This book offers an ideal graduate-level introduction to the theory of partial differential equations. The first part of the book describes the basic mathematical problems and structures associated with elliptic, parabolic, and hyperbolic partial differential equations, and explores the connections between these fundamental types. Aspects of Brownian motion or pattern formation processes are also presented. The second part focuses on existence schemes and develops estimates for solutions of elliptic equations, such as Sobolev space theory, weak and strong solutions, Schauder estimates, and Moser iteration. In particular, the reader will learn the basic techniques underlying current research in elliptic partial differential equations. This revised and expanded third edition is enhanced with many additional examples that will help motivate the reader. New features include a reorganized and extended chapter on hyperbolic equations, as well as a new chapter on the relations between different types of partial differential equations, including first-order hyperbolic systems, Langevin and Fokker-Planck equations, viscosity solutions for elliptic PDEs, and much more. Also, the new edition contains additional material on systems of elliptic partial differential equations, and it explains in more detail how the Harnack inequality can be used for the regularity of solutions.

To our wives, Masha and Marian Interest in the so-called completely integrable systems with infinite num ber of degrees of freedom was aroused immediately after publication of the famous series of papers by Gardner, Greene, Kruskal, Miura, and Zabusky [75, 77, 96, 18, 66, 19J (see also [76]) on striking properties of the Korteweg-de Vries (KdV) equation. It soon became clear that systems of such a kind possess a number of characteristic properties, such as infinite series of symmetries and/or conservation laws, inverse scattering problem formulation, L - A pair representation, existence of prolongation structures, etc. And though no satisfactory definition of complete integrability was yet invented, a need of testing a particular system for these properties appeared. Probably one of the most efficient tests of this kind was first proposed by Lenard [19]' who constructed a recursion operator for symmetries of the KdV equation. It was a strange operator, in a sense: being formally integro-differential, its action on the first classical symmetry (x-translation) was well-defined and produced the entire series of higher KdV equations; but applied to the scaling symmetry, it gave expressions containing terms of the type J u dx which had no adequate interpretation in the framework of the existing theories. It is not surprising that P. Olver wrote "The de duction of the form of the recursion operator (if it exists) requires a certain amount of inspired guesswork. . . " [80, p.

This volume contains papers that were presented at HYP2006, the eleventh international Conference on Hyperbolic Problems: Theory, Numerics and Applications. This biennial series of conferences has become one of the most important international events in Applied Mathematics. As computers became more and more powerful, the interplay between theory, modeling, and numerical algorithms gained considerable impact, and the scope of HYP conferences expanded accordingly.

This fairly self-contained work embraces a broad range of topics in analysis at the graduate level, requiring only a sound knowledge of calculus and the functions of one variable. A key feature of this lively yet rigorous and systematic exposition is the historical accounts of ideas and methods pertaining to the relevant topics. Most interesting and useful are the connections developed between analysis and other mathematical disciplines, in this case, numerical analysis and probability theory.

The text is divided into two parts: The first examines the systems of real and complex numbers and deals with the notion of sequences in this context. After the presentation of natural numbers as a subset of the reals, elements of combinatorics and a discussion of the mathematical notion of the infinite are introduced. The second part is dedicated to discrete processes starting with a study of the processes of infinite summation both in the case of numerical series and of power series.

This book presents novel results by participants of the conference "Control theory of infinite-dimensional systems" that took place in January 2018 at the FernUniversitat in Hagen. Topics include well-posedness, controllability, optimal control problems as well as stability of linear and nonlinear systems, and are covered by world-leading experts in these areas. A distinguishing feature of the contributions in this volume is the particular combination of researchers from different fields in mathematics working in an interdisciplinary fashion on joint projects in mathematical system theory. More explicitly, the fields of partial differential equations, semigroup theory, mathematical physics, graph and network theory as well as numerical analysis are all well-represented.

