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Author: Sergio Albeverio Publisher: Springer ISBN: 3319634534 Category : Mathematics Languages : en Pages : 275
Book Description
Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled “Geometric mechanics – variational and stochastic methods” run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Fédérale de Lausanne. The aim of the semester was to develop a common language needed to handle the wide variety of problems and phenomena occurring in stochastic geometric mechanics. It gathered mathematicians and scientists from several different areas of mathematics (from analysis, probability, numerical analysis and statistics, to algebra, geometry, topology, representation theory, and dynamical systems theory) and also areas of mathematical physics, control theory, robotics, and the life sciences, with the aim of developing the new research area in a concentrated joint effort, both from the theoretical and applied points of view. The lectures were given by leading specialists in different areas of mathematics and its applications, building bridges among the various communities involved and working jointly on developing the envisaged new interdisciplinary subject of stochastic geometric mechanics.
Author: Sergio Albeverio Publisher: Springer ISBN: 3319634534 Category : Mathematics Languages : en Pages : 275
Book Description
Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled “Geometric mechanics – variational and stochastic methods” run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Fédérale de Lausanne. The aim of the semester was to develop a common language needed to handle the wide variety of problems and phenomena occurring in stochastic geometric mechanics. It gathered mathematicians and scientists from several different areas of mathematics (from analysis, probability, numerical analysis and statistics, to algebra, geometry, topology, representation theory, and dynamical systems theory) and also areas of mathematical physics, control theory, robotics, and the life sciences, with the aim of developing the new research area in a concentrated joint effort, both from the theoretical and applied points of view. The lectures were given by leading specialists in different areas of mathematics and its applications, building bridges among the various communities involved and working jointly on developing the envisaged new interdisciplinary subject of stochastic geometric mechanics.
Author: Grigori N. Milstein Publisher: Springer Nature ISBN: 3030820408 Category : Computers Languages : en Pages : 754
Book Description
This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
Author: Ovidiu Calin Publisher: Springer Science & Business Media ISBN: 0817644210 Category : Mathematics Languages : en Pages : 285
Book Description
* A geometric approach to problems in physics, many of which cannot be solved by any other methods * Text is enriched with good examples and exercises at the end of every chapter * Fine for a course or seminar directed at grad and adv. undergrad students interested in elliptic and hyperbolic differential equations, differential geometry, calculus of variations, quantum mechanics, and physics
Author: Huaizhong Zhao Publisher: World Scientific ISBN: 9814360910 Category : Mathematics Languages : en Pages : 458
Book Description
The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.
Author: R. J. Adler Publisher: Springer Science & Business Media ISBN: 0387481168 Category : Mathematics Languages : en Pages : 455
Book Description
This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.
Author: Gregory S. Chirikjian Publisher: Springer Science & Business Media ISBN: 0817649433 Category : Mathematics Languages : en Pages : 460
Book Description
This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises, motivating examples, and real-world applications make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.
Author: G. Giachetta Publisher: World Scientific ISBN: 9814313726 Category : Science Languages : en Pages : 405
Book Description
The geometric formulation of autonomous Hamiltonian mechanics in the terms of symplectic and Poisson manifolds is generally accepted. This book provides the geometric formulation of non-autonomous mechanics in a general setting of time-dependent coordinate and reference frame transformations.
Author: John C Baez Publisher: World Scientific ISBN: 981322696X Category : Science Languages : en Pages : 276
Book Description
We introduce the theory of chemical reaction networks and their relation to stochastic Petri nets — important ways of modeling population biology and many other fields. We explain how techniques from quantum mechanics can be used to study these models. This relies on a profound and still mysterious analogy between quantum theory and probability theory, which we explore in detail. We also give a tour of key results concerning chemical reaction networks and Petri nets.
Author: Jedrzej Sniatycki Publisher: Springer Science & Business Media ISBN: 1461260663 Category : Science Languages : en Pages : 241
Book Description
This book contains a revised and expanded version of the lecture notes of two seminar series given during the academic year 1976/77 at the Department of Mathematics and Statistics of the University of Calgary, and in the summer of 1978 at the Institute of Theoretical Physics of the Technical University Clausthal. The aim of the seminars was to present geometric quantization from the point of view· of its applica tions to quantum mechanics, and to introduce the quantum dynamics of various physical systems as the result of the geometric quantization of the classical dynamics of these systems. The group representation aspects of geometric quantiza tion as well as proofs of the existence and the uniqueness of the introduced structures can be found in the expository papers of Blattner, Kostant, Sternberg and Wolf, and also in the references quoted in these papers. The books of Souriau (1970) and Simms and Woodhouse (1976) present the theory of geometric quantization and its relationship to quantum mech anics. The purpose of the present book is to complement the preceding ones by including new developments of the theory and emphasizing the computations leading to results in quantum mechanics.
Author: Sergio Albeverio
Author: Sergio Albeverio
Author: Grigori N. Milstein
Author: Ovidiu Calin
Author: Huaizhong Zhao
Author: R. J. Adler
Author: Gregory S. Chirikjian
Author: G. Giachetta
Author: John C Baez
Author: Jedrzej Sniatycki
Author: Darryl D. Holm