Computation And Combinatorics In Dynamics Stochastics And Control

Author : Elena Celledoni,Giulia Di Nunno,Kurusch Ebrahimi-Fard,Hans Zanna Munthe-Kaas
Publisher : Springer
Page : 734 pages
File Size : 46,9 Mb
Release : 2019-01-13
Category : Mathematics
ISBN : 9783030015930

Get Book

Computation and Combinatorics in Dynamics, Stochastics and Control by Elena Celledoni,Giulia Di Nunno,Kurusch Ebrahimi-Fard,Hans Zanna Munthe-Kaas Pdf

The Abel Symposia volume at hand contains a collection of high-quality articles written by the world’s leading experts, and addressing all mathematicians interested in advances in deterministic and stochastic dynamical systems, numerical analysis, and control theory. In recent years we have witnessed a remarkable convergence between individual mathematical disciplines that approach deterministic and stochastic dynamical systems from mathematical analysis, computational mathematics and control theoretical perspectives. Breakthrough developments in these fields now provide a common mathematical framework for attacking many different problems related to differential geometry, analysis and algorithms for stochastic and deterministic dynamics. In the Abel Symposium 2016, which took place from August 16-19 in Rosendal near Bergen, leading researchers in the fields of deterministic and stochastic differential equations, control theory, numerical analysis, algebra and random processes presented and discussed the current state of the art in these diverse fields. The current Abel Symposia volume may serve as a point of departure for exploring these related but diverse fields of research, as well as an indicator of important current and future developments in modern mathematics.

Author : Stefania Ugolini,Marco Fuhrman,Elisa Mastrogiacomo,Paola Morando,Barbara Rüdiger
Publisher : Springer Nature
Page : 273 pages
File Size : 49,9 Mb
Release : 2022-02-09
Category : Mathematics
ISBN : 9783030874322

Get Book

Geometry and Invariance in Stochastic Dynamics by Stefania Ugolini,Marco Fuhrman,Elisa Mastrogiacomo,Paola Morando,Barbara Rüdiger Pdf

This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio. It presents the new area of studies concerning invariance and symmetry properties of finite and infinite dimensional stochastic differential equations.This area constitutes a natural, much needed, extension of the theory of classical ordinary and partial differential equations, where the reduction theory based on symmetry and invariance of such classical equations has historically proved to be very important both for theoretical and numerical studies and has given rise to important applications. The purpose of the present book is to present the state of the art of the studies on stochastic systems from this point of view, present some of the underlying fundamental ideas and methods involved, and to outline the main lines for future developments. The main focus is on bridging the gap between deterministic and stochastic approaches, with the goal of contributing to the elaboration of a unified theory that will have a great impact both from the theoretical point of view and the point of view of applications. The reader is a mathematician or a theoretical physicist. The main discipline is stochastic analysis with profound ideas coming from Mathematical Physics and Lie’s Group Geometry. While the audience consists essentially of academicians, the reader can also be a practitioner with Ph.D., who is interested in efficient stochastic modelling.

Author : Giambattista Giacomin,Stefano Olla,Ellen Saada,Herbert Spohn,Gabriel Stoltz
Publisher : Springer
Page : 649 pages
File Size : 42,7 Mb
Release : 2019-06-30
Category : Mathematics
ISBN : 9783030150969

Get Book

Stochastic Dynamics Out of Equilibrium by Giambattista Giacomin,Stefano Olla,Ellen Saada,Herbert Spohn,Gabriel Stoltz Pdf

Stemming from the IHP trimester "Stochastic Dynamics Out of Equilibrium", this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments. It is common practice in statistical mechanics to use models of large interacting assemblies governed by stochastic dynamics. In this context "equilibrium" is understood as stochastically (time) reversible dynamics with respect to a prescribed Gibbs measure. Nonequilibrium dynamics correspond on the other hand to irreversible evolutions, where fluxes appear in physical systems, and steady-state measures are unknown. The trimester, held at the Institut Henri Poincaré (IHP) in Paris from April to July 2017, comprised various events relating to three domains (i) transport in non-equilibrium statistical mechanics; (ii) the design of more efficient simulation methods; (iii) life sciences. It brought together physicists, mathematicians from many domains, computer scientists, as well as researchers working at the interface between biology, physics and mathematics. The present volume is indispensable reading for researchers and Ph.D. students working in such areas.

