This text presents numerical differential equations to graduate (doctoral) students. It includes the three standard approaches to numerical PDE, FDM, FEM and CM, and the two most common time stepping techniques, FDM and Runge-Kutta. We present both the numerical technique and the supporting theory.The applied techniques include those that arise in the present literature. The supporting mathematical theory includes the general convergence theory. This material should be readily accessible to students with basic knowledge of mathematical analysis, Lebesgue measure and the basics of Hilbert spaces and Banach spaces. Nevertheless, we have made the book free standing in most respects. Most importantly, the terminology is introduced, explained and developed as needed.The examples presented are taken from multiple vital application areas including finance, aerospace, mathematical biology and fluid mechanics. The text may be used as the basis for several distinct lecture courses or as a reference. For instance, this text will support a general applications course or an FEM course with theory and applications. The presentation of material is empirically-based as more and more is demanded of the reader as we progress through the material. By the end of the text, the level of detail is reminiscent of journal articles. Indeed, it is our intention that this material be used to launch a research career in numerical PDE.

This reference book presents unique and traditional analytic calculations, and features more than a hundred universal formulas where one can calculate by hand enormous numbers of definite integrals, fractional derivatives and inverse operators. Despite the great success of numerical calculations due to computer technology, analytical calculations still play a vital role in the study of new, as yet unexplored, areas of mathematics, physics and other branches of sciences. Readers, including non-specialists, can obtain themselves universal formulas and define new special functions in integral and series representations by using the methods expounded in this book. This applies to anyone utilizing analytical calculations in their studies.

This book is devoted to the study of boundary value problems for nonlinear ordinary differential equations and focuses on questions related to the study of nonlinear interpolation. In 1967, Andrzej Lasota and Zdzislaw Opial showed that, under suitable hypotheses, if solutions of a second-order nonlinear differential equation passing through two distinct points are unique, when they exist, then, in fact, a solution passing through two distinct points does exist. That result, coupled with the pioneering work of Philip Hartman on what was then called unrestricted n-parameter families, has stimulated 50 years of development in the study of solutions of boundary value problems as nonlinear interpolation problems.The purpose of this book is two-fold. First, the results that have been generated in the past 50 years are collected for the first time to produce a comprehensive and coherent treatment of what is now a well-defined area of study in the qualitative theory of ordinary differential equations. Second, methods and technical tools are sufficiently exposed so that the interested reader can contribute to the study of nonlinear interpolation.

This text will be divided into two books which cover the topic of numerical partial differential equations. Of the many different approaches to solving partial differential equations numerically, this book studies difference methods. Written for the beginning graduate student, this text offers a means of coming out of a course with a large number of methods which provide both theoretical knowledge and numerical experience. The reader will learn that numerical experimentation is a part of the subject of numerical solution of partial differential equations, and will be shown some uses and taught some techniques of numerical experimentation.

This book groups material that was used for the Marrakech 2002 School on Delay Di?erential Equations and Applications. The school was held from September 9-21 2002 at the Semlalia College of Sciences of the Cadi Ayyad University, Marrakech, Morocco. 47 participants and 15 instructors originating from 21 countries attended the school. Fin- cial limitations only allowed support for part of the people from Africa andAsiawhohadexpressedtheirinterestintheschoolandhadhopedto come. Theschoolwassupportedby?nancementsfromNATO-ASI(Nato advanced School), the International Centre of Pure and Applied Mat- matics (CIMPA, Nice, France) and Cadi Ayyad University. The activity of the school consisted in courses, plenary lectures (3) and communi- tions (9), from Monday through Friday, 8. 30 am to 6. 30 pm. Courses were divided into units of 45mn duration, taught by block of two units, with a short 5mn break between two units within a block, and a 25mn break between two blocks. The school was intended for mathematicians willing to acquire some familiarity with delay di?erential equations or enhance their knowledge on this subject. The aim was indeed to extend the basic set of knowledge, including ordinary di?erential equations and semilinearevolutionequations, suchasforexamplethedi?usion-reaction equations arising in morphogenesis or the Belouzov-Zhabotinsky ch- ical reaction, and the classic approach for the resolution of these eq- tions by perturbation, to equations having in addition terms involving past values of the solution

Vladimir Arnold was one of the great mathematical scientists of our time. He is famous for both the breadth and the depth of his work. At the same time he is one of the most prolific and outstanding mathematical authors. This second volume of his Collected Works focuses on hydrodynamics, bifurcation theory, and algebraic geometry.

Providing readers with a solid basis in dynamical systems theory, as well as explicit procedures for application of general mathematical results to particular problems, the focus here is on efficient numerical implementations of the developed techniques. The book is designed for advanced undergraduates or graduates in applied mathematics, as well as for Ph.D. students and researchers in physics, biology, engineering, and economics who use dynamical systems as model tools in their studies. A moderate mathematical background is assumed, and, whenever possible, only elementary mathematical tools are used. This new edition preserves the structure of the first while updating the context to incorporate recent theoretical developments, in particular new and improved numerical methods for bifurcation analysis.

