Quelques types d'inéquations variationnelles d'évolution dégénérées

Quelques types d'inéquations variationnelles d'évolution dégénérées PDF Author: Gérard Gagneux
Publisher:
ISBN:
Category :
Languages : fr
Pages : 180

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Quelques types d'inéquations variationnelles d'évolution dégénérées

Quelques types d'inéquations variationnelles d'évolution dégénérées PDF Author: Gérard Gagneux
Publisher:
ISBN:
Category :
Languages : fr
Pages : 180

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Hiroshima Mathematical Journal

Hiroshima Mathematical Journal PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 724

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Proceedings of the ... Conference on Information Sciences and Systems

Proceedings of the ... Conference on Information Sciences and Systems PDF Author:
Publisher:
ISBN:
Category : Electrical engineering
Languages : en
Pages : 670

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Introduction to the Theory of Random Processes

Introduction to the Theory of Random Processes PDF Author: Nikolaĭ Vladimirovich Krylov
Publisher: American Mathematical Soc.
ISBN: 0821829858
Category : Mathematics
Languages : en
Pages : 245

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Book Description
This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Basics of discrete time martingales are also presented and then used in one way or another throughout the book. Another common feature of the main body of the book is using stochastic integration with respect to random orthogonal measures. In particular, it is used forspectral representation of trajectories of stationary processes and for proving that Gaussian stationary processes with rational spectral densities are components of solutions to stochastic equations. In the case of infinitely divisible processes, stochastic integration allows for obtaining arepresentation of trajectories through jump measures. The Ito stochastic integral is also introduced as a particular case of stochastic integrals with respect to random orthogonal measures. Although it is not possible to cover even a noticeable portion of the topics listed above in a short book, it is hoped that after having followed the material presented here, the reader will have acquired a good understanding of what kind of results are available and what kind of techniques are used toobtain them. With more than 100 problems included, the book can serve as a text for an introductory course on stochastic processes or for independent study. Other works by this author published by the AMS include, Lectures on Elliptic and Parabolic Equations in Holder Spaces and Introduction to the Theoryof Diffusion Processes.

Studies in the Theory of Random Processes

Studies in the Theory of Random Processes PDF Author: A. V. Skorokhod
Publisher: Courier Corporation
ISBN: 0486781461
Category : Mathematics
Languages : en
Pages : 209

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Book Description
Three-part treatment introduces basics plus theory of stochastic differential equations and various limit theorems connected with convergence of sequence of Markov chains to Markov process with continuous time. 1965 edition.

Impulse Control and Quasi-variational Inequalities

Impulse Control and Quasi-variational Inequalities PDF Author: Alain Bensoussan
Publisher: Bordas Editions
ISBN:
Category : Calculus of variations
Languages : en
Pages : 712

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"The general aim of this book is to establish and study the relations that exist, via dynamic programming, between, on the one hand, stochastic control, and on the other hand variational and quasi-variational inequalities, with the intention of obtaining constructive methods of solution by numerical methods. It begins with numerous examples which occur in applications and goes on to study, from an analytical viewpoint, both elliptic and parabolic quasi-variational inequalities. Finally the authors reconstruct an optimal control starting from the solution of the quasi-variational inequality."--Amazon.

Mathematical Theory of Control

Mathematical Theory of Control PDF Author: University of Southern California
Publisher: Academic Press
ISBN: 9780120769568
Category : Control theory
Languages : en
Pages : 459

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Nonlinear Functional Analysis and Its Applications, Part 1

Nonlinear Functional Analysis and Its Applications, Part 1 PDF Author: Felix E. Browder
Publisher: American Mathematical Soc.
ISBN: 0821814710
Category : Mathematics
Languages : en
Pages : 556

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An Introduction to Variational Inequalities and Their Applications

An Introduction to Variational Inequalities and Their Applications PDF Author: David Kinderlehrer
Publisher: SIAM
ISBN: 0898714664
Category : Mathematics
Languages : en
Pages : 328

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Book Description
Unabridged republication is a resource for topics in elliptic equations and systems and free boundary problems.

Ginzburg-Landau Vortices

Ginzburg-Landau Vortices PDF Author: Fabrice Bethuel
Publisher: Birkhäuser
ISBN: 3319666738
Category : Mathematics
Languages : en
Pages : 188

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Book Description
This book is concerned with the study in two dimensions of stationary solutions of uɛ of a complex valued Ginzburg-Landau equation involving a small parameter ɛ. Such problems are related to questions occurring in physics, e.g., phase transition phenomena in superconductors and superfluids. The parameter ɛ has a dimension of a length which is usually small. Thus, it is of great interest to study the asymptotics as ɛ tends to zero. One of the main results asserts that the limit u-star of minimizers uɛ exists. Moreover, u-star is smooth except at a finite number of points called defects or vortices in physics. The number of these defects is exactly the Brouwer degree – or winding number – of the boundary condition. Each singularity has degree one – or as physicists would say, vortices are quantized. The material presented in this book covers mostly original results by the authors. It assumes a moderate knowledge of nonlinear functional analysis, partial differential equations, and complex functions. This book is designed for researchers and graduate students alike, and can be used as a one-semester text. The present softcover reprint is designed to make this classic text available to a wider audience.