Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts
Author: Viorel Barbu
Publisher: Springer Nature
Published:
Total Pages: 219
ISBN-13: 3031617347
DOWNLOAD EBOOKPosts
Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts
Author: Viorel Barbu
Publisher: Springer
Published: 2024-08-05
Total Pages: 0
ISBN-13: 9783031617331
DOWNLOAD EBOOKThis book delves into a rigorous mathematical exploration of the well-posedness and long-time behavior of weak solutions to nonlinear Fokker-Planck equations, along with their implications in the theory of probabilistically weak solutions to McKean-Vlasov stochastic differential equations and the corresponding nonlinear Markov processes. These are widely acknowledged as essential tools for describing the dynamics of complex systems in disordered media, as well as mean-field models. The resulting stochastic processes elucidate the microscopic dynamics underlying the nonlinear Fokker-Planck equations, whereas the solutions of the latter describe the evolving macroscopic probability distributions. The intended audience for this book primarily comprises specialists in mathematical physics, probability theory and PDEs. It can also be utilized as a one-semester graduate course for mathematicians. Prerequisites for the readers include a solid foundation in functional analysis and probability theory.
Gradient Flows
Author: Luigi Ambrosio
Publisher: Springer Science & Business Media
Published: 2008-10-29
Total Pages: 333
ISBN-13: 376438722X
DOWNLOAD EBOOKThe book is devoted to the theory of gradient flows in the general framework of metric spaces, and in the more specific setting of the space of probability measures, which provide a surprising link between optimal transportation theory and many evolutionary PDE's related to (non)linear diffusion. Particular emphasis is given to the convergence of the implicit time discretization method and to the error estimates for this discretization, extending the well established theory in Hilbert spaces. The book is split in two main parts that can be read independently of each other.
Advances in Nonlinear Geosciences
Author: Anastasios A. Tsonis
Publisher: Springer
Published: 2017-10-13
Total Pages: 708
ISBN-13: 3319588958
DOWNLOAD EBOOKAdvances in Nonlinear Geosciences is a set of contributions from the participants of “30 Years of Nonlinear Dynamics” held July 3-8, 2016 in Rhodes, Greece as part of the Aegean Conferences, as well as from several other experts in the field who could not attend the meeting. The volume brings together up-to-date research from the atmospheric sciences, hydrology, geology, and other areas of geosciences and presents the new advances made in the last 10 years. Topics include chaos synchronization, topological data analysis, new insights on fractals, multifractals and stochasticity, climate dynamics, extreme events, complexity, and causality, among other topics.
The Fokker-Planck Equation
Author: Hannes Risken
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 486
ISBN-13: 3642615449
DOWNLOAD EBOOKThis is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two variables. Other methods covered are the simulation method, the eigen-function expansion, numerical integration, and the variational method. Each solution is applied to the statistics of a simple laser model and to Brownian motion in potentials. The whole is rounded off with a supplement containing a short review of new material together with some recent references. This new study edition will prove to be very useful for graduate students in physics, chemical physics, and electrical engineering, as well as for research workers in these fields.
Applied Stochastic Differential Equations
Author: Simo Särkkä
Publisher: Cambridge University Press
Published: 2019-05-02
Total Pages: 327
ISBN-13: 1316510085
DOWNLOAD EBOOKWith this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Fokker-Planck-Kolmogorov Equations
Author: Vladimir I. Bogachev
Publisher: American Mathematical Soc.
Published: 2015-12-17
Total Pages: 495
ISBN-13: 1470425580
DOWNLOAD EBOOKThis book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
Numerical Methods for Non-Newtonian Fluids
Author:
Publisher: Elsevier
Published: 2010-12-20
Total Pages: 826
ISBN-13: 0080932029
DOWNLOAD EBOOKNon-Newtonian flows and their numerical simulations have generated an abundant literature, as well as many publications and references to which can be found in this volume's articles. This abundance of publications can be explained by the fact that non-Newtonian fluids occur in many real life situations: the food industry, oil & gas industry, chemical, civil and mechanical engineering, the bio-Sciences, to name just a few. Mathematical and numerical analysis of non-Newtonian fluid flow models provide challenging problems to partial differential equations specialists and applied computational mathematicians alike. This volume offers investigations. Results and conclusions that will no doubt be useful to engineers and computational and applied mathematicians who are focused on various aspects of non-Newtonian Fluid Mechanics. - New review of well-known computational methods for the simulation viscoelastic and viscoplastic types - Discusses new numerical methods that have proven to be more efficient and more accurate than traditional methods - Articles that discuss the numerical simulation of particulate flow for viscoelastic fluids
Numerical Methods for Non-Newtonian Fluids
Author: Philippe G. Ciarlet
Publisher: Elsevier
Published: 1990
Total Pages: 827
ISBN-13: 0444530479
DOWNLOAD EBOOKHandbook of Numerical Methods for Hyperbolic Problems explores the changes that have taken place in the past few decades regarding literature in the design, analysis and application of various numerical algorithms for solving hyperbolic equations. This volume provides concise summaries from experts in different types of algorithms, so that readers can find a variety of algorithms under different situations and readily understand their relative advantages and limitations.
Stochastic Partial Differential Equations: An Introduction
Author: Wei Liu
Publisher: Springer
Published: 2015-10-06
Total Pages: 267
ISBN-13: 3319223542
DOWNLOAD EBOOKThis book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and the ‘locally monotone case’ is presented in a detailed and complete way for SPDEs. The extension to this more general framework for SPDEs, for example, in comparison to the well-known case of globally monotone coefficients, substantially widens the applicability of the results.
