الصفحة 1
الصفحة 1
Mathematical Theory of Feynman Path Integrals : An Introduction
Feynman path integrals, suggested heuristically by Feynman in the 40s, have become the basis of much of contemporary physics, from non-relativistic quantum mechanics to quantum fields, including gauge fields, gravitation, cosmology. Recently ideas based on Feynman path integrals have also played an important role in areas of mathematics like low-dimensional topology and differential geometry, algebraic geometry, infinite-dimensional analysis and geometry, and number theory.
Interest Rate Models : an Infinite Dimensional Stochastic Analysis Perspective
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents some recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.
Infinite Dimensional Analysis : A Hitchhiker's Guide
This new edition of The Hitchhiker’s Guide has bene?tted from the comments of many individuals, which have resulted in the addition of some new material, and the reorganization of some of the rest. The most obvious change is the creation of a separate Chapter 7 on convex analysis. Parts of this chapter appeared in elsewhere in the second edition, but much of it is new to the third edition. In particular, there is an expanded discussion of support points of convex sets, and a new section on subgradients of convex functions.
Infinite dimensional algebras and quantum integrable systems
This volume presents the invited lectures of the workshop "Infinite Dimensional Algebras and Quantum Integrable Systems'' .ecent developments in the theory of infinite dimensional algebras and their applications to quantum integrable systems are reviewed by some of the leading experts in the field. The volume will be of interest to a broad audience from graduate students to researchers in mathematical physics and related fields.
Hamiltonian dynamical systems and applications
This volume is the collected and extended notes from the lectures on Hamiltonian dynamical systems and their applications that were given at the NATO Advanced Study Institute in Montreal in 2007. Many aspects of the modern theory of the subject were covered at this event, including low dimensional problems as well as the theory of Hamiltonian systems in infinite dimensional phase space; these are described in depth in this volume. Applications are also presented to several important areas of research, including problems in classical mechanics, continuum mechanics, and partial differential equations. These lecture notes cover many areas of recent mathematical progress in this field, including the new choreographies of many body orbits, the development of rigorous averaging methods which give hope for realistic long time stability results, the development of KAM theory for partial differential equations in one and in higher dimensions, and the new developments in the long outstanding problem of Arnold diffusion.
Functional and operatorial statistics
An increasing number of statistical problems and methods involve infinite-dimensional aspects. This is due to the progress of technologies which allow us to store more and more information while modern instruments are able to collect data much more effectively due to their increasingly sophisticated design. This evolution directly concerns statisticians, who have to propose new methodologies while taking into account such high-dimensional data (e.g. continuous processes, functional data, etc.). The numerous applications (micro-arrays, paleo-ecological data, radar waveforms, spectrometric curves, speech recognition, continuous time series, 3-D images, etc.) in various fields (biology, econometrics, environmetrics, the food industry, medical sciences, paper industry, etc.) make researching this statistical topic very worthwhile. This book gathers important contributions on the functional and operatorial statistics fields
Delay Differential Equations and Applications ; Proceedings of the NATO Advanced Study Institute held in Marrakech, Morocco, 9-21 September 2002
This Edition includes detailed discussion and analysis on: General Results and Linear Theory of Delay Equations in Finite Dimensional Spaces; Hopf Bifurcation, Centre Manifolds and Normal Forms for Delay Differential Equations; Functional Differential Equations in Infinite Dimensional Spaces; and Delay Differential Equations and Applications.
Control and Observer Design for Nonlinear Finite and Infinite Dimensional Systems
This volume presents a well balanced combination of state-of-the-art theoretical results in the field of nonlinear controller and observer design, combined with industrial applications stemming from mechatronics, electrical, (bio–) chemical engineering, and fluid dynamics. The unique combination of results of finite as well as infinite–dimensional systems makes this book a remarkable contribution addressing postgraduates, researchers, and engineers both at universities and in industry. The contributions to this book were presented at the Symposium on Nonlinear Control and Observer Design: From Theory to Applications (SYNCOD), held September 15–16, 2005, at the University of Stuttgart, Germany.
Mathematical Control Theory : An Introduction
Mathematical Control Theory: An Introduction presents, in a mathematically precise manner, a unified introduction to deterministic control theory. With the exception of a few more advanced concepts required for the final part of the book, the presentation requires only a knowledge of basic facts from linear algebra, differential equations, and calculus. In addition to classical concepts and ideas, the author covers the stabilization of nonlinear systems using topological methods, realization theory for nonlinear systems, impulsive control and positive systems, the control of rigid bodies, the stabilization of infinite dimensional systems, and the solution of minimum energy problems.
An Introduction to Infinite-Dimensional Analysis
In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction – for an audience knowing basic functional analysis and measure theory but not necessarily probability theory – to analysis in a separable Hilbert space of infinite dimension.Starting from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate some basic stochastic dynamical systems (including dissipative nonlinearities) and Markov semi-groups, paying special attention to their long-time behavior: ergodicity, invariant measure. Here fundamental results like the theorems of Prokhorov, Von Neumann, Krylov-Bogoliubov and Khas'minski are proved. The last chapter is devoted to gradient systems and their asymptotic behavior.