This book gives a comprehensive treatment of the fundamental necessary and sufficient conditions for optimality for finite-dimensional, deterministic, optimal control problems. The emphasis is on the geometric aspects of the theory and on illustrating how these methods can be used to solve optimal control problems. It provides tools and techniques that go well beyond standard procedures and can be used to obtain a full understanding of the global structure of solutions for the underlying problem. The text includes a large number and variety of fully worked out examples that range from the classical problem of minimum surfaces of revolution to cancer treatment for novel therapy approaches. All these examples, in one way or the other, illustrate the power of geometric techniques and methods. The versatile text contains material on different levels ranging from the introductory and elementary to the advanced. Parts of the text can be viewed as a comprehensive textbook for both advanced undergraduate and all level graduate courses on optimal control in both mathematics and engineering departments. The text moves smoothly from the more introductory topics to those parts that are in a monograph style were advanced topics are presented. While the presentation is mathematically rigorous, it is carried out in a tutorial style that makes the text accessible to a wide audience of researchers and students from various fields, including the mathematical sciences and engineering. Heinz Schattler is an Associate Professor at Washington University in St. Louis in the Department of Electrical and Systems Engineering, Urszula Ledzewicz is a Distinguished Research Professor at Southern Illinois University Edwardsville in the Department of Mathematics and Statistics.

This volume comprises selected, revised papers from the Joint CIM-WIAS Workshop, TAAO 2017, held in Lisbon, Portugal, in December 2017. The workshop brought together experts from research groups at the Weierstrass Institute in Berlin and mathematics centres in Portugal to present and discuss current scientific topics and to promote existing and future collaborations. The papers include the following topics: PDEs with applications to material sciences, thermodynamics and laser dynamics, scientific computing, nonlinear optimization and stochastic analysis.

This volume contains a multiplicity of approaches brought to bear on problems varying from the formation of caustics and the propagation of waves at a boundary, to the examination of viscous boundary layers. It examines the foundations of the theory of high- frequency electromagnetic waves in a dielectric or semiconducting medium. Nor are unifying themes entirely absent from nonlinear analysis: one chapter considers microlocal analysis, including paradifferential operator calculus, on Morrey spaces, and connections with various classes of partial differential equations.

Using Cartan's differential 1-forms theory, and assuming that the motion variables depend on Euclidean invariants, certain dynamics of the material point and systems of material points are developed. Within such a frame, the Newtonian force as mass inertial interaction at the intragalactic scale, and the Hubble-type repulsive interaction at intergalactic distances, are developed.The wave-corpuscle duality implies movements on curves of constant informational energy, which implies both quantizations and dynamics of velocity limits.Analysis of motion of a charged particle in a combined field which is electromagnetic and with constant magnetism implies fractal trajectories. Mechanics of material points in a fractalic space is constructed, and various applications - fractal atom, potential well, free particle, etc. - are discussed.

Variational methods and their generalizations have been verified to be useful tools in proving the existence of solutions to a variety of boundary value problems for ordinary, impulsive, and partial differential equations as well as for difference equations. In this monograph, we look at how variational methods can be used in all these settings. In our first chapter, we gather the basic notions and fundamental theorems that will be applied in the remainder of this monograph. While many of these items are easily available in the literature, we gather them here both for the convenience of the reader and for the purpose of making this volume somewhat self-contained. Subsequent chapters deal with the Sturm-Liouville problems, multi-point boundary value problems, problems with impulses, partial differential equations, and difference equations. An extensive bibliography is also included.

The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 35 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob. Titles in planning include Flavia Smarazzo and Alberto Tesei, Measure Theory: Radon Measures, Young Measures, and Applications to Parabolic Problems (2019) Elena Cordero and Luigi Rodino, Time-Frequency Analysis of Operators (2019) Mark M. Meerschaert, Alla Sikorskii, and Mohsen Zayernouri, Stochastic and Computational Models for Fractional Calculus, second edition (2020) Mariusz Lemanczyk, Ergodic Theory: Spectral Theory, Joinings, and Their Applications (2020) Marco Abate, Holomorphic Dynamics on Hyperbolic Complex Manifolds (2021) Miroslava Antic, Joeri Van der Veken, and Luc Vrancken, Differential Geometry of Submanifolds: Submanifolds of Almost Complex Spaces and Almost Product Spaces (2021) Kai Liu, Ilpo Laine, and Lianzhong Yang, Complex Differential-Difference Equations (2021) Rajendra Vasant Gurjar, Kayo Masuda, and Masayoshi Miyanishi, Affine Space Fibrations (2022)

The book presents integral formulations for partial differential equations, with the focus on spherical and plane integral operators. The integral relations are obtained for different elliptic and parabolic equations, and both direct and inverse mean value relations are studied. The derived integral equations are used to construct new numerical methods for solving relevant boundary value problems, both deterministic and stochastic based on probabilistic interpretation of the spherical and plane integral operators.

