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

Direct and Inverse Finite-Dimensional Spectral Problems on Graphs (Hardcover, 1st ed. 2020): Manfred Moeller, Vyacheslav... Direct and Inverse Finite-Dimensional Spectral Problems on Graphs (Hardcover, 1st ed. 2020)
Manfred Moeller, Vyacheslav Pivovarchik
R3,380 Discovery Miles 33 800 Ships in 18 - 22 working days

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.

Elliptic Boundary Value Problems of Second Order in Piecewise Smooth Domains, Volume 69 (Hardcover, 69th edition): Michail... Elliptic Boundary Value Problems of Second Order in Piecewise Smooth Domains, Volume 69 (Hardcover, 69th edition)
Michail Borsuk, Vladimir Kondratiev
R5,659 Discovery Miles 56 590 Ships in 18 - 22 working days

The book contains a systematic treatment of the qualitative theory of elliptic boundary value problems for linear and quasilinear second order equations in non-smooth domains. The authors concentrate on the following fundamental results: sharp estimates for strong and weak solutions, solvability of the boundary value problems, regularity assertions for solutions near singular points.


Key features:


* New the Hardy - Friedrichs - Wirtinger type inequalities as well as new integral inequalities related to the Cauchy problem for a differential equation.
* Precise exponents of the solution decreasing rate near boundary singular points and best possible conditions for this.
* The question about the influence of the coefficients smoothness on the regularity of solutions.
* New existence theorems for the Dirichlet problem for linear and quasilinear equations in domains with conical points.
* The precise power modulus of continuity at singular boundary point for solutions of the Dirichlet, mixed and the Robin problems.
* The behaviour of weak solutions near conical point for the Dirichlet problem for m - Laplacian.
* The behaviour of weak solutions near a boundary edge for the Dirichlet and mixed problem for elliptic quasilinear equations with triple degeneration.
* Precise exponents of the solution decreasing rate near boundary singular points and best possible conditions for this.
* The question about the influence of the coefficients smoothness on the regularity of solutions.
* New existence theorems for the Dirichlet problem for linear and quasilinear equations in domains with conical points.
* The precise power modulus of continuity atsingular boundary point for solutions of the Dirichlet, mixed and the Robin problems.
* The behaviour of weak solutions near conical point for the Dirichlet problem for m - Laplacian.
* The behaviour of weak solutions near a boundary edge for the Dirichlet and mixed problem for elliptic quasilinear equations with triple degeneration.

Numerical Methods for Delay Differential Equations (Paperback): Alfredo Bellen, Marino Zennaro Numerical Methods for Delay Differential Equations (Paperback)
Alfredo Bellen, Marino Zennaro
R2,194 Discovery Miles 21 940 Ships in 10 - 15 working days

The main purpose of the book is to introduce the readers to the numerical integration of the Cauchy problem for delay differential equations (DDEs). Peculiarities and differences that DDEs exhibit with respect to ordinary differential equations are preliminarily outlined by numerous examples illustrating some unexpected, and often surprising, behaviours of the analytical and numerical solutions. The effect of various kinds of delays on the regularity of the solution is described and some essential existence and uniqueness results are reported. The book is centered on the use of Runge-Kutta methods continuously extended by polynomial interpolation, includes a brief review of the various approaches existing in the literature, and develops an exhaustive error and well-posedness analysis for the general classes of one-step and multistep methods. The book presents a comprehensive development of continuous extensions of Runge-Kutta methods which are of interest also in the numerical treatment of more general problems such as dense output, discontinuous equations, etc. Some deeper insight into convergence and superconvergence of continuous Runge-Kutta methods is carried out for DDEs with various kinds of delays. The stepsize control mechanism is also developed on a firm mathematical basis relying on the discrete and continuous local error estimates. Classical results and a unconventional analysis of "stability with respect to forcing term" is reviewed for ordinary differential equations in view of the subsequent numerical stability analysis. Moreover, an exhaustive description of stability domains for some test DDEs is carried out and the corresponding stability requirements for the numerical methods are assessed and investigated. Alternative approaches, based on suitable formulation of DDEs as partial differential equations and subsequent semidiscretization are briefly described and compared with the classical approach. A list of available codes is provided, and illustrative examples, pseudo-codes and numerical experiments are included throughout the book.

Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (Hardcover, 1st ed. 2020): Grigorij Kulinich,... Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (Hardcover, 1st ed. 2020)
Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura
R766 Discovery Miles 7 660 Ships in 10 - 15 working days

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.

Hyperbolic Conservation Laws and Related Analysis with Applications - Edinburgh, September 2011 (Hardcover, 2014 ed.):... Hyperbolic Conservation Laws and Related Analysis with Applications - Edinburgh, September 2011 (Hardcover, 2014 ed.)
Gui-Qiang G. Chen, Helge Holden, Kenneth H. Karlsen
R4,036 R3,505 Discovery Miles 35 050 Save R531 (13%) Ships in 10 - 15 working days

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.

Global Regularity for 2D Water Waves with Surface Tension (Paperback): Alexandru D. Ionescu, Fabio Pusateri Global Regularity for 2D Water Waves with Surface Tension (Paperback)
Alexandru D. Ionescu, Fabio Pusateri
R2,164 R1,904 Discovery Miles 19 040 Save R260 (12%) Ships in 10 - 15 working days

The authors consider the full irrotational water waves system with surface tension and no gravity in dimension two (the capillary waves system), and prove global regularity and modified scattering for suitably small and localized perturbations of a flat interface. An important point of the authors' analysis is to develop a sufficiently robust method (the ``quasilinear I-method'') which allows the authors to deal with strong singularities arising from time resonances in the applications of the normal form method (the so-called ``division problem''). As a result, they are able to consider a suitable class of perturbations with finite energy, but no other momentum conditions. Part of the authors' analysis relies on a new treatment of the Dirichlet-Neumann operator in dimension two which is of independent interest. As a consequence, the results in this paper are self-contained.

Advanced Differential Equations (Paperback): Youssef N. Raffoul Advanced Differential Equations (Paperback)
Youssef N. Raffoul
R2,611 Discovery Miles 26 110 Ships in 10 - 15 working days

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.

Differential Calculus for Engineers (Hardcover, 1st ed. 2022): Gavriil Paltineanu, Ileana Bucur, Mariana Zamfir Differential Calculus for Engineers (Hardcover, 1st ed. 2022)
Gavriil Paltineanu, Ileana Bucur, Mariana Zamfir
R2,202 Discovery Miles 22 020 Ships in 18 - 22 working days

This book gives many helps for students of technical colleges who have had usual mathematical training. The material presented in this book exceeds the content of the spoken lessons, and so, it is also useful for other engineering specialities and even for students in mathematics. The authors present in a small number of pages the basic notions and results of differential calculus concerning to: sequences and series of numbers, sequences and series of functions, power series, elements of topology in n-dimensional space, limits of functions, continuous functions, partial derivatives of functions of several variables, Taylor's formula, extrema of a function of several variables (free or with constrains), change of variables, dependent functions.

Nonautonomous Dynamics - Nonlinear Oscillations and Global Attractors (Hardcover, 1st ed. 2020): David N Cheban Nonautonomous Dynamics - Nonlinear Oscillations and Global Attractors (Hardcover, 1st ed. 2020)
David N Cheban
R3,177 Discovery Miles 31 770 Ships in 18 - 22 working days

This book emphasizes those topological methods (of dynamical systems) and theories that are useful in the study of different classes of nonautonomous evolutionary equations. The content is developed over six chapters, providing a thorough introduction to the techniques used in the Chapters III-VI described by Chapter I-II. The author gives a systematic treatment of the basic mathematical theory and constructive methods for Nonautonomous Dynamics. They show how these diverse topics are connected to other important parts of mathematics, including Topology, Functional Analysis and Qualitative Theory of Differential/Difference Equations. Throughout the book a nice balance is maintained between rigorous mathematics and applications (ordinary differential/difference equations, functional differential equations and partial difference equations). The primary readership includes graduate and PhD students and researchers in in the field of dynamical systems and their applications (control theory, economic dynamics, mathematical theory of climate, population dynamics, oscillation theory etc).

