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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
This book, intended for researchers and graduate students in physics, applied mathematics and engineering, presents a detailed comparison of the important methods of solution for linear differential and difference equations - variation of constants, reduction of order, Laplace transforms and generating functions - bringing out the similarities as well as the significant differences in the respective analyses. Equations of arbitrary order are studied, followed by a detailed analysis for equations of first and second order. Equations with polynomial coefficients are considered and explicit solutions for equations with linear coefficients are given, showing significant differences in the functional form of solutions of differential equations from those of difference equations. An alternative method of solution involving transformation of both the dependent and independent variables is given for both differential and difference equations. A comprehensive, detailed treatment of Green's functions and the associated initial and boundary conditions is presented for differential and difference equations of both arbitrary and second order. A dictionary of difference equations with polynomial coefficients provides a unique compilation of second order difference equations obeyed by the special functions of mathematical physics. Appendices augmenting the text include, in particular, a proof of Cramer's rule, a detailed consideration of the role of the superposition principal in the Green's function, and a derivation of the inverse of Laplace transforms and generating functions of particular use in the solution of second order linear differential and difference equations with linear coefficients.
Starting with an introduction to fractional derivatives and numerical approximations, this book presents finite difference methods for fractional differential equations, including time-fractional sub-diffusion equations, time-fractional wave equations, and space-fractional differential equations, among others. Approximation methods for fractional derivatives are developed and approximate accuracies are analyzed in detail.
Nonlinear partial differential equations abound in modern physics. The problems arising in these fields lead to fascinating questions and, at the same time, progress in understanding the mathematical structures is of great importance to the models. Nevertheless, activity in one of the approaches is not always sufficiently in touch with developments in the other field. The book presents the joint efforts of mathematicians and physicists involved in modelling reactive flows, in particular superconductivity and superfluidity. Certain contributions are fundamental to an understanding of such cutting-edge research topics as rotating Bose-Einstein condensates, Kolmogorov-Zakharov solutions for weak turbulence equations, and the propagation of fronts in heterogeneous media.
This volume contains the proceedings of the 19th International Conference on Difference Equations and Applications, held at Sultan Qaboos University, Muscat, Oman in May 2013. The conference brought together experts and novices in the theory and applications of difference equations and discrete dynamical systems. The volume features papers in difference equations and discrete time dynamical systems with applications to mathematical sciences and, in particular, mathematical biology, ecology, and epidemiology. It includes four invited papers and eight contributed papers. Topics covered include: competitive exclusion through discrete time models, Benford solutions of linear difference equations, chaos and wild chaos in Lorenz-type systems, advances in periodic difference equations, the periodic decomposition problem, dynamic selection systems and replicator equations, and asymptotic equivalence of difference equations in Banach Space. This book will appeal to researchers, scientists, and educators who work in the fields of difference equations, discrete time dynamical systems and their applications.
One service mathematics has rendered the 'Et moi, ..., si j'avait su comment en revenir, je n'y serais point aIle: ' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics ... '. All arguably true. And all statements obtainable this way form part of the raison d'elre of this series."
The last thirty years were a period of continuous and intense growth in the subject of dynamical systems. New concepts and techniques and at the same time new areas of applications of the theory were found. The 31st session of the Seminaire de Mathematiques Superieures (SMS) held at the Universite de Montreal in July 1992 was on dynamical systems having as its center theme "Bifurcations and periodic orbits of vector fields." This session of the SMS was a NATO Advanced Study Institute (ASI). This ASI had the purpose of acquainting the participants with some of the most recent developments and of stimulating new research around the chosen center theme. These developments include the major tools of the new resummation techniques with applications, in particular to the proof of the non-accumulation of limit-cycles for real-analytic plane vector fields. One of the aims of the ASI was to bring together methods from real and complex dy namical systems. There is a growing awareness that an interplay between real and complex methods is both useful and necessary for the solution of some of the problems. Complex techniques become powerful tools which yield valuable information when applied to the study of the dynamics of real vector fields. The recent developments show that no rigid frontiers between disciplines exist and that interesting new developments occur when ideas and techniques from diverse disciplines are married. One of the aims of the ASI was to show these multiple interactions at work."
