Описание: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces.The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Автор: Ichikawa Akira, Katayama Hitoshi Название: Linear Time Varying Systems and Sampled-data Systems ISBN: 1852334398 ISBN-13(EAN): 9781852334390 Издательство: Springer Рейтинг: Цена: 25853.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book gives an introduction to H-infinity and H2 control for linear time-varying systems. Chapter 2 is concerned with continuous-time systems while Chapter 3 is devoted to discrete-time systems.The main aim of this book is to develop the H-infinity and H2 theory for jump systems and to apply it to sampled-data systems. The jump system gives a natural state space representation of sampled-data systems, and original signals and parameters are maintained in the new system. Two earlier chapters serve as preliminaries. Chapter 4 introduces jump systems and develops the H-infinity and H2 theory for them. It is then applied to sampled-data systems in Chapter 5.The new features of this book are as follows: The H-infinity control theory is developed for time-varying systems with initial uncertainty. Recent results on the relation of three Riccati equations are included. The H2 theory usually given for time-invariant systems is extended to time-varying systems. The H-infinity and H2 theory for sampled-data systems is established from the jump system point of view. Extension of the theory to infinite dimensional systems and nonlinear systems is discussed. This covers the sampled-data system with first-order hold. In this book 16 examples and 40 figures of computer simulations are included.The reader can find the H-infinity and H2 theory for linear time-varying systems and sampled-data systems developed in a unified manner. Some arguments inherent to time varying systems or the jump system point of view to sampled-data systems may give new insights into the system theory of time-invariant systems and sampled-data systems.
Автор: Bl. Sendov; Gerald Beer Название: Hausdorff Approximations ISBN: 9401067872 ISBN-13(EAN): 9789401067874 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 'Et moi, ..., si j'avait su comment en revenir, One service mathematics has rendered the je n'y serais point a1Ie.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non- linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com- puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.
Описание: In this comprehensive text a systematic numerical and analytical treatment of the procedures for reducing complicated systems to a simplified reaction mechanism is presented.
Описание: Finite Difference Methods For Mean Field Games.- An Introduction to the Theory of Viscosity Solutions for First-Order Hamilton-Jacobi Equations and Applications.- A Short Introduction to Viscosity Solutions and the Large Time Behavior of Solutions of Hamilton-Jacobi Equations.- Idempotent/Tropical Analysis, the Hamilton-Jacobi and Bellman Equations.
Автор: Corentin Briat Название: Linear Parameter-Varying and Time-Delay Systems ISBN: 3662440490 ISBN-13(EAN): 9783662440490 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides an introduction to the analysis and control of Linear Parameter-Varying Systems and Time-Delay Systems and their interactions.
Описание: Focusing on groundbreaking interpolating control methods that are computationally simpler than model predictive control, particularly for high-order systems, this text includes a wealth of worked examples and a collection of adaptable MATLAB (R) script files.
Описание: Preview of Predictor Feedback and Delay Compensation.- Part I: Linear Systems Under Predictor Feedback.- Linear Systems with State Measurement.- Linear Systems with Output Measurement.- Part II: Nonlinear Systems Under Predictor Feedback.- Nonlinear Systems with State Measurement.- Nonlinear Systems with Output Measurement.- Application to the Chemostat.- Part III: Extensions of Predictor Feedback.- Systems Described by Integral Delay Equations.- Discrete-Time Systems.
Автор: Aristide Halanay; Vlad Ionescu Название: Time-Varying Discrete Linear Systems ISBN: 3034896514 ISBN-13(EAN): 9783034896511 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This research monograph contains a study of discrete-time nodes, the discrete counterpart of the theory elaborated by Bart, Gohberg and Kaashoek for the continuous case, discrete-time Lyapunov and Riccati equations, discrete-time Hamiltonian systems in connection with input-output operators and associated Hankel and Toeplitz operators.
Автор: Corentin Briat Название: Linear Parameter-Varying and Time-Delay Systems ISBN: 3662511770 ISBN-13(EAN): 9783662511770 Издательство: Springer Рейтинг: Цена: 18284.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides an introduction to the analysis and control of Linear Parameter-Varying Systems and Time-Delay Systems and their interactions.
Автор: Aristide Halanay; Vlad Ionescu Название: Time-Varying Discrete Linear Systems ISBN: 3764350121 ISBN-13(EAN): 9783764350123 Издательство: Springer Рейтинг: Цена: 18161.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This research monograph contains a study of discrete-time nodes, the discrete counterpart of the theory elaborated by Bart, Gohberg and Kaashoek for the continuous case, discrete-time Lyapunov and Riccati equations, discrete-time Hamiltonian systems in connection with input-output operators and associated Hankel and Toeplitz operators.
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