Kolmogorov Operators and Their Applications
Title | Kolmogorov Operators and Their Applications PDF eBook |
Author | Stéphane Menozzi |
Publisher | Springer Nature |
Pages | 354 |
Release | |
Genre | |
ISBN | 9819702259 |
Semigroups of Operators – Theory and Applications
Title | Semigroups of Operators – Theory and Applications PDF eBook |
Author | Jacek Banasiak |
Publisher | Springer Nature |
Pages | 446 |
Release | 2020-06-12 |
Genre | Mathematics |
ISBN | 3030460797 |
This book features selected and peer-reviewed lectures presented at the 3rd Semigroups of Operators: Theory and Applications Conference, held in Kazimierz Dolny, Poland, in October 2018 to mark the 85th birthday of Jan Kisyński. Held every five years, the conference offers a forum for mathematicians using semigroup theory to discover what is happening outside their particular field of research and helps establish new links between various sub-disciplines of semigroup theory, stochastic processes, differential equations and the applied fields. The book is intended for researchers, postgraduate and senior students working in operator theory, partial differential equations, probability and stochastic processes, analytical methods in biology and other natural sciences, optimisation and optimal control. The theory of semigroups of operators is a well-developed branch of functional analysis. Its foundations were laid at the beginning of the 20th century, while Hille and Yosida’s fundamental generation theorem dates back to the forties. The theory was originally designed as a universal language for partial differential equations and stochastic processes but, at the same time, it started to become an independent branch of operator theory. Today, it still has the same distinctive character: it develops rapidly by posing new ‘internal’ questions and, in answering them, discovering new methods that can be used in applications. On the other hand, it is being influenced by questions from PDE’s and stochastic processes as well as from applied sciences such as mathematical biology and optimal control and, as a result, it continually gathers new momentum. However, many results, both from semigroup theory itself and the applied sciences, are phrased in discipline-specific languages and are hardly known to the broader community.
Kolmogorov Equations in Hilbert Spaces with Application to Essential Self-adjointness of the Related Difussion Operators
Title | Kolmogorov Equations in Hilbert Spaces with Application to Essential Self-adjointness of the Related Difussion Operators PDF eBook |
Author | H. Long |
Publisher | |
Pages | 16 |
Release | 1997 |
Genre | |
ISBN |
Stochastic Processes and Applications
Title | Stochastic Processes and Applications PDF eBook |
Author | Grigorios A. Pavliotis |
Publisher | Springer |
Pages | 345 |
Release | 2014-11-19 |
Genre | Mathematics |
ISBN | 1493913239 |
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
Analytical Methods for Kolmogorov Equations
Title | Analytical Methods for Kolmogorov Equations PDF eBook |
Author | Luca Lorenzi |
Publisher | CRC Press |
Pages | 607 |
Release | 2016-10-04 |
Genre | Mathematics |
ISBN | 1482243342 |
The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous operators with unbounded coefficients, which has received great attention. Additionally, this edition is the first to use a unified approach to contain the new results in a singular place.
New Results in Operator Theory and Its Applications
Title | New Results in Operator Theory and Its Applications PDF eBook |
Author | Israel Gohberg |
Publisher | Birkhäuser |
Pages | 269 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 3034889100 |
This volume is dedicated to the memory of Israel Glazman, an outstanding personality and distinguished mathematician, the author of many remarkable papers and books in operator theory and its applications. The present book opens with an essay devoted to Glazman's life and scientific achievements. It focusses on the areas of his unusually wide interests and consists of 18 mathematical papers in spectral theory of differential operators and linear operators in Hilbert and Banach spaces, analytic operator functions, ordinary and partial differential equations, functional equations, mathematical physics, nonlinear functional analysis, approximation theory and optimization, and mathematical statistics. The book gives a picture of the current state of some important problems in areas of operator theory and its applications and will be of interest to a wide group of researchers working in pure and applied mathematics.
Operator Theory, Function Spaces, and Applications
Title | Operator Theory, Function Spaces, and Applications PDF eBook |
Author | Tanja Eisner |
Publisher | Birkhäuser |
Pages | 240 |
Release | 2016-09-24 |
Genre | Mathematics |
ISBN | 3319313835 |
This volume collects a selected number of papers presented at the International Workshop on Operator Theory and its Applications (IWOTA) held in July 2014 at Vrije Universiteit in Amsterdam. Main developments in the broad area of operator theory are covered, with special emphasis on applications to science and engineering. The volume also presents papers dedicated to the eightieth birthday of Damir Arov and to the sixty-fifth birthday of Leiba Rodman, both leading figures in the area of operator theory and its applications, in particular, to systems theory.