This volume presents a carefully written introduction to nonlinear waves in the natural sciences and engineering. It contains many classical results as well as more recent results, dealing with topics such as the forced Korteweg--de Vries equation and material relating to X-ray crystallography. The volume contains nine chapters. Chapter 1 concerns asymptotics and nonlinear ordinary differential equations. Conservation laws are discussed in Chapter 2, and Chapter 3 considers water waves. The scattering and inverse scattering method is described in Chapter 4, which also contains a full explanation of using the inverse scattering method for finding 1-, 2- and 3-soliton solutions of the Korteweg--de Vries equation. After dealing with the Burgers equation in Chapter 5, Chapter 6 discusses the forced Korteweg--de Vries equations. Here the emphasis is on steady-state bifurcations and unsteady-state periodic soliton generation. The Sine--Gordon and nonlinear SchrAdinger equations are the subject of Chapter 7. The final two chapters consider wave instability and resonance. Every chapter contains problems and exercises, together with guidance for their solution. The volume concludes with some appendices which describe symbolic derivations of certain results on solitons. Several user-friendly MATHEMATICA packages are included. The prerequisite for using this book is a background knowledge of basic physics, linear algebra and differential equations. For graduates and researchers in mathematics, physics and engineering wishing to have a good introduction to nonlinear wave theory and its applications. This volume is also highly recommended as a course book.
This monograph aims to fill a void by making available a source book which first systematically describes all the available uniqueness and nonuniqueness criteria for ordinary differential equations, and compares and contrasts the merits of these criteria, and second, discusses open problems and offers some directions towards possible solutions.
For more than 250 years partial di?erential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at ?rst and then those originating from - man activity and technological development. Mechanics, physics and their engineering applications were the ?rst to bene't from the impact of partial di?erential equations on modeling and design, but a little less than a century ago the Schr] odinger equation was the key opening the door to the application of partial di?erential equations to quantum chemistry, for small atomic and molecular systems at ?rst, but then for systems of fast growing complexity. The place of partial di?erential equations in mathematics is a very particular one: initially, the partial di?erential equations modeling natural phenomena were derived by combining calculus with physical reasoning in order to - press conservation laws and principles in partial di?erential equation form, leading to the wave equation, the heat equation, the equations of elasticity, the Euler and Navier-Stokes equations for ?uids, the Maxwell equations of electro-magnetics, etc. It is in order to solve 'constructively' the heat equation that Fourier developed the series bearing his name in the early 19th century; Fourier series (and later integrals) have played (and still play) a fundamental roleinbothpureandappliedmathematics, includingmanyareasquiteremote from partial di?erential equations. On the other hand, several areas of mathematics such as di?erential ge- etry have bene?ted from their interactions with partial di?erential equations."
This edited volume offers a state of the art overview of fast and robust solvers for the Helmholtz equation. The book consists of three parts: new developments and analysis in Helmholtz solvers, practical methods and implementations of Helmholtz solvers, and industrial applications. The Helmholtz equation appears in a wide range of science and engineering disciplines in which wave propagation is modeled. Examples are: seismic inversion, ultrasone medical imaging, sonar detection of submarines, waves in harbours and many more. The partial differential equation looks simple but is hard to solve. In order to approximate the solution of the problem numerical methods are needed. First a discretization is done. Various methods can be used: (high order) Finite Difference Method, Finite Element Method, Discontinuous Galerkin Method and Boundary Element Method. The resulting linear system is large, where the size of the problem increases with increasing frequency. Due to higher frequencies the seismic images need to be more detailed and, therefore, lead to numerical problems of a larger scale. To solve these three dimensional problems fast and robust, iterative solvers are required. However for standard iterative methods the number of iterations to solve the system becomes too large. For these reason a number of new methods are developed to overcome this hurdle. The book is meant for researchers both from academia and industry and graduate students. A prerequisite is knowledge on partial differential equations and numerical linear algebra.
Vsevolod Alekseevich Solonnikov is known as one of the outstanding mathema- ciansfromtheSt.PetersburgMathematicalSchool.Hisremarkableresultsonexact estimates of solutions to boundary and initial-boundary value problems for linear elliptic, parabolic, and Stokes systems, his methods and contributions to the - vestigation of free boundary problems, in particular in ?uid mechanics, are well known to specialists all over the world. The International Conference on "Trends in Partial Di?erential Equations of th ' Mathematical Physics" was held on the occasion of his 70 birthday in Obidos (Portugal), from June 7 to 10, 2003. It was an organization of the "Centro de Matem' atica e Aplica, c" oes Fundamentais da Universidade Lisboa", in collaboration with the "Centro de Matem' atica da Universidade de Coimbra", the "Centro de Matem' atica Aplicada do IST/Universidade T' ecnica de Lisboa", the "Centro de Matem' atica da Universidade da Beira Interior",from Portugal,and with the L- oratory of Mathematical Physics of the St.Petersburg Department of the Steklov Institute of Mathematics from Russia. The conference consisted of thirty eight invited and contributed lectures and ' gathered,inthecharminganduniquemedievaltownofObidos,aboutsixtypart- ipants from ?fteen countries, namely USA, Switzerland, Spain, Russia, Portugal, Poland, Lithuania, Korea, Japan, Italy, Germany, France, Canada, Australia and Argentina.Severalcolleaguesgaveusahelpinghandintheorganizationofthec- ference. We are thankful to all of them, and in particular to Stanislav Antontsev, Anvarbek Meirmanov and Ad' elia Sequeira, that integrated also the Organizing Committee. A special acknowledgement is due to Elena Frolova that helped us in compiling the short and necessarily incomplete bio-bibliographical notes below.
