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An Introduction to Stochastic Dynamics
An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.
Stochastic Dynamics
Focusing on the mathematical description of stochastic dynamics in discrete as well as in continuous time, this book investigates such dynamical phenomena as perturbations, bifurcations and chaos. It also introduces new ideas for the exploration of infinite dimensional systems, in particular stochastic partial differential equations. Example applications are presented from biology, chemistry and engineering, while describing numerical treatments of stochastic systems.
Local Lyapunov Exponents
Establishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations. Specifically, a linear differential system is considered which is controlled by a stochastic process that during a suitable noise-intensity-dependent time is trapped near one of its so-called metastable states. The local Lyapunov exponent is then introduced as the exponential growth rate of the linear system on this time scale. Unlike classical Lyapunov exponents, which involve a limit as time increases to infinity in a fixed system, here the system itself changes as the noise intensity converges, too.
Foundations of Arithmetic Differential Geometry
The aim of this book is to introduce and develop an arithmetic analogue of classical differential geometry. In this new geometry the ring of integers plays the role of a ring of functions on an infinite dimensional manifold. The role of coordinate functions on this manifold is played by the prime numbers. The role of partial derivatives of functions with respect to the coordinates is played by the Fermat quotients of integers with respect to the primes. The role of metrics is played by symmetric matrices with integer coefficients. The role of connections (respectively curvature) attached to metrics is played by certain adelic (respectively global) objects attached to the corresponding matrices. One of the main conclusions of the theory is that the spectrum of the integers is “intrinsically curved”; the study of this curvature is then the main task of the theory. The book follows, and builds upon, a series of recent research papers. A significant part of the material has never been published before.
Shock Formation in Small-Data Solutions to 3D Quasilinear Wave Equations
In 1848 James Challis showed that smooth solutions to the compressible Euler equations can become multivalued, thus signifying the onset of a shock singularity. Today it is known that, for many hyperbolic systems, such singularities often develop. However, most shock-formation results have been proved only in one spatial dimension. Serge Alinhac's groundbreaking work on wave equations in the late 1990s was the first to treat more than one spatial dimension. In 2007, for the compressible Euler equations in vorticity-free regions, Demetrios Christodoulou remarkably sharpened Alinhac's results and gave a complete description of shock formation. In this monograph, Christodoulou's framework is ex...
Homotopy of Operads and Grothendieck-Teichmuller Groups
The Grothendieck–Teichmüller group was defined by Drinfeld in quantum group theory with insights coming from the Grothendieck program in Galois theory. The ultimate goal of this book is to explain that this group has a topological interpretation as a group of homotopy automorphisms associated to the operad of little 2-discs, which is an object used to model commutative homotopy structures in topology. This volume gives a comprehensive survey on the algebraic aspects of this subject. The book explains the definition of an operad in a general context, reviews the definition of the little discs operads, and explains the definition of the Grothendieck–Teichmüller group from the viewpoint o...
Stochastics
This book is a translation of the third edition of the well accepted German textbook 'Stochastik', which presents the fundamental ideas and results of both probability theory and statistics, and comprises the material of a one-year course. The stochastic concepts, models and methods are motivated by examples and problems and then developed and analysed systematically.
IUTAM Symposium on Nonlinear Stochastic Dynamics
Non-linear stochastic systems are at the center of many engineering disciplines and progress in theoretical research had led to a better understanding of non-linear phenomena. This book provides information on new fundamental results and their applications which are beginning to appear across the entire spectrum of mechanics. The outstanding points of these proceedings are Coherent compendium of the current state of modelling and analysis of non-linear stochastic systems from engineering, applied mathematics and physics point of view. Subject areas include: Multiscale phenomena, stability and bifurcations, control and estimation, computational methods and modelling. For the Engineering and Physics communities, this book will provide first-hand information on recent mathematical developments. The applied mathematics community will benefit from the modelling and information on various possible applications.
A Forward-Backward SDEs Approach to Pricing in Carbon Markets
In Mathematical Finance, the authors consider a mathematical model for the pricing of emissions permits. The model has particular applicability to the European Union Emissions Trading System (EU ETS) but could also be used to consider the modeling of other cap-and-trade schemes. As a response to the risk of Climate Change, carbon markets are currently being implemented in regions worldwide and already represent more than $30 billion. However, scientific, and particularly mathematical, studies of these carbon markets are needed in order to expose their advantages and shortcomings, as well as allow their most efficient implementation. This Brief reviews mathematical properties such as the exis...
Fokker–Planck–Kolmogorov Equations
This 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.
