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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations

Fractal Analysis (Hardcover): Sid-Ali Ouadfeul Fractal Analysis (Hardcover)
Sid-Ali Ouadfeul
R3,053 Discovery Miles 30 530 Ships in 18 - 22 working days
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications (Hardcover, 1st ed. 2016):... Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications (Hardcover, 1st ed. 2016)
T.E. Govindan
R3,862 Discovery Miles 38 620 Ships in 10 - 15 working days

This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces. The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use. This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.

Nonlinear Theory of Pseudodifferential Equations on a Half-line, Volume 194 (Hardcover): Nakao Hayashi, Elena Kaikina Nonlinear Theory of Pseudodifferential Equations on a Half-line, Volume 194 (Hardcover)
Nakao Hayashi, Elena Kaikina
R4,737 Discovery Miles 47 370 Ships in 10 - 15 working days

This book is the first attempt to develop systematically a general theory of the initial-boundary value problems for nonlinear evolution equations with pseudodifferential operators Ku on a half-line or on a segment. We study traditionally important problems, such as local and global existence of solutions and their properties, in particular much attention is drawn to the asymptotic behavior of solutions for large time. Up to now the theory of nonlinear initial-boundary value problems with a general pseudodifferential operator has not been well developed due to its difficulty. There are many open natural questions. Firstly how many boundary data should we pose on the initial-boundary value problems for its correct solvability? As far as we know there are few results in the case of nonlinear nonlocal equations. The methods developed in this book are applicable to a wide class of dispersive and dissipative nonlinear equations, both local and nonlocal.
-For the first time the definition of pseudodifferential operator on a half-line and a segment is done
-A wide class of nonlinear nonlocal and local equations is considered
-Developed theory is general and applicable to different equations
-The book is written clearly, many examples are considered
-Asymptotic formulas can be used for numerical computations by engineers and physicists
-The authors are recognized experts in the nonlinear wave phenomena

The Zakharov System and its Soliton Solutions (Hardcover, 1st ed. 2016): Boling Guo, Zaihui Gan, Linghai Kong, Jingjun Zhang The Zakharov System and its Soliton Solutions (Hardcover, 1st ed. 2016)
Boling Guo, Zaihui Gan, Linghai Kong, Jingjun Zhang
R3,458 Discovery Miles 34 580 Ships in 10 - 15 working days

This book focuses on the theory of the Zakharov system in the context of plasma physics. It has been over 40 years since the system was first derived by V. E. Zakharov - and in the course of those decades, many innovative achievements with major impacts on other research fields have been made. The book represents a first attempt to highlight the mathematical theories that are most important to researchers, including the existence and unique problems, blow-up, low regularity, large time behavior and the singular limit. Rather than attempting to examine every aspect of the Zakharov system in detail, it provides an effective road map to help readers access the frontier of studies on this system.

Stochastic Analysis and Related Topics - A Festschrift in Honor of Rodrigo Banuelos (Hardcover, 1st ed. 2017): Fabrice Baudoin,... Stochastic Analysis and Related Topics - A Festschrift in Honor of Rodrigo Banuelos (Hardcover, 1st ed. 2017)
Fabrice Baudoin, Jonathon Peterson
R4,941 Discovery Miles 49 410 Ships in 10 - 15 working days

The articles in this collection are a sampling of some of the research presented during the conference "Stochastic Analysis and Related Topics", held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Banuelos. A wide variety of topics in probability theory is covered in these proceedings, including heat kernel estimates, Malliavin calculus, rough paths differential equations, Levy processes, Brownian motion on manifolds, and spin glasses, among other topics.

