From Particle Systems to Partial Differential Equations, Patr?cia Gon?alves; Ana Jacinta Soares
Автор: Strang Название: Differential Equations and Linear Algebra ISBN: 0980232791 ISBN-13(EAN): 9780980232790 Издательство: Cambridge Academ Рейтинг: Цена: 60180.00 T Наличие на складе: Невозможна поставка. Описание: Differential equations and linear algebra are two central topics in the undergraduate mathematics curriculum. This innovative textbook allows the two subjects to be developed either separately or together, illuminating the connections between two fundamental topics, and giving increased flexibility to instructors. It can be used either as a semester-long course in differential equations, or as a one-year course in differential equations, linear algebra, and applications. Beginning with the basics of differential equations, it covers first and second order equations, graphical and numerical methods, and matrix equations. The book goes on to present the fundamentals of vector spaces, followed by eigenvalues and eigenvectors, positive definiteness, integral transform methods and applications to PDEs. The exposition illuminates the natural correspondence between solution methods for systems of equations in discrete and continuous settings. The topics draw on the physical sciences, engineering and economics, reflecting the author's distinguished career as an applied mathematician and expositor.
Автор: Oksendal Название: Stochastic Differential Equations ISBN: 3540047581 ISBN-13(EAN): 9783540047582 Издательство: Springer Рейтинг: Цена: 54820.00 T Наличие на складе: Есть Описание: Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.
Автор: Ahmad Shair Название: Textbook on Ordinary Differential Equations ISBN: 3319164074 ISBN-13(EAN): 9783319164076 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The second edition has been revised to correct minor errata, and features a number of carefully selected new exercises, together with more detailed explanations of some of the topics. A complete Solutions Manual, containing solutions to all the exercises published in the book, is available.
A brand new, fully updated edition of a popular classic on matrix differential calculus with applications in statistics and econometrics
This exhaustive, self-contained book on matrix theory and matrix differential calculus provides a treatment of matrix calculus based on differentials and shows how easy it is to use this theory once you have mastered the technique. Jan Magnus, who, along with the late Heinz Neudecker, pioneered the theory, develops it further in this new edition and provides many examples along the way to support it.
Matrix calculus has become an essential tool for quantitative methods in a large number of applications, ranging from social and behavioral sciences to econometrics. It is still relevant and used today in a wide range of subjects such as the biosciences and psychology. Matrix Differential Calculus with Applications in Statistics and Econometrics, Third Edition contains all of the essentials of multivariable calculus with an emphasis on the use of differentials. It starts by presenting a concise, yet thorough overview of matrix algebra, then goes on to develop the theory of differentials. The rest of the text combines the theory and application of matrix differential calculus, providing the practitioner and researcher with both a quick review and a detailed reference.
Fulfills the need for an updated and unified treatment of matrix differential calculus
Contains many new examples and exercises based on questions asked of the author over the years
Covers new developments in field and features new applications
Written by a leading expert and pioneer of the theory
Part of the Wiley Series in Probability and Statistics
Matrix Differential Calculus With Applications in Statistics and Econometrics Third Edition is an ideal text for graduate students and academics studying the subject, as well as for postgraduates and specialists working in biosciences and psychology.
Автор: Morris W. Hirsch Название: Differential Equations, Dynamical Systems, and an Introduction to Chaos ISBN: 0123820103 ISBN-13(EAN): 9780123820105 Издательство: Elsevier Science Рейтинг: Цена: 88690.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Suitable for students in the fields of mathematics, science, and engineering, this title provides a theoretical approach to dynamical systems and chaos. It helps them to analyze the types of differential equations that arise in their area of study.