This book provides a broad, interdisciplinary overview of non-Archimedean analysis and its applications. Featuring new techniques developed by leading experts in the field, it highlights the relevance and depth of this important area of mathematics, in particular its expanding reach into the physical, biological, social, and computational sciences as well as engineering and technology. In the last forty years the connections between non-Archimedean mathematics and disciplines such as physics, biology, economics and engineering, have received considerable attention. Ultrametric spaces appear naturally in models where hierarchy plays a central role - a phenomenon known as ultrametricity. In the 80s, the idea of using ultrametric spaces to describe the states of complex systems, with a natural hierarchical structure, emerged in the works of Fraunfelder, Parisi, Stein and others. A central paradigm in the physics of certain complex systems - for instance, proteins - asserts that the dynamics of such a system can be modeled as a random walk on the energy landscape of the system. To construct mathematical models, the energy landscape is approximated by an ultrametric space (a finite rooted tree), and then the dynamics of the system is modeled as a random walk on the leaves of a finite tree. In the same decade, Volovich proposed using ultrametric spaces in physical models dealing with very short distances. This conjecture has led to a large body of research in quantum field theory and string theory. In economics, the non-Archimedean utility theory uses probability measures with values in ordered non-Archimedean fields. Ultrametric spaces are also vital in classification and clustering techniques. Currently, researchers are actively investigating the following areas: p-adic dynamical systems, p-adic techniques in cryptography, p-adic reaction-diffusion equations and biological models, p-adic models in geophysics, stochastic processes in ultrametric spaces, applications of ultrametric spaces in data processing, and more. This contributed volume gathers the latest theoretical developments as well as state-of-the art applications of non-Archimedean analysis. It covers non-Archimedean and non-commutative geometry, renormalization, p-adic quantum field theory and p-adic quantum mechanics, as well as p-adic string theory and p-adic dynamics. Further topics include ultrametric bioinformation, cryptography and bioinformatics in p-adic settings, non-Archimedean spacetime, gravity and cosmology, p-adic methods in spin glasses, and non-Archimedean analysis of mental spaces. By doing so, it highlights new avenues of research in the mathematical sciences, biosciences and computational sciences.

This monograph introduces breakthrough control algorithms for partial differential equation models with moving boundaries, the study of which is known as the Stefan problem. The algorithms can be used to improve the performance of various processes with phase changes, such as additive manufacturing. Using the authors' innovative design solutions, readers will also be equipped to apply estimation algorithms for real-world phase change dynamics, from polar ice to lithium-ion batteries. A historical treatment of the Stefan problem opens the book, situating readers in the larger context of the area. Following this, the chapters are organized into two parts. The first presents the design method and analysis of the boundary control and estimation algorithms. Part two then explores a number of applications, such as 3D printing via screw extrusion and laser sintering, and also discusses the experimental verifications conducted. A number of open problems and provided as well, offering readers multiple paths to explore in future research. Materials Phase Change PDE Control & Estimation is ideal for researchers and graduate students working on control and dynamical systems, and particularly those studying partial differential equations and moving boundaries. It will also appeal to industrial engineers and graduate students in engineering who are interested in this area.

This set of six papers, written by eminent experts in the field, is concerned with that part of fluid mechanics that seeks its foundation in the rigorous mathematical treatment of the Navier-Stokes equations. In particular, an overview is given on state of research regarding the global existence of smooth solutions, for which uniqueness and continuous dependence on the data can be proven. Then, the book moves on to a discussion of recent developments of the finite element Galerkin method, with an emphasis on a priori and a posteriori error estimation and adaptive mesh refinement. A further article elaborates on spectral Galerkin methods and their extension to domains with complicated geometries by employing the techniques of domain decomposition. The rigorous explanation of bifurcation phenomena in fluids has long been a central topic in the theory of Navier-Stokes equations. Here, bifurcation theory is introduced in a general setting that is particularly convenient for application to such problems. Finally, the extension of Navier-Stokes theory to compressible viscous flows, studied in two more papers, opens up a fascinating panorama of theoretical and numerical problems. While some of the contributions are expository, others primarily present new results within a wider context and fuller exposition than is usual for research papers. The book is meant to introduce researchers and advanced students to the research level on some of the most important topics of the field.

It was long ago that group analysis of differential equations became a powerful tool for studying nonlinear equations and boundary value problems. This analysis was especially fruitful in application to the basic equations of mechanics and physics because the invariance principles are already involved in their derivation. It is in no way a coincidence that the equations of hydrodynamics served as the first object for applying the new ideas and methods of group analysis which were developed by 1. V. Ovsyannikov and his school. The authors rank themselves as disciples of the school. The present monograph deals mainly with group-theoretic classification of the equations of hydrodynamics in the presence of planar and rotational symmetry and also with construction of exact solutions and their physical interpretation. It is worth noting that the concept of exact solution to a differential equation is not defined rigorously; different authors understand it in different ways. The concept of exact solution expands along with the progress of mathematics (solu tions in elementary functions, in quadratures, and in special functions; solutions in the form of convergent series with effectively computable terms; solutions whose searching reduces to integrating ordinary differential equations; etc. ). We consider it justifiable to enrich the set of exact solutions with rank one and rank two in variant and partially invariant solutions to the equations of hydrodynamics."

