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Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlinear SPDEs, and random data wave equations. This subject has recently attracted a great deal of attention, partly as a consequence of Martin Hairer's contributions and in particular his creation of a theory of regularity structures for SPDEs, for which he was awarded the Fields Medal in 2014. The text comprises three lectures covering: the theory of stochastic Hamilton–Jacobi equations, one of the most intriguing and rich new chapters of this subject; singular SPDEs, which are at the cutting edge of innovation in the field following the breakthroughs of regularity structures and related theories, with the KPZ equation as a central example; and the study of dispersive equations with random initial conditions, which gives new insights into classical problems and at the same time provides a surprising parallel to the theory of singular SPDEs, viewed from many different perspectives. These notes are aimed at graduate students and researchers who want to familiarize themselves with this new field, which lies at the interface between analysis and probability.
Probabilities. --- Partial differential equations. --- Dynamics. --- Ergodic theory. --- Probability Theory and Stochastic Processes. --- Partial Differential Equations. --- Dynamical Systems and Ergodic Theory. --- Ergodic transformations --- Continuous groups --- Mathematical physics --- Measure theory --- Transformations (Mathematics) --- Dynamical systems --- Kinetics --- Mathematics --- Mechanics, Analytic --- Force and energy --- Mechanics --- Physics --- Statics --- Partial differential equations --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Stochastic partial differential equations. --- Differential equations, Partial. --- Banach spaces, Stochastic differential equations in --- Hilbert spaces, Stochastic differential equations in --- SPDE (Differential equations) --- Stochastic differential equations in Banach spaces --- Stochastic differential equations in Hilbert spaces --- Differential equations, Partial
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For the 250th birthday of Joseph Fourier, born in 1768 in Auxerre, France, this MDPI Special Issue will explore modern topics related to Fourier Analysis and Heat Equation. Modern developments of Fourier analysis during the 20th century have explored generalizations of Fourier and Fourier–Plancherel formula for non-commutative harmonic analysis, applied to locally-compact, non-Abelian groups. In parallel, the theory of coherent states and wavelets has been generalized over Lie groups. One should add the developments, over the last 30 years, of the applications of harmonic analysis to the description of the fascinating world of aperiodic structures in condensed matter physics. The notions of model sets, introduced by Y. Meyer, and of almost periodic functions, have revealed themselves to be extremely fruitful in this domain of natural sciences. The name of Joseph Fourier is also inseparable from the study of the mathematics of heat. Modern research on heat equations explores the extension of the classical diffusion equation on Riemannian, sub-Riemannian manifolds, and Lie groups. In parallel, in geometric mechanics, Jean-Marie Souriau interpreted the temperature vector of Planck as a space-time vector, obtaining, in this way, a phenomenological model of continuous media, which presents some interesting properties. One last comment concerns the fundamental contributions of Fourier analysis to quantum physics: Quantum mechanics and quantum field theory. The content of this Special Issue will highlight papers exploring non-commutative Fourier harmonic analysis, spectral properties of aperiodic order, the hypoelliptic heat equation, and the relativistic heat equation in the context of Information Theory and Geometric Science of Information.
signal processing --- thermodynamics --- heat pulse experiments --- quantum mechanics --- variational formulation --- Wigner function --- nonholonomic constraints --- thermal expansion --- homogeneous spaces --- irreversible processes --- time-slicing --- affine group --- Fourier analysis --- non-equilibrium processes --- harmonic analysis on abstract space --- pseudo-temperature --- stochastic differential equations --- fourier transform --- Lie Groups --- higher order thermodynamics --- short-time propagators --- discrete thermodynamic systems --- metrics --- heat equation on manifolds and Lie Groups --- special functions --- poly-symplectic manifold --- non-Fourier heat conduction --- homogeneous manifold --- non-equivariant cohomology --- Souriau-Fisher metric --- Weyl quantization --- dynamical systems --- symplectization --- Weyl-Heisenberg group --- Guyer-Krumhansl equation --- rigged Hilbert spaces --- Lévy processes --- Born–Jordan quantization --- discrete multivariate sine transforms --- continuum thermodynamic systems --- interconnection --- rigid body motions --- covariant integral quantization --- cubature formulas --- Lie group machine learning --- nonequilibrium thermodynamics --- Van Vleck determinant --- Lie groups thermodynamics --- partial differential equations --- orthogonal polynomials
Choose an application
For the 250th birthday of Joseph Fourier, born in 1768 in Auxerre, France, this MDPI Special Issue will explore modern topics related to Fourier Analysis and Heat Equation. Modern developments of Fourier analysis during the 20th century have explored generalizations of Fourier and Fourier–Plancherel formula for non-commutative harmonic analysis, applied to locally-compact, non-Abelian groups. In parallel, the theory of coherent states and wavelets has been generalized over Lie groups. One should add the developments, over the last 30 years, of the applications of harmonic analysis to the description of the fascinating world of aperiodic structures in condensed matter physics. The notions of model sets, introduced by Y. Meyer, and of almost periodic functions, have revealed themselves to be extremely fruitful in this domain of natural sciences. The name of Joseph Fourier is also inseparable from the study of the mathematics of heat. Modern research on heat equations explores the extension of the classical diffusion equation on Riemannian, sub-Riemannian manifolds, and Lie groups. In parallel, in geometric mechanics, Jean-Marie Souriau interpreted the temperature vector of Planck as a space-time vector, obtaining, in this way, a phenomenological model of continuous media, which presents some interesting properties. One last comment concerns the fundamental contributions of Fourier analysis to quantum physics: Quantum mechanics and quantum field theory. The content of this Special Issue will highlight papers exploring non-commutative Fourier harmonic analysis, spectral properties of aperiodic order, the hypoelliptic heat equation, and the relativistic heat equation in the context of Information Theory and Geometric Science of Information.