BEM-based Finite Element Approaches on Polytopal Meshes (Hardcover, 1st ed. 2019): Steffen Weisser BEM-based Finite Element Approaches on Polytopal Meshes (Hardcover, 1st ed. 2019)
Steffen Weisser
R2,203 R1,541 Discovery Miles 15 410 Save R662 (30%) Ships in 10 - 15 working days

This book introduces readers to one of the first methods developed for the numerical treatment of boundary value problems on polygonal and polyhedral meshes, which it subsequently analyzes and applies in various scenarios. The BEM-based finite element approaches employs implicitly defined trial functions, which are treated locally by means of boundary integral equations. A detailed construction of high-order approximation spaces is discussed and applied to uniform, adaptive and anisotropic polytopal meshes. The main benefits of these general discretizations are the flexible handling they offer for meshes, and their natural incorporation of hanging nodes. This can especially be seen in adaptive finite element strategies and when anisotropic meshes are used. Moreover, this approach allows for problem-adapted approximation spaces as presented for convection-dominated diffusion equations. All theoretical results and considerations discussed in the book are verified and illustrated by several numerical examples and experiments. Given its scope, the book will be of interest to mathematicians in the field of boundary value problems, engineers with a (mathematical) background in finite element methods, and advanced graduate students.

An Introduction to Semilinear Evolution Equations (Hardcover, Rev): Thierry Cazenave, Alain Haraux An Introduction to Semilinear Evolution Equations (Hardcover, Rev)
Thierry Cazenave, Alain Haraux; Translated by Yvan Martel
R5,102 Discovery Miles 51 020 Ships in 10 - 15 working days

This book presents an upper level text on semilinear evolutionary partial differential equations aimed at the graduate and postgraduate level. Cazenave and Haraux present in a self-contained way, the typical basic properties of solutions to semi-linear evolutionary partial differential equations, with special emphasis on global properties. The main objective of this book is to provide a didactic approach to the subject , and the main readership will be graduate students in mathematical analysis, as well as professional applied mathematicians.

Richardson Extrapolation - Practical Aspects and Applications (Hardcover): Zahari Zlatev, Ivan Dimov, Istvan Farago, Agnes... Richardson Extrapolation - Practical Aspects and Applications (Hardcover)
Zahari Zlatev, Ivan Dimov, Istvan Farago, Agnes Havasi
R4,338 Discovery Miles 43 380 Ships in 10 - 15 working days

Scientists and engineers are mainly using Richardson extrapolation as a computational tool for increasing the accuracy of various numerical algorithms for the treatment of systems of ordinary and partial differential equations and for improving the computational efficiency of the solution process by the automatic variation of the time-stepsizes. A third issue, the stability of the computations, is very often the most important one and, therefore, it is the major topic studied in all chapters of this book. Clear explanations and many examples make this text an easy-to-follow handbook for applied mathematicians, physicists and engineers working with scientific models based on differential equations. Contents The basic properties of Richardson extrapolation Richardson extrapolation for explicit Runge-Kutta methods Linear multistep and predictor-corrector methods Richardson extrapolation for some implicit methods Richardson extrapolation for splitting techniques Richardson extrapolation for advection problems Richardson extrapolation for some other problems General conclusions

Recent Trends in Operator Theory and Partial Differential Equations - The Roland Duduchava Anniversary Volume (Hardcover, 1st... Recent Trends in Operator Theory and Partial Differential Equations - The Roland Duduchava Anniversary Volume (Hardcover, 1st ed. 2017)
Vladimir Maz'ya, David Natroshvili, Eugene Shargorodsky, Wolfgang L. Wendland
R3,746 Discovery Miles 37 460 Ships in 10 - 15 working days

This volume is dedicated to the eminent Georgian mathematician Roland Duduchava on the occasion of his 70th birthday. It presents recent results on Toeplitz, Wiener-Hopf, and pseudodifferential operators, boundary value problems, operator theory, approximation theory, and reflects the broad spectrum of Roland Duduchava's research. The book is addressed to a wide audience of pure and applied mathematicians.

