Second Order Partial Differential Equations in Hilbert Spaces

Second Order Partial Differential Equations in Hilbert Spaces PDF Author: Giuseppe Da Prato
Publisher: Cambridge University Press
ISBN: 9780521777292
Category : Mathematics
Languages : en
Pages : 206

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Book Description
Second order linear parabolic and elliptic equations arise frequently in mathematics and other disciplines. For example parabolic equations are to be found in statistical mechanics and solid state theory, their infinite dimensional counterparts are important in fluid mechanics, mathematical finance and population biology, whereas nonlinear parabolic equations arise in control theory. Here the authors present a state of the art treatment of the subject from a new perspective. The main tools used are probability measures in Hilbert and Banach spaces and stochastic evolution equations. There is then a discussion of how the results in the book can be applied to control theory. This area is developing very rapidly and there are numerous notes and references that point the reader to more specialised results not covered in the book. Coverage of some essential background material will help make the book self-contained and increase its appeal to those entering the subject.

Second Order Partial Differential Equations in Hilbert Spaces

Second Order Partial Differential Equations in Hilbert Spaces PDF Author: Giuseppe Da Prato
Publisher: Cambridge University Press
ISBN: 9780521777292
Category : Mathematics
Languages : en
Pages : 206

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Book Description
Second order linear parabolic and elliptic equations arise frequently in mathematics and other disciplines. For example parabolic equations are to be found in statistical mechanics and solid state theory, their infinite dimensional counterparts are important in fluid mechanics, mathematical finance and population biology, whereas nonlinear parabolic equations arise in control theory. Here the authors present a state of the art treatment of the subject from a new perspective. The main tools used are probability measures in Hilbert and Banach spaces and stochastic evolution equations. There is then a discussion of how the results in the book can be applied to control theory. This area is developing very rapidly and there are numerous notes and references that point the reader to more specialised results not covered in the book. Coverage of some essential background material will help make the book self-contained and increase its appeal to those entering the subject.

Second Order Partial Differential Equations in Hilbert Spaces

Second Order Partial Differential Equations in Hilbert Spaces PDF Author: Giuseppe Da Prato
Publisher: Cambridge University Press
ISBN: 1139433431
Category : Mathematics
Languages : en
Pages : 397

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Book Description
State of the art treatment of a subject which has applications in mathematical physics, biology and finance. Includes discussion of applications to control theory. There are numerous notes and references that point to further reading. Coverage of some essential background material helps to make the book self contained.

Hilbert Space Methods in Partial Differential Equations

Hilbert Space Methods in Partial Differential Equations PDF Author: Ralph E. Showalter
Publisher: Courier Corporation
ISBN: 0486135799
Category : Mathematics
Languages : en
Pages : 226

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Book Description
This graduate-level text opens with an elementary presentation of Hilbert space theory sufficient for understanding the rest of the book. Additional topics include boundary value problems, evolution equations, optimization, and approximation.1979 edition.

Elliptic Partial Differential Equations of Second Order

Elliptic Partial Differential Equations of Second Order PDF Author: D. Gilbarg
Publisher: Springer Science & Business Media
ISBN: 364296379X
Category : Mathematics
Languages : en
Pages : 409

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Book Description
This volume is intended as an essentially self contained exposition of portions of the theory of second order quasilinear elliptic partial differential equations, with emphasis on the Dirichlet problem in bounded domains. It grew out of lecture notes for graduate courses by the authors at Stanford University, the final material extending well beyond the scope of these courses. By including preparatory chapters on topics such as potential theory and functional analysis, we have attempted to make the work accessible to a broad spectrum of readers. Above all, we hope the readers of this book will gain an appreciation of the multitude of ingenious barehanded techniques that have been developed in the study of elliptic equations and have become part of the repertoire of analysis. Many individuals have assisted us during the evolution of this work over the past several years. In particular, we are grateful for the valuable discussions with L. M. Simon and his contributions in Sections 15.4 to 15.8; for the helpful comments and corrections of J. M. Cross, A. S. Geue, J. Nash, P. Trudinger and B. Turkington; for the contributions of G. Williams in Section 10.5 and of A. S. Geue in Section 10.6; and for the impeccably typed manuscript which resulted from the dedicated efforts oflsolde Field at Stanford and Anna Zalucki at Canberra. The research of the authors connected with this volume was supported in part by the National Science Foundation.

Two-Point Boundary Value Problems: Lower and Upper Solutions

Two-Point Boundary Value Problems: Lower and Upper Solutions PDF Author: C. De Coster
Publisher: Elsevier
ISBN: 0080462472
Category : Mathematics
Languages : en
Pages : 502

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Book Description
This book introduces the method of lower and upper solutions for ordinary differential equations. This method is known to be both easy and powerful to solve second order boundary value problems. Besides an extensive introduction to the method, the first half of the book describes some recent and more involved results on this subject. These concern the combined use of the method with degree theory, with variational methods and positive operators. The second half of the book concerns applications. This part exemplifies the method and provides the reader with a fairly large introduction to the problematic of boundary value problems. Although the book concerns mainly ordinary differential equations, some attention is given to other settings such as partial differential equations or functional differential equations. A detailed history of the problem is described in the introduction.· Presents the fundamental features of the method· Construction of lower and upper solutions in problems· Working applications and illustrated theorems by examples· Description of the history of the method and Bibliographical notes

