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Numerical Methods for Controlled Stochastic Delay Systems
The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. Because such problems are infinite-dimensional, many new issues arise in getting good numerical approximations and in the convergence proofs. Useful forms of numerical algorithms and system approximations are developed in this work, and the convergence proofs are given. All of the usual cost functions are treated as well as singular and impulsive controls. A major concern is on representations and approximations that use minimal memory.
Nonlinear Oscillations of Hamiltonian PDEs
After introducing the reader to classical finite-dimensional dynamical system theory, including the Weinstein–Moser and Fadell–Rabinowitz resonant center theorems,the author develops the analogous theory for completely resonant nonlinear wave equations. Within this theory, both problems of small divisors and infinite bifurcation phenomena occur, requiring the use of Nash–Moser theory as well as minimax variational methods. These techniques are presented in a self-contained manner together with other basic notions of Hamiltonian PDEs and number theory.
New Trends in the Theory of Hyperbolic Equations
The present volume is dedicated to modern topics of the theory of hyperbolic equations such as evolution equations, multiple characteristics, propagation phenomena, global existence, influence of nonlinearities. It is addressed to beginners as well as specialists in these fields. The contributions are to a large extent self-contained.
Methods and Applications of Singular Perturbations : Boundary Layers and Multiple Timescale Dynamics
Perturbation theory, one of the most intriguing and essential topics in mathematics, and its applications to the natural and engineering sciences.In a systematic introductory manner, this unique book deliniates boundary layer theory for ordinary and partial differential equations, multi-timescale phenomena for nonlinear oscillations, diffusion and nonlinear wave equations. The book provides analysis of simple examples in the context of the general theory, as well as a final discussion of the more advanced problems.
Introduction to Partial Differential Equations: A Computational Approach
Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the cl- sical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses.
Hyperbolic Problems and Regularity Questions
This book discusses new challenges in the quickly developing field of hyperbolic problems. Particular emphasis lies on the interaction between nonlinear partial differential equations, functional analysis and applied analysis as well as mechanics.The book originates from a recent conference focusing on hyperbolic problems and regularity questions. It is intended for researchers in functional analysis, PDE, fluid dynamics and differential geometry.
Heat Conduction : Mathematical Models and Analytical Solutions
Many phenomena in social, natural and engineering fields are governed by wave, potential, parabolic heat-conduction, hyperbolic heat-conduction and dual-phase-lagging heat-conduction equations. The focus of the present monograph is on these equations: their solution structures, methods of finding their solutions under various supplementary conditions, as well as the physical implication and applications of their solutions.
Functional Analysis and Evolution Equations : The Günter Lumer Volume
Günter Lumer was an outstanding mathematician whose work has great influence on the research community in mathematical analysis and evolution equations. He was at the origin of the breath-taking development the theory of semigroups saw after the pioneering book of Hille and Phillips of 1957. This volume contains invited contributions presenting the state of the art of these topics and reflecting the broad interests of Günter Lumer.
Fuchsian Reduction : Applications to Geometry, Cosmology, and Mathematical Physics
Fuchsian reduction is a method for representing solutions of nonlinear PDEs near singularities. The technique has multiple applications including soliton theory, Einstein's equations and cosmology, stellar models, laser collapse, conformal geometry and combustion. Developed in the 1990s for semilinear wave equations, Fuchsian reduction research has grown in response to those problems in pure and applied mathematics where numerical computations fail.
From Hyperbolic Systems to Kinetic Theory : A Personalized Quest
Equations of state are not always effective in continuum mechanics. Maxwell and Boltzmann created a kinetic theory of gases, using classical mechanics. How could they derive the irreversible Boltzmann equation from a reversible Hamiltonian framework? By using probabilities, which destroy physical reality! Forces at distance are non-physical as we know from Poincaré's theory of relativity. Yet Maxwell and Boltzmann only used trajectories like hyperbolas, reasonable for rarefied gases, but wrong without bound trajectories if the "mean free path between collisions" tends to 0. Tartar relies on his H-measures, a tool created for homogenization, to explain some of the weaknesses, e.g. from quantum mechanics: there are no "particles", so the Boltzmann equation and the second principle, can not apply. He examines modes used by energy, proves which equation governs each mode, and conjectures that the result will not look like the Boltzmann equation, and there will be more modes than those indexed by velocity!
Finite Element Methods in Civil and Mechanical Engineering : A Mathematical Introduction
The finite element method is widely employed for numerical simulations in engineering and science due to its accuracy and efficiency. This concise introduction to the mathematical theory of the finite element method presents a selection of applications in civil and mechanical engineering including beams, elastic membranes, the wave equation, heat transfer, seepage in embankment, soil consolidation, incompressible fluids, and linear elasticity.
