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In this work we explore the Floquet theory for evolution equations of the form u'(t)+A_t u(t)=0 (t real) where the operators A_t periodically depend on t and the function u takes values in a UMD Banach space X.We impose a suitable condition on the operator family (A_t) and their common domain, in particular a decay condition for certain resolvents, to obtain the central result that all exponentially bounded solutions can be described as a superposition of a fixed family of Floquet solutions.
Bloch solution --- Lp setting --- Floquet theory --- periodic evolution equation --- superposition principle
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This book presents a systematic approach to a solution theory for linear partial differential equations developed in a Hilbert space setting based on a Sobolev lattice structure, a simple extension of the well-established notion of a chain (or scale) of Hilbert spaces. The focus on a Hilbert space setting (rather than on an apparently more general Banach space) is not a severe constraint, but rather a highly adaptable and suitable approach providing a more transparent framework for presenting the main issues in the development of a solution theory for partial differential equations. In contrast to other texts on partial differential equations, which consider either specific equation types or apply a collection of tools for solving a variety of equations, this book takes a more global point of view by focusing on the issues involved in determining the appropriate functional analytic setting in which a solution theory can be naturally developed. Applications to many areas of mathematical physics are also presented. The book aims to be largely self-contained. Full proofs to all but the most straightforward results are provided, keeping to a minimum references to other literature for essential material. It is therefore highly suitable as a resource for graduate courses and also for researchers, who will find new results for particular evolutionary systems from mathematical physics.
Hilbert space. --- Differential equations, Partial. --- Partial differential equations --- Banach spaces --- Hyperspace --- Inner product spaces --- Evolution Equation. --- Hilbert Space. --- Mathematics. --- Partial Differential Equations. --- Sobolev.
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The main classes of inverse problems for equations of mathematical physics and their numerical solution methods are considered in this book which is intended for graduate students and experts in applied mathematics, computational mathematics, and mathematical modeling.
Mathematical physics. --- Boundary value problems --- Physical mathematics --- Physics --- Numerical solutions. --- Mathematics --- Inverse problems (Differential equations) --- Differential equations, Partial --- Improperly posed problems. --- Evolution equation, ordinary differential equation, inverse problem, parameter estimation, partial differential equation.
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This book is devoted to the application of fractional calculus in economics to describe processes with memory and non-locality. Fractional calculus is a branch of mathematics that studies the properties of differential and integral operators that are characterized by real or complex orders. Fractional calculus methods are powerful tools for describing the processes and systems with memory and nonlocality. Recently, fractional integro-differential equations have been used to describe a wide class of economical processes with power law memory and spatial nonlocality. Generalizations of basic economic concepts and notions the economic processes with memory were proposed. New mathematical models with continuous time are proposed to describe economic dynamics with long memory. This book is a collection of articles reflecting the latest mathematical and conceptual developments in mathematical economics with memory and non-locality based on applications of fractional calculus.
mathematical economics --- economic theory --- fractional calculus --- fractional dynamics --- long memory --- non-locality --- fractional generalization --- econometric modelling --- identification --- Phillips curve --- Mittag-Leffler function --- generalized fractional derivatives --- growth equation --- Mittag–Leffler function --- Caputo fractional derivative --- economic growth model --- least squares method --- fractional diffusion equation --- fundamental solution --- option pricing --- risk sensitivities --- portfolio hedging --- business cycle model --- stability --- time delay --- time-fractional-order --- Hopf bifurcation --- Einstein’s evolution equation --- Kolmogorov–Feller equation --- diffusion equation --- self-affine stochastic fields --- random market hypothesis --- efficient market hypothesis --- fractal market hypothesis --- financial time series analysis --- evolutionary computing --- modelling --- economic growth --- prediction --- Group of Twenty --- pseudo-phase space --- economy --- system modeling --- deep assessment --- least squares --- modeling --- GDP per capita --- LSTM --- econophysics --- continuous-time random walk (CTRW) --- Mittag–Leffler functions --- Laplace transform --- Fourier transform --- n/a --- Einstein's evolution equation --- Kolmogorov-Feller equation --- Mittag-Leffler functions
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This book is devoted to the application of fractional calculus in economics to describe processes with memory and non-locality. Fractional calculus is a branch of mathematics that studies the properties of differential and integral operators that are characterized by real or complex orders. Fractional calculus methods are powerful tools for describing the processes and systems with memory and nonlocality. Recently, fractional integro-differential equations have been used to describe a wide class of economical processes with power law memory and spatial nonlocality. Generalizations of basic economic concepts and notions the economic processes with memory were proposed. New mathematical models with continuous time are proposed to describe economic dynamics with long memory. This book is a collection of articles reflecting the latest mathematical and conceptual developments in mathematical economics with memory and non-locality based on applications of fractional calculus.