This monograph presents an introduction to some geometric and analytic aspects of the maximum principle. In doing so, it analyses with great detail the mathematical tools and geometric foundations needed to develop the various new forms that are presented in the first chapters of the book. In particular, a generalization of the Omori-Yau maximum principle to a wide class of differential operators is given, as well as a corresponding weak maximum principle and its equivalent open form and parabolicity as a special stronger formulation of the latter. In the second part, the attention focuses on a wide range of applications, mainly to geometric problems, but also on some analytic (especially PDEs) questions including: the geometry of submanifolds, hypersurfaces in Riemannian and Lorentzian targets, Ricci solitons, Liouville theorems, uniqueness of solutions of Lichnerowicz-type PDEs and so on. Maximum Principles and Geometric Applications is written in an easy style making it accessible to beginners. The reader is guided with a detailed presentation of some topics of Riemannian geometry that are usually not covered in textbooks. Furthermore, many of the results and even proofs of known results are new and lead to the frontiers of a contemporary and active field of research.
In this book we develop various mathematical models of information dynamics, I -dynamics (including the process of thinking), based on methods of classical and quantum physics. The main aim of our investigations is to describe mathematically the phenomenon of consciousness. We would like to realize a kind of Newton-Descartes program (corrected by the lessons of statistical and quantum mechanics) for information processes. Starting from the ideas of Newton and Descartes, in physics there was developed an adequate description of the dynamics of material systems. We would like to develop an analogous mathematical formalism for information and, in particular, mental processes. At the beginning of the 21st century it is clear that it would be impossible to create a deterministic model for general information processes. A deterministic model has to be completed by a corresponding statistical model of information flows and, in particular, flows of minds. It might be that such an information statistical model should have a quantum-like structure.
For the past 25 years the theory of pseudodifferential operators has played an important role in many exciting and deep investigations into linear PDE. Over the past decade, this tool has also begun to yield interesting results in nonlinear PDE. This book is devoted to a summary and reconsideration of some used of pseudodifferential operator techniques in nonlinear PDE. The book should be of interest to graduate students, instructors, and researchers interested in partial differential equations, nonlinear analysis in classical mathematical physics and differential geometry, and in harmonic analysis.
This volume focuses on recent developments in non-linear and hyperbolic equations. It will be a most valuable resource for researchers in applied mathematics, the theory of wavelets, and in mathematical and theoretical physics. Nine up-to-date contributions have been written on invitation by experts in the respective fields. The book is the third volume of the subseries "Advances in Partial Differential Equations."
This book presents a panorama of operator theory. It treats a variety of classes of linear operators which illustrate the richness of the theory, both in its theoretical developments and its applications. For each of the classes various differential and integral operators motivate or illustrate the main results. The topics have been updated and enhanced by new developments, many of which appear here for the first time. Interconnections appear frequently and unexpectedly. This second volume consists of five parts: triangular representations, classes of Toeplitz operators, contractive operators and characteristic operator functions, Banach algebras and algebras of operators, and extension and completion problems. The exposition is self-contained and has been simplified and polished in an effort to make advanced topics accessible to a wide audience of students and researchers in mathematics, science and engineering. Contents: Vol. I - This book presents a panorama of operator theory. It treats a variety of classes of linear operators which illustrate the richness of the theory, both in its theoretical developments and its applications. For each of the classes various differential and integral operators motivate or illustrate the main results. The topics have been updated and enhanced by new developments, many of which appear here for the first time. Interconnections appear frequently and unexpectedly. The present volume consists of four parts: general spectral theory, classes of compact operators, Fredholm and Wiener-Hopf operators, and classes of unbounded operators: The exposition is self-contained and has been simplified and polished in an effort to make advanced topics accessible to a wide audience of students and researchers in mathematics, science and engineering. ..". Used as a graduate textbook, the book allows the instructor several good selections of topics to build a course. ... The authors took great care to polish and simplify the exposition; as a result, the book can serve also as an excellent basis for reading courses or for self-study. ... Besides being a textbook, the book is a valuable reference source for a wide audience of mathematicians, physicists and engineers. The specialists in functional analysis and operator theory will find most of the topics familiar, although the exposition is often novel or non-traditional, making the material more accessible. ..." (Zentralblatt fA1/4r Mathematik) / "This book presents an excellently chosen panorama of operator theory. It shows for several times the fruitful application of complex analysis to problems in operator theory. ... Each part contains interesting exercises and comments on the literature of the topic." (Monatshefte fA1/4r Mathematik)
First year, undergraduate, mathematics students in Japan have for many years had the opportunity of a unique experience---an introduction, at an elementary level, to some very advanced ideas in mathematics from one of the leading mathematicians of the world. Michio Kuga s lectures on Group Theory and Differential Equations are a realization of two dreams---one to see Galois groups used to attack the problems of differential equations---the other to do so in such a manner as to take students from a very basic level to an understanding of the heart of this fascinating mathematical problem. English reading students now have the opportunity to enjoy this lively presentation, from elementary ideas to cartoons to funny examples, and to follow the mind of an imaginative and creative mathematician into a world of enduring mathematical creations."
