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Paris-Princeton Lectures on Mathematical Finance 2013
by Dan Crisan Johannes Muhle-Karbe Colm Nee Konstantinos Manolarakis Philip Protter Fred Espen Benth Vicky Henderson Paolo Guasoni Ronnie SircarThe current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K. Manolarakis and C. Nee).The Paris-Princeton Lecture Notes on Mathematical Finance, of which this is the fifth volume, publish cutting-edge research in self-contained, expository articles from renowned specialists. The aim is to produce a series of articles that can serve as an introductory reference source for research in the field.
Parkettierungen der Ebene: Von Escher Über Möbius Zu Penrose
by Ehrhard BehrendsZiel des Buches ist das Studium von Symmetrien und Parkettierungen, die Künstler und Mathematiker schon seit langer Zeit interessieren. Berühmte Beispiele sind die von den Arabern in der Alhambra geschaffenen Werke und die Bilder des holländischen Malers Maurits Escher. Die Mathematiker haben sich erst im 19. Jahrhundert des Themas intensiv angenommen. Dabei führt die Visualisierung der mathematischen Zusammenhänge zu sehr ansprechenden Bildern. Drei Ansätze werden in diesem Buch beschrieben. In Teil I wird dargestellt, dass es 17 prinzipiell verschiedene Möglichkeiten von Parkettierungen der Ebene gibt, die so genannten "Ebenen Kristallgruppen". Ergänzend dazu werden Ideen von Harald Heesch beschrieben, der zeigte, wie diese theoretischen Ergebnisse praktisch umgesetzt werden können: Er gab einen Katalog von 28 Verfahren an, die man selbst - sozusagen auf den Spuren von Escher - kreativ zur Schaffung künstlerisch anspruchsvoller Parkettierungen verwenden kann. Bei den entsprechenden Untersuchungen für die komplexe Ebene in Teil II werden Bewegungen durch bijektive holomorphe Abbildungen ersetzt. Das führt in die Theorie der Gruppen von Möbiustransformationen: Kleinsche Gruppen, Schottkygruppen usw. Dort gibt es auch interessante Verbindungen zur hyperbolischen Geometrie. Schließlich wird in Teil III noch ein dritter Aspekt des Themas behandelt, die Penroseparkettierungen. Dabei geht es um Ergebnisse aus den siebziger Jahren, als erstmals einfach zu beschreibende und beweisbar nichtperiodische Parkettierungen der Ebene angegeben wurden.
Partial Differential Equation Methods for Image Inpainting
by Carola-Bibiane SchönliebThis book is concerned with digital image processing techniques that use partial differential equations (PDE) for the task of image 'inpainting,' an artistic term for virtual image restoration or interpolation, whereby missing or occluded parts in images are completed based on information provided by intact parts. Computer graphic designers, artists and photographers have long used manual inpainting to restore damaged paintings or manipulate photographs. Today, mathematicians apply powerful methods based on PDE to automate this task. This book introduces the mathematical concept of PDE for virtual image restoration. It gives the full picture, from the first modelling steps originating in Gestalt theory and arts restoration to the analysis of resulting PDE models, numerical realisation and real world application. This broad approach also gives insight into functional analysis, variational calculus, optimisation and numerical analysis and will appeal to researchers and graduate students in mathematics with an interest in image processing and mathematical analysis.
Partial Differential Equations
by I. E. Leonard T. Hillen H. Van RoesselUniquely provides fully solved problems for linear partial differential equations and boundary value problems Partial Differential Equations: Theory and Completely Solved Problems utilizes real-world physical models alongside essential theoretical concepts. With extensive examples, the book guides readers through the use of Partial Differential Equations (PDEs) for successfully solving and modeling phenomena in engineering, biology, and the applied sciences. The book focuses exclusively on linear PDEs and how they can be solved using the separation of variables technique. The authors begin by describing functions and their partial derivatives while also defining the concepts of elliptic, parabolic, and hyperbolic PDEs. Following an introduction to basic theory, subsequent chapters explore key topics including: * Classification of second-order linear PDEs * Derivation of heat, wave, and Laplace's equations * Fourier series * Separation of variables * Sturm-Liouville theory * Fourier transforms Each chapter concludes with summaries that outline key concepts. Readers are provided the opportunity to test their comprehension of the presented material through numerous problems, ranked by their level of complexity, and a related website features supplemental data and resources. Extensively class-tested to ensure an accessible presentation, Partial Differential Equations is an excellent book for engineering, mathematics, and applied science courses on the topic at the upper-undergraduate and graduate levels.