Dynamics on Differential One-Forms (Hardcover): Troy L. Story Dynamics on Differential One-Forms (Hardcover)
Troy L. Story
R515 R485 Discovery Miles 4 850 Save R30 (6%) Ships in 18 - 22 working days
Multiscale Models in Mechano and Tumor Biology - Modeling, Homogenization, and Applications (Hardcover, 1st ed. 2017): Alf... Multiscale Models in Mechano and Tumor Biology - Modeling, Homogenization, and Applications (Hardcover, 1st ed. 2017)
Alf Gerisch, Raimondo Penta, Jens Lang
R3,952 Discovery Miles 39 520 Ships in 10 - 15 working days

This book presents and discusses the state of the art and future perspectives in mathematical modeling and homogenization techniques with the focus on addressing key physiological issues in the context of multiphase healthy and malignant biological materials. The highly interdisciplinary content brings together contributions from scientists with complementary areas of expertise, such as pure and applied mathematicians, engineers, and biophysicists. The book also features the lecture notes from a half-day introductory course on asymptotic homogenization. These notes are suitable for undergraduate mathematics or physics students, while the other chapters are aimed at graduate students and researchers.

Construction and Analysis of Cryptographic Functions (Hardcover, 2014 ed.): Lilya Budaghyan Construction and Analysis of Cryptographic Functions (Hardcover, 2014 ed.)
Lilya Budaghyan
R3,268 Discovery Miles 32 680 Ships in 10 - 15 working days

This book covers novel research on construction and analysis of optimal cryptographic functions such as almost perfect nonlinear (APN), almost bent (AB), planar and bent functions. These functions have optimal resistance to linear and/or differential attacks, which are the two most powerful attacks on symmetric cryptosystems. Besides cryptographic applications, these functions are significant in many branches of mathematics and information theory including coding theory, combinatorics, commutative algebra, finite geometry, sequence design and quantum information theory. The author analyzes equivalence relations for these functions and develops several new methods for construction of their infinite families. In addition, the book offers solutions to two longstanding open problems, including the problem on characterization of APN and AB functions via Boolean, and the problem on the relation between two classes of bent functions.

Periodic Differential Equations in the Plane - A Topological Perspective (Hardcover): Rafael Ortega Periodic Differential Equations in the Plane - A Topological Perspective (Hardcover)
Rafael Ortega
R3,630 Discovery Miles 36 300 Ships in 10 - 15 working days

Periodic differential equations appear in many contexts such as in the theory of nonlinear oscillators, in celestial mechanics, or in population dynamics with seasonal effects. The most traditional approach to study these equations is based on the introduction of small parameters, but the search of nonlocal results leads to the application of several topological tools. Examples are fixed point theorems, degree theory, or bifurcation theory. These well-known methods are valid for equations of arbitrary dimension and they are mainly employed to prove the existence of periodic solutions. Following the approach initiated by Massera, this book presents some more delicate techniques whose validity is restricted to two dimensions. These typically produce additional dynamical information such as the instability of periodic solutions, the convergence of all solutions to periodic solutions, or connections between the number of harmonic and subharmonic solutions. The qualitative study of periodic planar equations leads naturally to a class of discrete dynamical systems generated by homeomorphisms or embeddings of the plane. To study these maps, Brouwer introduced the notion of a translation arc, somehow mimicking the notion of an orbit in continuous dynamical systems. The study of the properties of these translation arcs is full of intuition and often leads to "non-rigorous proofs". In the book, complete proofs following ideas developed by Brown are presented and the final conclusion is the Arc Translation Lemma, a counterpart of the Poincare-Bendixson theorem for discrete dynamical systems. Applications to differential equations and discussions on the topology of the plane are the two themes that alternate throughout the five chapters of the book.

Intelligent Comparisons II: Operator Inequalities and Approximations (Hardcover, 1st ed. 2017): george A. Anastassiou Intelligent Comparisons II: Operator Inequalities and Approximations (Hardcover, 1st ed. 2017)
george A. Anastassiou
R3,333 Discovery Miles 33 330 Ships in 10 - 15 working days

This compact book focuses on self-adjoint operators' well-known named inequalities and Korovkin approximation theory, both in a Hilbert space environment. It is the first book to study these aspects, and all chapters are self-contained and can be read independently. Further, each chapter includes an extensive list of references for further reading. The book's results are expected to find applications in many areas of pure and applied mathematics. Given its concise format, it is especially suitable for use in related graduate classes and research projects. As such, the book offers a valuable resource for researchers and graduate students alike, as well as a key addition to all science and engineering libraries.

