The Israel Prize, and the EMET Prize. Joel H. Spencer, PhD, is Professor of Mathematics and Computer Science at the Courant Institute of New York University. He is the cofounder and coeditor of the journal Random Structures and Algorithms and is a Sloane Foundation Fellow. Dr. Spencer has written more than 200 published articles and is the coauthor of Ramsey Theory, Second Edition, also published by Wiley.
Author: Joel Spencer
Publisher: SIAM
ISBN: 9781611970074
Category : Mathematics
Languages : en
Pages : 98
Get Book Here
Book Description
This update of the 1987 title of the same name is an examination of what is currently known about the probabilistic method, written by one of its principal developers. Based on the notes from Spencer's 1986 series of ten lectures, this new edition contains an additional lecture: The Janson inequalities. These inequalities allow accurate approximation of extremely small probabilities. A new algorithmic approach to the Lovasz Local Lemma, attributed to Jozsef Beck, has been added to Lecture 8, as well. Throughout the monograph, Spencer retains the informal style of his original lecture notes and emphasizes the methodology, shunning the more technical "best possible" results in favor of clearer exposition. The book is not encyclopedic--it contains only those examples that clearly display the methodology. The probabilistic method is a powerful tool in graph theory, combinatorics, and theoretical computer science. It allows one to prove the existence of objects with certain properties (e.g., colorings) by showing that an appropriately defined random object has positive probability of having those properties.
Author: Sasha Cyganowski
Publisher: Springer Science & Business Media
ISBN: 3642561446
Category : Mathematics
Languages : en
Pages : 323
Get Book Here
Book Description
This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.
Author: Alan Frieze
Publisher: Cambridge University Press
ISBN: 1107118506
Category : Mathematics
Languages : en
Pages : 483
Get Book Here
Book Description
The text covers random graphs from the basic to the advanced, including numerous exercises and recommendations for further reading.
Author: René Carmona
Publisher: Springer
ISBN: 3319589202
Category : Mathematics
Languages : en
Pages : 728
Get Book Here
Book Description
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for-use solvability results. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions' approach to the Wasserstein differential calculus, and the applications of its results to the analysis of stochastic mean field control problems. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.
Author: Mark I. Freidlin
Publisher: Birkhäuser
ISBN: 3034891911
Category : Mathematics
Languages : en
Pages : 155
Get Book Here
Book Description
Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations. Due to the close connection between the second order differential operators with a non-negative characteristic form on the one hand and Markov processes on the other, many problems in PDE's can be reformulated as problems for corresponding stochastic processes and vice versa. In the present book four classes of problems are considered: - the Dirichlet problem with a small parameter in higher derivatives for differential equations and systems - the averaging principle for stochastic processes and PDE's - homogenization in PDE's and in stochastic processes - wave front propagation for semilinear differential equations and systems. From the probabilistic point of view, the first two topics concern random perturbations of dynamical systems. The third topic, homog- enization, is a natural problem for stochastic processes as well as for PDE's. Wave fronts in semilinear PDE's are interesting examples of pattern formation in reaction-diffusion equations. The text presents new results in probability theory and their applica- tion to the above problems. Various examples help the reader to understand the effects. Prerequisites are knowledge in probability theory and in partial differential equations.
Author: Zeev Schuss
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 342
Get Book Here
Book Description
Presents theory, sources, and applications of stochastic differential equations of Ito's type; those containing white noise. Closely studies first passage problems by modern singular perturbation methods and their role in various fields of science. Introduces analytical methods to obtain information on probabilistic quantities. Demonstrates the role of partial differential equations in this context. Clarifies the relationship between the complex mathematical theories involved and sources of the problem for physicists, chemists, engineers, and other non-mathematical specialists.
