Stochastic Processes, Statistical Methods, and Engineering Mathematics

Stochastic Processes, Statistical Methods, and Engineering Mathematics

Author: Anatoliy Malyarenko

Publisher: Springer Nature

Published: 2023-01-26

Total Pages: 907

ISBN-13: 3031178203

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The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics 1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications. The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.


Non-commutative and Non-associative Algebra and Analysis Structures

Non-commutative and Non-associative Algebra and Analysis Structures

Author: Sergei Silvestrov

Publisher: Springer Nature

Published: 2023-09-25

Total Pages: 833

ISBN-13: 3031320093

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The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019 was to showcase the frontiers of research in several important topics of mathematics, mathematical statistics, and its applications. The conference has been organized along the following tracks: 1. Stochastic processes and modern statistical methods in theory and practice, 2. Engineering Mathematics, 3. Algebraic Structures and applications. This book highlights the latest advances in algebraic structures and applications focused on mathematical notions, methods, structures, concepts, problems, algorithms, and computational methods for the natural sciences, engineering, and modern technology. In particular, the book features mathematical methods and models from non-commutative and non-associative algebras and rings associated to generalizations of differential calculus, quantum deformations of algebras, Lie algebras, Lie superalgebras, color Lie algebras, Hom-algebras and their n-ary generalizations, semi-groups and group algebras, non-commutative and non-associative algebras and computational algebra interplay with q-special functions and q-analysis, topology, dynamical systems, representation theory, operator theory and functional analysis, applications of algebraic structures in coding theory, information analysis, geometry and probability theory. The book gathers selected, high-quality contributed chapters from several large research communities working on modern algebraic structures and their applications. The chapters cover both theory and applications, and are illustrated with a wealth of ideas, theorems, notions, proofs, examples, open problems, and results on the interplay of algebraic structures with other parts of Mathematics. The applications help readers grasp the material, and encourage them to develop new mathematical methods and concepts in their future research. Presenting new methods and results, reviews of cutting-edge research, open problems, and directions for future research, will serve as a source of inspiration for a broad range of researchers and students.


Operator Commutation Relations

Operator Commutation Relations

Author: P.E.T. Jørgensen

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 506

ISBN-13: 9400963289

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In his Retiring Presidential address, delivered before the Annual Meeting of The American Mathematical Society on December, 1948, the late Professor Einar Hille spoke on his recent results on the Lie theory of semigroups of linear transformations, . . • "So far only commutative operators have been considered and the product law . . . is the simplest possible. The non-commutative case has resisted numerous attacks in the past and it is only a few months ago that any headway was made with this problem. I shall have the pleasure of outlining the new theory here; it is a blend of the classical theory of Lie groups with the recent theory of one-parameter semigroups. " The list of references in the subsequent publication of Hille's address (Bull. Amer. Math •. Soc. 56 (1950)) includes pioneering papers of I. E. Segal, I. M. Gelfand, and K. Yosida. In the following three decades the subject grew tremendously in vitality, incorporating a number of different fields of mathematical analysis. Early papers of V. Bargmann, I. E. Segal, L. G~ding, Harish-Chandra, I. M. Singer, R. Langlands, B. Konstant, and E. Nelson developed the theoretical basis for later work in a variety of different applications: Mathematical physics, astronomy, partial differential equations, operator algebras, dynamical systems, geometry, and, most recently, stochastic filtering theory. As it turned out, of course, the Lie groups, rather than the semigroups, provided the focus of attention.


C0-Groups, Commutator Methods and Spectral Theory of N-Body Hamiltonians

C0-Groups, Commutator Methods and Spectral Theory of N-Body Hamiltonians

Author: Werner O. Amrein

Publisher: Springer Science & Business Media

Published: 2013-11-26

Total Pages: 469

ISBN-13: 3034807333

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The conjugate operator method is a powerful recently developed technique for studying spectral properties of self-adjoint operators. One of the purposes of this volume is to present a refinement of the original method due to Mourre leading to essentially optimal results in situations as varied as ordinary differential operators, pseudo-differential operators and N-body Schrödinger hamiltonians. Another topic is a new algebraic framework for the N-body problem allowing a simple and systematic treatment of large classes of many-channel hamiltonians. The monograph will be of interest to research mathematicians and mathematical physicists. The authors have made efforts to produce an essentially self-contained text, which makes it accessible to advanced students. Thus about one third of the book is devoted to the development of tools from functional analysis, in particular real interpolation theory for Banach spaces and functional calculus and Besov spaces associated with multi-parameter C0-groups. Certainly this monograph (containing a bibliography of 170 items) is a well-written contribution to this field which is suitable to stimulate further evolution of the theory. (Mathematical Reviews)