This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The contributions of this volume, some of which have the character of survey articles, therefore, aim at creating and developing further new ideas for optimization, control and corresponding numerical simulations of systems of possibly coupled nonlinear partial differential equations. The research conducted within this unique network of groups in more than fifteen German universities focuses on novel methods of optimization, control and identification for problems in infinite-dimensional spaces, shape and topology problems, model reduction and adaptivity, discretization concepts and important applications. Besides the theoretical interest, the most prominent question is about the effectiveness of model-based numerical optimization methods for PDEs versus a black-box approach that uses existing codes, often heuristic-based, for optimization.

This is the first textbook-type presentation of tropical value distribution theory. It provides a detailed introduction of the tropical version of the Nevanlinna theory, describing growth and value distribution analysis of continuous, piecewise linear functions on the real axis. The book also includes applications of this theory to ultra-discrete equations. Three appendices are given to compare the contents of the theory with the classical counterparts in complex analysis.Detailed presentation of the proofs makes the book accessible for lecture courses and independent studies at the graduate and post-doctoral level.

Many physical processes in fields such as mechanics, thermodynamics, electricity, magnetism or optics are described by means of partial differential equations. The aim of the present book is to demontstrate the basic methods for solving the classical linear problems in mathematical physics of elliptic, parabolic and hyperbolic type. In particular, the methods of conformal mappings, Fourier analysis and Greens functions are considered, as well as the perturbation method and integral transformation method, among others. Every chapter contains concrete examples with a detailed analysis of their solution.
The book is intended as a textbook for students in mathematical physics, but will also serve as a handbook for scientists and engineers.

The book deals with dynamical systems, generated by linear mappings of finite dimensional spaces and their applications. These systems have a relatively simple structure from the point of view of the modern dynamical systems theory. However, for the dynamical systems of this sort, it is possible to obtain explicit answers to specific questions being useful in applications.

The considered problems are natural and look rather simple, but in reality in the course of investigation, they confront users withplenty of subtle questions and their detailed analysis needs a substantial effort.

The problems arising are related to linear algebra and dynamical systems theory, and therefore, the book can be considered as a natural amplification, refinement and supplement to linear algebra and dynamical systems theory textbooks."

Complete coverage of Differential Equations for one or two semester course Includes coverage of PDEs and linear algebra Chapter on Power Series and series solutions added to this edition Focus on modeling and applications Emphasis on numerical solutions

This book presents advanced methods of integral calculus and the classical theory of the ordinary and partial differential equations. It provides explicit solutions of linear and nonlinear differential equations and implicit solutions with discrete approximations. Differential equations that could not be explicitly solved are discussed with special functions such as Bessel functions. New functions are defined from differential equations. Laguerre, Hermite and Legendre orthonormal polynomials as well as several extensions are also considered.It is illustrated by examples and graphs of functions, with each chapter containing exercises solved in the last chapter.

This monograph presents necessary and sufficient conditions for completeness of the linear span of eigenvectors and generalized eigenvectors of operators that admit a characteristic matrix function in a Banach space setting. Classical conditions for completeness based on the theory of entire functions are further developed for this specific class of operators. The classes of bounded operators that are investigated include trace class and Hilbert-Schmidt operators, finite rank perturbations of Volterra operators, infinite Leslie operators, discrete semi-separable operators, integral operators with semi-separable kernels, and period maps corresponding to delay differential equations. The classes of unbounded operators that are investigated appear in a natural way in the study of infinite dimensional dynamical systems such as mixed type functional differential equations, age-dependent population dynamics, and in the analysis of the Markov semigroup connected to the recently introduced zig-zag process.

The study of attractors of dynamical systems occupies an important position in the modern qualitative theory of differential equations. This engaging volume presents an authoritative overview of both autonomous and non-autonomous dynamical systems, including the global compact attractor. From an in-depth introduction to the different types of dissipativity and attraction, the book takes a comprehensive look at the connections between them, and critically discusses applications of general results to different classes of differential equations.The new Chapters 15-17 added to this edition include some results concerning Control Dynamical Systems - the global attractors, asymptotic stability of switched systems, absolute asymptotic stability of differential/difference equations and inclusions - published in the works of author in recent years.

This book presents methods for the computational solution of differential equations, both ordinary and partial, time-dependent and steady-state. Finite difference methods are introduced and analyzed in the first four chapters, and finite element methods are studied in chapter five. A very general-purpose and widely-used finite element program, PDE2D, which implements many of the methods studied in the earlier chapters, is presented and documented in Appendix A.The book contains the relevant theory and error analysis for most of the methods studied, but also emphasizes the practical aspects involved in implementing the methods. Students using this book will actually see and write programs (FORTRAN or MATLAB) for solving ordinary and partial differential equations, using both finite differences and finite elements. In addition, they will be able to solve very difficult partial differential equations using the software PDE2D, presented in Appendix A. PDE2D solves very general steady-state, time-dependent and eigenvalue PDE systems, in 1D intervals, general 2D regions, and a wide range of simple 3D regions.The Windows version of PDE2D comes free with every purchase of this book. More information at www.pde2d.com/contact.