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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
Higher dimensional theories have attracted much attention because
they make it possible to reduce much of physics in a concise,
elegant fashion that unifies the two great theories of the 20th
century: Quantum Theory and Relativity. This book provides an
elementary description of quantum wave equations in higher
dimensions at an advanced level so as to put all current
mathematical and physical concepts and techniques at the reader's
disposal. A comprehensive description of quantum wave equations in
higher dimensions and their broad range of applications in quantum
mechanics is provided, which complements the traditional coverage
found in the existing quantum mechanics textbooks and gives
scientists a fresh outlook on quantum systems in all branches of
physics.
The international Conference on Optimal Control of Coupled Systems of Partial Di?erential Equations was held at the Mathematisches Forschungsinstitut Ob- wolfach (www.mfo.de) from April, 17 to 23, 2005. The scienti?c program included 30 talks coveringvarious topics as controllability,feedback-control,optimality s- tems, model-reduction techniques, analysis and optimal control of ?ow problems and ?uid-structure interactions, as well as problems of shape and topology op- mization. The applications discussed during the conference range from the op- mization and control of quantum mechanical systems, the design of piezo-electric acoustic micro-mechanical devices, optimal control of crystal growth, the control of bodies immersed into a ?uid to airfoil design and much more. Thus the app- cations are across all time and length scales. Optimization and control of systems governed by partial di?erential eq- tions and more recently by variational inequalities is a very active ?eld of research in Applied Mathematics, in particular in numerical analysis, scienti?c comp- ing and optimization. In order to able to handle real-world applications, scalable and parallelizable algorithms have to be designed, implemented and validated. This requires an in-depth understanding of both the theoretical properties and the numerical realization of such structural insights. Therefore, a 'core' devel- ment within the ?eld of optimization with PDE-constraints such as the analysis of control-and-state-constrained problems, the role of obstacles, multi-phases etc. and an interdisciplinary 'diagonal' bridging regarding applications and numerical simulation are most important.
The book is devoted to rigorous derivation of macroscopic mathematical models as a homogenization of exact mathematical models at the microscopic level. The idea is quite natural: one first must describe the joint motion of the elastic skeleton and the fluid in pores at the microscopic level by means of classical continuum mechanics, and then use homogenization to find appropriate approximation models (homogenized equations). The Navier-Stokes equations still hold at this scale of the pore size in the order of 5 - 15 microns. Thus, as we have mentioned above, the macroscopic mathematical models obtained are still within the limits of physical applicability. These mathematical models describe different physical processes of liquid filtration and acoustics in poroelastic media, such as isothermal or non-isothermal filtration, hydraulic shock, isothermal or non-isothermal acoustics, diffusion-convection, filtration and acoustics in composite media or in porous fractured reservoirs. Our research is based upon the Nguetseng two-scale convergent method.
This book is the first to report on theoretical breakthroughs on control of complex dynamical systems developed by collaborative researchers in the two fields of dynamical systems theory and control theory. As well, its basic point of view is of three kinds of complexity: bifurcation phenomena subject to model uncertainty, complex behavior including periodic/quasi-periodic orbits as well as chaotic orbits, and network complexity emerging from dynamical interactions between subsystems. Analysis and Control of Complex Dynamical Systems offers a valuable resource for mathematicians, physicists, and biophysicists, as well as for researchers in nonlinear science and control engineering, allowing them to develop a better fundamental understanding of the analysis and control synthesis of such complex systems.
The aim of this book is to provide beginning graduate students who completed the first two semesters of graduate-level analysis and PDE courses with a first exposure to the mathematical analysis of the incompressible Euler and Navier-Stokes equations. The book gives a concise introduction to the fundamental results in the well-posedness theory of these PDEs, leaving aside some of the technical challenges presented by bounded domains or by intricate functional spaces. Chapters 1 and 2 cover the fundamentals of the Euler theory: derivation, Eulerian and Lagrangian perspectives, vorticity, special solutions, existence theory for smooth solutions, and blowup criteria. Chapters 3, 4, and 5 cover the fundamentals of the Navier-Stokes theory: derivation, special solutions, existence theory for strong solutions, Leray theory of weak solutions, weak-strong uniqueness, existence theory of mild solutions, and Prodi-Serrin regularity criteria. Chapter 6 provides a short guide to the must-read topics, including active research directions, for an advanced graduate student working in incompressible fluids. It may be used as a roadmap for a topics course in a subsequent semester. The appendix recalls basic results from real, harmonic, and functional analysis. Each chapter concludes with exercises, making the text suitable for a one-semester graduate course. Prerequisites to this book are the first two semesters of graduate-level analysis and PDE courses.
