This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics.
We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way.
The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study.
The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).
Автор: Nail H. Ibragimov Название: Tensors and Riemannian Geometry: With Applications to Differential Equations ISBN: 311037949X ISBN-13(EAN): 9783110379495 Издательство: Walter de Gruyter Рейтинг: Цена: 68120.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is based on the experience of teaching the subject by the author in Russia, France, South Africa and Sweden. The author provides students and teachers with an easy to follow textbook spanning a variety of topics on tensors, Riemannian geometry and geometric approach to partial differential equations. Application of approximate transformation groups to the equations of general relativity in the de Sitter space simplifies the subject significantly.
Автор: Khrennikov, Andrei Yu. (linneuniversitetet, Sweden) Kozyrev, Sergei V. (steklov Institute Of Mathematics, Moscow) Zuniga-galindo, W. A. (instituto Pol Название: Ultrametric pseudodifferential equations and applications ISBN: 1107188822 ISBN-13(EAN): 9781107188822 Издательство: Cambridge Academ Рейтинг: Цена: 121440.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Presents the state of the art of ultrametric pseudodifferential equations, relevant not only in mathematics but also in fields such as engineering, geophysics, and physics. Results previously scattered across many diverse journals are usefully consolidated here alongside novel ideas and applications.
Автор: Steven G. Krantz Название: Complex Variables: A Physical Approach with Applications ISBN: 0367222671 ISBN-13(EAN): 9780367222673 Издательство: Taylor&Francis Рейтинг: Цена: 117390.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Complex Variables: A Physical Approach with Applications, Second Edition offers a notable revision. The emphasis remains on theory and practice. The first part of the text focuses on the fundamental concepts. The author then moves on to a detailed look at how complex variables are used in the real world.
Автор: Leslie Copley Название: Mathematics for the Physical Sciences ISBN: 3110409453 ISBN-13(EAN): 9783110409451 Издательство: Walter de Gruyter Рейтинг: Цена: 123910.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The book begins with a thorough introduction to complex analysis, which is then used to understand the properties of ordinary differential equations and their solutions. The latter are obtained in both series and integral representations. Integral transforms are introduced, providing an opportunity to complement complex analysis with techniques that flow from an algebraic approach. This moves naturally into a discussion of eigenvalue and boundary vale problems. A thorough discussion of multi-dimensional boundary value problems then introduces the reader to the fundamental partial differential equations and “special functions” of mathematical physics. Moving to non-homogeneous boundary value problems the reader is presented with an analysis of Green’s functions from both analytical and algebraic points of view. This leads to a concluding chapter on integral equations.
Автор: Karl K. Sabelfeld, Nikolai A. Simonov Название: Stochastic Methods for Boundary Value Problems: Numerics for High-dimensional PDEs and Applications ISBN: 3110479060 ISBN-13(EAN): 9783110479065 Издательство: Walter de Gruyter Рейтинг: Цена: 123910.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron-hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography
Автор: Karl K. Sabelfeld, Irina A. Shalimova Название: Spherical and Plane Integral Operators for PDEs: Construction, Analysis, and Applications ISBN: 3110315297 ISBN-13(EAN): 9783110315295 Издательство: Walter de Gruyter Рейтинг: Цена: 185890.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The book presents integral formulations for partial differential equations, with the focus on spherical and plane integral operators. The integral relations are obtained for different elliptic and parabolic equations, and both direct and inverse mean value relations are studied. The derived integral equations are used to construct new numerical methods for solving relevant boundary value problems, both deterministic and stochastic based on probabilistic interpretation of the spherical and plane integral operators.
Автор: Sagun Chanillo; Bruno Franchi; Guozhen Lu; Carlos Название: Harmonic Analysis, Partial Differential Equations and Applications ISBN: 331952741X ISBN-13(EAN): 9783319527413 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This collection of articles and surveys is devoted to Harmonic Analysis, related Partial Differential Equations and Applications and in particular to the fields of research to which Richard L.
