Advances In Nonlinear Partial Differential Equations And Stochastics

Advances In Nonlinear Partial Differential Equations And Stochastics

Author: S Kawashima

Publisher: World Scientific

Published: 1998-06-17

Total Pages: 366

ISBN-13: 9814496367

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In the past two decades, there has been great progress in the theory of nonlinear partial differential equations. This book describes the progress, focusing on interesting topics in gas dynamics, fluid dynamics, elastodynamics etc. It contains ten articles, each of which discusses a very recent result obtained by the author. Some of these articles review related results.


Stochastic Partial Differential Equations, Second Edition

Stochastic Partial Differential Equations, Second Edition

Author: Pao-Liu Chow

Publisher: CRC Press

Published: 2014-12-10

Total Pages: 336

ISBN-13: 1466579552

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Explore Theory and Techniques to Solve Physical, Biological, and Financial Problems Since the first edition was published, there has been a surge of interest in stochastic partial differential equations (PDEs) driven by the Lévy type of noise. Stochastic Partial Differential Equations, Second Edition incorporates these recent developments and improves the presentation of material. New to the Second Edition Two sections on the Lévy type of stochastic integrals and the related stochastic differential equations in finite dimensions Discussions of Poisson random fields and related stochastic integrals, the solution of a stochastic heat equation with Poisson noise, and mild solutions to linear and nonlinear parabolic equations with Poisson noises Two sections on linear and semilinear wave equations driven by the Poisson type of noises Treatment of the Poisson stochastic integral in a Hilbert space and mild solutions of stochastic evolutions with Poisson noises Revised proofs and new theorems, such as explosive solutions of stochastic reaction diffusion equations Additional applications of stochastic PDEs to population biology and finance Updated section on parabolic equations and related elliptic problems in Gauss–Sobolev spaces The book covers basic theory as well as computational and analytical techniques to solve physical, biological, and financial problems. It first presents classical concrete problems before proceeding to a unified theory of stochastic evolution equations and describing applications, such as turbulence in fluid dynamics, a spatial population growth model in a random environment, and a stochastic model in bond market theory. The author also explores the connection of stochastic PDEs to infinite-dimensional stochastic analysis.


Nonlinear Partial Differential Equations with Applications

Nonlinear Partial Differential Equations with Applications

Author: Tomás Roubicek

Publisher: Springer Science & Business Media

Published: 2006-01-17

Total Pages: 415

ISBN-13: 3764373970

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This book primarily concerns quasilinear and semilinear elliptic and parabolic partial differential equations, inequalities, and systems. The exposition quickly leads general theory to analysis of concrete equations, which have specific applications in such areas as electrically (semi-) conductive media, modeling of biological systems, and mechanical engineering. Methods of Galerkin or of Rothe are exposed in a large generality.


Applied Stochastic Differential Equations

Applied Stochastic Differential Equations

Author: Simo Särkkä

Publisher: Cambridge University Press

Published: 2019-05-02

Total Pages: 327

ISBN-13: 1316510085

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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.


IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics

IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics

Author: A. Naess

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 527

ISBN-13: 9400903219

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The IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics, held in Trondheim July 3-7, 1995, was the eighth of a series of IUTAM sponsored symposia which focus on the application of stochastic methods in mechanics. The previous meetings took place in Coventry, UK (1972), Sout'hampton, UK (1976), FrankfurtjOder, Germany (1982), Stockholm, Sweden (1984), Innsbruckjlgls, Austria (1987), Turin, Italy (1991) and San Antonio, Texas (1993). The symposium provided an extraordinary opportunity for scholars to meet and discuss recent advances in stochastic mechanics. The participants represented a wide range of expertise, from pure theoreticians to people primarily oriented toward applications. A significant achievement of the symposium was the very extensive discussions taking place over the whole range from highly theoretical questions to practical engineering applications. Several presentations also clearly demonstrated the substantial progress that has been achieved in recent years in terms of developing and implement ing stochastic analysis techniques for mechanical engineering systems. This aspect was further underpinned by specially invited extended lectures on computational stochastic mechanics, engineering applications of stochastic mechanics, and nonlinear active control. The symposium also reflected the very active and high-quality research taking place in the field of stochastic stability. Ten presentations were given on this topic ofa total of47 papers. A main conclusion that can be drawn from the proceedings of this symposium is that stochastic mechanics as a subject has reached great depth and width in both methodology and applicability.


Nonlinear PDEs

Nonlinear PDEs

Author: Marius Ghergu

Publisher: Springer Science & Business Media

Published: 2011-10-21

Total Pages: 402

ISBN-13: 3642226647

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The emphasis throughout the present volume is on the practical application of theoretical mathematical models helping to unravel the underlying mechanisms involved in processes from mathematical physics and biosciences. It has been conceived as a unique collection of abstract methods dealing especially with nonlinear partial differential equations (either stationary or evolutionary) that are applied to understand concrete processes involving some important applications related to phenomena such as: boundary layer phenomena for viscous fluids, population dynamics,, dead core phenomena, etc. It addresses researchers and post-graduate students working at the interplay between mathematics and other fields of science and technology and is a comprehensive introduction to the theory of nonlinear partial differential equations and its main principles also presents their real-life applications in various contexts: mathematical physics, chemistry, mathematical biology, and population genetics. Based on the authors' original work, this volume provides an overview of the field, with examples suitable for researchers but also for graduate students entering research. The method of presentation appeals to readers with diverse backgrounds in partial differential equations and functional analysis. Each chapter includes detailed heuristic arguments, providing thorough motivation for the material developed later in the text. The content demonstrates in a firm way that partial differential equations can be used to address a large variety of phenomena occurring in and influencing our daily lives. The extensive reference list and index make this book a valuable resource for researchers working in a variety of fields and who are interested in phenomena modeled by nonlinear partial differential equations.​


Progress in Partial Differential Equations The Metz Surveys 2

Progress in Partial Differential Equations The Metz Surveys 2

Author: Michel Chipot

Publisher: CRC Press

Published: 1993-11-01

Total Pages: 254

ISBN-13: 9780582227699

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This volume presents papers from the conferences given at the University of Metz in 1992, and presents some recent advances in various important domains of partial differential equations and applied mathematics. A special attempt has been made to make this work accessible to young researchers and non-specialists.


Advanced Synergetics

Advanced Synergetics

Author: Hermann Haken

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 371

ISBN-13: 3642455530

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This text on the interdisciplinary field of synergetics will be of interest to students and scientists in physics, chemistry, mathematics, biology, electrical, civil and mechanical engineering, and other fields. It continues the outline of basic con cepts and methods presented in my book Synergetics. An Introduction, which has by now appeared in English, Russian, J apanese, Chinese, and German. I have written the present book in such a way that most of it can be read in dependently of my previous book, though occasionally some knowledge of that book might be useful. But why do these books address such a wide audience? Why are instabilities such a common feature, and what do devices and self-organizing systems have in common? Self-organizing systems acquire their structures or functions without specific interference from outside. The differentiation of cells in biology, and the process of evolution are both examples of self-organization. Devices such as the electronic oscillators used in radio transmitters, on the other hand, are man made. But we often forget that in many cases devices function by means of pro cesses which are also based on self-organization. In an electronic oscillator the motion of electrons becomes coherent without any coherent driving force from the outside; the device is constructed in such a way as to permit specific collective motions of the electrons. Quite evidently the dividing line between self-organiz ing systems and man-made devices is not at all rigid.


Nonlinear Stochastic Operator Equations

Nonlinear Stochastic Operator Equations

Author: George Adomian

Publisher: Academic Press

Published: 2014-05-09

Total Pages: 304

ISBN-13: 1483259099

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Nonlinear Stochastic Operator Equations deals with realistic solutions of the nonlinear stochastic equations arising from the modeling of frontier problems in many fields of science. This book also discusses a wide class of equations to provide modeling of problems concerning physics, engineering, operations research, systems analysis, biology, medicine. This text discusses operator equations and the decomposition method. This book also explains the limitations, restrictions and assumptions made in differential equations involving stochastic process coefficients (the stochastic operator case), which yield results very different from the needs of the actual physical problem. Real-world application of mathematics to actual physical problems, requires making a reasonable model that is both realistic and solvable. The decomposition approach or model is an approximation method to solve a wide range of problems. This book explains an inherent feature of real systems—known as nonlinear behavior—that occurs frequently in nuclear reactors, in physiological systems, or in cellular growth. This text also discusses stochastic operator equations with linear boundary conditions. This book is intended for students with a mathematics background, particularly senior undergraduate and graduate students of advanced mathematics, of the physical or engineering sciences.


Nonlinear and Robust Control of PDE Systems

Nonlinear and Robust Control of PDE Systems

Author: Panagiotis D. Christofides

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 262

ISBN-13: 1461201853

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The interest in control of nonlinear partial differential equation (PDE) sys tems has been triggered by the need to achieve tight distributed control of transport-reaction processes that exhibit highly nonlinear behavior and strong spatial variations. Drawing from recent advances in dynamics of PDE systems and nonlinear control theory, control of nonlinear PDEs has evolved into a very active research area of systems and control. This book the first of its kind- presents general methods for the synthesis of nonlinear and robust feedback controllers for broad classes of nonlinear PDE sys tems and illustrates their applications to transport-reaction processes of industrial interest. Specifically, our attention focuses on quasi-linear hyperbolic and parabolic PDE systems for which the manipulated inputs and measured and controlled outputs are distributed in space and bounded. We use geometric and Lyapunov-based control techniques to synthesize nonlinear and robust controllers that use a finite number of measurement sensors and control actuators to achieve stabilization of the closed-loop system, output track ing, and attenuation of the effect of model uncertainty. The controllers are successfully applied to numerous convection-reaction and diffusion-reaction processes, including a rapid thermal chemical vapor deposition reactor and a Czochralski crystal growth process. The book includes comparisons of the proposed nonlinear and robust control methods with other approaches and discussions of practical implementation issues.