The aim of this book is to introduce the reader to the fascinating world of convex polytopes. The highlights of the book are three main theorems in the combinatorial theory of convex polytopes, known as the Dehn-Sommerville Relations, the Upper Bound Theorem and the Lower Bound Theorem. All the background information on convex sets and convex polytopes which is m eded to under stand and appreciate these three theorems is developed in detail. This background material also forms a basis for studying other aspects of polytope theory. The Dehn-Sommerville Relations are classical, whereas the proofs of the Upper Bound Theorem and the Lower Bound Theorem are of more recent date: they were found in the early 1970's by P. McMullen and D. Barnette, respectively. A famous conjecture of P. McMullen on the charac terization off-vectors of simplicial or simple polytopes dates from the same period; the book ends with a brief discussion of this conjecture and some of its relations to the Dehn-Sommerville Relations, the Upper Bound Theorem and the Lower Bound Theorem. However, the recent proofs that McMullen's conditions are both sufficient (L. J. Billera and C. W. Lee, 1980) and necessary (R. P. Stanley, 1980) go beyond the scope of the book. Prerequisites for reading the book are modest: standard linear algebra and elementary point set topology in R1d will suffice."

The aim of this book is to provide an introduction to the mathematical theory of infinite dimensional dynamical systems by focusing on a relatively simple, yet rich, class of examples, that is, those described by delay differential equations. It is a textbook giving detailed proofs and providing many exercises, which is intended both for self-study and for courses at a graduate level. The book would also be suitable as a reference for basic results. As the subtitle indicates, the book is about concepts, ideas, results and methods from linear functional analysis, complex function theory, the qualitative theory of dynamical systems and nonlinear analysis. After studying this book, the reader should have a working knowledge of applied functional analysis and dynamical systems.

This is a thoroughly updated and expanded 4th edition of the classic text Nonlinear Ordinary Differential Equations by Dominic Jordan and Peter Smith. Including numerous worked examples and diagrams, further exercises have been incorporated into the text and answers are provided at the back of the book. Topics include phase plane analysis, nonlinear damping, small parameter expansions and singular perturbations, stability, Liapunov methods, Poincare sequences, homoclinic bifurcation and Liapunov exponents.
Over 500 end-of-chapter problems are also included and as an additional resource fully-worked solutions to these are provided in the accompanying text Nonlinear Ordinary Differential Equations: Problems and Solutions, (OUP, 2007).
Both texts cover a wide variety of applications while keeping mathematical prequisites to a minimum making these an ideal resource for students and lecturers in engineering, mathematics and the sciences.

This book provides a modern survey of some basic properties of Sturm-Liouville problems and to bring the reader to the forefront of knowledge of some areas of the theory. For example, some special Sturm-Liouville eigenvalue problems are equivalent to certain Jacobi and cyclic Jacobi matrix eigenvalue problems. A new approach to problems with periodic conditions is developed.

From a modelling point of view, it is more realistic to model a phenomenon by a dynamic system which incorporates both continuous and discrete times, namely, time as an arbitrary closed set of reals called time-scale or measure chain. It is therefore natural to ask whether it is possible to provide a framework which permits us to handle both dynamic systems simultaneously so that one can get some insight and a better understanding of the subtle differences of these two different systems. The answer is affirmative, and recently developed theory of dynamic systems on time scales offers the desired unified approach. In this monograph, we present the current state of development of the theory of dynamic systems on time scales from a qualitative point of view. It consists of four chapters. Chapter one develops systematically the necessary calculus of functions on time scales. In chapter two, we introduce dynamic systems on time scales and prove the basic properties of solutions of such dynamic systems. The theory of Lyapunov stability is discussed in chapter three in an appropriate setup. Chapter four is devoted to describing several different areas of investigations of dynamic systems on time scales which will provide an exciting prospect and impetus for further advances in this important area which is very new. Some important features of the monograph are as follows: It is the first book that is dedicated to a systematic development of the theory of dynamic systems on time scales which is of recent origin. It demonstrates the interplay of the two different theories, namely, the theory of continuous and discrete dynamic systems, when imbedded in one unified framework. It provides an impetus to investigate in the setup of time scales other important problems which might offer a better understanding of the intricacies of a unified study.GBP/LISTGBP Audience: The readership of this book consists of applied mathematicians, engineering scientists, research workers in dynamic systems, chaotic theory and neural nets.