Автор: Isaac Pesenson; Quoc Thong Le Gia; Azita Mayeli; H Название: Recent Applications of Harmonic Analysis to Function Spaces, Differential Equations, and Data Science ISBN: 3319555553 ISBN-13(EAN): 9783319555553 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Introduction.- Characterization of Gevrey Regularity by a Class of FBI Transforms.- A Novel Mathematical Approach to the Theory of Translation Invariant Linear Systems.- Asymptotic Behaviour of the Fourier Transform of a Function of Bounded Variation.- Convergence and Regularization of Sampling Series.- Harmonic Analysis in Non-Euclidean Spaces: Theory and Application.- An Harmonic Analysis of Directed Graphs from Arithmetic Functions and Primes.- Sheaf and Duality Methods for Analyzing Multi-Model Systems.- On Boundary-Value Problems for a Partial Differential Equation with Caputo and Bessel Operator.- On the Solvability of the Zaremba Problem in Infinite Sectors and the Invertibility of Associated Singular Integral Operators.- On the Solution of the Oblique Derivative Problem by Constructive Runge-Walsh Concepts.- An Overview of Numerical Acceleration Techniques for Non-Linear Dimension Reduction.- Adaptive Density Estimation on the Circle by Nearly-Tight Frames.- Interactions between Kernels, Frames, and Persistent Homology.- Multi-Penalty Regularization for Detecting Relevant Variables.- Stable Likelihood Computation for Gaussian Random Fields.
Автор: M.R. Grossinho; M. Ramos; C. Rebelo; L. Sanchez Название: Nonlinear Analysis and its Applications to Differential Equations ISBN: 1461266548 ISBN-13(EAN): 9781461266549 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: In this book we present a significant part ofthe material given in an autumn school on "Nonlinear Analysis and Differential Equations," held at the CMAF (Centro de Matematica e Aplica
Автор: hal smith Название: An Introduction to Delay Differential Equations with Applications to the Life Sciences ISBN: 1461426979 ISBN-13(EAN): 9781461426974 Издательство: Springer Рейтинг: Цена: 65210.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Based on the author`s taught course at Arizona State University, this text focuses on the elements needed to understand the applications literature involving delay equations. It covers both the constructive and analytical mathematical models in the subject.
Автор: Mckibben Название: Discovering Evolution Equations with Applications ISBN: 1138113581 ISBN-13(EAN): 9781138113589 Издательство: Taylor&Francis Рейтинг: Цена: 76550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Most existing books on evolution equations tend either to cover a particular class of equations in too much depth for beginners or focus on a very specific research direction. Thus, the field can be daunting for newcomers to the field who need access to preliminary material and behind-the-scenes detail. Taking an applications-oriented, conversational approach, Discovering Evolution Equations with Applications: Volume 2-Stochastic Equations provides an introductory understanding of stochastic evolution equations.
The text begins with hands-on introductions to the essentials of real and stochastic analysis. It then develops the theory for homogenous one-dimensional stochastic ordinary differential equations (ODEs) and extends the theory to systems of homogenous linear stochastic ODEs. The next several chapters focus on abstract homogenous linear, nonhomogenous linear, and semi-linear stochastic evolution equations. The author also addresses the case in which the forcing term is a functional before explaining Sobolev-type stochastic evolution equations. The last chapter discusses several topics of active research.
Each chapter starts with examples of various models. The author points out the similarities of the models, develops the theory involved, and then revisits the examples to reinforce the theoretical ideas in a concrete setting. He incorporates a substantial collection of questions and exercises throughout the text and provides two layers of hints for selected exercises at the end of each chapter.
Suitable for readers unfamiliar with analysis even at the undergraduate level, this book offers an engaging and accessible account of core theoretical results of stochastic evolution equations in a way that gradually builds readers' intuition.
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