Download stochastic tools in mathematics and science 1 surveys and tutorials in the applied mathematical sciences in pdf or read stochastic tools in mathematics and science 1 surveys and tutorials in the applied mathematical sciences in pdf online books in PDF, EPUB and Mobi Format. Click Download or Read Online button to get stochastic tools in mathematics and science 1 surveys and tutorials in the applied mathematical sciences in pdf book now. This site is like a library, Use search box in the widget to get ebook that you want.



Na

Author: Alexandre Joel Chorin
Publisher: Springer Science & Business Media
ISBN: 1441910034
Size: 77.35 MB
Format: PDF
View: 3858
Download and Read

Applied Delay Differential Equations

Author: Thomas Erneux
Publisher: Springer Science & Business Media
ISBN: 0387743723
Size: 45.30 MB
Format: PDF, ePub
View: 6411
Download and Read
Applied Delay Differential Equations is a friendly introduction to the fast-growing field of time-delay differential equations. Written to a multi-disciplinary audience, it sets each area of science in his historical context and then guides the reader towards questions of current interest.

An Introduction To Computational Stochastic Pdes

Author: Gabriel J. Lord
Publisher: Cambridge University Press
ISBN: 1139915770
Size: 59.41 MB
Format: PDF, Docs
View: 4731
Download and Read
This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of-the-art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modelling and materials science.

Multiscale Methods

Author: G A Pavliotis
Publisher: Springer Science & Business Media
ISBN: 0387738282
Size: 80.59 MB
Format: PDF, Mobi
View: 443
Download and Read
This introduction to multiscale methods gives you a broad overview of the methods’ many uses and applications. The book begins by setting the theoretical foundations of the methods and then moves on to develop models and prove theorems. Extensive use of examples shows how to apply multiscale methods to solving a variety of problems. Exercises then enable you to build your own skills and put them into practice. Extensions and generalizations of the results presented in the book, as well as references to the literature, are provided in the Discussion and Bibliography section at the end of each chapter.With the exception of Chapter One, all chapters are supplemented with exercises.

An Introduction To Fronts In Random Media

Author: Jack Xin
Publisher: Springer Science & Business Media
ISBN: 0387876839
Size: 18.55 MB
Format: PDF, Docs
View: 4523
Download and Read
This book aims to give a user friendly tutorial of an interdisciplinary research topic (fronts or interfaces in random media) to senior undergraduates and beginning grad uate students with basic knowledge of partial differential equations (PDE) and prob ability. The approach taken is semiformal, using elementary methods to introduce ideas and motivate results as much as possible, then outlining how to pursue rigor ous theorems, with details to be found in the references section. Since the topic concerns both differential equations and probability, and proba bility is traditionally a quite technical subject with a heavy measure theoretic com ponent, the book strives to develop a simplistic approach so that students can grasp the essentials of fronts and random media and their applications in a self contained tutorial. The book introduces three fundamental PDEs (the Burgers equation, Hamilton– Jacobi equations, and reaction–diffusion equations), analysis of their formulas and front solutions, and related stochastic processes. It builds up tools gradually, so that students are brought to the frontiers of research at a steady pace. A moderate number of exercises are provided to consolidate the concepts and ideas. The main methods are representation formulas of solutions, Laplace meth ods, homogenization, ergodic theory, central limit theorems, large deviation princi ples, variational principles, maximum principles, and Harnack inequalities, among others. These methods are normally covered in separate books on either differential equations or probability. It is my hope that this tutorial will help to illustrate how to combine these tools in solving concrete problems.

Topological Crystallography

Author: Toshikazu Sunada
Publisher: Springer Science & Business Media
ISBN: 4431541772
Size: 27.61 MB
Format: PDF, ePub, Docs
View: 6970
Download and Read
Geometry in ancient Greece is said to have originated in the curiosity of mathematicians about the shapes of crystals, with that curiosity culminating in the classification of regular convex polyhedra addressed in the final volume of Euclid’s Elements. Since then, geometry has taken its own path and the study of crystals has not been a central theme in mathematics, with the exception of Kepler’s work on snowflakes. Only in the nineteenth century did mathematics begin to play a role in crystallography as group theory came to be applied to the morphology of crystals. This monograph follows the Greek tradition in seeking beautiful shapes such as regular convex polyhedra. The primary aim is to convey to the reader how algebraic topology is effectively used to explore the rich world of crystal structures. Graph theory, homology theory, and the theory of covering maps are employed to introduce the notion of the topological crystal which retains, in the abstract, all the information on the connectivity of atoms in the crystal. For that reason the title Topological Crystallography has been chosen. Topological crystals can be described as “living in the logical world, not in space,” leading to the question of how to place or realize them “canonically” in space. Proposed here is the notion of standard realizations of topological crystals in space, including as typical examples the crystal structures of diamond and lonsdaleite. A mathematical view of the standard realizations is also provided by relating them to asymptotic behaviors of random walks and harmonic maps. Furthermore, it can be seen that a discrete analogue of algebraic geometry is linked to the standard realizations. Applications of the discussions in this volume include not only a systematic enumeration of crystal structures, an area of considerable scientific interest for many years, but also the architectural design of lightweight rigid structures. The reader therefore can see the agreement of theory and practice.