Nonstandard Methods in Stochastic Analysis and Mathematical Physics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Nonstandard Methods in Stochastic Analysis and Mathematical Physics write by Sergio Albeverio. This book was released on 2009-02-26. Nonstandard Methods in Stochastic Analysis and Mathematical Physics available in PDF, EPUB and Kindle. Two-part treatment begins with a self-contained introduction to the subject, followed by applications to stochastic analysis and mathematical physics. "A welcome addition." — Bulletin of the American Mathematical Society. 1986 edition.
Global and Stochastic Analysis with Applications to Mathematical Physics
Global and Stochastic Analysis with Applications to Mathematical Physics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Global and Stochastic Analysis with Applications to Mathematical Physics write by Yuri E. Gliklikh. This book was released on 2010-12-07. Global and Stochastic Analysis with Applications to Mathematical Physics available in PDF, EPUB and Kindle. Methods of global analysis and stochastic analysis are most often applied in mathematical physics as separate entities, thus forming important directions in the field. However, while combination of the two subject areas is rare, it is fundamental for the consideration of a broader class of problems. This book develops methods of Global Analysis and Stochastic Analysis such that their combination allows one to have a more or less common treatment for areas of mathematical physics that traditionally are considered as divergent and requiring different methods of investigation. Global and Stochastic Analysis with Applications to Mathematical Physics covers branches of mathematics that are currently absent in monograph form. Through the demonstration of new topics of investigation and results, both in traditional and more recent problems, this book offers a fresh perspective on ordinary and stochastic differential equations and inclusions (in particular, given in terms of Nelson's mean derivatives) on linear spaces and manifolds. Topics covered include classical mechanics on non-linear configuration spaces, problems of statistical and quantum physics, and hydrodynamics. A self-contained book that provides a large amount of preliminary material and recent results which will serve to be a useful introduction to the subject and a valuable resource for further research. It will appeal to researchers, graduate and PhD students working in global analysis, stochastic analysis and mathematical physics.
Stochastic Analysis and Mathematical Physics
Stochastic Analysis and Mathematical Physics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Analysis and Mathematical Physics write by A.B. Cruzeiro. This book was released on 2012-12-06. Stochastic Analysis and Mathematical Physics available in PDF, EPUB and Kindle. This volume represents the outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. It is a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, mathematical physics, and physics. Key topics covered include: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropic projections, and many others.
Stochastic Analysis and Mathematical Physics
Stochastic Analysis and Mathematical Physics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Analysis and Mathematical Physics write by Rolando Rebolledo. This book was released on 2012-12-06. Stochastic Analysis and Mathematical Physics available in PDF, EPUB and Kindle. The seminar on Stochastic Analysis and Mathematical Physics started in 1984 at the Catholic University of Chile in Santiago and has been an on going research activity. Since 1995, the group has organized international workshops as a way of promoting a broader dialogue among experts in the areas of classical and quantum stochastic analysis, mathematical physics and physics. This volume, consisting primarily of contributions to the Third Inter national Workshop on Stochastic Analysis and Mathematical Physics (in Spanish ANESTOC), held in Santiago, Chile, in October 1998, focuses on an analysis of quantum dynamics and related problems in probability the ory. Various articles investigate quantum dynamical semigroups and new results on q-deformed oscillator algebras, while others examine the appli cation of classical stochastic processes in quantum modeling. As in previous workshops, the topic of quantum flows and semigroups occupied an important place. In her paper, R. Carbone uses a spectral type analysis to obtain exponential rates of convergence towards the equilibrium of a quantum dynamical semigroup in the £2 sense. The method is illus trated with a quantum extension of a classical birth and death process. Quantum extensions of classical Markov processes lead to subtle problems of domains. This is in particular illustrated by F. Fagnola, who presents a pathological example of a semigroup for which the largest * -subalgebra (of the von Neumann algebra of bounded linear operators of £2 (lR+, IC)), con tained in the domain of its infinitesimal generator, is not a-weakly dense.
Stochastic Numerics for Mathematical Physics
Stochastic Numerics for Mathematical Physics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Numerics for Mathematical Physics write by Grigori N. Milstein. This book was released on 2021-12-03. Stochastic Numerics for Mathematical Physics available in PDF, EPUB and Kindle. 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.
