Evolution Equations and Approximations

Evolution Equations and Approximations PDF

Author: Kazufumi Ito

Publisher: World Scientific

Published: 2002

Total Pages: 524

ISBN-13: 9789812380265

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Annotation Ito (North Carolina State U.) and Kappel (U. of Graz, Austria) offer a unified presentation of the general approach for well-posedness results using abstract evolution equations, drawing from and modifying the work of K. and Y. Kobayashi and S. Oharu. They also explore abstract approximation results for evolution equations. Their work is not a textbook, but they explain how instructors can use various sections, or combinations of them, as a foundation for a range of courses. Annotation copyrighted by Book News, Inc., Portland, OR

Strong and Weak Approximation of Semilinear Stochastic Evolution Equations

Strong and Weak Approximation of Semilinear Stochastic Evolution Equations PDF

Author: Raphael Kruse

Publisher: Springer

Published: 2013-11-18

Total Pages: 188

ISBN-13: 3319022318

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In this book we analyze the error caused by numerical schemes for the approximation of semilinear stochastic evolution equations (SEEq) in a Hilbert space-valued setting. The numerical schemes considered combine Galerkin finite element methods with Euler-type temporal approximations. Starting from a precise analysis of the spatio-temporal regularity of the mild solution to the SEEq, we derive and prove optimal error estimates of the strong error of convergence in the first part of the book. The second part deals with a new approach to the so-called weak error of convergence, which measures the distance between the law of the numerical solution and the law of the exact solution. This approach is based on Bismut’s integration by parts formula and the Malliavin calculus for infinite dimensional stochastic processes. These techniques are developed and explained in a separate chapter, before the weak convergence is proven for linear SEEq.

Surface Evolution Equations

Surface Evolution Equations PDF

Author: Yoshikazu Giga

Publisher: Springer Science & Business Media

Published: 2006-03-30

Total Pages: 270

ISBN-13: 3764373911

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This book presents a self-contained introduction to the analytic foundation of a level set approach for various surface evolution equations including curvature flow equations. These equations are important in many applications, such as material sciences, image processing and differential geometry. The goal is to introduce a generalized notion of solutions allowing singularities, and to solve the initial-value problem globally-in-time in a generalized sense. Various equivalent definitions of solutions are studied. Several new results on equivalence are also presented. Moreover, structures of level set equations are studied in detail. Further, a rather complete introduction to the theory of viscosity solutions is contained, which is a key tool for the level set approach. Although most of the results in this book are more or less known, they are scattered in several references, sometimes without proofs. This book presents these results in a synthetic way with full proofs. The intended audience are graduate students and researchers in various disciplines who would like to know the applicability and detail of the theory as well as its flavour. No familiarity with differential geometry or the theory of viscosity solutions is required. Only prerequisites are calculus, linear algebra and some basic knowledge about semicontinuous functions.

Effective Evolution Equations from Quantum Dynamics

Effective Evolution Equations from Quantum Dynamics PDF

Author: Niels Benedikter

Publisher: Springer

Published: 2015-11-04

Total Pages: 97

ISBN-13: 3319248987

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These notes investigate the time evolution of quantum systems, and in particular the rigorous derivation of effective equations approximating the many-body Schrödinger dynamics in certain physically interesting regimes. The focus is primarily on the derivation of time-dependent effective theories (non-equilibrium question) approximating many-body quantum dynamics. The book is divided into seven sections, the first of which briefly reviews the main properties of many-body quantum systems and their time evolution. Section 2 introduces the mean-field regime for bosonic systems and explains how the many-body dynamics can be approximated in this limit using the Hartree equation. Section 3 presents a method, based on the use of coherent states, for rigorously proving the convergence towards the Hartree dynamics, while the fluctuations around the Hartree equation are considered in Section 4. Section 5 focuses on a discussion of a more subtle regime, in which the many-body evolution can be approximated by means of the nonlinear Gross-Pitaevskii equation. Section 6 addresses fermionic systems (characterized by antisymmetric wave functions); here, the fermionic mean-field regime is naturally linked with a semiclassical regime, and it is proven that the evolution of approximate Slater determinants can be approximated using the nonlinear Hartree-Fock equation. In closing, Section 7 reexamines the same fermionic mean-field regime, but with a focus on mixed quasi-free initial data approximating thermal states at positive temperature.

Evolution Equations

Evolution Equations PDF

Author: David Ellwood

Publisher: American Mathematical Soc.

Published: 2013-06-26

Total Pages: 587

ISBN-13: 0821868616

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This volume is a collection of notes from lectures given at the 2008 Clay Mathematics Institute Summer School, held in Zürich, Switzerland. The lectures were designed for graduate students and mathematicians within five years of the Ph.D., and the main focus of the program was on recent progress in the theory of evolution equations. Such equations lie at the heart of many areas of mathematical physics and arise not only in situations with a manifest time evolution (such as linear and nonlinear wave and Schrödinger equations) but also in the high energy or semi-classical limits of elliptic problems. The three main courses focused primarily on microlocal analysis and spectral and scattering theory, the theory of the nonlinear Schrödinger and wave equations, and evolution problems in general relativity. These major topics were supplemented by several mini-courses reporting on the derivation of effective evolution equations from microscopic quantum dynamics; on wave maps with and without symmetries; on quantum N-body scattering, diffraction of waves, and symmetric spaces; and on nonlinear Schrödinger equations at critical regularity. Although highly detailed treatments of some of these topics are now available in the published literature, in this collection the reader can learn the fundamental ideas and tools with a minimum of technical machinery. Moreover, the treatment in this volume emphasizes common themes and techniques in the field, including exact and approximate conservation laws, energy methods, and positive commutator arguments. Titles in this series are co-published with the Clay Mathematics Institute (Cambridge, MA).

Recent Developments in Evolution Equations

Recent Developments in Evolution Equations PDF

Author: G F Roach

Publisher: CRC Press

Published: 1995-04-28

Total Pages: 268

ISBN-13: 9780582246690

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This book presents the majority of talks given at an International Converence held recently at the University of Strathclyde in Glasgow. The works presented focus on the analysis of mathematical models of systems evolving with time. The main topics are semigroups and related subjects connected with applications to partial differential equations of evolution type. Topics of particular interest include spectral and asymptotic properties of semigroups, B evolution scattering theory, and coagulation fragmentation phenomena.

Taylor Approximations for Stochastic Partial Differential Equations

Taylor Approximations for Stochastic Partial Differential Equations PDF

Author: Arnulf Jentzen

Publisher: SIAM

Published: 2011-12-08

Total Pages: 224

ISBN-13: 1611972000

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This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence. In the case of multiplicative noise, the driving noise process is assumed to be a cylindrical Wiener process, while in the case of additive noise the SPDE is assumed to be driven by an arbitrary stochastic process with H?lder continuous sample paths. Recent developments on numerical methods for random and stochastic ordinary differential equations are also included since these are relevant for solving spatially discretised SPDEs as well as of interest in their own right. The authors include the proof of an existence and uniqueness theorem under general assumptions on the coefficients as well as regularity estimates in an appendix.

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