Space-Time Methods - Applications to Partial Differential Equations (Hardcover): Ulrich Langer, Olaf Steinbach Space-Time Methods - Applications to Partial Differential Equations (Hardcover)
Ulrich Langer, Olaf Steinbach
R4,332 Discovery Miles 43 320 Ships in 10 - 15 working days

This volume provides an introduction to modern space-time discretization methods such as finite and boundary elements and isogeometric analysis for time-dependent initial-boundary value problems of parabolic and hyperbolic type. Particular focus is given on stable formulations, error estimates, adaptivity in space and time, efficient solution algorithms, parallelization of the solution pipeline, and applications in science and engineering.

Recent Advances in Differential Equations and Control Theory (Hardcover, 1st ed. 2021): Concepcion Muriel, Carmen Perez-Martinez Recent Advances in Differential Equations and Control Theory (Hardcover, 1st ed. 2021)
Concepcion Muriel, Carmen Perez-Martinez
R4,011 Discovery Miles 40 110 Ships in 18 - 22 working days

This book collects the latest results and new trends in the application of mathematics to some problems in control theory, numerical simulation and differential equations. The work comprises the main results presented at a thematic minisymposium, part of the 9th International Congress on Industrial and Applied Mathematics (ICIAM 2019), held in Valencia, Spain, from 15 to 18 July 2019. The topics covered in the 6 peer-review contributions involve applications of numerical methods to real problems in oceanography and naval engineering, as well as relevant results on switching control techniques, which can have multiple applications in industrial complexes, electromechanical machines, biological systems, etc. Problems in control theory, as in most engineering problems, are modeled by differential equations, for which standard solving procedures may be insufficient. The book also includes recent geometric and analytical methods for the search of exact solutions for differential equations, which serve as essential tools for analyzing problems in many scientific disciplines.

Singularities in Elliptic Boundary Value Problems and Elasticity and Their Connection with Failure Initiation (Hardcover,... Singularities in Elliptic Boundary Value Problems and Elasticity and Their Connection with Failure Initiation (Hardcover, 2012)
Zohar Yosibash
R4,145 Discovery Miles 41 450 Ships in 10 - 15 working days

This introductory and self-contained book gathers as much explicit mathematical results on the linear-elastic and heat-conduction solutions in the neighborhood of singular points in two-dimensional domains, and singular edges and vertices in three-dimensional domains. These are presented in an engineering terminology for practical usage. The author treats the mathematical formulations from an engineering viewpoint and presents high-order finite-element methods for the computation of singular solutions in isotropic and anisotropic materials, and multi-material interfaces. The proper interpretation of the results in engineering practice is advocated, so that the computed data can be correlated to experimental observations. The book is divided into fourteen chapters, each containing several sections. Most of it (the first nine Chapters) addresses two-dimensional domains, where only singular points exist. The solution in a vicinity of these points admits an asymptotic expansion composed of eigenpairs and associated generalized flux/stress intensity factors (GFIFs/GSIFs), which are being computed analytically when possible or by finite element methods otherwise. Singular points associated with weakly coupled thermoelasticity in the vicinity of singularities are also addressed and thermal GSIFs are computed. The computed data is important in engineering practice for predicting failure initiation in brittle material on a daily basis. Several failure laws for two-dimensional domains with V-notches are presented and their validity is examined by comparison to experimental observations. A sufficient simple and reliable condition for predicting failure initiation (crack formation) in micron level electronic devices, involving singular points, is still a topic of active research and interest, and is addressed herein. Explicit singular solutions in the vicinity of vertices and edges in three-dimensional domains are provided in the remaining five chapters. New methods for the computation of generalized edge flux/stress intensity functions along singular edges are presented and demonstrated by several example problems from the field of fracture mechanics; including anisotropic domains and bimaterial interfaces. Circular edges are also presented and the author concludes with some remarks on open questions. This well illustrated book will appeal to both applied mathematicians and engineers working in the field of fracture mechanics and singularities.

