Fractional Stochastic Differential Equations: Applications to Covid-19 Modeling, Atangana Abdon, İgret Araz Seda
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: Younes Salehi, William E. Schiesser Название: Numerical Integration of Space Fractional Partial Differential Equations, Volume 2: Applications from Classical Integer PDEs ISBN: 1681732092 ISBN-13(EAN): 9781681732091 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 82230.00 T Наличие на складе: Поставка под заказ. Описание: Partial differential equations are one of the most used widely forms of mathematics in science and engineering. Two fractional PDEs can be considered, fractional in time, and fractional in space. This volume is directed to the development and use of SFPDEs, providing a discussion of applications from classical integer PDEs.
Автор: Rong SITU Название: Theory of Stochastic Differential Equations with Jumps and Applications ISBN: 1441937714 ISBN-13(EAN): 9781441937711 Издательство: Springer Рейтинг: Цена: 174130.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems.
Автор: Govindan Название: Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications ISBN: 3319456822 ISBN-13(EAN): 9783319456829 Издательство: Springer Рейтинг: Цена: 102480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces.The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Автор: Lorenzo Название: The Fractional Trigonometry - With Applications to Fractional Differential Equations and Science ISBN: 1119139406 ISBN-13(EAN): 9781119139409 Издательство: Wiley Рейтинг: Цена: 124550.00 T Наличие на складе: Поставка под заказ. Описание: Classical trigonometry plays a very important role relative to integer order calculus, and together with the common exponential function, provides solutions for linear differential equations.
Автор: R. M. M. Mattheij Название: Partial Differential Equations ISBN: 0898715946 ISBN-13(EAN): 9780898715941 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 142120.00 T Наличие на складе: Поставка под заказ. Описание: Partial differential equations (PDEs) are used to describe a large variety of physical phenomena, from fluid flow to electromagnetic fields, and are indispensable to such disparate fields as aircraft simulation and computer graphics. While most existing texts on PDEs deal with either analytical or numerical aspects of PDEs, this innovative and comprehensive textbook features a unique approach that integrates analysis and numerical solution methods and includes a third component - modeling - to address real-life problems. The authors believe that modeling can be learned only by doing; hence a separate chapter containing 16 user-friendly case studies of elliptic, parabolic, and hyperbolic equations is included and numerous exercises are included in all other chapters.
A comprehensive introduction to the core issues of stochastic differential equations and their effective application
Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance offers a comprehensive examination to the most important issues of stochastic differential equations and their applications. The author -- a noted expert in the field -- includes myriad illustrative examples in modelling dynamical phenomena subject to randomness, mainly in biology, bioeconomics and finance, that clearly demonstrate the usefulness of stochastic differential equations in these and many other areas of science and technology.
The text also features real-life situations with experimental data, thus covering topics such as Monte Carlo simulation and statistical issues of estimation, model choice and prediction. The book includes the basic theory of option pricing and its effective application using real-life. The important issue of which stochastic calculus, It or Stratonovich, should be used in applications is dealt with and the associated controversy resolved. Written to be accessible for both mathematically advanced readers and those with a basic understanding, the text offers a wealth of exercises and examples of application. This important volume:
Contains a complete introduction to the basic issues of stochastic differential equations and their effective application
Includes many examples in modelling, mainly from the biology and finance fields
Shows how to: Translate the physical dynamical phenomenon to mathematical models and back, apply with real data, use the models to study different scenarios and understand the effect of human interventions
Conveys the intuition behind the theoretical concepts
Presents exercises that are designed to enhance understanding
Offers a supporting website that features solutions to exercises and R code for algorithm implementation
Written for use by graduate students, from the areas of application or from mathematics and statistics, as well as academics and professionals wishing to study or to apply these models, Introduction to Stochastic Differential Equations with Applications to Modelling in Biology and Finance is the authoritative guide to understanding the issues of stochastic differential equations and their application.
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: Giuseppe Da Prato; Luciano Tubaro Название: Stochastic Partial Differential Equations and Applications ISBN: 3540172114 ISBN-13(EAN): 9783540172116 Издательство: Springer Рейтинг: Цена: 41920.00 T Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Boris L. Rozovskii; Richard B. Sowers Название: Stochastic Partial Differential Equations and Their Applications ISBN: 3540552928 ISBN-13(EAN): 9783540552925 Издательство: Springer Рейтинг: Цена: 81050.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The main topics for discussion at the confe-rence were: non-linear SPDE`s and Markov property for randomfields, modern stochastic calculuses, numerical and asympto-tic methods for SPDE`s, applications of SPDE`s with emphasisonnon-linear filtering, stochastic control and statisticalfluid dynamics.
Автор: Dumitru Baleanu and Antonio Mendes Lopes Название: Handbook of Fractional Calculus with Applications ISBN: 3110570920 ISBN-13(EAN): 9783110570922 Издательство: Walter de Gruyter Рейтинг: Цена: 149590.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This eighth volume collects authoritative chapters covering several applications of fractional calculus in engineering, life and social sciences, including applications in signal and image analysis, and chaos.
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