Author : Alexander Schmeding
Publisher : Cambridge University Press
Page : 284 pages
File Size : 50,7 Mb
Release : 2022-12-22
Category : Mathematics
ISBN : 9781009089302

Get Book

An Introduction to Infinite-Dimensional Differential Geometry by Alexander Schmeding Pdf

Introducing foundational concepts in infinite-dimensional differential geometry beyond Banach manifolds, this text is based on Bastiani calculus. It focuses on two main areas of infinite-dimensional geometry: infinite-dimensional Lie groups and weak Riemannian geometry, exploring their connections to manifolds of (smooth) mappings. Topics covered include diffeomorphism groups, loop groups and Riemannian metrics for shape analysis. Numerous examples highlight both surprising connections between finite- and infinite-dimensional geometry, and challenges occurring solely in infinite dimensions. The geometric techniques developed are then showcased in modern applications of geometry such as geometric hydrodynamics, higher geometry in the guise of Lie groupoids, and rough path theory. With plentiful exercises, some with solutions, and worked examples, this will be indispensable for graduate students and researchers working at the intersection of functional analysis, non-linear differential equations and differential geometry. This title is also available as Open Access on Cambridge Core.

Author : Paul-Hermann Balduf
Publisher : Springer Nature
Page : 373 pages
File Size : 49,9 Mb
Release : 2024-06-30
Category : Electronic
ISBN : 9783031544460

Get Book

Dyson–Schwinger Equations, Renormalization Conditions, and the Hopf Algebra of Perturbative Quantum Field Theory by Paul-Hermann Balduf Pdf

Author : Gennadii E. Kolosov
Publisher : CRC Press
Page : 424 pages
File Size : 51,8 Mb
Release : 2020-08-27
Category : Mathematics
ISBN : 9781000146752

Get Book

Optimal Design of Control Systems by Gennadii E. Kolosov Pdf

"Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control problems."

Author : Gennadii E. Kolosov
Publisher : CRC Press
Page : 424 pages
File Size : 46,7 Mb
Release : 1999-06-01
Category : Technology & Engineering
ISBN : 0824775376

Get Book

Optimal Design of Control Systems by Gennadii E. Kolosov Pdf

"Covers design methods for optimal (or quasioptimal) control algorithms in the form of synthesis for deterministic and stochastic dynamical systems-with applications in aerospace, robotic, and servomechanical technologies. Providing new results on exact and approximate solutions of optimal control problems."

Author : Baasansuren Jadamba,Akhtar A. Khan,Stanisław Migórski,Miguel Sama
Publisher : CRC Press
Page : 378 pages
File Size : 41,5 Mb
Release : 2021-12-15
Category : Computers
ISBN : 9781000511758

Get Book

Deterministic and Stochastic Optimal Control and Inverse Problems by Baasansuren Jadamba,Akhtar A. Khan,Stanisław Migórski,Miguel Sama Pdf

Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem for stochastic differential equations. This edited volume comprises invited contributions from world-renowned researchers in the subject of control and inverse problems. There are several contributions on optimal control and inverse problems covering different aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume also presents some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all manuscripts have been thoroughly reviewed.

Author : Jon H. Davis
Publisher : Springer Science & Business Media
Page : 434 pages
File Size : 49,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461200710

