Diffusion Processes And Related Problems In Analysis Volume Ii

Diffusion Processes and Related Problems in Analysis  Volume II PDF
Author: V. Wihstutz
Publisher: Springer Science & Business Media
ISBN: 1461203899
Size: 15.15 MB
Format: PDF, Kindle
Category : Mathematics
Languages : en
Pages : 346
View: 3973

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During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics. This conference was supported jointly by a National Science Foundation grant and by the University of North Carolina at Charlotte. Originally conceived as a regional conference for researchers in the Southeastern United States, the conference eventually drew participation from both coasts of the U. S. and from abroad. This broad-based par ticipation reflects a growing interest in the viewpoint of stochastic flows, particularly in probability theory and more generally in mathematics as a whole. While the theory of deterministic flows can be considered classical, the stochastic counterpart has only been developed in the past decade, through the efforts of Harris, Kunita, Elworthy, Baxendale and others. Much of this work was done in close connection with the theory of diffusion processes, where dynamical systems implicitly enter probability theory by means of stochastic differential equations. In this regard, the Charlotte conference served as a natural outgrowth of the Conference on Diffusion Processes, held at Northwestern University, Evanston Illinois in October 1989, the proceedings of which has now been published as Volume I of the current series. Due to this natural flow of ideas, and with the assistance and support of the Editorial Board, it was decided to organize the present two-volume effort.

Diffusion Processes And Related Problems In Analysis Stochastic Flows

Diffusion Processes and Related Problems in Analysis  Stochastic flows PDF
Author: Mark A. Pinsky
Publisher: Birkhauser
ISBN: 9780817635435
Size: 54.69 MB
Format: PDF, ePub, Mobi
Category : Mathematics
Languages : en
Pages : 346
View: 1389

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A technical, but not specialized, presentation of stochastic flows for the general scientific community, in 15 reviewed papers from an international conference in Charlotte, North Carolina, March 1990. The broad topics cover general stochastic flows on manifolds, special flows and multipoint motions, infinite dimensional systems, invariant measures in real and white-noise-driven systems, and iterated function systems. No index. Annotation copyrighted by Book News, Inc., Portland, OR

Random Perturbation Methods With Applications In Science And Engineering

Random Perturbation Methods with Applications in Science and Engineering PDF
Author: Anatoli V. Skorokhod
Publisher: Springer Science & Business Media
ISBN: 0387224467
Size: 75.33 MB
Format: PDF, ePub, Docs
Category : Mathematics
Languages : en
Pages : 490
View: 1848

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This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications. Appeals to researchers and graduate students who require tools to investigate stochastic systems.

Iutam Symposium On Advances In Nonlinear Stochastic Mechanics

IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics PDF
Author: A. Naess
Publisher: Springer Science & Business Media
ISBN: 9400903219
Size: 34.36 MB
Format: PDF, ePub
Category : Technology & Engineering
Languages : en
Pages : 514
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The IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics, held in Trondheim July 3-7, 1995, was the eighth of a series of IUTAM sponsored symposia which focus on the application of stochastic methods in mechanics. The previous meetings took place in Coventry, UK (1972), Sout'hampton, UK (1976), FrankfurtjOder, Germany (1982), Stockholm, Sweden (1984), Innsbruckjlgls, Austria (1987), Turin, Italy (1991) and San Antonio, Texas (1993). The symposium provided an extraordinary opportunity for scholars to meet and discuss recent advances in stochastic mechanics. The participants represented a wide range of expertise, from pure theoreticians to people primarily oriented toward applications. A significant achievement of the symposium was the very extensive discussions taking place over the whole range from highly theoretical questions to practical engineering applications. Several presentations also clearly demonstrated the substantial progress that has been achieved in recent years in terms of developing and implement ing stochastic analysis techniques for mechanical engineering systems. This aspect was further underpinned by specially invited extended lectures on computational stochastic mechanics, engineering applications of stochastic mechanics, and nonlinear active control. The symposium also reflected the very active and high-quality research taking place in the field of stochastic stability. Ten presentations were given on this topic ofa total of47 papers. A main conclusion that can be drawn from the proceedings of this symposium is that stochastic mechanics as a subject has reached great depth and width in both methodology and applicability.