Elliptic and Parabolic Equations Involving the Hardy-Leray Potential (Hardcover): Ireneo Peral Alonso, Fernando Soria de Diego Elliptic and Parabolic Equations Involving the Hardy-Leray Potential (Hardcover)
Ireneo Peral Alonso, Fernando Soria de Diego
R3,926 Discovery Miles 39 260 Ships in 10 - 15 working days

The scientific literature on the Hardy-Leray inequality, also known as the uncertainty principle, is very extensive and scattered. The Hardy-Leray potential shows an extreme spectral behavior and a peculiar influence on diffusion problems, both stationary and evolutionary. In this book, a big part of the scattered knowledge about these different behaviors is collected in a unified and comprehensive presentation.

Viability, Invariance and Applications, Volume 207 (Hardcover, 207th edition): Ovidiu Carja, Mihai Necula, Ioan I. Vrabie Viability, Invariance and Applications, Volume 207 (Hardcover, 207th edition)
Ovidiu Carja, Mihai Necula, Ioan I. Vrabie
R3,222 Discovery Miles 32 220 Ships in 10 - 15 working days

The book is an almost self-contained presentation of the most important concepts and results in viability and invariance. The viability of a set K with respect to a given function (or multi-function) F, defined on it, describes the property that, for each initial data in K, the differential equation (or inclusion) driven by that function or multi-function) to have at least one solution. The invariance of a set K with respect to a function (or multi-function) F, defined on a larger set D, is that property which says that each solution of the differential equation (or inclusion) driven by F and issuing in K remains in K, at least for a short time.
The book includes the most important necessary and sufficient conditions for viability starting with Nagumo's Viability Theorem for ordinary differential equations with continuous right-hand sides and continuing with the corresponding extensions either to differential inclusions or to semilinear or even fully nonlinear evolution equations, systems and inclusions. In the latter (i.e. multi-valued) cases, the results (based on two completely new tangency concepts), all due to the authors, are original and extend significantly, in several directions, their well-known classical counterparts.
- New concepts for multi-functions as the classical tangent vectors for functions
- Provides the very general and necessary conditions for viability in the case of differential inclusions, semilinear and fully nonlinear evolution inclusions
- Clarifying examples, illustrations and numerous problems, completely and carefully solved
- Illustrates the applications from theory into practice
- Very clear and elegant style

Topics in Clifford Analysis - Special Volume in Honor of Wolfgang Sproessig (Hardcover, 1st ed. 2019): Swanhild Bernstein Topics in Clifford Analysis - Special Volume in Honor of Wolfgang Sproessig (Hardcover, 1st ed. 2019)
Swanhild Bernstein
R3,422 Discovery Miles 34 220 Ships in 18 - 22 working days

Quaternionic and Clifford analysis are an extension of complex analysis into higher dimensions. The unique starting point of Wolfgang Sproessig's work was the application of quaternionic analysis to elliptic differential equations and boundary value problems. Over the years, Clifford analysis has become a broad-based theory with a variety of applications both inside and outside of mathematics, such as higher-dimensional function theory, algebraic structures, generalized polynomials, applications of elliptic boundary value problems, wavelets, image processing, numerical and discrete analysis. The aim of this volume is to provide an essential overview of modern topics in Clifford analysis, presented by specialists in the field, and to honor the valued contributions to Clifford analysis made by Wolfgang Sproessig throughout his career.