Автор: Gon?alves Название: From Particle Systems to Partial Differential Equations III ISBN: 3319321420 ISBN-13(EAN): 9783319321424 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The main focus of this book is on different topics in probability theory, partial differential equations and kinetic theory, presenting some of the latest developments in these fields. It addresses mathematical problems concerning applications in physics, engineering, chemistry and biology that were presented at the Third International Conference on Particle Systems and Partial Differential Equations, held at the University of Minho, Braga, Portugal in December 2014. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, providing a venue for them to present their latest findings and discuss their areas of expertise. Further, it was intended to introduce a vast and varied public, including young researchers, to the subject of interacting particle systems, its underlying motivation, and its relation to partial differential equations. This book will appeal to probabilists, analysts and those mathematicians whose work involves topics in mathematical physics, stochastic processes and differential equations in general, as well as those physicists whose work centers on statistical mechanics and kinetic theory.
Автор: Patr?cia Gon?alves; Ana Jacinta Soares Название: From Particle Systems to Partial Differential Equations ISBN: 3319668382 ISBN-13(EAN): 9783319668383 Издательство: Springer Рейтинг: Цена: 149060.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
"This book addresses mathematical problems motivated by various applications in physics, engineering, chemistry and biology. It gathers the lecture notes from the mini-course presented by Jean-Christophe Mourrat on the construction of the various stochastic "basic" terms involved in the formulation of the dynamic O4 theory in three space dimensions, as well as selected contributions presented at the fourth meeting on Particle Systems and PDEs, which was held at the University of Minho's Centre of Mathematics in December 2015. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, offering them a forum to present their recent results and discuss their topics of expertise. The meeting was also intended to present to a vast and varied public, including young researchers, the area of interacting particle systems, its underlying motivation, and its relation to partial differential equations.
The book will be of great interest to probabilists, analysts, and all mathematicians whose work focuses on topics in mathematical physics, stochastic processes and differential equations in general, as well as physicists working in statistical mechanics and kinetic theory."
Автор: C?dric Bernardin; Patricia Gon?alves Название: From Particle Systems to Partial Differential Equations ISBN: 3642542700 ISBN-13(EAN): 9783642542701 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012.
The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory and to stimulate discussions and possibly new collaborations among researchers with different backgrounds.
The book contains lecture notes written by Fran ois Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navier-Stokes) from the Boltzmann equation, and several short papers written by some of the participants in the conference. Among the topics covered by the short papers are hydrodynamic limits; fluctuations; phase transitions; motions of shocks and anti shocks in exclusion processes; large number asymptotics for systems with self-consistent coupling; quasi-variational inequalities; unique continuation properties for PDEs and others.
The book will benefit probabilists, analysts and mathematicians who are interested in statistical physics, stochastic processes, partial differential equations and kinetics theory, along with physicists.
Автор: Patr?cia Gon?alves; Ana Jacinta Soares Название: From Particle Systems to Partial Differential Equations II ISBN: 3319166360 ISBN-13(EAN): 9783319166360 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Part I Mini-Courses: C. Bernardin: Diffusion of energy in chains of oscillators with conservative noise.- V. Giovangigli: Dissipative reactive fluid models from the kinetic theory.- Part II Short Papers: D. Bessam: Large deviations in a Gaussian setting: the role of the Cameron-Martin space.- F. Carvalho, J.K. Polewczak and A.J. Soares: Kinetic theory of simple reacting spheres: an application to coloring processes.- W. De Roeck and F. Huveneers: Can translation invariant systems exhibit a many-body localized phase?.- P. Duarte and M.J. Torres: Stability of non-deterministic systems.- P. Goncalves: Derivation of the Stochastic Burgers equation from the WASEP.- E. Luзon: Large population asymptotics for interacting diffusions in a quenched random environment.- D. Madjarevic: Shock structure and temperature overshoot in macroscopic multi-temperature model of binary mixtures.- A. Nota: Diffusive limit for the random Lorentz gas.-M.J. Oliveira and R.V. Mendes: Fractional Boson gas and fractional Poisson measure in infinite dimensions.- M.P. Ramos, A.J. Soares: Dynamical properties of a cosmological model with diffusion.- S. Simic: The structure of shock waves in dissipative hyperbolic models.- M. Simon: Diffusion coefficient for the disordered harmonic chain perturbed by an energy conserving noise.- G.M. Schьtz: Conditioned stochastic particle systems and integrable quantum spin systems.