Partial Differential Equations
by Jürgen JostThis book offers an ideal graduate-level introduction to the theory of partial differential equations. The first part of the book describes the basic mathematical problems and structures associated with elliptic, parabolic, and hyperbolic partial differential equations, and explores the connections between these fundamental types. Aspects of Brownian motion or pattern formation processes are also presented. The second part focuses on existence schemes and develops estimates for solutions of elliptic equations, such as Sobolev space theory, weak and strong solutions, Schauder estimates, and Moser iteration. In particular, the reader will learn the basic techniques underlying current research in elliptic partial differential equations. This revised and expanded third edition is enhanced with many additional examples that will help motivate the reader. New features include a reorganized and extended chapter on hyperbolic equations, as well as a new chapter on the relations between different types of partial differential equations, including first-order hyperbolic systems, Langevin and Fokker-Planck equations, viscosity solutions for elliptic PDEs, and much more. Also, the new edition contains additional material on systems of elliptic partial differential equations, and it explains in more detail how the Harnack inequality can be used for the regularity of solutions.
Partial Differential Equations
by Michael Shearer Rachel LevyThis textbook provides beginning graduate students and advanced undergraduates with an accessible introduction to the rich subject of partial differential equations (PDEs). It presents a rigorous and clear explanation of the more elementary theoretical aspects of PDEs, while also drawing connections to deeper analysis and applications. The book serves as a needed bridge between basic undergraduate texts and more advanced books that require a significant background in functional analysis.Topics include first order equations and the method of characteristics, second order linear equations, wave and heat equations, Laplace and Poisson equations, and separation of variables. The book also covers fundamental solutions, Green's functions and distributions, beginning functional analysis applied to elliptic PDEs, traveling wave solutions of selected parabolic PDEs, and scalar conservation laws and systems of hyperbolic PDEs.Provides an accessible yet rigorous introduction to partial differential equationsDraws connections to advanced topics in analysisCovers applications to continuum mechanicsAn electronic solutions manual is available only to professorsAn online illustration package is available to professors
Partial Differential Equations
by Prof. Avner FriedmanThis three-part treatment of partial differential equations focuses on elliptic and evolution equations. Largely self-contained, it concludes with a series of independent topics directly related to the methods and results of the preceding sections that helps introduce readers to advanced topics for further study. Geared toward graduate and postgraduate students of mathematics, this volume also constitutes a valuable reference for mathematicians and mathematical theorists.Starting with the theory of elliptic equations and the solution of the Dirichlet problem, the text develops the theory of weak derivatives, proves various inequalities and imbedding problems, and derives smoothness theorems. Part Two concerns evolution equations in Banach space and develops the theory of semigroups. It solves the initial-boundary value problem for parabolic equations and covers backward uniqueness, asymptotic behavior, and lower bounds at infinity. The final section includes independent topics directly related to the methods and results of the previous material, including the analyticity of solutions of elliptic and parabolic equations, asymptotic behavior of solutions of elliptic equations near infinity, and problems in the theory of control in Banach space.
Partial Differential Equations (Lecture Notes in Pure and Applied Mathematics)
by Abdelmoujib Benkirane Abdelfattah TouzaniThis impressive compilation of the material presented at the International Conference on Partial Differential Equations held in Fez, Morocco, represents an integrated discussion of all major topics in the area of partial differential equations--highlighting recent progress and new trends for real-world applications.
Partial Differential Equations And Systems Not Solvable With Respect To The Highest-Order Derivative
by Gennadii V. Demidenko Stanislav V. UpsenskiiOffering in-depth analyses of current theories and approaches related to Sobolev-type equations and systems, this reference is the first to introduce a classification of equations and systems not solvable with respect to the highest order derivative, and it studies boundary value problems for these classes of equations. Presenting 2200 equations, t
Partial Differential Equations I: Basic Theory (Applied Mathematical Sciences #115)
by Michael E. TaylorThe first of three volumes on partial differential equations, this one introduces basic examples arising in continuum mechanics, electromagnetism, complex analysis and other areas, and develops a number of tools for their solution, in particular Fourier analysis, distribution theory, and Sobolev spaces. These tools are then applied to the treatment of basic problems in linear PDE, including the Laplace equation, heat equation, and wave equation, as well as more general elliptic, parabolic, and hyperbolic equations.The book is targeted at graduate students in mathematics and at professional mathematicians with an interest in partial differential equations, mathematical physics, differential geometry, harmonic analysis, and complex analysis.