Boundary value problems for partial differential equations playa crucial role in many areas of physics and the applied sciences. Interesting phenomena are often connected with geometric singularities, for instance, in mechanics. Elliptic operators in corresponding models are then sin gular or degenerate in a typical way. The necessary structures for constructing solutions belong to a particularly beautiful and ambitious part of the analysis. Cracks in a medium are described by hypersurfaces with a boundary. Config urations of that kind belong to the category of spaces (manifolds) with geometric singularities, here with edges. In recent years the analysis on such (in general, stratified) spaces has become a mathematical structure theory with many deep relations with geometry, topology, and mathematical physics. Key words in this connection are operator algebras, index theory, quantisation, and asymptotic analysis. Motivated by Lame's system with two-sided boundary conditions on a crack we ask the structure of solutions in weighted edge Sobolov spaces and subspaces with discrete and continuous asymptotics. Answers are given for elliptic sys tems in general. We construct parametrices of corresponding edge boundary value problems and obtain elliptic regularity in the respective scales of weighted spaces. The original elliptic operators as well as their parametrices belong to a block matrix algebra of pseudo-differential edge problems with boundary and edge conditions, satisfying analogues of the Shapiro-Lopatinskij condition from standard boundary value problems. Operators are controlled by a hierarchy of principal symbols with interior, boundary, and edge components."
The theory of partial differential equations is a wide and rapidly developing branch of contemporary mathematics. Problems related to partial differential equations of order higher than one are so diverse that a general theory can hardly be built up. There are several essentially different kinds of differential equations called elliptic, hyperbolic, and parabolic. Regarding the construction of solutions of Cauchy, mixed and boundary value problems, each kind of equation exhibits entirely different properties. Cauchy problems for hyperbolic equations and systems with variable coefficients have been studied in classical works of Petrovskii, Leret, Courant, Gording. Mixed problems for hyperbolic equations were considered by Vishik, Ladyzhenskaya, and that for general two dimensional equations were investigated by Bitsadze, Vishik, Gol'dberg, Ladyzhenskaya, Myshkis, and others. In last decade the theory of solvability on the whole of boundary value problems for nonlinear differential equations has received intensive development. Significant results for nonlinear elliptic and parabolic equations of second order were obtained in works of Gvazava, Ladyzhenskaya, Nakhushev, Oleinik, Skripnik, and others. Concerning the solvability in general of nonlinear hyperbolic equations, which are connected to the theory of local and nonlocal boundary value problems for hyperbolic equations, there are only partial results obtained by Bronshtein, Pokhozhev, Nakhushev."
Combining both classical and current methods of analysis, this text present discussions on the application of functional analytic methods in partial differential equations. It furnishes a simplified, self-contained proof of Agmon-Douglis-Niremberg's Lp-estimates for boundary value problems, using the theory of singular integrals and the Hilbert transform.
Systems with sub-processes evolving on many different time scales are ubiquitous in applications: chemical reactions, electro-optical and neuro-biological systems, to name just a few. This volume contains papers that expose the state of the art in mathematical techniques for analyzing such systems. Recently developed geometric ideas are highlighted in this work that includes a theory of relaxation-oscillation phenomena in higher dimensional phase spaces. Subtle exponentially small effects result from singular perturbations implicit in certain multiple time scale systems. Their role in the slow motion of fronts, bifurcations, and jumping between invariant tori are all explored here. Neurobiology has played a particularly stimulating role in the development of these techniques and one paper is directed specifically at applying geometric singular perturbation theory to reveal the synchrony in networks of neural oscillators.
This book introduces the basic concept of a dissipative soliton, before going to explore recent theoretical and experimental results for various classes of dissipative optical solitons, high-energy dissipative solitons and their applications, and mode-locked fiber lasers. A soliton is a concept which describes various physical phenomena ranging from solitary waves forming on water to ultrashort optical pulses propagating in an optical fiber. While solitons are usually attributed to integrability, in recent years the notion of a soliton has been extended to various systems which are not necessarily integrable. Until now, the main emphasis has been given to well-known conservative soliton systems, but new avenues of inquiry were opened when physicists realized that solitary waves did indeed exist in a wide range of non-integrable and non-conservative systems leading to the concept of so-called dissipative optical solitons. Dissipative optical solitons have many unique properties which differ from those of their conservative counterparts. For example, except for very few cases, they form zero-parameter families and their properties are completely determined by the external parameters of the optical system. They can exist indefinitely in time, as long as these parameters stay constant. These features of dissipative solitons are highly desirable for several applications, such as in-line regeneration of optical data streams and generation of stable trains of laser pulses by mode-locked cavities.
This book provides insight into the mathematics of Galerkin finite element method as applied to parabolic equations. The revised second edition has been influenced by recent progress in application of semigroup theory to stability and error analysis, particulatly in maximum-norm. Two new chapters have also been added, dealing with problems in polygonal, particularly noncovex, spatial domains, and with time discretization based on using Laplace transformation and quadrature.
Sparked by demands inherent to the mathematical study of pollution,
intensive industry, global warming, and the biosphere, Adjoint
Equations and Perturbation Algorithms in Nonlinear Problems is the
first book ever to systematically present the theory of adjoint
equations for nonlinear problems, as well as their application to
perturbation algorithms. This new approach facilitates analysis of
observational data, the application of adjoint equations to
retrospective study of processes governed by imitation models, and
the study of computer models themselves. Specifically, the book
discusses:
This book deals with the modeling, analysis and simulation of problems arising in the life sciences, and especially in biological processes. The models and findings presented result from intensive discussions with microbiologists, doctors and medical staff, physicists, chemists and industrial engineers and are based on experimental data. They lead to a new class of degenerate density-dependent nonlinear reaction-diffusion convective equations that simultaneously comprise two kinds of degeneracy: porous-medium and fast-diffusion type degeneracy. To date, this class is still not clearly understood in the mathematical literature and thus especially interesting. The author both derives realistic life science models and their above-mentioned governing equations of the degenerate types and systematically studies these classes of equations. In each concrete case well-posedness, the dependence of solutions on boundary conditions reflecting some properties of the environment, and the large-time behavior of solutions are investigated and in some instances also studied numerically.
The work of Hans Lewy (1904--1988) has had a profound influence in the direction of applied mathematics and partial differential equations, in particular, from the late 1920s. Two of the particulars are well known. The Courant--Friedrichs--Lewy condition (1928), or CFL condition, was devised to obtain existence and approximation results. This condition, relating the time and spatial discretizations for finite difference schemes, is now universally employed in the simulation of solutions of equations describing propagation phenomena. Lewy's example of a linear equation with no solution (1957), with its attendant consequence that most equations have no solution, was not merely an unexpected fact, but changed the viewpoint of the entire field. Lewy made pivotal contributions in many other areas, for example, the regularity theory of elliptic equations and systems, the Monge-- AmpSre Equation, the Minkowski Problem, the asymptotic analysis of boundary value problems, and several complex variables. He was among the first to study variational inequalities. In much of his work, his underlying philosophy was that simple tools of function theory could help one understand the essential concepts embedded in an issue, although at a cost in generality. This approach was extremely successful. In this two-volume work, most all of Lewy's papers are presented, in chronological order. They are preceded by several short essays about Lewy himself, prepared by Helen Lewy, Constance Reid, and David Kinderlehrer, and commentaries on his work by Erhard Heinz, Peter Lax, Jean Leray, Richard MacCamy, Fran?ois Treves, and Louis Nirenberg. Additionally, there are Lewy's own remarks on the occasion of his honorary degree from the University of Bonn.
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy." We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th, se SPDEs explicitly, or at least provide algorithms or approximations for the solutions."
This work is devoted to fixed point theory as well as the theory of accretive operators in Banach spaces. The goal is to develop, in self-contained way, the main results in both theories. Special emphasis is given to the study how both theories can be used to study the existence and uniqueness of solution of several types of partial differential equations and integral equations.
This volume is a collection of articles presented at the Workshop for Nonlinear Analysis held in Joao Pessoa, Brazil, in September 2012. The influence of Bernhard Ruf, to whom this volume is dedicated on the occasion of his 60th birthday, is perceptible throughout the collection by the choice of themes and techniques. The many contributors consider modern topics in the calculus of variations, topological methods and regularity analysis, together with novel applications of partial differential equations. In keeping with the tradition of the workshop, emphasis is given to elliptic operators inserted in different contexts, both theoretical and applied. Topics include semi-linear and fully nonlinear equations and systems with different nonlinearities, at sub and supercritical exponents, with spectral interactions of Ambrosetti-Prodi type. Also treated are analytic aspects as well as applications such as diffusion problems in mathematical genetics and finance and evolution equations related to electromechanical devices."
This volume contains lectures and invited papers from the Focus Program on "Nonlinear Dispersive Partial Differential Equations and Inverse Scattering" held at the Fields Institute from July 31-August 18, 2017. The conference brought together researchers in completely integrable systems and PDE with the goal of advancing the understanding of qualitative and long-time behavior in dispersive nonlinear equations. The program included Percy Deift's Coxeter lectures, which appear in this volume together with tutorial lectures given during the first week of the focus program. The research papers collected here include new results on the focusing nonlinear Schroedinger (NLS) equation, the massive Thirring model, and the Benjamin-Bona-Mahoney equation as dispersive PDE in one space dimension, as well as the Kadomtsev-Petviashvili II equation, the Zakharov-Kuznetsov equation, and the Gross-Pitaevskii equation as dispersive PDE in two space dimensions. The Focus Program coincided with the fiftieth anniversary of the discovery by Gardner, Greene, Kruskal and Miura that the Korteweg-de Vries (KdV) equation could be integrated by exploiting a remarkable connection between KdV and the spectral theory of Schrodinger's equation in one space dimension. This led to the discovery of a number of completely integrable models of dispersive wave propagation, including the cubic NLS equation, and the derivative NLS equation in one space dimension and the Davey-Stewartson, Kadomtsev-Petviashvili and Novikov-Veselov equations in two space dimensions. These models have been extensively studied and, in some cases, the inverse scattering theory has been put on rigorous footing. It has been used as a powerful analytical tool to study global well-posedness and elucidate asymptotic behavior of the solutions, including dispersion, soliton resolution, and semiclassical limits.
The conjugate gradient method is a powerful tool for the iterative solution of self-adjoint operator equations in Hilbert space.This volume summarizes and extends the developments of the past decade concerning the applicability of the conjugate gradient method (and some of its variants) to ill posed problems and their regularization. Such problems occur in applications from almost all natural and technical sciences, including astronomical and geophysical imaging, signal analysis, computerized tomography, inverse heat transfer problems, and many more This Research Note presents a unifying analysis of an entire family of conjugate gradient type methods. Most of the results are as yet unpublished, or obscured in the Russian literature. Beginning with the original results by Nemirovskii and others for minimal residual type methods, equally sharp convergence results are then derived with a different technique for the classical Hestenes-Stiefel algorithm. In the final chapter some of these results are extended to selfadjoint indefinite operator equations. The main tool for the analysis is the connection of conjugate gradient type methods to real orthogonal polynomials, and elementary properties of these polynomials. These prerequisites are provided in a first chapter. Applications to image reconstruction and inverse heat transfer problems are pointed out, and exemplarily numerical results are shown for these applications.
This monograph offers the reader a treatment of the theory of evolution PDEs with nonstandard growth conditions. This class includes parabolic and hyperbolic equations with variable or anisotropic nonlinear structure. We develop methods for the study of such equations and present a detailed account of recent results. An overview of other approaches to the study of PDEs of this kind is provided. The presentation is focused on the issues of existence and uniqueness of solutions in appropriate function spaces and on the study of the specific qualitative properties of solutions, such as localization in space and time, extinction in a finite time and blow-up, or nonexistence of global in time solutions. Special attention is paid to the study of the properties intrinsic to solutions of equations with nonstandard growth.
During last decade significant progress has been made in the oil indus try by using soft computing technology. Underlying this evolving technology there have, been ideas transforming the very language we use to describe problems with imprecision, uncertainty and partial truth. These developments offer exciting opportunities, but at the same time it is becoming clearer that further advancements are confronted by funda mental problems. The whole idea of how human process information lies at the core of the challenge. There are already new ways of thinking about the problems within theory of perception-based information. This theory aims to understand and harness the laws of human perceptions to dramatically im prove the processing of information. A matured theory of perception-based information is likely to be proper positioned to contribute to the solution of the problems and provide all the ingredients for a revolution in science, technology and business. In this context, Berkeley Initiative in Soft Computing (BISC), Univer sity of California, Berkeley from one side and Chevron-Texaco from another formed a Technical Committee to organize a Meeting entitled "State of the Art Assessment and New Directions for Research" to understand the signifi cance of the fields accomplishments, new developments and future directions. The Technical Committee selected and invited 15 scientists (and oil indus try experts as technical committee members) from the related disciplines to participate in the Meeting, which took place at the University of California, Berkeley, and March 15-17, 2002."