Intended to be used as an introductory text for students in various fields of engineering, this book deals with the formulation of the finite element method for arbitrary differential equations. The weak formulation of differential equations is used in combination with the Galerkin method.

The main theme of this book is recent progress in structure-preserving algorithms for solving initial value problems of oscillatory differential equations arising in a variety of research areas, such as astronomy, theoretical physics, electronics, quantum mechanics and engineering. It systematically describes the latest advances in the development of structure-preserving integrators for oscillatory differential equations, such as structure-preserving exponential integrators, functionally fitted energy-preserving integrators, exponential Fourier collocation methods, trigonometric collocation methods, and symmetric and arbitrarily high-order time-stepping methods. Most of the material presented here is drawn from the recent literature. Theoretical analysis of the newly developed schemes shows their advantages in the context of structure preservation. All the new methods introduced in this book are proven to be highly effective compared with the well-known codes in the scientific literature. This book also addresses challenging problems at the forefront of modern numerical analysis and presents a wide range of modern tools and techniques.

This volume deals with those topics of mathematical physics, associated with the study of the SchrAdinger equation, which are considered to be the most important. Chapter 1 presents the basic concepts of quantum mechanics. Chapter 2 provides an introduction to the spectral theory of the one-dimensional SchrAdinger equation. Chapter 3 opens with a discussion of the spectral theory of the multi-dimensional SchrAdinger equation, which is a far more complex case and requires careful consideration of aspects which are trivial in the one-dimensional case. Chapter 4 presents the scattering theory for the multi-dimensional non-relativistic SchrAdinger equation, and the final chapter is devoted to quantization and Feynman path integrals. These five main chapters are followed by three supplements, which present material drawn on in the various chapters. The first two supplements deal with general questions concerning the spectral theory of operators in Hilbert space, and necessary information relating to Sobolev spaces and elliptic equations. Supplement 3, which essentially stands alone, introduces the concept of the supermanifold which leads to a more natural treatment of quantization. Although written primarily for mathematicians who wish to gain a better awareness of the physical aspects of quantum mechanics and related topics, it will also be useful for mathematical physicists who wish to become better acquainted with the mathematical formalism of quantum mechanics. Much of the material included here has been based on lectures given by the authors at Moscow State University, and this volume can also be recommended as a supplementary graduate level introduction to the spectral theory ofdifferential operators with both discrete and continuous spectra. This English edition is a revised, expanded version of the original Soviet publication.

Sparse grids are a popular tool for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different flavors, are frequently the method of choice. This volume of LNCSE presents selected papers from the proceedings of the fifth workshop on sparse grids and applications, and demonstrates once again the importance of this numerical discretization scheme. The articles present recent advances in the numerical analysis of sparse grids in connection with a range of applications including uncertainty quantification, plasma physics simulations, and computational chemistry, to name but a few.

This book consists of three volumes. The first volume contains introductory accounts of topological dynamical systems, fi nite-state symbolic dynamics, distance expanding maps, and ergodic theory of metric dynamical systems acting on probability measure spaces, including metric entropy theory of Kolmogorov and Sinai. More advanced topics comprise infi nite ergodic theory, general thermodynamic formalism, topological entropy and pressure. Thermodynamic formalism of distance expanding maps and countable-alphabet subshifts of fi nite type, graph directed Markov systems, conformal expanding repellers, and Lasota-Yorke maps are treated in the second volume, which also contains a chapter on fractal geometry and its applications to conformal systems. Multifractal analysis and real analyticity of pressure are also covered. The third volume is devoted to the study of dynamics, ergodic theory, thermodynamic formalism and fractal geometry of rational functions of the Riemann sphere.

This collection of original articles and surveys treats the linear and nonlinear aspects of the theory of partial differential equations. Phase space analysis methods, including microlocal analysis, have yielded striking results in past years and have become one of the main tools of investigation. Equally important is their role in many applications to physics, for example, in quantum and spectral theories.

Key topics:

* The Cauchy problem for linear and nonlinear hyperbolic equations

* Scattering theory

* Inverse problems

* Hyperbolic systems

* Gevrey regularity of solutions of PDEs

* Analytic hypoellipticity

and unique features:

* Original articles are self-contained with full proofs

* Survey articles give a quick and direct introduction to selected topics evolving at a fast pace

Graduate students at various levels as well as researchers in PDEs and related fields will find this an excellent resource.