Functional Analysis, Sobolev Spaces and Partial Differential Equations

Functional Analysis, Sobolev Spaces and Partial Differential Equations PDF Author: Haim Brezis
Publisher: Springer Science & Business Media
ISBN: 0387709142
Category : Mathematics
Languages : en
Pages : 603

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Book Description
This textbook is a completely revised, updated, and expanded English edition of the important Analyse fonctionnelle (1983). In addition, it contains a wealth of problems and exercises (with solutions) to guide the reader. Uniquely, this book presents in a coherent, concise and unified way the main results from functional analysis together with the main results from the theory of partial differential equations (PDEs). Although there are many books on functional analysis and many on PDEs, this is the first to cover both of these closely connected topics. Since the French book was first published, it has been translated into Spanish, Italian, Japanese, Korean, Romanian, Greek and Chinese. The English edition makes a welcome addition to this list.

Partial Differential Equations

Partial Differential Equations PDF Author: Jürgen Jost
Publisher: Springer Science & Business Media
ISBN: 1461448093
Category : Mathematics
Languages : en
Pages : 416

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Book Description
This book offers an ideal graduate-level introduction to the theory of partial differential equations. The first part of the book describes the basic mathematical problems and structures associated with elliptic, parabolic, and hyperbolic partial differential equations, and explores the connections between these fundamental types. Aspects of Brownian motion or pattern formation processes are also presented. The second part focuses on existence schemes and develops estimates for solutions of elliptic equations, such as Sobolev space theory, weak and strong solutions, Schauder estimates, and Moser iteration. In particular, the reader will learn the basic techniques underlying current research in elliptic partial differential equations. This revised and expanded third edition is enhanced with many additional examples that will help motivate the reader. New features include a reorganized and extended chapter on hyperbolic equations, as well as a new chapter on the relations between different types of partial differential equations, including first-order hyperbolic systems, Langevin and Fokker-Planck equations, viscosity solutions for elliptic PDEs, and much more. Also, the new edition contains additional material on systems of elliptic partial differential equations, and it explains in more detail how the Harnack inequality can be used for the regularity of solutions.

Introduction to Partial Differential Equations and Hilbert Space Methods

Introduction to Partial Differential Equations and Hilbert Space Methods PDF Author: Karl E. Gustafson
Publisher: Courier Corporation
ISBN: 0486140873
Category : Mathematics
Languages : en
Pages : 500

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Book Description
Easy-to-use text examines principal method of solving partial differential equations, 1st-order systems, computation methods, and much more. Over 600 exercises, with answers for many. Ideal for a 1-semester or full-year course.

Partial Differential Equations in Several Complex Variables

Partial Differential Equations in Several Complex Variables PDF Author: So-chin Chen
Publisher: American Mathematical Soc.
ISBN: 9780821829615
Category : Mathematics
Languages : en
Pages : 396

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Book Description
This book is intended as both an introductory text and a reference book for those interested in studying several complex variables in the context of partial differential equations. In the last few decades, significant progress has been made in the study of Cauchy-Riemann and tangential Cauchy-Riemann operators; this progress greatly influenced the development of PDEs and several complex variables. After the background material in complex analysis is developed in Chapters 1 to 3, thenext three chapters are devoted to the solvability and regularity of the Cauchy-Riemann equations using Hilbert space techniques. The authors provide a systematic study of the Cauchy-Riemann equations and the \bar\partial-Neumann problem, including Hórmander's L2 existence progress on the globalregularity and irregularity of the \bar\partial-Neumann operators. The second part of the book gives a comprehensive study of the tangential Cauchy-Riemann equations, another important class of equations in several complex variables first studied by Lewy. An up-to-date account of the L2 theory for \bar\partial b operator is given. Explicit integral solution representations are constructed both on the Heisenberg groups and on strictly convex boundaries with estimates in Hölder and L2spaces. Embeddability of abstract CR structures is discussed in detail here for the first time.Titles in this series are co-published with International Press, Cambridge, MA.

Introduction to Partial Differential Equations

Introduction to Partial Differential Equations PDF Author: Peter J. Olver
Publisher: Springer Science & Business Media
ISBN: 3319020994
Category : Mathematics
Languages : en
Pages : 636

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Book Description
This textbook is designed for a one year course covering the fundamentals of partial differential equations, geared towards advanced undergraduates and beginning graduate students in mathematics, science, engineering, and elsewhere. The exposition carefully balances solution techniques, mathematical rigor, and significant applications, all illustrated by numerous examples. Extensive exercise sets appear at the end of almost every subsection, and include straightforward computational problems to develop and reinforce new techniques and results, details on theoretical developments and proofs, challenging projects both computational and conceptual, and supplementary material that motivates the student to delve further into the subject. No previous experience with the subject of partial differential equations or Fourier theory is assumed, the main prerequisites being undergraduate calculus, both one- and multi-variable, ordinary differential equations, and basic linear algebra. While the classical topics of separation of variables, Fourier analysis, boundary value problems, Green's functions, and special functions continue to form the core of an introductory course, the inclusion of nonlinear equations, shock wave dynamics, symmetry and similarity, the Maximum Principle, financial models, dispersion and solutions, Huygens' Principle, quantum mechanical systems, and more make this text well attuned to recent developments and trends in this active field of contemporary research. Numerical approximation schemes are an important component of any introductory course, and the text covers the two most basic approaches: finite differences and finite elements.