Economics, finance, business & management --- mathematical economics --- economic theory --- fractional calculus --- fractional dynamics --- long memory --- non-locality --- fractional generalization --- econometric modelling --- identification --- Phillips curve --- Mittag-Leffler function --- generalized fractional derivatives --- growth equation --- Mittag-Leffler function --- Caputo fractional derivative --- economic growth model --- least squares method --- fractional diffusion equation --- fundamental solution --- option pricing --- risk sensitivities --- portfolio hedging --- business cycle model --- stability --- time delay --- time-fractional-order --- Hopf bifurcation --- Einstein's evolution equation --- Kolmogorov-Feller equation --- diffusion equation --- self-affine stochastic fields --- random market hypothesis --- efficient market hypothesis --- fractal market hypothesis --- financial time series analysis --- evolutionary computing --- modelling --- economic growth --- prediction --- Group of Twenty --- pseudo-phase space --- economy --- system modeling --- deep assessment --- least squares --- modeling --- GDP per capita --- LSTM --- econophysics --- continuous-time random walk (CTRW) --- Mittag-Leffler functions --- Laplace transform --- Fourier transform --- mathematical economics --- economic theory --- fractional calculus --- fractional dynamics --- long memory --- non-locality --- fractional generalization --- econometric modelling --- identification --- Phillips curve --- Mittag-Leffler function --- generalized fractional derivatives --- growth equation --- Mittag-Leffler function --- Caputo fractional derivative --- economic growth model --- least squares method --- fractional diffusion equation --- fundamental solution --- option pricing --- risk sensitivities --- portfolio hedging --- business cycle model --- stability --- time delay --- time-fractional-order --- Hopf bifurcation --- Einstein's evolution equation --- Kolmogorov-Feller equation --- diffusion equation --- self-affine stochastic fields --- random market hypothesis --- efficient market hypothesis --- fractal market hypothesis --- financial time series analysis --- evolutionary computing --- modelling --- economic growth --- prediction --- Group of Twenty --- pseudo-phase space --- economy --- system modeling --- deep assessment --- least squares --- modeling --- GDP per capita --- LSTM --- econophysics --- continuous-time random walk (CTRW) --- Mittag-Leffler functions --- Laplace transform --- Fourier transform
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This book gathers a number of selected contributions aimed at providing a balanced picture of the main research lines in the realm of delay differential equations and their applications to mathematical modelling. The contributions have been carefully selected so that they cover interesting theoretical and practical analysis performed in the deterministic and the stochastic settings. The reader will find a complete overview of recent advances in ordinary and partial delay differential equations with applications in other multidisciplinary areas such as Finance, Epidemiology or Engineering
Research & information: general --- Mathematics & science --- delay systems --- nonstandard numerical methods --- dynamic consistency --- semilinear problems with delay --- hyperbolic equations --- difference scheme --- stability --- Hilbert space --- SEIRS model --- age structure --- time delay --- traveling wave solution --- local asymptotic stability --- Hopf bifurcation --- spot freight rates --- freight options --- stochastic diffusion process --- stochastic delay differential equation --- risk-neutral measure --- arbitration arguments --- partial differential equations --- second-order dual phase lag equation --- laser heating --- thin metal films --- melting and resolidification --- finite difference method --- random linear delay differential equation --- stochastic forcing term --- random Lp-calculus --- uncertainty quantification --- delay random differential equation --- non-standard finite difference method --- mean square convergence --- size-structured population --- consumer-resource model --- delay differential equation --- numerical methods --- characteristics method --- convergence analysis --- implementation delay --- information delay --- stability switching curve --- Cournot oligopoly --- growth rate dynamics --- fractional convection diffusion-wave equations --- compact difference scheme --- nonlinear delay --- spatial variable coefficients --- convergence and stability --- Gerasimov–Caputo fractional derivative --- differential equation with delay --- degenerate evolution equation --- fixed point theorem --- relaxation mode --- large parameter --- asymptotics --- HIV infection --- mathematical delay model --- eclipse phase --- NSFD --- numerical simulation --- delay systems --- nonstandard numerical methods --- dynamic consistency --- semilinear problems with delay --- hyperbolic equations --- difference scheme --- stability --- Hilbert space --- SEIRS model --- age structure --- time delay --- traveling wave solution --- local asymptotic stability --- Hopf bifurcation --- spot freight rates --- freight options --- stochastic diffusion process --- stochastic delay differential equation --- risk-neutral measure --- arbitration arguments --- partial differential equations --- second-order dual phase lag equation --- laser heating --- thin metal films --- melting and resolidification --- finite difference method --- random linear delay differential equation --- stochastic forcing term --- random Lp-calculus --- uncertainty quantification --- delay random differential equation --- non-standard finite difference method --- mean square convergence --- size-structured population --- consumer-resource model --- delay differential equation --- numerical methods --- characteristics method --- convergence analysis --- implementation delay --- information delay --- stability switching curve --- Cournot oligopoly --- growth rate dynamics --- fractional convection diffusion-wave equations --- compact difference scheme --- nonlinear delay --- spatial variable coefficients --- convergence and stability --- Gerasimov–Caputo fractional derivative --- differential equation with delay --- degenerate evolution equation --- fixed point theorem --- relaxation mode --- large parameter --- asymptotics --- HIV infection --- mathematical delay model --- eclipse phase --- NSFD --- numerical simulation
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Electromagnetic complex media are artificial materials that affect the propagation of electromagnetic waves in surprising ways not usually seen in nature. Because of their wide range of important applications, these materials have been intensely studied over the past twenty-five years, mainly from the perspectives of physics and engineering. But a body of rigorous mathematical theory has also gradually developed, and this is the first book to present that theory. Designed for researchers and advanced graduate students in applied mathematics, electrical engineering, and physics, this book introduces the electromagnetics of complex media through a systematic, state-of-the-art account of their mathematical theory. The book combines the study of well posedness, homogenization, and controllability of Maxwell equations complemented with constitutive relations describing complex media. The book treats deterministic and stochastic problems both in the frequency and time domains. It also covers computational aspects and scattering problems, among other important topics. Detailed appendices make the book self-contained in terms of mathematical prerequisites, and accessible to engineers and physicists as well as mathematicians.
