An Introduction to the Geometry of Stochastic Flows PDF Download
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Author: Fabrice Baudoin
Publisher: World Scientific
ISBN: 1860944817
Category : Mathematics
Languages : en
Pages : 152
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Book Description
This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stresses the view that the local geometry of any stochastic flow is determined very precisely and explicitly by a universal formula referred to as the Chen-Strichartz formula. The natural geometry associated with the Chen-Strichartz formula is the sub-Riemannian geometry whose main tools are introduced throughout the text. By using the connection between stochastic flows and partial differential equations, we apply this point of view of the study of hypoelliptic operators written in Hormander's form.
Author: Sergio Albeverio
Publisher: Springer
ISBN: 3319634534
Category : Mathematics
Languages : en
Pages : 275
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Book Description
Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled “Geometric mechanics – variational and stochastic methods” run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Fédérale de Lausanne. The aim of the semester was to develop a common language needed to handle the wide variety of problems and phenomena occurring in stochastic geometric mechanics. It gathered mathematicians and scientists from several different areas of mathematics (from analysis, probability, numerical analysis and statistics, to algebra, geometry, topology, representation theory, and dynamical systems theory) and also areas of mathematical physics, control theory, robotics, and the life sciences, with the aim of developing the new research area in a concentrated joint effort, both from the theoretical and applied points of view. The lectures were given by leading specialists in different areas of mathematics and its applications, building bridges among the various communities involved and working jointly on developing the envisaged new interdisciplinary subject of stochastic geometric mechanics.
Author: Fabrice Baudoin
Publisher: World Scientific
ISBN: 1860944817
Category : Mathematics
Languages : en
Pages : 152
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Book Description
This book aims to provide a self-contained introduction to the local geometry of the stochastic flows associated with stochastic differential equations. It stresses the view that the local geometry of any stochastic flow is determined very precisely and explicitly by a universal formula referred to as the Chen-Strichartz formula. The natural geometry associated with the Chen-Strichartz formula is the sub-Riemannian geometry whose main tools are introduced throughout the text. By using the connection between stochastic flows and partial differential equations, we apply this point of view of the study of hypoelliptic operators written in Hormander's form.
Author: Ovidiu Calin
Publisher: Springer Science & Business Media
ISBN: 0817644210
Category : Mathematics
Languages : en
Pages : 285
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Book Description
* A geometric approach to problems in physics, many of which cannot be solved by any other methods * Text is enriched with good examples and exercises at the end of every chapter * Fine for a course or seminar directed at grad and adv. undergrad students interested in elliptic and hyperbolic differential equations, differential geometry, calculus of variations, quantum mechanics, and physics
Author: Frank Nielsen
Publisher: Springer Nature
ISBN: 3031382714
Category : Computers
Languages : en
Pages : 641
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Book Description
This book constitutes the proceedings of the 6th International Conference on Geometric Science of Information, GSI 2023, held in St. Malo, France, during August 30-September 1, 2023. The 125 full papers presented in this volume were carefully reviewed and selected from 161 submissions. They cover all the main topics and highlights in the domain of geometric science of information, including information geometry manifolds of structured data/information and their advanced applications. The papers are organized in the following topics: geometry and machine learning; divergences and computational information geometry; statistics, topology and shape spaces; geometry and mechanics; geometry, learning dynamics and thermodynamics; quantum information geometry; geometry and biological structures; geometry and applications.
Author: G. Giachetta
Publisher: World Scientific
ISBN: 9814313726
Category : Science
Languages : en
Pages : 405
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Book Description
The geometric formulation of autonomous Hamiltonian mechanics in the terms of symplectic and Poisson manifolds is generally accepted. This book provides the geometric formulation of non-autonomous mechanics in a general setting of time-dependent coordinate and reference frame transformations.
Author: John C Baez
Publisher: World Scientific
ISBN: 981322696X
Category : Science
Languages : en
Pages : 276
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Book Description
We introduce the theory of chemical reaction networks and their relation to stochastic Petri nets — important ways of modeling population biology and many other fields. We explain how techniques from quantum mechanics can be used to study these models. This relies on a profound and still mysterious analogy between quantum theory and probability theory, which we explore in detail. We also give a tour of key results concerning chemical reaction networks and Petri nets.
Author: Huaizhong Zhao
Publisher: World Scientific
ISBN: 9814360910
Category : Mathematics
Languages : en
Pages : 458
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Book Description
The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.
Author: Grigori N. Milstein
Publisher: Springer Nature
ISBN: 3030820408
Category : Computers
Languages : en
Pages : 754
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Book Description
This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
Author: Darryl D Holm
Publisher: World Scientific Publishing Company
ISBN: 1911298658
Category : Mathematics
Languages : en
Pages : 466
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Book Description
See also GEOMETRIC MECHANICS — Part II: Rotating, Translating and Rolling (2nd Edition) This textbook introduces the tools and language of modern geometric mechanics to advanced undergraduates and beginning graduate students in mathematics, physics and engineering. It treats the fundamental problems of dynamical systems from the viewpoint of Lie group symmetry in variational principles. The only prerequisites are linear algebra, calculus and some familiarity with Hamilton's principle and canonical Poisson brackets in classical mechanics at the beginning undergraduate level.The ideas and concepts of geometric mechanics are explained in the context of explicit examples. Through these examples, the student develops skills in performing computational manipulations, starting from Fermat's principle, working through the theory of differential forms on manifolds and transferring these ideas to the applications of reduction by symmetry to reveal Lie-Poisson Hamiltonian formulations and momentum maps in physical applications.The many Exercises and Worked Answers in the text enable the student to grasp the essential aspects of the subject. In addition, the modern language and application of differential forms is explained in the context of geometric mechanics, so that the importance of Lie derivatives and their flows is clear. All theorems are stated and proved explicitly.The organisation of the first edition has been preserved in the second edition. However, the substance of the text has been rewritten throughout to improve the flow and to enrich the development of the material. In particular, the role of Noether's theorem about the implications of Lie group symmetries for conservation laws of dynamical systems has been emphasised throughout, with many applications./a
Author: V.I. Arnol'd
Publisher: Springer Science & Business Media
ISBN: 1475720637
Category : Mathematics
Languages : en
Pages : 530
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Book Description
This book constructs the mathematical apparatus of classical mechanics from the beginning, examining basic problems in dynamics like the theory of oscillations and the Hamiltonian formalism. The author emphasizes geometrical considerations and includes phase spaces and flows, vector fields, and Lie groups. Discussion includes qualitative methods of the theory of dynamical systems and of asymptotic methods like averaging and adiabatic invariance.