Asymptotic Theory of Dynamic Boundary Value Problems in Irregular Domains (Hardcover, 1st ed. 2021): Dmitrii Korikov, Boris... Asymptotic Theory of Dynamic Boundary Value Problems in Irregular Domains (Hardcover, 1st ed. 2021)
Dmitrii Korikov, Boris Plamenevskii, Oleg Sarafanov
R3,165 Discovery Miles 31 650 Ships in 18 - 22 working days

This book considers dynamic boundary value problems in domains with singularities of two types. The first type consists of "edges" of various dimensions on the boundary; in particular, polygons, cones, lenses, polyhedra are domains of this type. Singularities of the second type are "singularly perturbed edges" such as smoothed corners and edges and small holes. A domain with singularities of such type depends on a small parameter, whereas the boundary of the limit domain (as the parameter tends to zero) has usual edges, i.e. singularities of the first type. In the transition from the limit domain to the perturbed one, the boundary near a conical point or an edge becomes smooth, isolated singular points become small cavities, and so on. In an "irregular" domain with such singularities, problems of elastodynamics, electrodynamics and some other dynamic problems are discussed. The purpose is to describe the asymptotics of solutions near singularities of the boundary. The presented results and methods have a wide range of applications in mathematical physics and engineering. The book is addressed to specialists in mathematical physics, partial differential equations, and asymptotic methods.

Quantitative Tamarkin Theory (Hardcover, 1st ed. 2020): Jun Zhang Quantitative Tamarkin Theory (Hardcover, 1st ed. 2020)
Jun Zhang
R984 Discovery Miles 9 840 Ships in 10 - 15 working days

This textbook offers readers a self-contained introduction to quantitative Tamarkin category theory. Functioning as a viable alternative to the standard algebraic analysis method, the categorical approach explored in this book makes microlocal sheaf theory accessible to a wide audience of readers interested in symplectic geometry. Much of this material has, until now, been scattered throughout the existing literature; this text finally collects that information into one convenient volume. After providing an overview of symplectic geometry, ranging from its background to modern developments, the author reviews the preliminaries with precision. This refresher ensures readers are prepared for the thorough exploration of the Tamarkin category that follows. A variety of applications appear throughout, such as sheaf quantization, sheaf interleaving distance, and sheaf barcodes from projectors. An appendix offers additional perspectives by highlighting further useful topics. Quantitative Tamarkin Theory is ideal for graduate students interested in symplectic geometry who seek an accessible alternative to the algebraic analysis method. A background in algebra and differential geometry is recommended. This book is part of the "Virtual Series on Symplectic Geometry" http://www.springer.com/series/16019

Large Time Asymptotics for Solutions of Nonlinear Partial Differential Equations (Hardcover, 2010 ed.): P.L. Sachdev, Ch.... Large Time Asymptotics for Solutions of Nonlinear Partial Differential Equations (Hardcover, 2010 ed.)
P.L. Sachdev, Ch. Srinivasa Rao
R2,779 Discovery Miles 27 790 Ships in 18 - 22 working days

A large number of physical phenomena are modeled by nonlinear partial

differential equations, subject to appropriate initial/ boundary conditions; these

equations, in general, do not admit exact solution. The present monograph gives

constructive mathematical techniques which bring out large time behavior of

solutions of these model equations. These approaches, in conjunction with modern

computational methods, help solve physical problems in a satisfactory manner. The

asymptotic methods dealt with here include self-similarity, balancing argument,

and matched asymptotic expansions. The physical models discussed in some detail

here relate to porous media equation, heat equation with absorption, generalized

Fisher's equation, Burgers equation and its generalizations. A chapter each is

devoted to nonlinear diffusion and fluid mechanics. The present book will be found

useful by applied mathematicians, physicists, engineers and biologists, and would

considerably help understand diverse natural phenomena.