This dictionary offers clear and reliable explanations of over 100 keywords covering the entire field of non-classical continuum mechanics and generalized mechanics, including the theory of elasticity, heat conduction, thermodynamic and electromagnetic continua, as well as applied mathematics. Every entry includes the historical background and the underlying theory, basic equations and typical applications. The reference list for each entry provides a link to the original articles and the most important in-depth theoretical works. Last but not least, ever y entry is followed by a cross-reference to other related subject entries in the dictionary.
This monograph presents a concise yet elementary account of exterior differential system theory so that it can be quickly applied to problems. The first part of the monograph, Chapters 1-5, deals with the general theory: the Cartan-Kaehler theorem is proved, the notions of involution and prolongation are carefully laid out, quasi-linear differential systems are examined in detail, and explicit examples of the Spencer cohomology groups and the characteristic variety are given. The second part of the monograph, Chapters 6 and 7, deals with applications to problems in differential geometry: the isometric embedding theorem of Cartan-Janet and its various geometric ramifications are discussed, a proof of the Andreotti-Hill theorem on the O-R embedding problem is given, and embeddings of abstract projective structures are discussed. For researchers and graduate students who would like a good introduction to exterior differential systems. This volume will also be particularly useful to those whose work involves differential geometry and partial differential equations.
This book focuses on the properties of nonlinear systems of PDE with geometrical origin and the natural description in the language of infinite-dimensional differential geometry. The treatment is very informal and the theory is illustrated by various examples from mathematical physics. All necessary information about the infinite-dimensional geometry is given in the text.
This book deals with asymptotic solutions of linear and nonlinear equa- tions which decay as h ---+ 0 outside a neighborhood of certain points, curves and surfaces. Such solutions are almost everywhere well approximated by the functions cp(x) exp{iS(x)/h}, x E 1R3, where S(x) is complex, and ImS(x) ~ o. When the phase S(x) is real (ImS(x) = 0), the method for obtaining asymp- totics of this type is known in quantum mechanics as the WKB-method. We preserve this terminology in the case ImS(x) ~ 0 and develop the method for a wide class of problems in mathematical physics. Asymptotics of this type were constructed recently for many linear prob- lems of mathematical physics; certain specific formulas were obtained by differ- ent methods (V. M. Babich [5 -7], V. P. Lazutkin [76], A. A. Sokolov, 1. M. Ter- nov [113], J. Schwinger [107, 108], E. J. Heller [53], G. A. Hagedorn [50, 51], V. N. Bayer, V. M. Katkov [21], N. A. Chernikov [35] and others). However, a general (Hamiltonian) formalism for obtaining asymptotics of this type is clearly required; this state of affairs is expressed both in recent mathematical and physical literature. For example, the editors of the collected volume [106] write in its preface: "One can hope that in the near future a computational pro- cedure for fields with complex phase, similar to the usual one for fields with real phase, will be developed.
This volume contains a wealth of results and methodologies applicable to a wide range of problems arising in reaction-diffusion theory. It can be viewed both as a handbook, and as a detailed description of the methodology. The authors present new methods based on matched asymptotic expansions.
This volume consists of eighteen peer-reviewed papers related to lectures on pseudo-differential operators presented at the meeting of the ISAAC Group in Pseudo-Differential Operators (IGPDO) held at Imperial College London on July 13-18, 2009. Featured in this volume are the analysis, applications and computations of pseudo-differential operators in mathematics, physics and signal analysis. This volume is a useful complement to the volumes "Advances in Pseudo-Differential Operators", "Pseudo-Differential Operators and Related Topics", "Modern Trends in Pseudo-Differential Operators", "New Developments in Pseudo-Differential Operators" and "Pseudo-Differential Operators: Complex Analysis and Partial Differential Equations" published in the same series in, respectively, 2004, 2006, 2007, 2009 and 2010.
Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. G. K. Chesterton. The Scandal of Father 'The Hermit Clad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gulik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics," "CFD," "completely integrable systems," "chaos, synergetics and large-scale order," which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics. |
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