Partial Differential Equations II: Qualitative Studies of Linear Equations (Applied Mathematical Sciences #116)
by Michael E. TaylorThis second in the series of three volumes builds upon the basic theory of linear PDE given in volume 1, and pursues more advanced topics. Analytical tools introduced here include pseudodifferential operators, the functional analysis of self-adjoint operators, and Wiener measure. The book also develops basic differential geometrical concepts, centred about curvature. Topics covered include spectral theory of elliptic differential operators, the theory of scattering of waves by obstacles, index theory for Dirac operators, and Brownian motion and diffusion.
Partial Differential Equations III: Nonlinear Equations (Applied Mathematical Sciences #117)
by Michael E. TaylorThe third of three volumes on partial differential equations, this is devoted to nonlinear PDE. It treats a number of equations of classical continuum mechanics, including relativistic versions, as well as various equations arising in differential geometry, such as in the study of minimal surfaces, isometric imbedding, conformal deformation, harmonic maps, and prescribed Gauss curvature. In addition, some nonlinear diffusion problems are studied. It also introduces such analytical tools as the theory of L Sobolev spaces, H lder spaces, Hardy spaces, and Morrey spaces, and also a development of Calderon-Zygmund theory and paradifferential operator calculus. The book is aimed at graduate students in mathematics, and at professional mathematicians with an interest in partial differential equations, mathematical physics, differential geometry, harmonic analysis and complex analysis
Partial Differential Equations On Multistructures
by Serge Nicaise Felix An Mehmeti Joachim Von BelowThis text is based on lectures presented at the International Conference on Partial Differential Equations (PDEs) on Multistructures, held in Luminy, France. It contains advances in the field, compiling research on the analyses and applications of multistructures - including treatments of classical theories, specific characterizations and modellings of multistructures, and discussions on uses in physics, electronics, and biology.
Partial Differential Equations and Complex Analysis (Studies in Advanced Mathematics #6)
by Steven G. KrantzEver since the groundbreaking work of J.J. Kohn in the early 1960s, there has been a significant interaction between the theory of partial differential equations and the function theory of several complex variables. Partial Differential Equations and Complex Analysis explores the background and plumbs the depths of this symbiosis. The book is an excellent introduction to a variety of topics and presents many of the basic elements of linear partial differential equations in the context of how they are applied to the study of complex analysis. The author treats the Dirichlet and Neumann problems for elliptic equations and the related Schauder regularity theory, and examines how those results apply to the boundary regularity of biholomorphic mappings. He studies the ?-Neumann problem, then considers applications to the complex function theory of several variables and to the Bergman projection.
Partial Differential Equations and Geometric Measure Theory: Cetraro, Italy 2014 (Lecture Notes in Mathematics #2211)
by Enrico Valdinoci Alessio Figalli Ireneo Peral Enrico ValdinociAlberto FarinaThis book collects together lectures by some of the leaders in the field of partial differential equations and geometric measure theory. It features a wide variety of research topics in which a crucial role is played by the interaction of fine analytic techniques and deep geometric observations, combining the intuitive and geometric aspects of mathematics with analytical ideas and variational methods. The problems addressed are challenging and complex, and often require the use of several refined techniques to overcome the major difficulties encountered. The lectures, given during the course "Partial Differential Equations and Geometric Measure Theory'' in Cetraro, June 2–7, 2014, should help to encourage further research in the area. The enthusiasm of the speakers and the participants of this CIME course is reflected in the text.
Partial Differential Equations and Mathematica
by Prem K. Kythe Michael R. Schäferkotter Pratap PuriEarly training in the elementary techniques of partial differential equations is invaluable to students in engineering and the sciences as well as mathematics. However, to be effective, an undergraduate introduction must be carefully designed to be challenging, yet still reasonable in its demands. Judging from the first edition's popularity, instructors and students agree that despite the subject's complexity, it can be made fairly easy to understand. Revised and updated to reflect the latest version of Mathematica, Partial Differential Equations and Boundary Value Problems with Mathematica, Second Edition meets the needs of mathematics, science, and engineering students even better. While retaining systematic coverage of theory and applications, the authors have made extensive changes that improve the text's accessibility, thoroughness, and practicality.New in this edition:Upgraded and expanded Mathematica sections that include more exercises An entire chapter on boundary value problems More on inverse operators, Legendre functions, and Bessel functions Simplified treatment of Green's functions that make it more accessible to undergraduates A section on the numerical computation of Green's functions Mathemcatica codes for solving most of the problems discussed Boundary value problems from continuum mechanics, particularly on boundary layers and fluctuating flows Wave propagation and dispersionWith its emphasis firmly on solution methods, this book is ideal for any mathematics curricula. It succeeds not only in preparing readers to meet the challenge of PDEs, but also in imparting the inherent beauty and applicability of the subject.