Electromagnetism --- Stochastic control theory. --- Mathematical analysis. --- 517.1 Mathematical analysis --- Mathematical analysis --- Control theory --- Stochastic processes --- Mathematics. --- AtkinsonЗilcox expansion theorem. --- Beltrami fields. --- Faedo-Galerkin approach. --- Herglotz wave functions. --- Hilbert Uniqueness method. --- Maxwell equations. --- Maxwell operator. --- PDEs. --- applied mathematics. --- auxiliary elliptic problems. --- boundary controllability. --- boundary integral equation. --- boundary value problem. --- chiral material. --- chiral media. --- chirality. --- compact embeddings. --- complex electromagnetic media. --- complex media. --- constitutive relations. --- controllability problem. --- controllability. --- decompositions. --- differential equations. --- dispersive media. --- dyadics. --- eigenvalue problems. --- electric flux density. --- electrical engineering. --- electromagnetic complex media. --- electromagnetic fields. --- electromagnetic media. --- electromagnetic wave scattering. --- electromagnetic waves. --- electromagnetics. --- evolution family approach. --- evolution operators. --- evolution problems. --- exterior problems. --- finite-dimensional space. --- fixed point approach. --- frequency. --- function spaces. --- general scattering theorem. --- generalised integral transforms. --- geometry. --- handedness. --- homogenisation problem. --- homogenisation. --- homogenised media. --- homogenised system. --- infinite Frchet differentiability. --- integrodifferential equations. --- integrodifferential evolution equation. --- interior domain problem. --- magnetic flux density. --- mathematical modelling. --- mathematical theory. --- nonlinear PDEs. --- nonlinear model. --- nonlinear phenomena. --- nonlinear problems. --- nonlinearity. --- operators. --- optical theorem. --- penetrable obstacle. --- perfectly conducting obstacle. --- periodic media. --- physics. --- plane electromagnetic waves. --- reciprocity principle. --- scattering problems. --- scattering process. --- scattering theories. --- scattering theory. --- semigroup approach. --- semigroup arguments. --- semigroup-based approach. --- solvability. --- spaces. --- spectral theory. --- standard differential. --- stochastic integrodifferential equations. --- time domain. --- time-harmonic electromagnetic wave. --- time-harmonic problems. --- time. --- trace operators. --- two-scale expansion. --- variational formulation. --- vector analysis. --- wave motions. --- wave operators. --- well posedness.
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It is very well known that differential equations are related with the rise of physical science in the last several decades and they are used successfully for models of real-world problems in a variety of fields from several disciplines. Additionally, difference equations represent the discrete analogues of differential equations. These types of equations started to be used intensively during the last several years for their multiple applications, particularly in complex chaotic behavior. A certain class of differential and related difference equations is represented by their respective fractional forms, which have been utilized to better describe non-local phenomena appearing in all branches of science and engineering. The purpose of this book is to present some common results given by mathematicians together with physicists, engineers, as well as other scientists, for whom differential and difference equations are valuable research tools. The reported results can be used by researchers and academics working in both pure and applied differential equations.
Research & information: general --- Mathematics & science --- dynamic equations --- time scales --- classification --- existence --- necessary and sufficient conditions --- fractional calculus --- triangular fuzzy number --- double-parametric form --- FRDTM --- fractional dynamical model of marriage --- approximate controllability --- degenerate evolution equation --- fractional Caputo derivative --- sectorial operator --- fractional symmetric Hahn integral --- fractional symmetric Hahn difference operator --- Arrhenius activation energy --- rotating disk --- Darcy–Forchheimer flow --- binary chemical reaction --- nanoparticles --- numerical solution --- fractional differential equations --- two-dimensional wavelets --- finite differences --- fractional diffusion-wave equation --- fractional derivative --- ill-posed problem --- Tikhonov regularization method --- non-linear differential equation --- cubic B-spline --- central finite difference approximations --- absolute errors --- second order differential equations --- mild solution --- non-instantaneous impulses --- Kuratowski measure of noncompactness --- Darbo fixed point --- multi-stage method --- multi-step method --- Runge–Kutta method --- backward difference formula --- stiff system --- numerical solutions --- Riemann-Liouville fractional integral --- Caputo fractional derivative --- fractional Taylor vector --- kerosene oil-based fluid --- stagnation point --- carbon nanotubes --- variable thicker surface --- thermal radiation --- differential equations --- symmetric identities --- degenerate Hermite polynomials --- complex zeros --- oscillation --- third order --- mixed neutral differential equations --- powers of stochastic Gompertz diffusion models --- powers of stochastic lognormal diffusion models --- estimation in diffusion process --- stationary distribution and ergodicity --- trend function --- application to simulated data --- n-th order linear differential equation --- two-point boundary value problem --- Green function --- linear differential equation --- exponential stability --- linear output feedback --- stabilization --- uncertain system --- nonlocal effects --- linear control system --- Hilbert space --- state feedback control --- exact controllability --- upper Bohl exponent