The study of dynamic equations on a measure chain (time scale) goes back to its founder S. Hilger (1988), and is a new area of still fairly theoretical exploration in mathematics. Motivating the subject is the notion that dynamic equations on measure chains can build bridges between continuous and discrete mathematics. Further, the study of measure chain theory has led to several important applications, e.g., in the study of insect population models, neural networks, heat transfer, and epidemic models. Key features of the book: * Introduction to measure chain theory; discussion of its usefulness in allowing for the simultaneous development of differential equations and difference equations without having to repeat analogous proofs * Many classical formulas or procedures for differential and difference equations cast in a new light * New analogues of many of the "special functions" studied * Examination of the properties of the "exponential function" on time scales, which can be defined and investigated using a particularly simple linear equation * Additional topics covered: self-adjoint equations, linear systems, higher order equations, dynamic inequalities, and symplectic dynamic systems * Clear, motivated exposition, beginning with preliminaries and progressing to more sophisticated text * Ample examples and exercises throughout the book * Solutions to selected problems Requiring only a first semester of calculus and linear algebra, Dynamic Equations on Time Scales may be considered as an interesting approach to differential equations via exposure to continuous and discrete analysis. This approach provides an early encounter with many applications in such areas as biology, physics, and engineering. Parts of the book may be used in a special topics seminar at the senior undergraduate or beginning graduate levels. Finally, the work may serve as a reference to stimulate the development of new kinds of equations with potentially new applications.
Nonlinear diffusion equations have held a prominent place in the theory of partial differential equations, both for the challenging and deep math ematical questions posed by such equations and the important role they play in many areas of science and technology. Examples of current inter est are biological and chemical pattern formation, semiconductor design, environmental problems such as solute transport in groundwater flow, phase transitions and combustion theory. Central to the theory is the equation Ut = ~cp(U) + f(u). Here ~ denotes the n-dimensional Laplacian, cp and f are given functions and the solution is defined on some domain n x [0, T] in space-time. FUn damental questions concern the existence, uniqueness and regularity of so lutions, the existence of interfaces or free boundaries, the question as to whether or not the solution can be continued for all time, the asymptotic behavior, both in time and space, and the development of singularities, for instance when the solution ceases to exist after finite time, either through extinction or through blow up.
The work of Hans Lewy (1904--1988) has had a profound influence in the direction of applied mathematics and partial differential equations, in particular, from the late 1920s. Two of the particulars are well known. The Courant--Friedrichs--Lewy condition (1928), or CFL condition, was devised to obtain existence and approximation results. This condition, relating the time and spatial discretizations for finite difference schemes, is now universally employed in the simulation of solutions of equations describing propagation phenomena. Lewy's example of a linear equation with no solution (1957), with its attendant consequence that most equations have no solution, was not merely an unexpected fact, but changed the viewpoint of the entire field. Lewy made pivotal contributions in many other areas, for example, the regularity theory of elliptic equations and systems, the Monge--AmpA]re Equation, the Minkowski Problem, the asymptotic analysis of boundary value problems, and several complex variables. He was among the first to study variational inequalities. In much of his work, his underlying philosophy was that simple tools of function theory could help one understand the essential concepts embedded in an issue, although at a cost in generality. This approach was extremely successful. In this two-volume work, most all of Lewy's papers are presented, in chronological order. They are preceded by several short essays about Lewy himself, prepared by Helen Lewy, Constance Reid, and David Kinderlehrer, and commentaries on his work by Erhard Heinz, Peter Lax, Jean Leray, Richard MacCamy, FranAois Treves, and Louis Nirenberg. Additionally, there are Lewy's own remarks on the occasion of his honorarydegree from the University of Bonn.
The present book carefully studies the blow-up phenomenon of solutions to partial differential equations, including many equations of mathematical physics. The included material is based on lectures read by the authors at the Lomonosov Moscow State University, and the book is addressed to a wide range of researchers and graduate students working in nonlinear partial differential equations, nonlinear functional analysis, and mathematical physics. Contents Nonlinear capacity method of S. I. Pokhozhaev Method of self-similar solutions of V. A. Galaktionov Method of test functions in combination with method of nonlinear capacity Energy method of H. A. Levine Energy method of G. Todorova Energy method of S. I. Pokhozhaev Energy method of V. K. Kalantarov and O. A. Ladyzhenskaya Energy method of M. O. Korpusov and A. G. Sveshnikov Nonlinear Schroedinger equation Variational method of L. E. Payne and D. H. Sattinger Breaking of solutions of wave equations Auxiliary and additional results |
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