Partial Differential Equations for Mathematical Physicists
by Bijan Kumar BagchiPartial Differential Equations for Mathematical Physicists is intended for graduate students, researchers of theoretical physics and applied mathematics, and professionals who want to take a course in partial differential equations. This book offers the essentials of the subject with the prerequisite being only an elementary knowledge of introductory calculus, ordinary differential equations, and certain aspects of classical mechanics. We have stressed more the methodologies of partial differential equations and how they can be implemented as tools for extracting their solutions rather than dwelling on the foundational aspects. After covering some basic material, the book proceeds to focus mostly on the three main types of second order linear equations, namely those belonging to the elliptic, hyperbolic, and parabolic classes. For such equations a detailed treatment is given of the derivation of Green's functions, and of the roles of characteristics and techniques required in handling the solutions with the expected amount of rigor. In this regard we have discussed at length the method of separation variables, application of Green's function technique, and employment of Fourier and Laplace's transforms. Also collected in the appendices are some useful results from the Dirac delta function, Fourier transform, and Laplace transform meant to be used as supplementary materials to the text. A good number of problems is worked out and an equally large number of exercises has been appended at the end of each chapter keeping in mind the needs of the students. It is expected that this book will provide a systematic and unitary coverage of the basics of partial differential equations. Key Features An adequate and substantive exposition of the subject. Covers a wide range of important topics. Maintains mathematical rigor throughout. Organizes materials in a self-contained way with each chapter ending with a summary. Contains a large number of worked out problems.
Partial Differential Equations for Scientists and Engineers
by Stanley J. FarlowMost physical phenomena, whether in the domain of fluid dynamics, electricity, magnetism, mechanics, optics, or heat flow, can be described in general by partial differential equations. Indeed, such equations are crucial to mathematical physics. Although simplifications can be made that reduce these equations to ordinary differential equations, nevertheless the complete description of physical systems resides in the general area of partial differential equations.This highly useful text shows the reader how to formulate a partial differential equation from the physical problem (constructing the mathematical model) and how to solve the equation (along with initial and boundary conditions). Written for advanced undergraduate and graduate students, as well as professionals working in the applied sciences, this clearly written book offers realistic, practical coverage of diffusion-type problems, hyperbolic-type problems, elliptic-type problems, and numerical and approximate methods. Each chapter contains a selection of relevant problems (answers are provided) and suggestions for further reading.
Partial Differential Equations in Fluid Mechanics (London Mathematical Society Lecture Note Series #452)
by James C. Robinson José L. Rodrigo Charles L. FeffermanThe Euler and Navier–Stokes equations are the fundamental mathematical models of fluid mechanics, and their study remains central in the modern theory of partial differential equations. This volume of articles, derived from the workshop 'PDEs in Fluid Mechanics' held at the University of Warwick in 2016, serves to consolidate, survey and further advance research in this area. It contains reviews of recent progress and classical results, as well as cutting-edge research articles. Topics include Onsager's conjecture for energy conservation in the Euler equations, weak-strong uniqueness in fluid models and several chapters address the Navier–Stokes equations directly; in particular, a retelling of Leray's formative 1934 paper in modern mathematical language. The book also covers more general PDE methods with applications in fluid mechanics and beyond. This collection will serve as a helpful overview of current research for graduate students new to the area and for more established researchers.
Partial Differential Equations of Classical Structural Members: A Consistent Approach (SpringerBriefs in Applied Sciences and Technology)
by Andreas ÖchsnerThe derivation and understanding of Partial Differential Equations relies heavily on the fundamental knowledge of the first years of scientific education, i.e., higher mathematics, physics, materials science, applied mechanics, design, and programming skills. Thus, it is a challenging topic for prospective engineers and scientists. This volume provides a compact overview on the classical Partial Differential Equations of structural members in mechanics. It offers a formal way to uniformly describe these equations. All derivations follow a common approach: the three fundamental equations of continuum mechanics, i.e., the kinematics equation, the constitutive equation, and the equilibrium equation, are combined to construct the partial differential equations.