Evolutionary Equations : Picard's Theorem for Partial Differential Equations, and Applications
This book provides a solution theory for time-dependent partial differential equations, which classically have not been accessible by a unified method. Instead of using sophisticated techniques and methods, the approach is elementary in the sense that only Hilbert space methods and some basic theory of complex analysis are required. Nevertheless, key properties of solutions can be recovered in an elegant manner.
Contributions to Nonlinear Analysis : A Tribute to D.G. de Figueiredo on the Occasion of his 70th Birthday
This volume represents a broad survey of current research in the fields of nonlinear analysis and nonlinear differential equations.It is concerned with the existence and uniform decay rates of solutions of the waveequation with a sourceterm and subject to nonlinear boundary damping.
Linear Partial Differential Equations for Scientists and Engineers
This significantly expanded fourth edition is designed as an introduction to the theory and applications of linear PDEs. The authors provide fundamental concepts, underlying principles, a wide range of applications, and various methods of solutions to PDEs. In addition to essential standard material on the subject, the book contains new material that is not usually covered in similar texts and reference books, including conservation laws, the spherical wave equation, the cylindrical wave equation, higher-dimensional boundary-value problems, the finite element method, fractional partial differential equations, and nonlinear partial differential equations with applications.
Computational Acoustics of Noise Propagation in Fluids - Finite and Boundary Element Methods
Among numerical methods applied in acoustics, the Finite Element Method (FEM) is normally favored for interior problems whereas the Boundary Element Method (BEM) is quite popular for exterior ones. That is why this valuable reference provides a complete survey of methods for computational acoustics, namely FEM and BEM. It demonstrates that both methods can be effectively used in the complementary cases. The chapters by well-known authors are evenly balanced: 10 chapters on FEM and 10 on BEM. An initial conceptual chapter describes the derivation of the wave equation and supplies a unified approach to FEM and BEM for the harmonic case. A categorization of the remaining chapters and a personal outlook complete this introduction. In what follows, both FEM and BEM are discussed in the context of very different problems.
Asymptotics for Dissipative Nonlinear Equations
Many of problems of the natural sciences lead to nonlinear partial differential equations. However, only a few of them have succeeded in being solved explicitly. Therefore different methods of qualitative analysis such as the asymptotic methods play a very important role. This is the first book in the world literature giving a systematic development of a general asymptotic theory for nonlinear partial differential equations with dissipation. Many typical well-known equations are considered as examples, such as: nonlinear heat equation, KdVB equation, nonlinear damped wave equation, Landau-Ginzburg equation, Sobolev type equations, systems of equations of Boussinesq, Navier-Stokes and others.
Applied Partial Differential Equations : A Visual Approach
This book presents selected topics in science and engineering from an applied-mathematics point of view. The described natural, socioeconomic, and engineering phenomena are modeled by partial differential equations that relate state variables.
An Introduction to Navier-Stokes Equation and Oceanography
The Introduction to Navier-Stokes Equation and Oceanography corresponds to a graduate course in mathematics, taught at Carnegie Mellon University in the spring of 1999. Comments were added to the lecture notes distributed to the students, as well as short biographical information for all scientists mentioned in the text, the purpose being to show that the creation of scientific knowledge is an international enterprise, and who contributed to it, from where, and when. The goal of the course is to teach a critical point of view concerning the partial differential equations of continuum mechanics, and to show the need for developing new adapted mathematical tools.
Advanced Quantum Mechanics
Discusses nonrelativistic multi-particle systems, relativistic wave equations and relativistic quantum fields. Characteristic of the author´s work are the comprehensive mathematical discussions in which all intermediate steps are derived and where numerous examples of application and exercises help the reader gain a thorough working knowledge of the subject. The topics treated in the book lay the foundation for advanced studies in solid-state physics, nuclear and elementary particle physics. This text both extends and complements Schwabl´s introductory Quantum Mechanics, which covers nonrelativistic quantum mechanics and offers a short treatment of the quantization of the radiation field. The fourth edition has been thoroughly revised with new material having been added. Furthermore, the layout of the figures has been unified, which should facilitate comprehension.
Advanced Quantum Mechanics
Advanced Quantum Mechanics, the second volume on quantum mechanics by Franz Schwabl, discusses nonrelativistic multi-particle systems, relativistic wave equations and relativistic fields. Characteristic of Schwabl’s work, this volume features a compelling mathematical presentation in which all intermediate steps are derived and where numerous examples for application and exercises help the reader to gain a thorough working knowledge of the subject. The treatment of relativistic wave equations and their symmetries and the fundamentals of quantum field theory lay the foundations for advanced studies in solid-state physics, nuclear and elementary particle physics. This text extends and complements Schwabl’s introductory Quantum Mechanics, which covers nonrelativistic quantum mechanics and offers a short treatment of the quantization of the radiation field. New material has been added to this third edition of Advanced Quantum Mechanics on Bose gases, the Lorentz covariance of the Dirac equation, and the ‘hole theory’ in the chapter "Physical Interpretation of the Solutions to the Dirac Equation."