Considering that the motion of strings with finitely many masses on them is described by difference equations, this book presents the spectral theory of such problems on finite graphs of strings. The direct problem of finding the eigenvalues as well as the inverse problem of finding strings with a prescribed spectrum are considered. This monograph gives a comprehensive and self-contained account on the subject, thereby also generalizing known results. The interplay between the representation of rational functions and their zeros and poles is at the center of the methods used. The book also unravels connections between finite dimensional and infinite dimensional spectral problems on graphs, and between self-adjoint and non-self-adjoint finite-dimensional problems. This book is addressed to researchers in spectral theory of differential and difference equations as well as physicists and engineers who may apply the presented results and methods to their research.

GENERALIZED ORDINARY DIFFERENTIAL EQUATIONS IN ABSTRACT SPACES AND APPLICATIONS Explore a unified view of differential equations through the use of the generalized ODE from leading academics in mathematics Generalized Ordinary Differential Equations in Abstract Spaces and Applications delivers a comprehensive treatment of new results of the theory of Generalized ODEs in abstract spaces. The book covers applications to other types of differential equations, including Measure Functional Differential Equations (measure FDEs). It presents a uniform collection of qualitative results of Generalized ODEs and offers readers an introduction to several theories, including ordinary differential equations, impulsive differential equations, functional differential equations, dynamical equations on time scales, and more. Throughout the book, the focus is on qualitative theory and on corresponding results for other types of differential equations, as well as the connection between Generalized Ordinary Differential Equations and impulsive differential equations, functional differential equations, measure differential equations and dynamic equations on time scales. The book's descriptions will be of use in many mathematical contexts, as well as in the social and natural sciences. Readers will also benefit from the inclusion of: A thorough introduction to regulated functions, including their basic properties, equiregulated sets, uniform convergence, and relatively compact sets An exploration of the Kurzweil integral, including its definitions and basic properties A discussion of measure functional differential equations, including impulsive measure FDEs The interrelationship between generalized ODEs and measure FDEs A treatment of the basic properties of generalized ODEs, including the existence and uniqueness of solutions, and prolongation and maximal solutions Perfect for researchers and graduate students in Differential Equations and Dynamical Systems, Generalized Ordinary Differential Equations in Abstract Spaces and App-lications will also earn a place in the libraries of advanced undergraduate students taking courses in the subject and hoping to move onto graduate studies.

This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic systems. The limit theorems contained in the book are not merely of purely mathematical value; rather, they also have practical value. Instability or violations of stability are noted in many phenomena, and the authors attempt to apply mathematical and stochastic methods to deal with them. The main goals include exploration of Brownian motion in environments with anomalies and study of the motion of the Brownian particle in layered media. A fairly wide class of continuous Markov processes is obtained in the limit. It includes Markov processes with discontinuous transition densities, processes that are not solutions of any Ito's SDEs, and the Bessel diffusion process. The book is self-contained, with presentation of definitions and auxiliary results in an Appendix. It will be of value for specialists in stochastic analysis and SDEs, as well as for researchers in other fields who deal with unstable systems and practitioners who apply stochastic models to describe phenomena of instability.

The Workshop on Hyperbolic Conservation Laws and Related Analysis with Applications at the International Centre for Mathematical Sciences (Edinburgh, UK) held in Edinburgh, September 2011, produced this fine collection of original research and survey articles. Many leading mathematicians attended the event and submitted their contributions for this volume.This book presents thirteen papers, representing the most significant advances and current trends in nonlinear hyperbolic conservation laws, related analysisand applications. Topics covered include a survey on multidimensional systems of conservation laws as well as novel results on liquid crystals, conservation laws with discontinuous flux functions, and applications to sedimentation. Also included are articles on recent advances in the Euler equations and the Navier Stokes Fourier Poisson system, in addition to new results on collective phenomena described by the Cucker Smale model.

The present volume is addressed toresearchers and graduate students interested in partial differential equations and related analysis with applications.

Advanced Differential Equations provides coverage of high-level topics in ordinary differential equations and dynamical systems. The book delivers difficult material in an accessible manner, utilizing easier, friendlier notations and multiple examples. Sections focus on standard topics such as existence and uniqueness for scalar and systems of differential equations, the dynamics of systems, including stability, with examples and an examination of the eigenvalues of an accompanying linear matrix, as well as coverage of existing literature. From the eigenvalues' approach, to coverage of the Lyapunov direct method, this book readily supports the study of stable and unstable manifolds and bifurcations. Additional sections cover the study of delay differential equations, extending from ordinary differential equations through the extension of Lyapunov functions to Lyapunov functionals. In this final section, the text explores fixed point theory, neutral differential equations, and neutral Volterra integro-differential equations.