Iterative Solution of Large Sparse Systems of Equations (Hardcover, 2nd ed. 2016): Wolfgang Hackbusch Iterative Solution of Large Sparse Systems of Equations (Hardcover, 2nd ed. 2016)
Wolfgang Hackbusch
R4,186 R3,027 Discovery Miles 30 270 Save R1,159 (28%) Ships in 10 - 15 working days

In the second edition of this classic monograph, complete with four new chapters and updated references, readers will now have access to content describing and analysing classical and modern methods with emphasis on the algebraic structure of linear iteration, which is usually ignored in other literature. The necessary amount of work increases dramatically with the size of systems, so one has to search for algorithms that most efficiently and accurately solve systems of, e.g., several million equations. The choice of algorithms depends on the special properties the matrices in practice have. An important class of large systems arises from the discretization of partial differential equations. In this case, the matrices are sparse (i.e., they contain mostly zeroes) and well-suited to iterative algorithms. The first edition of this book grew out of a series of lectures given by the author at the Christian-Albrecht University of Kiel to students of mathematics. The second edition includes quite novel approaches.

Analysis and Partial Differential Equations: Perspectives from Developing Countries - Imperial College London, UK, 2016... Analysis and Partial Differential Equations: Perspectives from Developing Countries - Imperial College London, UK, 2016 (Hardcover, 1st ed. 2019)
Julio Delgado, Michael Ruzhansky
R4,037 Discovery Miles 40 370 Ships in 18 - 22 working days

This volume presents current trends in analysis and partial differential equations from researchers in developing countries. The fruit of the project 'Analysis in Developing Countries', whose aim was to bring together researchers from around the world, the volume also includes some contributions from researchers from developed countries. Focusing on topics in analysis related to partial differential equations, this volume contains selected contributions from the activities of the project at Imperial College London, namely the conference on Analysis and Partial Differential Equations held in September 2016 and the subsequent Official Development Assistance Week held in November 2016. Topics represented include Fourier analysis, pseudo-differential operators, integral equations, as well as related topics from numerical analysis and bifurcation theory, and the countries represented range from Burkina Faso and Ghana to Armenia, Kyrgyzstan and Tajikistan, including contributions from Brazil, Colombia and Cuba, as well as India and China. Suitable for postgraduate students and beyond, this volume offers the reader a broader, global perspective of contemporary research in analysis.

Spectral and High Order Methods for Partial Differential Equations  ICOSAHOM 2016 - Selected Papers from the ICOSAHOM... Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2016 - Selected Papers from the ICOSAHOM conference, June 27-July 1, 2016, Rio de Janeiro, Brazil (Hardcover, 1st ed. 2017)
Marco L. Bittencourt, Ney A. Dumont, Jan S. Hesthaven
R5,343 Discovery Miles 53 430 Ships in 18 - 22 working days

This book features a selection of high-quality papers chosen from the best presentations at the International Conference on Spectral and High-Order Methods (2016), offering an overview of the depth and breadth of the activities within this important research area. The carefully reviewed papers provide a snapshot of the state of the art, while the extensive bibliography helps initiate new research directions.

Stability of Neutral Functional Differential Equations (Hardcover, 2014 ed.): Michael I. Gil' Stability of Neutral Functional Differential Equations (Hardcover, 2014 ed.)
Michael I. Gil'
R3,279 Discovery Miles 32 790 Ships in 10 - 15 working days

In this monograph the author presents explicit conditions for the exponential, absolute and input-to-state stabilities including solution estimates of certain types of functional differential equations. The main methodology used is based on a combination of recent norm estimates for matrix-valued functions, comprising the generalized Bohl-Perron principle, together with its integral version and the positivity of fundamental solutions. A significant part of the book is especially devoted to the solution of the generalized Aizerman problem.

Further Developments in Fractals and Related Fields - Mathematical Foundations and Connections (Hardcover, 2013 ed.): Julien... Further Developments in Fractals and Related Fields - Mathematical Foundations and Connections (Hardcover, 2013 ed.)
Julien Barral, Stephane Seuret
R3,406 Discovery Miles 34 060 Ships in 10 - 15 working days

This volume, following in the tradition of a similar 2010 publication by the same editors, is an outgrowth of an international conference, "Fractals and Related Fields II," held in June 2011. The book provides readers with an overview of developments in the mathematical fields related to fractals, including original research contributions as well as surveys from many of the leading experts on modern fractal theory and applications. The chapters cover fields related to fractals such as: *geometric measure theory *ergodic theory *dynamical systems *harmonic and functional analysis *number theory *probability theory Further Developments in Fractals and Related Fields is aimed at pure and applied mathematicians working in the above-mentioned areas as well as other researchers interested in discovering the fractal domain. Throughout the volume, readers will find interesting and motivating results as well as new avenues for further research.

