Bøger i Applied Mathematical Sciences serien

This book is about two special topics in rheological fluid mechanics: the elasticity of liquids and asymptotic theories of constitutive models.

This book provides an introduction to dynamical systems with multiple time scales. The target audience of this book are senior undergraduates, graduate students as well as researchers interested in using the multiple time scale dynamics theory in nonlinear science, either from a theoretical or a mathematical modeling perspective.

The Nonlinear Schrodinger Equation

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integration methods in random space is made.

Allows the reader to explore nonlinear dynamics and chaos by the use of illustrated graphics. This title is suitable for research and educational needs.

Selected applications are accompanied by numerical simulations illustrating both the models and the efficiency of computational algorithms. In this book, the mathematical framework for a rigorous mathematical treatment of "rate-independent systems" is presented in a comprehensive form for the first time.

This book introduces new approaches in inverse scattering theory focusing on the use of sampling methods and transmission eigenvalues. Includes background material on functional analysis, Sobolev spaces, the theory of ill posed problems and other topics.

By presenting the data in a readable and informative manner, the book introduces both scientific and engineering researchers as well as graduate students to the significant work done in this area in recent years, relating it to broader themes in mathematical analysis.

The fourth and final part, Introduction to Partial Differential Equations, serves as an introduction to modern methods for classical theory of partial differential equations. Complete with nearly 250 exercises throughout, this text is intended for graduate level students and researchers in the mathematical sciences and engineering.

This book presents an in-depth treatment of various mathematical aspects of electromagnetism and Maxwell's equations: from modeling issues to well-posedness results and the coupled models of plasma physics (Vlasov-Maxwell and Vlasov-Poisson systems) and magnetohydrodynamics (MHD).

Singular perturbations occur when a small coefficient affects the highest order derivatives in a system of partial differential equations. From the physical point of view singular perturbations generate in the system under consideration thin layers located often but not always at the boundary of the domains that are called boundary layers or internal layers if the layer is located inside the domain. Important physical phenomena occur in boundary layers. The most common boundary layers appear in fluid mechanics, e.g., the flow of air around an airfoil or a whole airplane, or the flow of air around a car. Also in many instances in geophysical fluid mechanics, like the interface of air and earth, or air and ocean. This self-contained monograph is devoted to the study of certain classes of singular perturbation problems mostly related to thermic, fluid mechanics and optics and where mostly elliptic or parabolic equations in a bounded domain are considered. This book is a fairly unique resource regarding the rigorous mathematical treatment of boundary layer problems. The explicit methodology developed in this book extends in many different directions the concept of correctors initially introduced by J. L. Lions, and in particular the lower- and higher-order error estimates of asymptotic expansions are obtained in the setting of functional analysis. The review of differential geometry and treatment of boundary layers in a curved domain is an additional strength of this book. In the context of fluid mechanics, the outstanding open problem of the vanishing viscosity limit of the Navier-Stokes equations is investigated in this book and solved for a number of particular, but physically relevant cases.This book will serve as a unique resource for those studying singular perturbations and boundary layer problems at the advanced graduate level in mathematics or applied mathematics and may be useful for practitioners in other related fields in science and engineering such as aerodynamics, fluid mechanics, geophysical fluid mechanics, acoustics and optics.

Shapes are complex objects to apprehend, as mathematical entities, in terms also suitable for computerized analysis and interpretation. This volume provides the background that is required for this purpose, including different approaches that can be used.

Several types of differential equations, such as functional differential equation, age-structured models, transport equations, reaction-diffusion equations, and partial differential equations with delay, can be formulated as abstract Cauchy problems with non-dense domain.

Most physical systems lose or gain stability through bifurcation behavior. This book explains a series of experimentally found bifurcation phenomena by means of the methods of static bifurcation theory.

This graduate textbook provides a self-contained introduction to modern mathematical theory on fractional differential equations. It addresses both ordinary and partial differential equations with a focus on detailed solution theory, especially regularity theory under realistic assumptions on the problem data.

This book addresses recent developments in mathematical analysis and computational methods for solving direct and inverse problems for Maxwell's equations in periodic structures. The book provides both introductory materials and in-depth discussion to the areas in diffractive optics that offer rich and challenging mathematical problems.

In this fourth edition, a number of significant additions have been made including a new chapter on transmission eigenvalues and a new section on the impedance boundary condition where particular attention has been made to the generalized impedance boundary condition and to nonlocal impedance boundary conditions.

The first monograph to treat topological, group-theoretic, and geometric problems of ideal hydrodynamics and magnetohydrodynamics from a unified point of view. The book is accessible to graduates as well as pure and applied mathematicians working in hydrodynamics, Lie groups, dynamical systems, and differential geometry.

Nonlinear Dispersive Equations are partial differential equations that naturally arise in physical settings where dispersion dominates dissipation, notably hydrodynamics, nonlinear optics, plasma physics and Bose¿Einstein condensates. The topic has traditionally been approached in different ways, from the perspective of modeling of physical phenomena, to that of the theory of partial differential equations, or as part of the theory of integrable systems.This monograph offers a thorough introduction to the topic, uniting the modeling, PDE and integrable systems approaches for the first time in book form. The presentation focuses on three "universal" families of physically relevant equations endowed with a completely integrable member: the Benjamin¿Ono, Davey¿Stewartson, and Kadomtsev¿Petviashvili equations. These asymptotic models are rigorously derived and qualitative properties such as soliton resolution are studied in detail in both integrable and non-integrable models. Numerical simulations are presented throughout to illustrate interesting phenomena.By presenting and comparing results from different fields, the book aims to stimulate scientific interactions and attract new students and researchers to the topic. To facilitate this, the chapters can be read largely independently of each other and the prerequisites have been limited to introductory courses in PDE theory.

This monograph is devoted to the theory and approximation by finite volume methods of nonlinear hyperbolic systems of conservation laws in one or two space variables.

This is a book on optimal control problems (OCPs) for partial differential equations (PDEs) that evolved from a series of courses taught by the authors in the last few years at Politecnico di Milano, both at the undergraduate and graduate levels.

This book presents an introduction to variational analysis, a field which unifies theories and techniques developed in calculus of variations, optimization, and control, and covers convex analysis, nonsmooth analysis, and set-valued analysis.

Analysis and Simulation of Chaotic Systems is a text designed to be used at the graduate level in applied mathematics for students from mathematics, engineering, physics, chemistry and biology. The book can be used as a stand-alone text for a full year course or it can be heavily supplemented with material of more mathematical, more engineering or more scientific nature. Computations and computer simulations are used throughout this text to illustrate phenomena discussed and to supply readers with probes to use on new problems.

Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical.This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.

In this book the author presents the dynamical systems in infinite dimension, especially those generated by dissipative partial differential equations. This book attempts a systematic study of infinite dimensional dynamical systems generated by dissipative evolution partial differential equations arising in mechanics and physics and in other areas of sciences and technology. This second edition has been updated and extended.

The present book builds upon an earlier work of J. Hale, "e;Theory of Func- tional Differential Equations"e; published in 1977. We have tried to maintain the spirit of that book and have retained approximately one-third of the material intact. One major change was a complete new presentation of lin- ear systems (Chapters 6~9) for retarded and neutral functional differential equations. The theory of dissipative systems (Chapter 4) and global at- tractors was completely revamped as well as the invariant manifold theory (Chapter 10) near equilibrium points and periodic orbits. A more complete theory of neutral equations is presented (see Chapters 1, 2, 3, 9, and 10). Chapter 12 is completely new and contains a guide to active topics of re- search. In the sections on supplementary remarks, we have included many references to recent literature, but, of course, not nearly all, because the subject is so extensive. Jack K. Hale Sjoerd M. Verduyn Lunel Contents Preface............................................................ v Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 . . . . . . . . . . . . . . . . . . . . 1. Linear differential difference equations . . . . . . . . . . . . . . 11 . . . . . . 1.1 Differential and difference equations. . . . . . . . . . . . . . . . . . . . 11 . . . . . . . . 1.2 Retarded differential difference equations. . . . . . . . . . . . . . . . 13 . . . . . . . 1.3 Exponential estimates of x( f) . . . . . . . . . . . . . . . . . . . . . 15 . . . . . . . . . . 1.4 The characteristic equation . . . . . . . . . . . . . . . . . . . . . . . . 17 . . . . . . . . . . . . 1.5 The fundamental solution. . . . . . . . . . . . . . . . . . . . . . . . . . 18 . . . . . . . . . . . . 1.6 The variation-of-constants formula............................. 23 1. 7 Neutral differential difference equations . . . . . . . . . . . . . . . . . 25 . . . . . . . 1.8 Supplementary remarks. . . . . . . . . . . . . . . . . . . . . . . . . . . 34 . . . . . . . . . . . . . 2. Functional differential equations: Basic theory . . . . . . . . 38 . . 2.1 Definition of a retarded equation. . . . . . . . . . . . . . . . . . . . . . 38 . . . . . . . . . 2.2 Existence, uniqueness, and continuous dependence . . . . . . . . . . 39 . . . 2.3 Continuation of solutions . . . . . . . . . . . . . . . . . . . . . . . . . . 44 . . . . . . . . . . . .

This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.

These Notes grew out of a course given by the author in 1952-53. Though the field of Partial Differential Equations has changed considerably since those days, particularly under the impact of methods taken from Functional Analysis, the author feels that the introductory material offered here still is basic for an understanding of the subject. It supplies the necessary intuitive foundation which motivates and anticipates abstract formulations of the questions and relates them to the description of natual phenomena. In the present edition, only minor corrections have been made in the text. An Index and up-to-date listing of books recommended for further study have been added. Fritz John New York November 19, 1970 v TABLE OF CONTENTS Introduetion 1 CHAPl'ER I - TEE SINGLE FIRST ORDER EQUATION 1. The linear and quasi-linear equations. 6 The general first order equation for a funetion 2. of two variables. * * * * * * * * * 15 The general first order equation for a funetion 3. of n independent variables. * * * * * 37 CHAPl'ER II - TEE CAUCIIT PROBLEM FOR HIGEER ORDER EQUATIONS 1. Analytie funetions of several real variables * Formulation of the Cauehy problem. The not ion 2. of eharaeteristies. * * * 54 3. The Cauehy problem for the general non-linear equation. 71 4. The Cauehy-Kowalewsky theorem. 76 CHAPl'ER 111 - SECOND ORDER EQUATIONS WITH CONSTANT COEFFICIENTS 1. Equations in two independent variables.

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as weil as the classical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high Ievel of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos, mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses. T AM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Mathe- matical Seiences ( AMS) series, which will focus on advanced textbooks and research Ievel monographs. Preface to the Fourth Edition There are two major changes in the Fourth Edition of Differential Equations and Their Applications. The first concerns the computer programs in this text. In keeping with recent trends in computer science, we have replaced all the APL programs with Pascal and C programs. The Pascal programs appear in the text in place ofthe APL programs, where they are followed by the Fortran programs, while the C programs appear in Appendix C.