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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.
Stochastic Ordinary and Stochastic Partial Differential Equations
Stochastic Partial Differential Equations analyzes mathematical models of time-dependent physical phenomena on microscopic, macroscopic and mesoscopic levels. It provides a rigorous derivation of each level from the preceding one and examines the resulting mesoscopic equations in detail. Coverage first describes the transition from the microscopic equations to the mesoscopic equations. It then covers a general system for the positions of the large particles.
Stochastic Analysis And Applications: Proceedings Of The Fifth Gregynog Symposium
This volume contains papers which were presented at a meeting entitled “Stochastic Analysis and Applications“ held at Gregynog Hall, Powys, from the 9th — 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.
Stability Theory
This book contains the historical development of the seminal paper of Adolf Hurwitz, professor in mathematics at ETH (1892~1919), and its impact on other fields. The major emphasis, however, is on modern results in stability theory and its application in the theory of control and numerics. In particular, stability of the following problems is treated: linear, nonlinear and time-dependent systems, discretizations of ordinary and partial differential equations, systems with time delay on multidimensional systems. In addition robust stability, pole placement and problems related to the stability radius are treated. The book is an outgrowth of the international conference "Centennial Hurwitz on ...
Software Systems for Structural Optimization
Herbert Hornlein, Klaus Schittkowski The finite element method (FEM) has been used successfully for many years to simulate and analyse mechanical structural problems. The results are accepted or rejected by means of comparison of state variables (stresses, displacements, natural frequencies etc.) and user requirements. In further analyses the design variables will be updated until the user specifications are met and the design is feasible. This is the primary aim of the design process. On this set of feasible designs, the additional requirement given by an objective function (e.g. weight, stiffness, efficiency, etc.) defines the structural optimization problem. In recent years more and more finite element based analysis systems were ex tended and offer now optimization modules. They proceed from the design model as defined for structural analysis, to perform an internal adaption of design pa rameters based on formal mathematical methods. Despite of many common features, there are significant differences in the selected optimization strategy, the current implementation and the numerical results.
Stochastic Analysis: A Series of Lectures
This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential eq...
Stochastic Analysis and Related Topics
This volume contains a large spectrum of work: super processes, Dirichlet forms, anticipative stochastic calculus, random fields and Wiener space analysis. The first part of the volume consists of two main lectures given at the third Silivri meeting in 1990: 1. "Infinitely divisible random measures and superprocesses" by D.A. Dawson, 2. "Dirichlet forms on infinite dimensional spaces and appli cations" by M. Rockner. The second part consists of recent research papers all related to Stochastic Analysis, motivated by stochastic partial differ ential equations, Markov fields, the Malliavin calculus and the Feynman path integrals. We would herewith like to thank the ENST for its material support for the above mentioned meeting as well as for the ini tial preparation of this volume and to our friend and colleague Erhan Qmlar whose help and encouragement for the realization of this volume have been essential. H. Korezlioglu A.S. Ustiinel INFINITELY DIVISIBLE RANDOM MEASURES AND SUPERPROCESSES DONALD A. DAWSON 1. Introduction.
Numerical Solution of the Incompressible Navier-Stokes Equations
This book presents different formulations of the equations governing incompressible viscous flows, in the form needed for developing numerical solution procedures. The conditions required to satisfy the no-slip boundary conditions in the various formulations are discussed in detail. Rather than focussing on a particular spatial discretization method, the text provides a unitary view of several methods currently in use for the numerical solution of incompressible Navier-Stokes equations, using either finite differences, finite elements or spectral approximations. For each formulation, a complete statement of the mathematical problem is provided, comprising the various boundary, possibly integral, and initial conditions, suitable for any theoretical and/or computational development of the governing equations. The text is suitable for courses in fluid mechanics and computational fluid dynamics. It covers that part of the subject matter dealing with the equations for incompressible viscous flows and their determination by means of numerical methods. A substantial portion of the book contains new results and unpublished material.
Nonlinear Evolution Equations And Their Applications - Proceedings Of The Luso-chinese Symposium
This book discusses recent trends and developments in the area of nonlinear evolution equations. It is a collection of invited lectures on the following topics: nonlinear parabolic equations (systems); nonlinear hyperbolic systems; free boundary problems; conservation laws and shock waves; travelling and solitary waves; regularity, stability and singularity, etc.
Stochastic Integrals
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