Symmetries and Laplacians

Symmetries and Laplacians

Author: David Gurarie

Publisher: Courier Corporation

Published: 2007-12-21

Total Pages: 466

ISBN-13: 0486462889

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Designed as an introduction to harmonic analysis and group representations, this book examines concepts, ideas, results, and techniques related to symmetry groups and Laplacians. Its exposition is based largely on examples and applications of general theory, covering a wide range of topics rather than delving deeply into any particular area. Author David Gurarie, a Professor of Mathematics at Case Western Reserve University, focuses on discrete or continuous geometrical objects and structures, such as regular graphs, lattices, and symmetric Riemannian manifolds. Starting with the basics of representation theory, Professor Gurarie discusses commutative harmonic analysis, representations of compact and finite groups, Lie groups, and the Heisenberg group and semidirect products. Among numerous applications included are integrable hamiltonian systems, geodesic flows on symmetric spaces, and the spectral theory of the Hydrogen atom (Schrodinger operator with Coulomb potential) explicated by its Runge-Lenz symmetry. Three helpful appendixes include supplemental information, and the text concludes with references, a list of frequently used notations, and an index.


II: Fourier Analysis, Self-Adjointness

II: Fourier Analysis, Self-Adjointness

Author: Michael Reed

Publisher: Elsevier

Published: 1975-11-05

Total Pages: 380

ISBN-13: 0080925375

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This volume will serve several purposes: to provide an introduction for graduate students not previously acquainted with the material, to serve as a reference for mathematical physicists already working in the field, and to provide an introduction to various advanced topics which are difficult to understand in the literature. Not all the techniques and application are treated in the same depth. In general, we give a very thorough discussion of the mathematical techniques and applications in quatum mechanics, but provide only an introduction to the problems arising in quantum field theory, classical mechanics, and partial differential equations. Finally, some of the material developed in this volume will not find applications until Volume III. For all these reasons, this volume contains a great variety of subject matter. To help the reader select which material is important for him, we have provided a "Reader's Guide" at the end of each chapter.


Representations of *-Algebras, Locally Compact Groups, and Banach *-Algebraic Bundles

Representations of *-Algebras, Locally Compact Groups, and Banach *-Algebraic Bundles

Author: J. M.G. Fell

Publisher: Academic Press

Published: 1988-05-01

Total Pages: 755

ISBN-13: 0080874452

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This is an all-encompassing and exhaustive exposition of the theory of infinite-dimensional Unitary Representations of Locally Compact Groups and its generalization to representations of Banach algebras. The presentation is detailed, accessible, and self-contained (except for some elementary knowledge in algebra, topology, and abstract measure theory). In the later chapters the reader is brought to the frontiers of present-day knowledge in the area of Mackey normal subgroup analysisand its generalization to the context of Banach *-Algebraic Bundles.


A Glimpse at Hilbert Space Operators

A Glimpse at Hilbert Space Operators

Author: Sheldon Axler

Publisher: Springer Science & Business Media

Published: 2011-04-13

Total Pages: 360

ISBN-13: 3034603479

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Paul Richard Halmos, who lived a life of unbounded devotion to mathematics and to the mathematical community, died at the age of 90 on October 2, 2006. This volume is a memorial to Paul by operator theorists he inspired. Paul’sinitial research,beginning with his 1938Ph.D. thesis at the University of Illinois under Joseph Doob, was in probability, ergodic theory, and measure theory. A shift occurred in the 1950s when Paul’s interest in foundations led him to invent a subject he termed algebraic logic, resulting in a succession of papers on that subject appearing between 1954 and 1961, and the book Algebraic Logic, published in 1962. Paul’s ?rst two papers in pure operator theory appeared in 1950. After 1960 Paul’s research focused on Hilbert space operators, a subject he viewed as enc- passing ?nite-dimensional linear algebra. Beyond his research, Paul contributed to mathematics and to its community in manifold ways: as a renowned expositor, as an innovative teacher, as a tireless editor, and through unstinting service to the American Mathematical Society and to the Mathematical Association of America. Much of Paul’s in?uence ?owed at a personal level. Paul had a genuine, uncalculating interest in people; he developed an enormous number of friendships over the years, both with mathematicians and with nonmathematicians. Many of his mathematical friends, including the editors ofthisvolume,whileabsorbingabundantquantitiesofmathematicsatPaul’sknee, learned from his advice and his example what it means to be a mathematician.


Beyond Equilibrium Thermodynamics

Beyond Equilibrium Thermodynamics

Author: Hans Christian Öttinger

Publisher: John Wiley & Sons

Published: 2005-05-13

Total Pages: 651

ISBN-13: 0471727911

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Beyond Equilibrium Thermodynamics fills a niche in the market by providing a comprehensive introduction to a new, emerging topic in the field. The importance of non-equilibrium thermodynamics is addressed in order to fully understand how a system works, whether it is in a biological system like the brain or a system that develops plastic. In order to fully grasp the subject, the book clearly explains the physical concepts and mathematics involved, as well as presenting problems and solutions; over 200 exercises and answers are included. Engineers, scientists, and applied mathematicians can all use the book to address their problems in modelling, calculating, and understanding dynamic responses of materials.