Get Book

Foundations of Deterministic and Stochastic Control by Jon H. Davis Pdf

"This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in line with the original approach of N. Wiener. Continuous-time and discrete-time versions are presented in parallel.... Two appendices introduce functional analytic concepts and probability theory, and there are 77 references and an index. The chapters (except for the last two) end with problems.... [T]he book presents in a clear way important concepts of control theory and can be used for teaching." —Zentralblatt Math "This is a textbook intended for use in courses on linear control and filtering and estimation on (advanced) levels. Its major purpose is an introduction to both deterministic and stochastic control and estimation. Topics are treated in both continuous time and discrete time versions.... Each chapter involves problems and exercises, and the book is supplemented by appendices, where fundamentals on Hilbert and Banach spaces, operator theory, and measure theoretic probability may be found. The book will be very useful for students, but also for a variety of specialists interested in deterministic and stochastic control and filtering." —Applications of Mathematics "The strength of the book under review lies in the choice of specialized topics it contains, which may not be found in this form elsewhere. Also, the first half would make a good standard course in linear control." —Journal of the Indian Institute of Science

Author : Harold Kushner
Publisher : Springer Science & Business Media
Page : 295 pages
File Size : 55,8 Mb
Release : 2008-12-19
Category : Science
ISBN : 9780817646219

Get Book

Numerical Methods for Controlled Stochastic Delay Systems by Harold Kushner Pdf

The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. The book is the first on the subject and will be of great interest to all those who work with stochastic delay equations and whose main interest is either in the use of the algorithms or in the mathematics. An excellent resource for graduate students, researchers, and practitioners, the work may be used as a graduate-level textbook for a special topics course or seminar on numerical methods in stochastic control.

Author : Christodoulos A. Floudas,Panos M. Pardalos
Publisher : Springer Science & Business Media
Page : 4646 pages
File Size : 50,8 Mb
Release : 2008-09-04
Category : Mathematics
ISBN : 9780387747583

Get Book

Encyclopedia of Optimization by Christodoulos A. Floudas,Panos M. Pardalos Pdf

The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

Author : Jim Pitman
Publisher : Springer Science & Business Media
Page : 257 pages
File Size : 42,7 Mb
Release : 2006-05-11
Category : Mathematics
ISBN : 9783540309901

Get Book

Combinatorial Stochastic Processes by Jim Pitman Pdf

The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes. There is particular focus on the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes.

Author : Anonim
Publisher : Unknown
Page : 752 pages
File Size : 41,7 Mb
Release : 1991
Category : Mathematics
ISBN : UVA:X001832516

Get Book

Peterson's Guide to Graduate Programs in the Physical Sciences and Mathematics by Anonim Pdf

Author : Lisa J. Fauci,Shay Gueron
Publisher : Springer Science & Business Media
Page : 247 pages
File Size : 40,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461301516

Get Book

Computational Modeling in Biological Fluid Dynamics by Lisa J. Fauci,Shay Gueron Pdf

This IMA Volume in Mathematics and its Applications COMPUTATIONAL MODELING IN BIOLOGICAL FLUID DYNAMICS is based on the proceedings of a very successful workshop with the same title. The workshop was an integral part of the September 1998 to June 1999 IMA program on "MATHEMATICS IN BIOLOGY." I would like to thank the organizing committee: Lisa J. Fauci of Tulane University and Shay Gueron of Technion - Israel Institute of Technology for their excellent work as organizers of the meeting and for editing the proceedings. I also take this opportunity to thank the National Science Founda tion (NSF), whose financial support of the IMA made the Mathematics in Biology program possible. Willard Miller, Jr., Professor and Director Institute for Mathematics and its Applications University of Minnesota 400 Lind Hall, 207 Church St. SE Minneapolis, MN 55455-0436 612-624-6066, FAX 612-626-7370 [email protected] World Wide Web: http://www.ima.umn.edu v PREFACE A unifying theme in biological fluid dynamics is the interaction of moving, elastic boundaries with a surrounding fluid. A complex dynami cal system describes the motion of red blood cells through the circulatory system, the movement of spermatazoa in the reproductive tract, cilia of microorganisms, or a heart pumping blood. The revolution in computa tional technology has allowed tremendous progress in the study of these previously intractable fluid-structure interaction problems.

Author : Anonim
Publisher : Elsevier
Page : 318 pages
File Size : 42,7 Mb
Release : 1971-02-27
Category : Mathematics
ISBN : 9780080955797

Get Book

Introduction to Stochastic Control Theory by Anonim Pdf

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression. - Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering