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Stochastic Partial Differential Equations and Applications - VII (Paperback): Luciano Tubaro, Giuseppe Da Prato Stochastic Partial Differential Equations and Applications - VII (Paperback)
Luciano Tubaro, Giuseppe Da Prato
R7,889 Discovery Miles 78 890 Ships in 12 - 17 working days

Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this book presents valuable information for PhD students in probability and PDEs as well as for researchers in pure and applied mathematics. Coverage includes Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, quantum stochastic differential equations, applications of SPDE, 3D stochastic Navier-Stokes equations, and nonlinear filtering.

Stochastic Partial Differential Equations and Applications (Hardcover): Giuseppe Da Prato, Luciano Tubaro Stochastic Partial Differential Equations and Applications (Hardcover)
Giuseppe Da Prato, Luciano Tubaro
R5,676 Discovery Miles 56 760 Ships in 12 - 17 working days

Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.

Control of Partial Differential Equations (Hardcover): Giuseppe Da Prato, Luciano Tubaro Control of Partial Differential Equations (Hardcover)
Giuseppe Da Prato, Luciano Tubaro
R5,501 Discovery Miles 55 010 Ships in 12 - 17 working days

This useful reference provides recent results as well as entirely new material on control problems for partial differential equations.

partial differential equation methods in control and shape analysis - lecture notes in pure and applied mathematics... partial differential equation methods in control and shape analysis - lecture notes in pure and applied mathematics (Paperback)
Giuseppe Da Prato, Jean-Paul Zolesio
R7,580 Discovery Miles 75 800 Ships in 10 - 15 working days

"Based on the International Federatiojn for Information Processing WG 7.2 Conference, held recently in Pisa, Italy. Provides recent results as well as entirely new material on control theory and shape analysis. Written by leading authorities from various desciplines."

Stochastic Partial Differential Equations and Applications - VII (Hardcover): Luciano Tubaro, Giuseppe Da Prato Stochastic Partial Differential Equations and Applications - VII (Hardcover)
Luciano Tubaro, Giuseppe Da Prato
R5,509 Discovery Miles 55 090 Ships in 12 - 17 working days

Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this book presents valuable information for PhD students in probability and PDEs as well as for researchers in pure and applied mathematics. Coverage includes Navier-Stokes equations, Ornstein-Uhlenbeck semigroups, quantum stochastic differential equations, applications of SPDE, 3D stochastic Navier-Stokes equations, and nonlinear filtering.

partial differential equation methods in control and shape analysis - lecture notes in pure and applied mathematics... partial differential equation methods in control and shape analysis - lecture notes in pure and applied mathematics (Hardcover)
Giuseppe Da Prato, Jean-Paul Zolesio
R5,507 Discovery Miles 55 070 Ships in 12 - 17 working days

"Based on the International Federatiojn for Information Processing WG 7.2 Conference, held recently in Pisa, Italy. Provides recent results as well as entirely new material on control theory and shape analysis. Written by leading authorities from various desciplines."

Control of Partial Differential Equations (Paperback): Giuseppe Da Prato, Luciano Tubaro Control of Partial Differential Equations (Paperback)
Giuseppe Da Prato, Luciano Tubaro
R7,563 Discovery Miles 75 630 Ships in 10 - 15 working days

This useful reference provides recent results as well as entirely new material on control problems for partial differential equations.

Stochastic Partial Differential Equations and Applications (Paperback, New Ed): Giuseppe Da Prato, Luciano Tubaro Stochastic Partial Differential Equations and Applications (Paperback, New Ed)
Giuseppe Da Prato, Luciano Tubaro
R8,504 Discovery Miles 85 040 Ships in 12 - 17 working days

Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.

Stochastic Porous Media Equations (Paperback, 1st ed. 2016): Viorel Barbu, Giuseppe Da Prato, Michael Roeckner Stochastic Porous Media Equations (Paperback, 1st ed. 2016)
Viorel Barbu, Giuseppe Da Prato, Michael Roeckner
R2,297 Discovery Miles 22 970 Ships in 10 - 15 working days

Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.

An Introduction to Infinite-Dimensional Analysis (Paperback, 2006 ed.): Giuseppe Da Prato An Introduction to Infinite-Dimensional Analysis (Paperback, 2006 ed.)
Giuseppe Da Prato
R1,557 Discovery Miles 15 570 Ships in 10 - 15 working days

Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.