Partial Differential Equations of Mathematical Physics and Integral Equations
by Ronald B. Guenther John W. LeeThis book was written to help mathematics students and those in the physical sciences learn modern mathematical techniques for setting up and analyzing problems. The mathematics used is rigorous, but not overwhelming, while the authors carefully model physical situations, emphasizing feedback among a beginning model, physical experiments, mathematical predictions, and the subsequent refinement and reevaluation of the physical model itself. Chapter 1 begins with a discussion of various physical problems and equations that play a central role in applications. The following chapters take up the theory of partial differential equations, including detailed discussions of uniqueness, existence, and continuous dependence questions, as well as techniques for constructing conclusions. Specifically, Chapters 2 through 6 deal with problems in one spatial dimension. Chapter 7 is a detailed introduction to the theory of integral equations; then Chapters 8 through 12 treat problems in more spatial variables. Each chapter begins with a discussion of problems that can be treated by elementary means, such as separation of variables or integral transforms, and which lead to explicit, analytical representations of solutions. The minimal mathematical prerequisites for a good grasp of the material in this book are a course in advanced calculus, or an advanced course in science or engineering, and a basic exposure to matrix methods. Students of mathematics, physics, engineering, and other disciplines will find here an excellent guide to mathematical problem-solving techniques with a broad range of applications. For this edition the authors have provided a new section of Solutions and Hints to selected Problems. Suggestions for further reading complete the text.
Partial Differential Equations of Parabolic Type
by Avner FriedmanThis accessible and self-contained treatment provides even readers previously unacquainted with parabolic and elliptic equations with sufficient background to understand research literature. Author Avner Friedman -- Director of the Mathematical Biosciences Institute at The Ohio State University -- offers a systematic and thorough approach that begins with the main facts of the general theory of second order linear parabolic equations. Subsequent chapters explore asymptotic behavior of solutions, semi-linear equations and free boundary problems, and the extension of results concerning fundamental solutions and the Cauchy problem to systems of parabolic equations. The final chapter concerns questions of existence and uniqueness for the first boundary value problem and the differentiability of solutions, in terms of both elliptic and parabolic equations. The text concludes with an appendix on nonlinear equations and bibliographies of related works.
Partial Differential Equations with Variable Exponents: Variational Methods and Qualitative Analysis (Chapman & Hall/CRC Monographs and Research Notes in Mathematics)
by Vicentiu D. Radulescu Dusan D. RepovsPartial Differential Equations with Variable Exponents: Variational Methods and Qualitative Analysis provides researchers and graduate students with a thorough introduction to the theory of nonlinear partial differential equations (PDEs) with a variable exponent, particularly those of elliptic type. The book presents the most important variational
Partial Differential Equations: An Introduction (Dover Books on Mathematics #No. 42)
by David ColtonIntended for a college senior or first-year graduate-level course in partial differential equations, this text offers students in mathematics, engineering, and the applied sciences a solid foundation for advanced studies in mathematics. Classical topics presented in a modern context include coverage of integral equations and basic scattering theory. This complete and accessible treatment includes a variety of examples of inverse problems arising from improperly posed applications. Exercises at the ends of chapters, many with answers, offer a clear progression in developing an understanding of this essential area of mathematics. 1988 edition.
Partial Differential Equations: An Introduction (Mathematical Engineering, Manufacturing, and Management Sciences)
by Nita H. Shah Mrudul Y. JaniDifferential equations play a noticeable role in engineering, physics, economics, and other disciplines. They permit us to model changing forms in both mathematical and physical problems. These equations are precisely used when a deterministic relation containing some continuously varying quantities and their rates of change in space and/or time is recognized or postulated. This book is intended to provide a straightforward introduction to the concept of partial differential equations. It provides a diversity of numerical examples framed to nurture the intellectual level of scholars. It includes enough examples to provide students with a clear concept and also offers short questions for comprehension. Construction of real-life problems is considered in the last chapter along with applications. Research scholars and students working in the fields of engineering, physics, and different branches of mathematics need to learn the concepts of partial differential equations to solve their problems. This book will serve their needs instead of having to use more complex books that contain more concepts than needed.