The Stable Manifold Theorem For Semilinear Stochastic Evolution Equations And Stochastic Partial Differential Equations

The Stable Manifold Theorem For Semilinear Stochastic Evolution Equations And Stochastic Partial Differential Equations Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of The Stable Manifold Theorem For Semilinear Stochastic Evolution Equations And Stochastic Partial Differential Equations book. This book definitely worth reading, it is an incredibly well-written.

The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations

Author : Salah-Eldin A. Mohammed,Salah-Eldin Mohammed,Tusheng Zhang,Huaizhong Zhao
Publisher : American Mathematical Soc.
Page : 120 pages
File Size : 49,9 Mb
Release : 2008
Category : Evolution equations
ISBN : 9780821842508

Get Book

The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations by Salah-Eldin A. Mohammed,Salah-Eldin Mohammed,Tusheng Zhang,Huaizhong Zhao Pdf

The main objective of this paper is to characterize the pathwise local structure of solutions of semilinear stochastic evolution equations and stochastic partial differential equations near stationary solutions.

Effective Dynamics of Stochastic Partial Differential Equations

Author : Jinqiao Duan,Wei Wang
Publisher : Elsevier
Page : 283 pages
File Size : 44,9 Mb
Release : 2014-03-06
Category : Mathematics
ISBN : 9780128012697

Get Book

Effective Dynamics of Stochastic Partial Differential Equations by Jinqiao Duan,Wei Wang Pdf

Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations. The authors’ experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension. New techniques for extracting effective dynamics of infinite dimensional dynamical systems under uncertainty Accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations Solutions or hints to all Exercises

Amplitude Equations for Stochastic Partial Differential Equations

Author : Dirk Blomker
Publisher : World Scientific
Page : 137 pages
File Size : 43,9 Mb
Release : 2007
Category : Mathematics
ISBN : 9789812770608

Get Book

Amplitude Equations for Stochastic Partial Differential Equations by Dirk Blomker Pdf

Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community, such as for convective instabilities, without reliable error estimates at hand. This book is the first step in closing this gap. The author provides details about the reduction of dynamics to more simpler equations via amplitude or modulation equations, which relies on the natural separation of time-scales present near a change of stability. For students, the book provides a lucid introduction to the subject highlighting the new tools necessary for stochastic equations, while serving as an excellent guide to recent research.

Probability and Partial Differential Equations in Modern Applied Mathematics

Author : Edward C. Waymire
Publisher : Springer Science & Business Media
Page : 265 pages
File Size : 43,5 Mb
Release : 2010-06-14
Category : Mathematics
ISBN : 9780387293714

Get Book

Probability and Partial Differential Equations in Modern Applied Mathematics by Edward C. Waymire Pdf

"Probability and Partial Differential Equations in Modern Applied Mathematics" is devoted to the role of probabilistic methods in modern applied mathematics from the perspectives of both a tool for analysis and as a tool in modeling. There is a recognition in the applied mathematics research community that stochastic methods are playing an increasingly prominent role in the formulation and analysis of diverse problems of contemporary interest in the sciences and engineering. A probabilistic representation of solutions to partial differential equations that arise as deterministic models allows one to exploit the power of stochastic calculus and probabilistic limit theory in the analysis of deterministic problems, as well as to offer new perspectives on the phenomena for modeling purposes. There is also a growing appreciation of the role for the inclusion of stochastic effects in the modeling of complex systems. This has led to interesting new mathematical problems at the interface of probability, dynamical systems, numerical analysis, and partial differential equations. This volume will be useful to researchers and graduate students interested in probabilistic methods, dynamical systems approaches and numerical analysis for mathematical modeling in the sciences and engineering.