Representation and Control of Infinite Dimensional Systems (Paperback, Softcover reprint of the original 1st ed. 1993): Alain... Representation and Control of Infinite Dimensional Systems (Paperback, Softcover reprint of the original 1st ed. 1993)
Alain Bensoussan, Giuseppe Da Prato, Michel C. Delfour, Sanjoy K. Mitter
R1,580 Discovery Miles 15 800 Ships in 10 - 15 working days

The quadratic cost optimal control problem for systems described by linear ordinary differential equations occupies a central role in the study of control systems both from the theoretical and design points of view. The study of this problem over an infinite time horizon shows the beautiful interplay between optimality and the qualitative properties of systems such as controllability, observability and stability. This theory is far more difficult for infinite-dimensional systems such as systems with time delay and distributed parameter systems. In the first place, the difficulty stems from the essential unboundedness of the system operator. Secondly, when control and observation are exercised through the boundary of the domain, the operator representing the sensor and actuator are also often unbounded. The present book, in two volumes, is in some sense a self-contained account of this theory of quadratic cost optimal control for a large class of infinite-dimensional systems. Volume I deals with the theory of time evolution of controlled infinite-dimensional systems. It contains a reasonably complete account of the necessary semigroup theory and the theory of delay-differential and partial differential equations. Volume II deals with the optimal control of such systems when performance is measured via a quadratic cost. It covers recent work on the boundary control of hyperbolic systems and exact controllability. Some of the material covered here appears for the first time in book form. The book should be useful for mathematicians and theoretical engineers interested in the field of control.

Hyperbolicity - Lectures Given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cortona... Hyperbolicity - Lectures Given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cortona (Arezzo), Italy, June 24 - July 2, 1976 (English, French, Paperback, 2012)
Giuseppe Da Prato, Giuseppe Geymonat
R1,413 Discovery Miles 14 130 Ships in 10 - 15 working days

Lectures: J. Chazarain, A. Piriou: Probl mes mixtes hyperboliques: Premi re partie: Les probl mes mixtes hyperboliques v rifiant 1a condition de Lopatinski uniforme; Deuxi me partie: Propagation et r flexion des singularit s.- L. G rding: Introduction to hyperbolicity.- T. Kato: Linear and quasi-linear equations of evolution of hyperbolic type.- K.W. Morton: Numerical methods for non-linear hyperbolic equations of mathematical physics.- Seminars: H. Brezis: First-order quasilinear equation on a torus.

SPDE in Hydrodynamics: Recent Progress and Prospects - Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy,... SPDE in Hydrodynamics: Recent Progress and Prospects - Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, August 29 - September 3, 2005 (Paperback, 2008 ed.)
Sergio Albeverio; Edited by Giuseppe Da Prato; Franco Flandoli; Edited by Michael Roeckner; Yakov G. Sinai
R1,457 Discovery Miles 14 570 Ships in 10 - 15 working days

Of the three lecture courses making up the CIME summer school on Fluid Dynamics at Cetraro in 2005 reflected in this volume, the first, due to Sergio Albeverio describes deterministic and stochastic models of hydrodynamics.

In the second course, Franco Flandoli starts from 3D Navier-Stokes equations and ends with turbulence.

Finally, Yakov Sinai, in the 3rd course, describes some rigorous mathematical results for multidimensional Navier-Stokes systems and some recent results on the one-dimensional Burgers equation with random forcing.

Representation and Control of Infinite Dimensional Systems (Hardcover, 2nd ed. 2007): Alain Bensoussan, Giuseppe Da Prato,... Representation and Control of Infinite Dimensional Systems (Hardcover, 2nd ed. 2007)
Alain Bensoussan, Giuseppe Da Prato, Michel C. Delfour, Sanjoy K. Mitter
R6,137 Discovery Miles 61 370 Ships in 10 - 15 working days

The quadratic cost optimal control problem for systems described by linear ordinary differential equations occupies a central role in the study of control systems both from a theoretical and design point of view. The study of this problem over an infinite time horizon shows the beautiful interplay between optimality and the qualitative properties of systems such as controllability, observability, stabilizability, and detectability. This theory is far more difficult for infinite dimensional systems such as those with time delays and distributed parameter systems. This reorganized, revised, and expanded edition of a two-volume set is a self-contained account of quadratic cost optimal control for a large class of infinite dimensional systems. The book is structured into five parts. Part I reviews basic optimal control and game theory of finite dimensional systems, which serves as an introduction to the book. Part II deals with time evolution of some generic controlled infinite dimensional systems and contains a fairly complete account of semigroup theory. theory in delay differential and partial differential equations. Part III studies the generic qualitative properties of controlled systems. Parts IV and V examine the optimal control of systems when performance is measured via a quadratic cost. Boundary control of parabolic and hyperbolic systems and exact controllability are also covered. Part I on finite dimensional controlled dynamical systems contains new material: an expanded chapter on the control of linear systems including a glimpse into H8 theory and dissipative systems, and a new chapter on linear quadratic two-person zero-sum differential games. A unique chapter, new to the second edition, brings together advanced concepts and techniques of semigroup theory and interpolation of linear operators that are usually treated independently. The material on delay systems and structural operators is not available elsewhere in book form.Control of infinite dimensional systems has a wide range and growing number of challenging applications. arise from new phenomenological studies, new technological developments, and more stringent design requirements. It will be useful for mathematicians, graduate students, and engineers interested in the field and in the underlying conceptual ideas of systems and control.