Chaotic Dynamics in Nonlinear Theory (Hardcover, 2014 ed.): Lakshmi Burra Chaotic Dynamics in Nonlinear Theory (Hardcover, 2014 ed.)
Lakshmi Burra
R1,391 Discovery Miles 13 910 Ships in 18 - 22 working days

Using phase-plane analysis, findings from the theory of topological horseshoes and linked-twist maps, this book presents a novel method to prove the existence of chaotic dynamics. In dynamical systems, complex behavior in a map can be indicated by showing the existence of a Smale-horseshoe-like structure, either for the map itself or its iterates. This usually requires some assumptions about the map, such as a diffeomorphism and some hyperbolicity conditions. In this text, less stringent definitions of a horseshoe have been suggested so as to reproduce some geometrical features typical of the Smale horseshoe, while leaving out the hyperbolicity conditions associated with it. This leads to the study of the so-called topological horseshoes. The presence of chaos-like dynamics in a vertically driven planar pendulum, a pendulum of variable length, and in other more general related equations is also proved.

Nonlinear Dynamics and Chaotic Phenomena: An Introduction (Hardcover, 2nd ed. 2014): Bhimsen K. Shivamoggi Nonlinear Dynamics and Chaotic Phenomena: An Introduction (Hardcover, 2nd ed. 2014)
Bhimsen K. Shivamoggi
R4,804 Discovery Miles 48 040 Ships in 10 - 15 working days

This book starts with a discussion of nonlinear ordinary differential equations, bifurcation theory and Hamiltonian dynamics. It then embarks on a systematic discussion of the traditional topics of modern nonlinear dynamics -- integrable systems, Poincare maps, chaos, fractals and strange attractors. The Baker s transformation, the logistic map and Lorenz system are discussed in detail in view of their central place in the subject. There is a detailed discussion of solitons centered around the Korteweg-deVries equation in view of its central place in integrable systems. Then, there is a discussion of the Painleve property of nonlinear differential equations which seems to provide a test of integrability. Finally, there is a detailed discussion of the application of fractals and multi-fractals to fully-developed turbulence -- a problem whose understanding has been considerably enriched by the application of the concepts and methods of modern nonlinear dynamics. On the application side, there is a special emphasis on some aspects of fluid dynamics and plasma physics reflecting the author s involvement in these areas of physics. A few exercises have been provided that range from simple applications to occasional considerable extension of the theory. Finally, the list of references given at the end of the book contains primarily books and papers used in developing the lecture material this volume is based on.

This book has grown out of the author s lecture notes for an interdisciplinary graduate-level course on nonlinear dynamics. The basic concepts, language and results of nonlinear dynamical systems are described in a clear and coherent way. In order to allow for an interdisciplinary readership, an informal style has been adopted and the mathematical formalism has been kept to a minimum.

This book is addressed to first-year graduate students in applied mathematics, physics, and engineering, and is useful also to any theoretically inclined researcher in the physical sciences and engineering.

This second edition constitutes an extensive rewrite of the text involving refinement and enhancement of the clarity and precision, updating and amplification of several sections, addition of new material like theory of nonlinear differential equations, solitons, Lagrangian chaos in fluids, and critical phenomena perspectives on the fluid turbulence problem and many new exercises."

Stochastic Optimal Control in Infinite Dimension - Dynamic Programming and HJB Equations (Hardcover, 2017 ed.): Giorgio Fabbri,... Stochastic Optimal Control in Infinite Dimension - Dynamic Programming and HJB Equations (Hardcover, 2017 ed.)
Giorgio Fabbri, Fausto Gozzi, Andrzej Swiech; Contributions by Marco Fuhrman, Gianmario Tessitore
R6,052 Discovery Miles 60 520 Ships in 18 - 22 working days

Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.

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