Approximation of Stochastic Invariant Manifolds

Author : Mickaël D. Chekroun,Honghu Liu,Shouhong Wang
Publisher : Springer
Page : 127 pages
File Size : 42,6 Mb
Release : 2014-12-20
Category : Mathematics
ISBN : 9783319124964

Get Book

Approximation of Stochastic Invariant Manifolds by Mickaël D. Chekroun,Honghu Liu,Shouhong Wang Pdf

This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. These approximations take the form of Lyapunov-Perron integrals, which are further characterized in Volume II as pullback limits associated with some partially coupled backward-forward systems. This pullback characterization provides a useful interpretation of the corresponding approximating manifolds and leads to a simple framework that unifies some other approximation approaches in the literature. A self-contained survey is also included on the existence and attraction of one-parameter families of stochastic invariant manifolds, from the point of view of the theory of random dynamical systems.

Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations

Author : Mickaël D. Chekroun,Honghu Liu,Shouhong Wang
Publisher : Springer
Page : 141 pages
File Size : 42,7 Mb
Release : 2014-12-23
Category : Mathematics
ISBN : 9783319125206

Get Book

Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations by Mickaël D. Chekroun,Honghu Liu,Shouhong Wang Pdf

In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

Center Manifolds for Semilinear Equations with Non-Dense Domain and Applications to Hopf Bifurcation in Age Structured Models

Author : Pierre Magal,Shigui Ruan
Publisher : American Mathematical Soc.
Page : 84 pages
File Size : 50,7 Mb
Release : 2009
Category : Bifurcation theory
ISBN : 9780821846537

Get Book

Center Manifolds for Semilinear Equations with Non-Dense Domain and Applications to Hopf Bifurcation in Age Structured Models by Pierre Magal,Shigui Ruan Pdf

Several types of differential equations, such as delay differential equations, age-structure models in population dynamics, evolution equations with boundary conditions, can be written as semilinear Cauchy problems with an operator which is not densely defined in its domain. The goal of this paper is to develop a center manifold theory for semilinear Cauchy problems with non-dense domain. Using Liapunov-Perron method and following the techniques of Vanderbauwhede et al. in treating infinite dimensional systems, the authors study the existence and smoothness of center manifolds for semilinear Cauchy problems with non-dense domain. As an application, they use the center manifold theorem to establish a Hopf bifurcation theorem for age structured models.

New Trends in Stochastic Analysis and Related Topics

Author : Huaizhong Zhao,Aubrey Truman
Publisher : World Scientific
Page : 458 pages
File Size : 50,5 Mb
Release : 2012
Category : Mathematics
ISBN : 9789814360913

Get Book

New Trends in Stochastic Analysis and Related Topics by Huaizhong Zhao,Aubrey Truman Pdf

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.

Lyapunov Exponents and Invariant Manifolds for Random Dynamical Systems in a Banach Space

Author : Zeng Lian,Kening Lu
Publisher : American Mathematical Soc.
Page : 119 pages
File Size : 47,9 Mb
Release : 2010
Category : Banach spaces
ISBN : 9780821846568

Get Book

Lyapunov Exponents and Invariant Manifolds for Random Dynamical Systems in a Banach Space by Zeng Lian,Kening Lu Pdf

The authors study the Lyapunov exponents and their associated invariant subspaces for infinite dimensional random dynamical systems in a Banach space, which are generated by, for example, stochastic or random partial differential equations. The authors prove a multiplicative ergodic theorem and then use this theorem to establish the stable and unstable manifold theorem for nonuniformly hyperbolic random invariant sets.

Holder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension Three

Author : Robert C. Dalang,Marta Sanz SolŽ
Publisher : American Mathematical Soc.
Page : 83 pages
File Size : 51,9 Mb
Release : 2009-04-10
Category : Mathematics
ISBN : 9780821842881

Get Book

Holder-Sobolev Regularity of the Solution to the Stochastic Wave Equation in Dimension Three by Robert C. Dalang,Marta Sanz SolŽ Pdf