Geometric Configurations of Singularities of Planar Polynomial Differential Systems - A Global Classification in the Quadratic... Geometric Configurations of Singularities of Planar Polynomial Differential Systems - A Global Classification in the Quadratic Case (Hardcover, 1st ed. 2021)
Joan C. Artes, Jaume Llibre, Dana Schlomiuk, Nicolae Vulpe
R4,363 Discovery Miles 43 630 Ships in 10 - 15 working days

This book addresses the global study of finite and infinite singularities of planar polynomial differential systems, with special emphasis on quadratic systems. While results covering the degenerate cases of singularities of quadratic systems have been published elsewhere, the proofs for the remaining harder cases were lengthier. This book covers all cases, with half of the content focusing on the last non-degenerate ones. The book contains the complete bifurcation diagram, in the 12-parameter space, of global geometrical configurations of singularities of quadratic systems. The authors' results provide - for the first time - global information on all singularities of quadratic systems in invariant form and their bifurcations. In addition, a link to a very helpful software package is included. With the help of this software, the study of the algebraic bifurcations becomes much more efficient and less time-consuming. Given its scope, the book will appeal to specialists on polynomial differential systems, pure and applied mathematicians who need to study bifurcation diagrams of families of such systems, Ph.D. students, and postdoctoral fellows.

Integral and Discrete Inequalities and Their Applications - Volume II: Nonlinear Inequalities (Hardcover, 1st ed. 2016): Yuming... Integral and Discrete Inequalities and Their Applications - Volume II: Nonlinear Inequalities (Hardcover, 1st ed. 2016)
Yuming Qin
R6,065 Discovery Miles 60 650 Ships in 18 - 22 working days

This book concentrates on one- and multi-dimensional nonlinear integral and discrete Gronwall-Bellman type inequalities. It complements the author's book on linear inequalities and serves as an essential tool for researchers interested in differential (ODE and PDE), difference, and integral equations. The present volume is part 2 of the author's two-volume work on inequalities. Integral and discrete inequalities are a very important tool in classical analysis and play a crucial role in establishing the well-posedness of the related equations, i.e., differential, difference and integral equations.

Basics Of Mathematics And Aptitude (Hardcover): Mahendra Singh Pal Basics Of Mathematics And Aptitude (Hardcover)
Mahendra Singh Pal
R6,546 Discovery Miles 65 460 Ships in 10 - 15 working days
Stochastic Dynamics Out of Equilibrium - Institut Henri Poincare, Paris, France, 2017 (Hardcover, 1st ed. 2019): Giambattista... Stochastic Dynamics Out of Equilibrium - Institut Henri Poincare, Paris, France, 2017 (Hardcover, 1st ed. 2019)
Giambattista Giacomin, Stefano Olla, Ellen Saada, Herbert Spohn, Gabriel Stoltz
R5,270 Discovery Miles 52 700 Ships in 18 - 22 working days

Stemming from the IHP trimester "Stochastic Dynamics Out of Equilibrium", this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments. It is common practice in statistical mechanics to use models of large interacting assemblies governed by stochastic dynamics. In this context "equilibrium" is understood as stochastically (time) reversible dynamics with respect to a prescribed Gibbs measure. Nonequilibrium dynamics correspond on the other hand to irreversible evolutions, where fluxes appear in physical systems, and steady-state measures are unknown. The trimester, held at the Institut Henri Poincare (IHP) in Paris from April to July 2017, comprised various events relating to three domains (i) transport in non-equilibrium statistical mechanics; (ii) the design of more efficient simulation methods; (iii) life sciences. It brought together physicists, mathematicians from many domains, computer scientists, as well as researchers working at the interface between biology, physics and mathematics. The present volume is indispensable reading for researchers and Ph.D. students working in such areas.

