From Brownian Motion to Schr?dinger`s Equation, Kai L. Chung; Zhongxin Zhao
Автор: Karatzas Название: Brownian Motion and Stochastic Calculus ISBN: 0387976558 ISBN-13(EAN): 9780387976556 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
Описание: In this monograph the authors present detailed and pedagogic proofs of persistence theorems for normally hyperbolic invariant manifolds and their stable and unstable manifolds for classes of perturbations of the NLS equation, as well as for the existence and persistence of fibrations of these invariant manifolds.
Автор: Walter Thirring; Paul Urban Название: The Schr?dinger Equation ISBN: 3709176751 ISBN-13(EAN): 9783709176757 Издательство: Springer Рейтинг: Цена: 16979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: On the occasion of the 50th anniversary of the discovery of the Schrodinger equation a small symposium was organized in Vienna. With their help this volume should become a useful document on the current mathematical art in the treatment of the Schrodinger equation.
Автор: Panayotis G. Kevrekidis Название: The Discrete Nonlinear Schr?dinger Equation ISBN: 364224243X ISBN-13(EAN): 9783642242434 Издательство: Springer Рейтинг: Цена: 32651.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book constitutes the first effort to summarize a large volume of results obtained over the past 20 years in the context of the Discrete Nonlinear Schrodinger equation and the physical settings that it describes.
Описание: The use of numerical grid methods to solve the Schrodinger equation has rapidly evolved in the past decade.The early attempts to demonstrate the computational viability of grid methods have been largely superseded by applications to specific problems and deeper research into more sophisticated quadrature schemes. Underpinning this research, of course, is the belief that the generic nature of grid methods can enjoy a symbiotic development with advances in computer technology, harnessing this technology in an effective manner. The contributions to this proceedings demonstrate these points in full: several appli- cations displayed creative use and extension of existing grid methodology; other research concentrated on the development of new quadrature schemes or mixed numerical meth- ods. The research represented ranges from highly specific spectral simulations of van der Waals complexs to general schemes for reactive scattering. The novelty of grid methods in Density Functional Theory calculations should also be highlighted since it represents an alternative to standard basis set expansion techniques and might offer distinct advantages to the standard techniques. A deliberate attempt was made to present research material with more motivational and background discussion than is typical of research publications. It is hoped that these contributed proceedings will be useful to students and researchers outside the field to have a rapid and complete introduction to many of the exciting uses of grid methodology in atomic and molecular physics. Special thanks are due to the NATO Science Committee for its generous support of the activities of this workshop.
Описание: The use of numerical grid methods to solve the Schrodinger equation has rapidly evolved in the past decade.The early attempts to demonstrate the computational viability of grid methods have been largely superseded by applications to specific problems and deeper research into more sophisticated quadrature schemes. Underpinning this research, of course, is the belief that the generic nature of grid methods can enjoy a symbiotic development with advances in computer technology, harnessing this technology in an effective manner. The contributions to this proceedings demonstrate these points in full: several appli- cations displayed creative use and extension of existing grid methodology; other research concentrated on the development of new quadrature schemes or mixed numerical meth- ods. The research represented ranges from highly specific spectral simulations of van der Waals complexs to general schemes for reactive scattering. The novelty of grid methods in Density Functional Theory calculations should also be highlighted since it represents an alternative to standard basis set expansion techniques and might offer distinct advantages to the standard techniques. A deliberate attempt was made to present research material with more motivational and background discussion than is typical of research publications. It is hoped that these contributed proceedings will be useful to students and researchers outside the field to have a rapid and complete introduction to many of the exciting uses of grid methodology in atomic and molecular physics. Special thanks are due to the NATO Science Committee for its generous support of the activities of this workshop.
Автор: F.A. Berezin; M. Shubin Название: The Schr?dinger Equation ISBN: 940105391X ISBN-13(EAN): 9789401053914 Издательство: Springer Рейтинг: Цена: 25155.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Catherine Sulem; Pierre-Louis Sulem Название: The Nonlinear Schr?dinger Equation ISBN: 1475773072 ISBN-13(EAN): 9781475773071 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Filling the gap between the mathematical literature and applications to domains, the authors have chosen to address the problem of wave collapse by several methods ranging from rigorous mathematical analysis to formal aymptotic expansions and numerical simulations.
Автор: Biagini, Francesca Hu, Yaozhong Oksendal, Bernt Zh Название: Stochastic calculus for fractional brownian motion and applications ISBN: 1852339969 ISBN-13(EAN): 9781852339968 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This book presents an account of different definitions of stochastic integration for fBm, and to give applications of the resulting theory. It is suitable for students of mathematics, biology, and meteorology.
Автор: Rene L. Schilling, Lothar Partzsch Название: Brownian Motion: An Introduction to Stochastic Processes ISBN: 3110307294 ISBN-13(EAN): 9783110307290 Издательство: Walter de Gruyter Цена: 6368.00 р. Наличие на складе: Нет в наличии.
Описание: Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.
Описание: The book is devoted to the fundamental relationship between three objects: a stochastic process, stochastic differential equations driven by that process and their associated Fokker-Planck-Kolmogorov equations. This book discusses wide fractional generalizations of this fundamental triple relationship, where the driving process represents a time-changed stochastic process; the Fokker-Planck-Kolmogorov equation involves time-fractional order derivatives and spatial pseudo-differential operators; and the associated stochastic differential equation describes the stochastic behavior of the solution process. It contains recent results obtained in this direction.This book is important since the latest developments in the field, including the role of driving processes and their scaling limits, the forms of corresponding stochastic differential equations, and associated FPK equations, are systematically presented. Examples and important applications to various scientific, engineering, and economics problems make the book attractive for all interested researchers, educators, and graduate students.
Автор: Batu G?neysu Название: Covariant Schr?dinger Semigroups on Riemannian Manifolds ISBN: 3319689029 ISBN-13(EAN): 9783319689029 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph discusses covariant Schrodinger operators and their heat semigroups on noncompact Riemannian manifolds and aims to fill a gap in the literature, given the fact that the existing literature on Schrodinger operators has mainly focused on scalar Schrodinger operators on Euclidean spaces so far.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