signal processing --- thermodynamics --- heat pulse experiments --- quantum mechanics --- variational formulation --- Wigner function --- nonholonomic constraints --- thermal expansion --- homogeneous spaces --- irreversible processes --- time-slicing --- affine group --- Fourier analysis --- non-equilibrium processes --- harmonic analysis on abstract space --- pseudo-temperature --- stochastic differential equations --- fourier transform --- Lie Groups --- higher order thermodynamics --- short-time propagators --- discrete thermodynamic systems --- metrics --- heat equation on manifolds and Lie Groups --- special functions --- poly-symplectic manifold --- non-Fourier heat conduction --- homogeneous manifold --- non-equivariant cohomology --- Souriau-Fisher metric --- Weyl quantization --- dynamical systems --- symplectization --- Weyl-Heisenberg group --- Guyer-Krumhansl equation --- rigged Hilbert spaces --- Lévy processes --- Born–Jordan quantization --- discrete multivariate sine transforms --- continuum thermodynamic systems --- interconnection --- rigid body motions --- covariant integral quantization --- cubature formulas --- Lie group machine learning --- nonequilibrium thermodynamics --- Van Vleck determinant --- Lie groups thermodynamics --- partial differential equations --- orthogonal polynomials
Choose an application
For the 250th birthday of Joseph Fourier, born in 1768 in Auxerre, France, this MDPI Special Issue will explore modern topics related to Fourier Analysis and Heat Equation. Modern developments of Fourier analysis during the 20th century have explored generalizations of Fourier and Fourier–Plancherel formula for non-commutative harmonic analysis, applied to locally-compact, non-Abelian groups. In parallel, the theory of coherent states and wavelets has been generalized over Lie groups. One should add the developments, over the last 30 years, of the applications of harmonic analysis to the description of the fascinating world of aperiodic structures in condensed matter physics. The notions of model sets, introduced by Y. Meyer, and of almost periodic functions, have revealed themselves to be extremely fruitful in this domain of natural sciences. The name of Joseph Fourier is also inseparable from the study of the mathematics of heat. Modern research on heat equations explores the extension of the classical diffusion equation on Riemannian, sub-Riemannian manifolds, and Lie groups. In parallel, in geometric mechanics, Jean-Marie Souriau interpreted the temperature vector of Planck as a space-time vector, obtaining, in this way, a phenomenological model of continuous media, which presents some interesting properties. One last comment concerns the fundamental contributions of Fourier analysis to quantum physics: Quantum mechanics and quantum field theory. The content of this Special Issue will highlight papers exploring non-commutative Fourier harmonic analysis, spectral properties of aperiodic order, the hypoelliptic heat equation, and the relativistic heat equation in the context of Information Theory and Geometric Science of Information.
signal processing --- thermodynamics --- heat pulse experiments --- quantum mechanics --- variational formulation --- Wigner function --- nonholonomic constraints --- thermal expansion --- homogeneous spaces --- irreversible processes --- time-slicing --- affine group --- Fourier analysis --- non-equilibrium processes --- harmonic analysis on abstract space --- pseudo-temperature --- stochastic differential equations --- fourier transform --- Lie Groups --- higher order thermodynamics --- short-time propagators --- discrete thermodynamic systems --- metrics --- heat equation on manifolds and Lie Groups --- special functions --- poly-symplectic manifold --- non-Fourier heat conduction --- homogeneous manifold --- non-equivariant cohomology --- Souriau-Fisher metric --- Weyl quantization --- dynamical systems --- symplectization --- Weyl-Heisenberg group --- Guyer-Krumhansl equation --- rigged Hilbert spaces --- Lévy processes --- Born–Jordan quantization --- discrete multivariate sine transforms --- continuum thermodynamic systems --- interconnection --- rigid body motions --- covariant integral quantization --- cubature formulas --- Lie group machine learning --- nonequilibrium thermodynamics --- Van Vleck determinant --- Lie groups thermodynamics --- partial differential equations --- orthogonal polynomials
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