Inverse Problems and Nonlinear Evolution Equations
Inverse Problems and Nonlinear Evolution Equations

Author: Alexander L. Sakhnovich

Publisher: Walter de Gruyter

Published: 2013-07-31

Total Pages: 356

ISBN-13: 3110258617

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This book is based on the method of operator identities and related theory of S-nodes, both developed by Lev Sakhnovich. The notion of the transfer matrix function generated by the S-node plays an essential role. The authors present fundamental solutions of various important systems of differential equations using the transfer matrix function, that is, either directly in the form of the transfer matrix function or via the representation in this form of the corresponding Darboux matrix, when Bäcklund–Darboux transformations and explicit solutions are considered. The transfer matrix function representation of the fundamental solution yields solution of an inverse problem, namely, the problem to recover system from its Weyl function. Weyl theories of selfadjoint and skew-selfadjoint Dirac systems, related canonical systems, discrete Dirac systems, system auxiliary to the N-wave equation and a system rationally depending on the spectral parameter are obtained in this way. The results on direct and inverse problems are applied in turn to the study of the initial-boundary value problems for integrable (nonlinear) wave equations via inverse spectral transformation method. Evolution of the Weyl function and solution of the initial-boundary value problem in a semi-strip are derived for many important nonlinear equations. Some uniqueness and global existence results are also proved in detail using evolution formulas. The reading of the book requires only some basic knowledge of linear algebra, calculus and operator theory from the standard university courses.

Evolution Equations and Approximations
Evolution Equations and Approximations

Author: Kazufumi Ito

Publisher: World Scientific

Published: 2002

Total Pages: 524

ISBN-13: 9789812380265

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Annotation Ito (North Carolina State U.) and Kappel (U. of Graz, Austria) offer a unified presentation of the general approach for well-posedness results using abstract evolution equations, drawing from and modifying the work of K. and Y. Kobayashi and S. Oharu. They also explore abstract approximation results for evolution equations. Their work is not a textbook, but they explain how instructors can use various sections, or combinations of them, as a foundation for a range of courses. Annotation copyrighted by Book News, Inc., Portland, OR

What Is Integrability?
What Is Integrability?

Author: Vladimir E. Zakharov

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 339

ISBN-13: 3642887031

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The idea of devoting a complete book to this topic was born at one of the Workshops on Nonlinear and Turbulent Processes in Physics taking place reg ularly in Kiev. With the exception of E. D. Siggia and N. Ercolani, all authors of this volume were participants at the third of these workshops. All of them were acquainted with each other and with each other's work. Yet it seemed to be somewhat of a discovery that all of them were and are trying to understand the same problem - the problem of integrability of dynamical systems, primarily Hamiltonian ones with an infinite number of degrees of freedom. No doubt that they (or to be more exact, we) were led to this by the logical process of scientific evolution which often leads to independent, almost simultaneous discoveries. Integrable, or, more accurately, exactly solvable equations are essential to theoretical and mathematical physics. One could say that they constitute the "mathematical nucleus" of theoretical physics whose goal is to describe real clas sical or quantum systems. For example, the kinetic gas theory may be considered to be a theory of a system which is trivially integrable: the system of classical noninteracting particles. One of the main tasks of quantum electrodynamics is the development of a theory of an integrable perturbed quantum system, namely, noninteracting electromagnetic and electron-positron fields.

Direct and Inverse Methods in Nonlinear Evolution Equations
Direct and Inverse Methods in Nonlinear Evolution Equations

Author: Robert M. Conte

Publisher: Springer Science & Business Media

Published: 2003-10-21

Total Pages: 306

ISBN-13: 9783540200871

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Many physical phenomena are described by nonlinear evolution equation. Those that are integrable provide various mathematical methods, presented by experts in this tutorial book, to find special analytic solutions to both integrable and partially integrable equations. The direct method to build solutions includes the analysis of singularities à la Painlevé, Lie symmetries leaving the equation invariant, extension of the Hirota method, construction of the nonlinear superposition formula. The main inverse method described here relies on the bi-hamiltonian structure of integrable equations. The book also presents some extension to equations with discrete independent and dependent variables. The different chapters face from different points of view the theory of exact solutions and of the complete integrability of nonlinear evolution equations. Several examples and applications to concrete problems allow the reader to experience directly the power of the different machineries involved.