Asymptotic Methods in Fluid Mechanics: Survey and Recent Advances (Hardcover, 2010 Ed.): Herbert Steinruck Asymptotic Methods in Fluid Mechanics: Survey and Recent Advances (Hardcover, 2010 Ed.)
Herbert Steinruck
R5,208 Discovery Miles 52 080 Ships in 18 - 22 working days

A survey of asymptotic methods in fluid mechanics and applications is given including high Reynolds number flows (interacting boundary layers, marginal separation, turbulence asymptotics) and low Reynolds number flows as an example of hybrid methods, waves as an example of exponential asymptotics and multiple scales methods in meteorology.

Linear and Quasilinear Parabolic Problems - Volume I: Abstract Linear Theory (Hardcover, 1995 ed.): Herbert Amann Linear and Quasilinear Parabolic Problems - Volume I: Abstract Linear Theory (Hardcover, 1995 ed.)
Herbert Amann
R4,891 Discovery Miles 48 910 Ships in 18 - 22 working days

This treatise gives an exposition of the functional analytical approach to quasilinear parabolic evolution equations, developed to a large extent by the author during the last 10 years. This approach is based on the theory of linear nonautonomous parabolic evolution equations and on interpolation-extrapolation techniques. It is the only general method that applies to noncoercive quasilinear parabolic systems under nonlinear boundary conditions.

The present first volume is devoted to a detailed study of nonautonomous linear parabolic evolution equations in general Banach spaces. It contains a careful exposition of the constant domain case, leading to some improvements of the classical Sobolevskii-Tanabe results. It also includes recent results for equations possessing constant interpolation spaces. In addition, systematic presentations of the theory of maximal regularity in spaces of continuous and HAlder continuous functions, and in Lebesgue spaces, are given. It includes related recent theorems in the field of harmonic analysis in Banach spaces and on operators possessing bounded imaginary powers. Lastly, there is a complete presentation of the technique of interpolation-extrapolation spaces and of evolution equations in those spaces, containing many new results.

Large Deviations and Asymptotic Methods in Finance (Hardcover, 2015 ed.): Peter K. Friz, Jim Gatheral, Archil Gulisashvili,... Large Deviations and Asymptotic Methods in Finance (Hardcover, 2015 ed.)
Peter K. Friz, Jim Gatheral, Archil Gulisashvili, Antoine Jacquier, Josef Teichmann
R4,114 Discovery Miles 41 140 Ships in 18 - 22 working days

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts. Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour. Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.

Hardy Inequalities on Homogeneous Groups - 100 Years of Hardy Inequalities (Hardcover, 1st ed. 2019): Michael Ruzhansky,... Hardy Inequalities on Homogeneous Groups - 100 Years of Hardy Inequalities (Hardcover, 1st ed. 2019)
Michael Ruzhansky, Durvudkhan Suragan
R1,607 Discovery Miles 16 070 Ships in 10 - 15 working days

This open access book provides an extensive treatment of Hardy inequalities and closely related topics from the point of view of Folland and Stein's homogeneous (Lie) groups. The place where Hardy inequalities and homogeneous groups meet is a beautiful area of mathematics with links to many other subjects. While describing the general theory of Hardy, Rellich, Caffarelli-Kohn-Nirenberg, Sobolev, and other inequalities in the setting of general homogeneous groups, the authors pay particular attention to the special class of stratified groups. In this environment, the theory of Hardy inequalities becomes intricately intertwined with the properties of sub-Laplacians and subelliptic partial differential equations. These topics constitute the core of this book and they are complemented by additional, closely related topics such as uncertainty principles, function spaces on homogeneous groups, the potential theory for stratified groups, and the potential theory for general Hoermander's sums of squares and their fundamental solutions. This monograph is the winner of the 2018 Ferran Sunyer i Balaguer Prize, a prestigious award for books of expository nature presenting the latest developments in an active area of research in mathematics. As can be attested as the winner of such an award, it is a vital contribution to literature of analysis not only because it presents a detailed account of the recent developments in the field, but also because the book is accessible to anyone with a basic level of understanding of analysis. Undergraduate and graduate students as well as researchers from any field of mathematical and physical sciences related to analysis involving functional inequalities or analysis of homogeneous groups will find the text beneficial to deepen their understanding.

Henri Poincare - Impatient Genius (Hardcover, 2012 ed.): Ferdinand Verhulst Henri Poincare - Impatient Genius (Hardcover, 2012 ed.)
Ferdinand Verhulst
R3,670 Discovery Miles 36 700 Ships in 10 - 15 working days

The book describes the life of Henri Poincare, his work style and in detail most of his unique achievements in mathematics and physics. Apart from biographical details, attention is given to Poincare's contributions to automorphic functions, differential equations and dynamical systems, celestial mechanics, mathematical physics in particular the theory of the electron and relativity, topology (analysis situs). A chapter on philosophy explains Poincare's conventionalism in mathematics and his view of conventionalism in physics; the latter has a very different character. In the foundations of mathematics his position is between intuitionism and axiomatics. One of the purposes of the book is to show how Poincare reached his fundamentally new results in many different fields, how he thought and how one should read him. One of the new aspects is the description of two large fields of his attention: dynamical systems as presented in his book on `new methods for celestial mechanics' and his theoretical physics papers. At the same time it will be made clear how analysis and geometry are intertwined in Poincare's thinking and work.In dynamical systems this becomes clear in his description of invariant manifolds, his association of differential equation flow with mappings and his fixed points theory. There is no comparable book on Poincare, presenting such a relatively complete vision of his life and achievements. There exist some older biographies in the French language, but they pay only restricted attention to his actual work. The reader can obtain from this book many insights in the working of a very original mind while at the same time learning about fundamental results for modern science

Caught by Disorder - A Course on Bound States in Random Media (Hardcover): Peter Stollmann Caught by Disorder - A Course on Bound States in Random Media (Hardcover)
Peter Stollmann
R2,412 Discovery Miles 24 120 Ships in 18 - 22 working days

Disorder is one of the central topics in science today. Over the past 15 years various aspects of the effects of disorder have changed a number of paradigms in mathematics and physics. One such effect is a phenomenon called localization, which describes the very strange behaviour of waves in random media. Instead of travelling through space as they do in ordered environments, localized waves stay in a confined region and are caught by disorder. This work is the first treatment of the subject in monograph or textbook form. The study of disorder has generated enormous research activity in mathematics and physics. Over the past 15 years various aspects of the subject have changed a number of paradigms and have inspired the discovery of deep mathematical techniques to deal with complex problems arising from the effects of disorder. One important effect is a phenomenon called localization, which describes the very strange behaviour of waves in random media -the fact that waves, instead of travelling through space as they do in ordered environments, stay in a confined region (caught by disorder). To date, there is no treatment of this subject in monograph or textbook form. This book fills that gap. "Caught by Disorder" presents: an introduction to disorder that can be grasped by graduate students in a hands-on way; a concise, mathematically rigorous examination of some particular models of disordered systems; a detailed application of the localization phenomenon, worked out in two typical model classes that keep the technicalities at a reasonable level; a thorough examination of new mathematical machinery, in particular, the method of multi-scale analysis; a number of key unsolved problems; an appendix containing the prerequisites of operator theory, as well as other proofs; and examples, illustrations, comprehensive bibliography, author and keyword index. Mathematical background for this book requires only a knowledge of pdes, functional analysis - mainly operator theory and spectral theory - and elementary probability theory.

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