Author: Stefano BrunoPublisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Optimal Regularity in Time and Space for Stochastic Porous Medium Equations
Author: Stefano BrunoStochastic Porous Media Equations
Author: Viorel BarbuPublisher: Springer
ISBN: 3319410695
Category : Mathematics
Languages : en
Pages : 209
Book Description
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
The Porous Medium Equation
Author: Juan Luis VazquezPublisher: Clarendon Press
ISBN: 0191513830
Category : Mathematics
Languages : en
Pages : 648
Book Description
The Heat Equation is one of the three classical linear partial differential equations of second order that form the basis of any elementary introduction to the area of PDEs, and only recently has it come to be fairly well understood. In this monograph, aimed at research students and academics in mathematics and engineering, as well as engineering specialists, Professor Vazquez provides a systematic and comprehensive presentation of the mathematical theory of the nonlinear heat equation usually called the Porous Medium Equation (PME). This equation appears in a number of physical applications, such as to describe processes involving fluid flow, heat transfer or diffusion. Other applications have been proposed in mathematical biology, lubrication, boundary layer theory, and other fields. Each chapter contains a detailed introduction and is supplied with a section of notes, providing comments, historical notes or recommended reading, and exercises for the reader.
Stochastic Methods for Flow in Porous Media
Author: Dongxiao ZhangPublisher: Elsevier
ISBN: 0080517773
Category : Mathematics
Languages : en
Pages : 371
Book Description
Stochastic Methods for Flow in Porous Media: Coping with Uncertainties explores fluid flow in complex geologic environments. The parameterization of uncertainty into flow models is important for managing water resources, preserving subsurface water quality, storing energy and wastes, and improving the safety and economics of extracting subsurface mineral and energy resources. This volume systematically introduces a number of stochastic methods used by researchers in the community in a tutorial way and presents methodologies for spatially and temporally stationary as well as nonstationary flows. The author compiles a number of well-known results and useful formulae and includes exercises at the end of each chapter. - Balanced viewpoint of several stochastic methods, including Greens' function, perturbative expansion, spectral, Feynman diagram, adjoint state, Monte Carlo simulation, and renormalization group methods - Tutorial style of presentation will facilitate use by readers without a prior in-depth knowledge of Stochastic processes - Practical examples throughout the text - Exercises at the end of each chapter reinforce specific concepts and techniques - For the reader who is interested in hands-on experience, a number of computer codes are included and discussed
Stochastic Optimal Control in Infinite Dimension
Author: Giorgio FabbriPublisher: Springer
ISBN: 3319530674
Category : Mathematics
Languages : en
Pages : 928
Book Description
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
Basic Theory Of Fractional Differential Equations
Author: Yong ZhouPublisher: World Scientific
ISBN: 9814579912
Category : Mathematics
Languages : en
Pages : 304
Book Description
This invaluable book is devoted to a rapidly developing area on the research of the qualitative theory of fractional differential equations. It is self-contained and unified in presentation, and provides readers the necessary background material required to go further into the subject and explore the rich research literature.The tools used include many classical and modern nonlinear analysis methods such as fixed point theory, measure of noncompactness method, topological degree method, the Picard operators technique, critical point theory and semigroups theory. Based on research work carried out by the author and other experts during the past four years, the contents are very new and comprehensive. It is useful to researchers and graduate students for research, seminars, and advanced graduate courses, in pure and applied mathematics, physics, mechanics, engineering, biology, and related disciplines.
New Trends In Differential Equations, Control Theory And Optimization - Proceedings Of The 8th Congress Of Romanian Mathematicians
Author: Viorel BarbuPublisher: World Scientific
ISBN: 9813142871
Category : Mathematics
Languages : en
Pages : 348
Book Description
The volume contains a collection of original papers and surveys in various areas of Differential Equations, Control Theory and Optimization written by well-known specialists and is thus useful for PhD students and researchers in applied mathematics.
Author: 
Author: Raphael Kruse
Author: Samy Tindel