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Splitting Methods for Partial Differential Equations with Rough Solutions
  • Language: en
  • Pages: 238

Splitting Methods for Partial Differential Equations with Rough Solutions

Operator splitting (or the fractional steps method) is a very common tool to analyze nonlinear partial differential equations both numerically and analytically. By applying operator splitting to a complicated model one can often split it into simpler problems that can be analyzed separately. In this book one studies operator splitting for a family of nonlinear evolution equations, including hyperbolic conservation laws and degenerate convection-diffusion equations. Common for these equations is the prevalence of rough, or non-smooth, solutions, e.g., shocks. Rigorous analysis is presented, showing that both semi-discrete and fully discrete splitting methods converge. For conservation laws, s...

Nonlinear Partial Differential Equations
  • Language: en
  • Pages: 369

Nonlinear Partial Differential Equations

The topic of the 2010 Abel Symposium, hosted at the Norwegian Academy of Science and Letters, Oslo, was Nonlinear Partial Differential Equations, the study of which is of fundamental importance in mathematics and in almost all of natural sciences, economics, and engineering. This area of mathematics is currently in the midst of an unprecedented development worldwide. Differential equations are used to model phenomena of increasing complexity, and in areas that have traditionally been outside the realm of mathematics. New analytical tools and numerical methods are dramatically improving our understanding of nonlinear models. Nonlinearity gives rise to novel effects reflected in the appearance of shock waves, turbulence, material defects, etc., and offers challenging mathematical problems. On the other hand, new mathematical developments provide new insight in many applications. These proceedings present a selection of the latest exciting results by world leading researchers.

Hyperbolic Conservation Laws and Related Analysis with Applications
  • Language: en
  • Pages: 390

Hyperbolic Conservation Laws and Related Analysis with Applications

This book presents thirteen papers, representing the most significant advances and current trends in nonlinear hyperbolic conservation laws and related analysis with applications. Topics covered include a survey on multidimensional systems of conservation laws as well as novel results on liquid crystals, conservation laws with discontinuous flux functions, and applications to sedimentation. Also included are articles on recent advances in the Euler equations and the Navier-Stokes-Fourier-Poisson system, in addition to new results on collective phenomena described by the Cucker-Smale model. The Workshop on Hyperbolic Conservation Laws and Related Analysis with Applications at the International Centre for Mathematical Sciences (Edinburgh, UK) held in Edinburgh, September 2011, produced this fine collection of original research and survey articles. Many leading mathematicians attended the event and submitted their contributions for this volume. It is addressed to researchers and graduate students interested in partial differential equations and related analysis with applications.

Nonlinear Partial Differential Equations and Hyperbolic Wave Phenomena
  • Language: en
  • Pages: 402

Nonlinear Partial Differential Equations and Hyperbolic Wave Phenomena

This volume presents the state of the art in several directions of research conducted by renowned mathematicians who participated in the research program on Nonlinear Partial Differential Equations at the Centre for Advanced Study at the Norwegian Academy of Science and Letters, Oslo, Norway, during the academic year 2008-09. The main theme of the volume is nonlinear partial differential equations that model a wide variety of wave phenomena. Topics discussed include systems of conservation laws, compressible Navier-Stokes equations, Navier-Stokes-Korteweg type systems in models for phase transitions, nonlinear evolution equations, degenerate/mixed type equations in fluid mechanics and differential geometry, nonlinear dispersive wave equations (Korteweg-de Vries, Camassa-Holm type, etc.), and Poisson interface problems and level set formulations.

Splitting Methods for Partial Differential Equations with Rough Solutions
  • Language: en
  • Pages: 226

Splitting Methods for Partial Differential Equations with Rough Solutions

  • Type: Book
  • -
  • Published: 2010
  • -
  • Publisher: Unknown

Operator splitting (or the fractional steps method) is a very common tool to analyze nonlinear partial differential equations both numerically and analytically. By applying operator splitting to a complicated model one can often split it into simpler problems that can be analyzed separately. In this book one studies operator splitting for a family of nonlinear evolution equations, including hyperbolic conservation laws and degenerate convection-diffusion equations. Common for these equations is the prevalence of rough, or non-smooth, solutions, e.g., shocks.

Mathematical Finance
  • Language: en
  • Pages: 373

Mathematical Finance

  • Type: Book
  • -
  • Published: 2012-12-06
  • -
  • Publisher: Birkhäuser

The year 2000 is the centenary year of the publication of Bachelier's thesis which - together with Harry Markovitz Ph. D. dissertation on portfolio selection in 1952 and Fischer Black's and Myron Scholes' solution of an option pricing problem in 1973 - is considered as the starting point of modern finance as a mathematical discipline. On this remarkable anniversary the workshop on mathematical finance held at the University of Konstanz brought together practitioners, economists and mathematicians to discuss the state of the art. Apart from contributions to the known discrete, Brownian, and Lvy process models, first attempts to describe a market in a reasonable way by a fractional Brownian mo...

Algebraic Groups and Quantum Groups
  • Language: en
  • Pages: 302

Algebraic Groups and Quantum Groups

This volume contains the proceedings of the tenth international conference on Representation Theory of Algebraic Groups and Quantum Groups, held August 2-6, 2010, at Nagoya University, Nagoya, Japan. The survey articles and original papers contained in this volume offer a comprehensive view of current developments in the field. Among others reflecting recent trends, one central theme is research on representations in the affine case. In three articles, the authors study representations of W-algebras and affine Lie algebras at the critical level, and three other articles are related to crystals in the affine case, that is, Mirkovic-Vilonen polytopes for affine type $A$ and Kerov-Kirillov-Resh...

  • Language: en
  • Pages: 88

"Moonshine" of Finite Groups

This is an almost verbatim reproduction of the author's lecture notes written in 1983-84 at Ohio State University, Columbus. A substantial update is given in the bibliography. Over the last 20 plus years there has been energetic activity in the field of finite simple group theory related to the monster simple group. Most notably, influential works have been produced in the theory of vertex operator algebras from research that was stimulated by the moonshine of the finite groups. Still, we can ask the same questions now that we did 30-40 years ago: What is the monster simple group? Is it really related to the theory of the universe as it was vaguely so envisioned? What lies behind the moonshine phenomena of the monster group? It may appear that we have only scratched the surface. These notes are primarily reproduced for the benefit of readers who wish to start learning about modular functions used in moonshine.

Symmetries and Related Topics in Differential and Difference Equations
  • Language: en
  • Pages: 178

Symmetries and Related Topics in Differential and Difference Equations

The papers collected here discuss topics such as Lie symmetries, equivalence transformations and differential invariants, group theoretical methods in linear equations, and the development of some geometrical methods in theoretical physics. The reader will find new results in symmetries of differential and difference equations, applications in classical and quantum mechanics, two fundamental problems of theoretical mechanics, and the mathematical nature of time in Lagrangian mechanics.

Advances in Non-Archimedean Analysis
  • Language: en
  • Pages: 294

Advances in Non-Archimedean Analysis

These collected articles feature recent developments in various areas of non-Archimedean analysis: Hilbert and Banach spaces, finite dimensional spaces, topological vector spaces and operator theory, strict topologies, spaces of continuous functions and of strictly differentiable functions, isomorphisms between Banach functions spaces, and measure and integration.