Analysis For Diffusion Processes On Riemannian Manifolds

Analysis for Diffusion Processes on Riemannian Manifolds PDF
Author: Feng-Yu Wang
Publisher: World Scientific
ISBN: 9814452653
Size: 62.62 MB
Format: PDF, ePub, Mobi
Category : Mathematics
Languages : en
Pages : 392
View: 5658

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Stochastic analysis on Riemannian manifolds without boundary has been well established. However, the analysis for reflecting diffusion processes and sub-elliptic diffusion processes is far from complete. This book contains recent advances in this direction along with new ideas and efficient arguments, which are crucial for further developments. Many results contained here (for example, the formula of the curvature using derivatives of the semigroup) are new among existing monographs even in the case without boundary.

Diffusion Processes And Related Problems In Analysis Volume I

Diffusion Processes and Related Problems in Analysis  Volume I PDF
Author: Pinsky
Publisher: Birkhäuser
ISBN: 9780817635169
Size: 70.54 MB
Format: PDF, ePub, Docs
Category : Mathematics
Languages : en
Pages : 521
View: 6517

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During the week of October 23-27,1989, Northwestern University hosted an international conference on the theme "Diffusion Processes and Related Problems in Analysis." This was attended by 105 partici pants representing 14 different countries. The conference, which is part of the "Emphasis Year" program traditionally supported by the Mathematics Department, was additionally supported by grants from the National Science Foundation, the National Security Agency, the Institute for Mathematics and Applications, as well as by supplemen tary sources from Northwestern University. The purpose of this meeting was to bring together workers in vari ous parts of probability theory, mathematical physics, and partial dif ferential equations. Previous efforts in this direction were represented by the 1987 AMS Summer Research Conference "Geometry of Random Motion" co-sponsored with Rick Durrett, the proceedings of which ap peared as volume 73 in the AMS series "Contemporary Mathematics." The present effort is intended to extend beyond the strictly geometric theme and to include problems of large deviations, stochastic flows, and other areas of stochastic analysis in which diffusion processes play a leading role.

Mathematical Reviews

Mathematical Reviews PDF
Author:
Publisher:
ISBN:
Size: 67.90 MB
Format: PDF
Category : Mathematics
Languages : en
Pages :
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Stochastic Analysis And Diffusion Processes

Stochastic Analysis and Diffusion Processes PDF
Author: Gopinath Kallianpur
Publisher: Oxford University Press
ISBN: 0199657068
Size: 77.11 MB
Format: PDF, ePub
Category : Mathematics
Languages : en
Pages : 352
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Beginning with the concept of random processes and Brownian motion and building on the theory and research directions in a self-contained manner, this book provides an introduction to stochastic analysis for graduate students, researchers and applied scientists interested in stochastic processes and their applications.

On The Geometry Of Diffusion Operators And Stochastic Flows

On the Geometry of Diffusion Operators and Stochastic Flows PDF
Author: K. D AUTOR ELWORTHY
Publisher: Springer Verlag
ISBN:
Size: 26.76 MB
Format: PDF, ePub
Category : Mathematics
Languages : en
Pages : 118
View: 5414

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This book constitutes the refereed proceedings of the 8th International Conference on Discrete Geometry for Computer Imagery, DGCI'99 held in Marne-la-Vallee, France in March 1999. The 24 revised full papers presented were selected from a total of 41 submissions. Also included are four invited papers and seven poster presentations. The volume is divided in topical sections on discrete objects and shapes, planes, surfaces, reconstruction, topology, distance and object recognition, thinning, discretization and visualization.