Автор: C?dric Bernardin; Patricia Gon?alves Название: From Particle Systems to Partial Differential Equations ISBN: 3662512408 ISBN-13(EAN): 9783662512401 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012.
The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory and to stimulate discussions and possibly new collaborations among researchers with different backgrounds.
The book contains lecture notes written by Fran ois Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navier-Stokes) from the Boltzmann equation, and several short papers written by some of the participants in the conference. Among the topics covered by the short papers are hydrodynamic limits; fluctuations; phase transitions; motions of shocks and anti shocks in exclusion processes; large number asymptotics for systems with self-consistent coupling; quasi-variational inequalities; unique continuation properties for PDEs and others.
The book will benefit probabilists, analysts and mathematicians who are interested in statistical physics, stochastic processes, partial differential equations and kinetics theory, along with physicists.
Автор: Patr?cia Gon?alves; Ana Jacinta Soares Название: From Particle Systems to Partial Differential Equations II ISBN: 3319384708 ISBN-13(EAN): 9783319384702 Издательство: Springer Рейтинг: Цена: 111790.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Part I Mini-Courses: C. Bernardin: Diffusion of energy in chains of oscillators with conservative noise.- V. Giovangigli: Dissipative reactive fluid models from the kinetic theory.- Part II Short Papers: D. Bessam: Large deviations in a Gaussian setting: the role of the Cameron-Martin space.- F. Carvalho, J.K. Polewczak and A.J. Soares: Kinetic theory of simple reacting spheres: an application to coloring processes.- W. De Roeck and F. Huveneers: Can translation invariant systems exhibit a many-body localized phase?.- P. Duarte and M.J. Torres: Stability of non-deterministic systems.- P. Goncalves: Derivation of the Stochastic Burgers equation from the WASEP.- E. Luзon: Large population asymptotics for interacting diffusions in a quenched random environment.- D. Madjarevic: Shock structure and temperature overshoot in macroscopic multi-temperature model of binary mixtures.- A. Nota: Diffusive limit for the random Lorentz gas.-M.J. Oliveira and R.V. Mendes: Fractional Boson gas and fractional Poisson measure in infinite dimensions.- M.P. Ramos, A.J. Soares: Dynamical properties of a cosmological model with diffusion.- S. Simic: The structure of shock waves in dissipative hyperbolic models.- M. Simon: Diffusion coefficient for the disordered harmonic chain perturbed by an energy conserving noise.- G.M. Schьtz: Conditioned stochastic particle systems and integrable quantum spin systems.
Название: From particle systems to partial differential equations ISBN: 3319996886 ISBN-13(EAN): 9783319996882 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: preliminary
Benjamim Anwasia (CMAT, University of Minho) - Kinetic Theory & PDESs
Christophe Bahadoran (Blaise Pascal University, France) - Interacting Particle Systems
Giada Basile (Universitа di Roma 'La Sapienza', Italy) - Interacting Particle Systems
Cйdric Bernardin (University of Nice, France) - Interacting Particle Systems
Marzia Bisi (University of Parma, Italy) - Kinetic Theory & Modelling
Oriane Blondel (University Claude Bernard, Lyon 1, France) - Interacting Particle Systems
Yann Brenier (Йcole Polytechnique, France) - Kinetic Theory & PDEs
Josй A. Caсizo (University of Granada, Spain) - Kinetic Theory & PDEs
Eric Carlen (Rutgers University, USA) - Kinetic Theory & PDEs
Josй Antonio Carrillo de la Plata (Imperial College London, UK) - Kinetic Theory & PDEs
Filipe Carvalho (CMAT, University of Minho) - Kinetic Theory & Modelling
M. Conceiзгo Carvalho (CMAF, University of Lisbon) - Kinetic Theory & PDEs
Conrado da Costa (University of Leiden, Netherlands) - Interacting Particle Systems
Franзois Delarue (University of Nice, France) - Probability & PDEs
Clement Erignoux (Йcole Polytechnique, France) - Interacting Particle Systems