The authors study the sample path regularity of the solution of a stochastic wave equation in spatial dimension $d=3$. The driving noise is white in time and with a spatially homogeneous covariance defined as a product of a Riesz kernel and a smooth function. The authors prove that at any fixed time, a.s., the sample paths in the spatial variable belong to certain fractional Sobolev spaces. In addition, for any fixed $x\in\mathbb{R}^3$, the sample paths in time are Holder continuous functions. Further, the authors obtain joint Holder continuity in the time and space variables. Their results rely on a detailed analysis of properties of the stochastic integral used in the rigourous formulation of the s.p.d.e., as introduced by Dalang and Mueller (2003). Sharp results on one- and two-dimensional space and time increments of generalized Riesz potentials are a crucial ingredient in the analysis of the problem. For spatial covariances given by Riesz kernels, the authors show that the Holder exponents that they obtain are optimal.

Discovering Evolution Equations with Applications

Author : Mark McKibben
Publisher : CRC Press
Page : 456 pages
File Size : 50,8 Mb
Release : 2011-06-03
Category : Mathematics
ISBN : 9781420092127

Get Book

Discovering Evolution Equations with Applications by Mark McKibben Pdf

Most existing books on evolution equations tend either to cover a particular class of equations in too much depth for beginners or focus on a very specific research direction. Thus, the field can be daunting for newcomers to the field who need access to preliminary material and behind-the-scenes detail. Taking an applications-oriented, conversation

Symplectic Actions of $2$-Tori on $4$-Manifolds

Author : Alvaro Pelayo
Publisher : American Mathematical Soc.
Page : 96 pages
File Size : 42,6 Mb
Release : 2010-02-22
Category : Mathematics
ISBN : 9780821847138

Get Book

Symplectic Actions of $2$-Tori on $4$-Manifolds by Alvaro Pelayo Pdf

In this paper the author classifies symplectic actions of $2$-tori on compact connected symplectic $4$-manifolds, up to equivariant symplectomorphisms. This extends results of Atiyah, Guillemin-Sternberg, Delzant and Benoist. The classification is in terms of a collection of invariants of the topology of the manifold, of the torus action and of the symplectic form. The author constructs explicit models of such symplectic manifolds with torus actions, defined in terms of these invariants.

Degree Theory for Operators of Monotone Type and Nonlinear Elliptic Equations with Inequality Constraints

Author : Sergiu Aizicovici,Nikolaos Socrates Papageorgiou,Vasile Staicu
Publisher : American Mathematical Soc.
Page : 84 pages
File Size : 44,7 Mb
Release : 2008
Category : Differential equations, Elliptic
ISBN : 9780821841921

Get Book

Degree Theory for Operators of Monotone Type and Nonlinear Elliptic Equations with Inequality Constraints by Sergiu Aizicovici,Nikolaos Socrates Papageorgiou,Vasile Staicu Pdf

In this paper the authors examine the degree map of multivalued perturbations of nonlinear operators of monotone type and prove that at a local minimizer of the corresponding Euler functional, this degree equals one.

Multi-Pulse Evolution and Space-Time Chaos in Dissipative Systems

Author : Sergey Zelik,Alexander Mielke
Publisher : American Mathematical Soc.
Page : 112 pages
File Size : 54,5 Mb
Release : 2009-03-06
Category : Mathematics
ISBN : 9780821842645

Get Book

Multi-Pulse Evolution and Space-Time Chaos in Dissipative Systems by Sergey Zelik,Alexander Mielke Pdf

The authors study semilinear parabolic systems on the full space ${\mathbb R}^n$ that admit a family of exponentially decaying pulse-like steady states obtained via translations. The multi-pulse solutions under consideration look like the sum of infinitely many such pulses which are well separated. They prove a global center-manifold reduction theorem for the temporal evolution of such multi-pulse solutions and show that the dynamics of these solutions can be described by an infinite system of ODEs for the positions of the pulses. As an application of the developed theory, The authors verify the existence of Sinai-Bunimovich space-time chaos in 1D space-time periodically forced Swift-Hohenberg equation.