An Introduction to Infinite-Dimensional Analysis (Hardcover, 2006 ed.): Giuseppe Da Prato An Introduction to Infinite-Dimensional Analysis (Hardcover, 2006 ed.)
Giuseppe Da Prato
R1,623 Discovery Miles 16 230 Ships in 10 - 15 working days

Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.

Kolmogorov Equations for Stochastic PDEs (Paperback, 2004 ed.): Giuseppe Da Prato Kolmogorov Equations for Stochastic PDEs (Paperback, 2004 ed.)
Giuseppe Da Prato
R1,720 Discovery Miles 17 200 Ships in 10 - 15 working days

Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations, perturbed by noise. It studies several properties of corresponding transition semigroups, such as Feller and strong Feller properties, irreducibility, existence and uniqueness of invariant measures. In addition, the transition semigroups are interpreted as generalized solutions of Kologorov equations.

Functional Analytic Methods for Evolution Equations (Paperback, 2004 ed.): Giuseppe Da Prato Functional Analytic Methods for Evolution Equations (Paperback, 2004 ed.)
Giuseppe Da Prato; Edited by Mimmo Iannelli, Rainer Nagel; Peer Christian Kunstmann; Edited by Susanna Piazzera; …
R2,540 Discovery Miles 25 400 Ships in 10 - 15 working days

This book consists of five introductory contributions by leading mathematicians on the functional analytic treatment of evolutions equations. In particular the contributions deal with Markov semigroups, maximal L DEGREESp-regularity, optimal control problems for boundary and point control systems, parabolic moving boundary problems and parabolic nonautonomous evolution equations. The book is addressed to PhD students, young researchers and mathematicians doing research in one of the above topics.

Stochastic Partial Differential Equations and Applications II - Proceedings of a Conference Held in Trento, Italy, February... Stochastic Partial Differential Equations and Applications II - Proceedings of a Conference Held in Trento, Italy, February 1-6, 1988 (English, French, Paperback, 1989 ed.)
Giuseppe Da Prato, Luciano Tubaro
R1,314 Discovery Miles 13 140 Ships in 10 - 15 working days

Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.

Stochastic Partial Differential Equations and Applications - Proceedings of a Conference held in Trento, Italy, September 30 -... Stochastic Partial Differential Equations and Applications - Proceedings of a Conference held in Trento, Italy, September 30 - October 5, 1985 (Paperback, 1987 ed.)
Giuseppe Da Prato, Luciano Tubaro
R1,641 Discovery Miles 16 410 Ships in 10 - 15 working days

Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.

Stochastic Equations in Infinite Dimensions (Hardcover, 2nd Revised edition): Giuseppe Da Prato, Jerzy Zabczyk Stochastic Equations in Infinite Dimensions (Hardcover, 2nd Revised edition)
Giuseppe Da Prato, Jerzy Zabczyk
R4,580 Discovery Miles 45 800 Ships in 10 - 15 working days

Now in its second edition, this book gives a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. In the first part the authors give a self-contained exposition of the basic properties of probability measure on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties of those solutions. Appendices gather together background results from analysis that are otherwise hard to find under one roof. This revised edition includes two brand new chapters surveying recent developments in the area and an even more comprehensive bibliography, making this book an essential and up-to-date resource for all those working in stochastic differential equations.

Second Order Partial Differential Equations in Hilbert Spaces (Paperback): Giuseppe Da Prato, Jerzy Zabczyk Second Order Partial Differential Equations in Hilbert Spaces (Paperback)
Giuseppe Da Prato, Jerzy Zabczyk
R2,083 Discovery Miles 20 830 Ships in 10 - 15 working days

Second order linear parabolic and elliptic equations arise frequently in mathematical physics, biology and finance. Here the authors present a state of the art treatment of the subject from a new perspective. They then go on to discuss how the results in the book can be applied to control theory. This area is developing rapidly and there are numerous notes and references that point the reader to more specialized results not covered in the book. Coverage of some essential background material helps to make the book self contained.

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