Nonlinear Evolution Equations
Nonlinear Evolution Equations

Author: Nina B. Maslova

Publisher: World Scientific

Published: 1993

Total Pages: 210

ISBN-13: 9789810211622

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The book is devoted to the questions of the long-time behavior of solutions for evolution equations, connected with kinetic models in statistical physics. There is a wide variety of problems where such models are used to obtain reasonable physical as well as numerical results (Fluid Mechanics, Gas Dynamics, Plasma Physics, Nuclear Physics, Turbulence Theory etc.). The classical examples provide the nonlinear Boltzmann equation. Investigation of the long-time behavior of the solutions for the Boltzmann equation gives an approach to the nonlinear fluid dynamic equations. From the viewpoint of dynamical systems, the fluid dynamic equations arise in the theory as a tool to describe an attractor of the kinetic equation.

Nonlinear Evolution Equations And Painleve Test
Nonlinear Evolution Equations And Painleve Test

Author: N Euler

Publisher: World Scientific

Published: 1988-10-01

Total Pages: 345

ISBN-13: 9814520233

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This book is an edited version of lectures given by the authors at a seminar at the Rand Afrikaans University. It gives a survey on the Painlevé test, Painlevé property and integrability. Both ordinary differential equations and partial differential equations are considered.

Inverse Problem Theory and Methods for Model Parameter Estimation
Inverse Problem Theory and Methods for Model Parameter Estimation

Author: Albert Tarantola

Publisher: SIAM

Published: 2005-01-01

Total Pages: 349

ISBN-13: 9780898717921

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While the prediction of observations is a forward problem, the use of actual observations to infer the properties of a model is an inverse problem. Inverse problems are difficult because they may not have a unique solution. The description of uncertainties plays a central role in the theory, which is based on probability theory. This book proposes a general approach that is valid for linear as well as for nonlinear problems. The philosophy is essentially probabilistic and allows the reader to understand the basic difficulties appearing in the resolution of inverse problems. The book attempts to explain how a method of acquisition of information can be applied to actual real-world problems, and many of the arguments are heuristic.

Stochastic Analysis and Applications to Finance
Stochastic Analysis and Applications to Finance

Author: Tusheng Zhang

Publisher: World Scientific

Published: 2012

Total Pages: 465

ISBN-13: 9814383589

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This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory. It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance. Sample Chapter(s). Editorial Foreword (58 KB). Chapter 1: Non-Linear Evolution Equations Driven by Rough Paths (399 KB). Contents: Non-Linear Evolution Equations Driven by Rough Paths (Thomas Cass, Zhongmin Qian and Jan Tudor); Optimal Stopping Times with Different Information Levels and with Time Uncertainty (Arijit Chakrabarty and Xin Guo); Finite Horizon Optimal Investment and Consumption with CARA Utility and Proportional Transaction Costs (Yingshan Chen, Min Dai and Kun Zhao); MUniform Integrability of Exponential Martingales and Spectral Bounds of Non-Local Feynman-Kac Semigroups (Zhen-Qing Chen); Continuous-Time Mean-Variance Portfolio Selection with Finite Transactions (Xiangyu Cui, Jianjun Gao and Duan Li); Quantifying Model Uncertainties in the Space of Probability Measures (J Duan, T Gao and G He); A PDE Approach to Multivariate Risk Theory (Robert J Elliott, Tak Kuen Siu and Hailiang Yang); Stochastic Analysis on Loop Groups (Shizan Fang); Existence and Stability of Measure Solutions for BSDE with Generators of Quadratic Growth (Alexander Fromm, Peter Imkeller and Jianing Zhang); Convex Capital Requirements for Large Portfolios (Hans FAllmer and Thomas Knispel); The Mixed Equilibrium of Insider Trading in the Market with Rational Expected Price (Fuzhou Gong and Hong Liu); Some Results on Backward Stochastic Differential Equations Driven by Fractional Brownian Motions (Yaozhong Hu, Daniel Ocone and Jian Song); Potential Theory of Subordinate Brownian Motions Revisited (Panki Kim, Renming Song and Zoran Vondraiek); Research on Social Causes of the Financial Crisis (Steven Kou); Wick Formulas and Inequalities for the Quaternion Gaussian and -Permanental Variables (Wenbo V Li and Ang Wei); Further Study on Web Markov Skeleton Processes (Yuting Liu, Zhi-Ming Ma and Chuan Zhou); MLE of Parameters in the Drifted Brownian Motion and Its Error (Lemee Nakamura and Weian Zheng); Optimal Partial Information Control of SPDEs with Delay and Time-Advanced Backward SPDEs (Bernt yksendal, Agn s Sulem and Tusheng Zhang); Simulation of Diversified Portfolios in Continuous Financial Markets (Eckhard Platen and Renata Rendek); Coupling and Applications (Feng-Yu Wang); SDEs and a Generalised Burgers Equation (Jiang-Lun Wu and Wei Yang); Mean-Variance Hedging in the Discontinuous Case (Jianming Xia). Readership: Graduates and researchers in stochatic analysis and mathematical finance.