Fractional Stochastic Differential Equations, Atangana

Автор: Strang
Название: Differential Equations and Linear Algebra
ISBN: 0980232791 ISBN-13(EAN): 9780980232790
Издательство: Cambridge Academ
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Цена: 60180.00 T
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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: li zhilin
Название: Numerical solution of differential equations
ISBN: 1107163226 ISBN-13(EAN): 9781107163225
Издательство: Cambridge Academ
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Цена: 89760.00 T
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Описание: This practical and concise guide to finite difference and finite element methods is aimed at graduate students who need to solve differential equations. With few prerequisites, the book is accessible to readers from a range of disciplines across science and engineering. Well-tested MATLAB (R) codes are available online.

Автор: Oksendal
Название: Stochastic Differential Equations
ISBN: 3540047581 ISBN-13(EAN): 9783540047582
Издательство: Springer
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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: Platen
Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ISBN: 3642120571 ISBN-13(EAN): 9783642120572
Издательство: Springer
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Цена: 84780.00 T
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Описание: It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.

Автор: Molica Bisci
Название: Variational Methods for Nonlocal Fractional Problems
ISBN: 1107111943 ISBN-13(EAN): 9781107111943
Издательство: Cambridge Academ
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Цена: 141510.00 T
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Описание: Devoted to the variational analysis of problems described by nonlocal operators, this book will appeal to a wide range of researchers and graduate students in mathematics, especially those interested in nonlinear phenomena. A careful balance is struck between rigorous mathematics and physical applications.

Название: Stochastic Differential Equations, Backward SDEs, Partial Di
ISBN: 3319057138 ISBN-13(EAN): 9783319057132
Издательство: Springer
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Цена: 130430.00 T
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Описание: This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.

Автор: Guo Boling Et Al
Название: Fractional Partial Differential Equations And Their Numerical Solutions
ISBN: 9814667048 ISBN-13(EAN): 9789814667043
Издательство: World Scientific Publishing
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Цена: 116160.00 T
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Описание:

This book aims to introduce some new trends and results on the study of the fractional differential equations, and to provide a good understanding of this field to beginners who are interested in this field, which is the authors' beautiful hope.

This book describes theoretical and numerical aspects of the fractional partial differential equations, including the authors' researches in this field, such as the fractional Nonlinear SchrOdinger equations, fractional Landau-Lifshitz equations and fractional Ginzburg-Landau equations. It also covers enough fundamental knowledge on the fractional derivatives and fractional integrals, and enough background of the fractional PDEs.

Автор: Govindan
Название: Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
ISBN: 3319456822 ISBN-13(EAN): 9783319456829
Издательство: Springer
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Цена: 102480.00 T
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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: Jaya P. N. Bishwal
Название: Parameter Estimation in Stochastic Differential Equations
ISBN: 3540744479 ISBN-13(EAN): 9783540744474
Издательство: Springer
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Цена: 41880.00 T
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Описание: Presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods.

Автор: R. M. M. Mattheij
Название: Partial Differential Equations
ISBN: 0898715946 ISBN-13(EAN): 9780898715941
Издательство: Mare Nostrum (Eurospan)
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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.

Автор: Atangana Abdon, İgret Araz Seda
Название: Fractional Stochastic Differential Equations: Applications to Covid-19 Modeling
ISBN: 9811907285 ISBN-13(EAN): 9789811907289
Издательство: Springer
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Цена: 139750.00 T
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Описание: This book provides a thorough conversation on the underpinnings of Covid-19 spread modelling by using stochastics nonlocal differential and integral operators with singular and non-singular kernels.

Автор: Ladde Anil G.
Название: Introduction to Differential Equations
ISBN: 9814390062 ISBN-13(EAN): 9789814390064
Издательство: World Scientific Publishing
Цена: 138330.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic calculus and stochastic differential equations have played a major role in analyzing the dynamic phenomena in the biological and physical sciences, as well as engineering. This title deals with this topic.