On the Existence of Feller Semigroups with Boundary Conditions
Title | On the Existence of Feller Semigroups with Boundary Conditions PDF eBook |
Author | Kazuaki Taira |
Publisher | American Mathematical Soc. |
Pages | 81 |
Release | 1992 |
Genre | Mathematics |
ISBN | 0821825356 |
This paper is devoted to the functional analytic approach to the problem of construction of Feller semigroups with Ventcel' (Wentzell) boundary conditions. This paper considers the non-transversal case and solves from the viewpoint of functional analysis the problem of construction of Feller semigroups for elliptic Waldenfels operators. Intuitively, our result may be stated as follows: One can construct a Feller semigroup corresponding to such a diffusion phenomenon that a Markovian particle moves both by jumps and continuously in the state space until it "dies" at which time it reaches the set where the absorption phenomenon occurs.
Semigroups, Boundary Value Problems and Markov Processes
Title | Semigroups, Boundary Value Problems and Markov Processes PDF eBook |
Author | Kazuaki Taira |
Publisher | Springer |
Pages | 724 |
Release | 2014-08-07 |
Genre | Mathematics |
ISBN | 3662436965 |
A careful and accessible exposition of functional analytic methods in stochastic analysis is provided in this book. It focuses on the interrelationship between three subjects in analysis: Markov processes, semi groups and elliptic boundary value problems. The author studies a general class of elliptic boundary value problems for second-order, Waldenfels integro-differential operators in partial differential equations and proves that this class of elliptic boundary value problems provides a general class of Feller semigroups in functional analysis. As an application, the author constructs a general class of Markov processes in probability in which a Markovian particle moves both by jumps and continuously in the state space until it 'dies' at the time when it reaches the set where the particle is definitely absorbed. Augmenting the 1st edition published in 2004, this edition includes four new chapters and eight re-worked and expanded chapters. It is amply illustrated and all chapters are rounded off with Notes and Comments where bibliographical references are primarily discussed. Thanks to the kind feedback from many readers, some errors in the first edition have been corrected. In order to keep the book up-to-date, new references have been added to the bibliography. Researchers and graduate students interested in PDEs, functional analysis and probability will find this volume useful.
Semigroups of Operators: Theory and Applications
Title | Semigroups of Operators: Theory and Applications PDF eBook |
Author | A.V. Balakrishnan |
Publisher | Birkhäuser |
Pages | 376 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 3034884176 |
These Proceedings comprise the bulk of the papers presented at the Inter national Conference on Semigroups of Opemtors: Theory and Contro~ held 14-18 December 1998, Newport Beach, California, U.S.A. The intent of the Conference was to highlight recent advances in the the ory of Semigroups of Operators which provides the abstract framework for the time-domain solutions of time-invariant boundary-value/initial-value problems of partial differential equations. There is of course a firewall between the ab stract theory and the applications and one of the Conference aims was to bring together both in the hope that it may be of value to both communities. In these days when all scientific activity is judged by its value on "dot com" it is not surprising that mathematical analysis that holds no promise of an immediate commercial product-line, or even a software tool-box, is not high in research priority. We are particularly pleased therefore that the National Science Foundation provided generous financial support without which this Conference would have been impossible to organize. Our special thanks to Dr. Kishan Baheti, Program Manager.
Boundary Value Problems and Markov Processes
Title | Boundary Value Problems and Markov Processes PDF eBook |
Author | Kazuaki Taira |
Publisher | Springer Nature |
Pages | 502 |
Release | 2020-07-01 |
Genre | Mathematics |
ISBN | 3030487881 |
This 3rd edition provides an insight into the mathematical crossroads formed by functional analysis (the macroscopic approach), partial differential equations (the mesoscopic approach) and probability (the microscopic approach) via the mathematics needed for the hard parts of Markov processes. It brings these three fields of analysis together, providing a comprehensive study of Markov processes from a broad perspective. The material is carefully and effectively explained, resulting in a surprisingly readable account of the subject. The main focus is on a powerful method for future research in elliptic boundary value problems and Markov processes via semigroups, the Boutet de Monvel calculus. A broad spectrum of readers will easily appreciate the stochastic intuition that this edition conveys. In fact, the book will provide a solid foundation for both researchers and graduate students in pure and applied mathematics interested in functional analysis, partial differential equations, Markov processes and the theory of pseudo-differential operators, a modern version of the classical potential theory.
Functional Analytic Techniques for Diffusion Processes
Title | Functional Analytic Techniques for Diffusion Processes PDF eBook |
Author | Kazuaki Taira |
Publisher | Springer Nature |
Pages | 792 |
Release | 2022-05-28 |
Genre | Mathematics |
ISBN | 9811910995 |
This book is an easy-to-read reference providing a link between functional analysis and diffusion processes. More precisely, the book takes readers to a mathematical crossroads of functional analysis (macroscopic approach), partial differential equations (mesoscopic approach), and probability (microscopic approach) via the mathematics needed for the hard parts of diffusion processes. This work brings these three fields of analysis together and provides a profound stochastic insight (microscopic approach) into the study of elliptic boundary value problems. The author does a massive study of diffusion processes from a broad perspective and explains mathematical matters in a more easily readable way than one usually would find. The book is amply illustrated; 14 tables and 141 figures are provided with appropriate captions in such a fashion that readers can easily understand powerful techniques of functional analysis for the study of diffusion processes in probability. The scope of the author’s work has been and continues to be powerful methods of functional analysis for future research of elliptic boundary value problems and Markov processes via semigroups. A broad spectrum of readers can appreciate easily and effectively the stochastic intuition that this book conveys. Furthermore, the book will serve as a sound basis both for researchers and for graduate students in pure and applied mathematics who are interested in a modern version of the classical potential theory and Markov processes. For advanced undergraduates working in functional analysis, partial differential equations, and probability, it provides an effective opening to these three interrelated fields of analysis. Beginning graduate students and mathematicians in the field looking for a coherent overview will find the book to be a helpful beginning. This work will be a major influence in a very broad field of study for a long time.
Weak Type Estimates for Cesaro Sums of Jacobi Polynomial Series
Title | Weak Type Estimates for Cesaro Sums of Jacobi Polynomial Series PDF eBook |
Author | Sagun Chanillo |
Publisher | American Mathematical Soc. |
Pages | 105 |
Release | 1993 |
Genre | Mathematics |
ISBN | 0821825488 |
This work completely characterizes the behaviour of Cesaro means of any order of the Jacobi polynomials. In particular, pointwise estimates are derived for the Cesaro mean kernel. Complete answers are given for the convergence almost everywhere of partial sums of Cesaro means of functions belonging to the critical L ]p spaces. This characterization is deduced from weak type estimates for the maximal partial sum operator. The methods used are fairly general and should apply to other series of special functions.
Symplectic Cobordism and the Computation of Stable Stems
Title | Symplectic Cobordism and the Computation of Stable Stems PDF eBook |
Author | Stanley O. Kochman |
Publisher | American Mathematical Soc. |
Pages | 105 |
Release | 1993 |
Genre | Mathematics |
ISBN | 0821825585 |
This memoir consists of two independent papers. In the first, "The symplectic cobordism ring III" the classical Adams spectral sequence is used to study the symplectic cobordism ring [capital Greek]Omega[superscript]* [over] [subscript italic capital]S[subscript italic]p. In the second, "The symplectic Adams Novikov spectral sequence for spheres" we analyze the symplectic Adams-Novikov spectral sequence converging to the stable homotopy groups of spheres.