Choose an application
This book gathers a number of selected contributions aimed at providing a balanced picture of the main research lines in the realm of delay differential equations and their applications to mathematical modelling. The contributions have been carefully selected so that they cover interesting theoretical and practical analysis performed in the deterministic and the stochastic settings. The reader will find a complete overview of recent advances in ordinary and partial delay differential equations with applications in other multidisciplinary areas such as Finance, Epidemiology or Engineering
delay systems --- nonstandard numerical methods --- dynamic consistency --- semilinear problems with delay --- hyperbolic equations --- difference scheme --- stability --- Hilbert space --- SEIRS model --- age structure --- time delay --- traveling wave solution --- local asymptotic stability --- Hopf bifurcation --- spot freight rates --- freight options --- stochastic diffusion process --- stochastic delay differential equation --- risk-neutral measure --- arbitration arguments --- partial differential equations --- second-order dual phase lag equation --- laser heating --- thin metal films --- melting and resolidification --- finite difference method --- random linear delay differential equation --- stochastic forcing term --- random Lp-calculus --- uncertainty quantification --- delay random differential equation --- non-standard finite difference method --- mean square convergence --- size-structured population --- consumer-resource model --- delay differential equation --- numerical methods --- characteristics method --- convergence analysis --- implementation delay --- information delay --- stability switching curve --- Cournot oligopoly --- growth rate dynamics --- fractional convection diffusion-wave equations --- compact difference scheme --- nonlinear delay --- spatial variable coefficients --- convergence and stability --- Gerasimov–Caputo fractional derivative --- differential equation with delay --- degenerate evolution equation --- fixed point theorem --- relaxation mode --- large parameter --- asymptotics --- HIV infection --- mathematical delay model --- eclipse phase --- NSFD --- numerical simulation
Choose an application
It is very well known that differential equations are related with the rise of physical science in the last several decades and they are used successfully for models of real-world problems in a variety of fields from several disciplines. Additionally, difference equations represent the discrete analogues of differential equations. These types of equations started to be used intensively during the last several years for their multiple applications, particularly in complex chaotic behavior. A certain class of differential and related difference equations is represented by their respective fractional forms, which have been utilized to better describe non-local phenomena appearing in all branches of science and engineering. The purpose of this book is to present some common results given by mathematicians together with physicists, engineers, as well as other scientists, for whom differential and difference equations are valuable research tools. The reported results can be used by researchers and academics working in both pure and applied differential equations.
dynamic equations --- time scales --- classification --- existence --- necessary and sufficient conditions --- fractional calculus --- triangular fuzzy number --- double-parametric form --- FRDTM --- fractional dynamical model of marriage --- approximate controllability --- degenerate evolution equation --- fractional Caputo derivative --- sectorial operator --- fractional symmetric Hahn integral --- fractional symmetric Hahn difference operator --- Arrhenius activation energy --- rotating disk --- Darcy–Forchheimer flow --- binary chemical reaction --- nanoparticles --- numerical solution --- fractional differential equations --- two-dimensional wavelets --- finite differences --- fractional diffusion-wave equation --- fractional derivative --- ill-posed problem --- Tikhonov regularization method --- non-linear differential equation --- cubic B-spline --- central finite difference approximations --- absolute errors --- second order differential equations --- mild solution --- non-instantaneous impulses --- Kuratowski measure of noncompactness --- Darbo fixed point --- multi-stage method --- multi-step method --- Runge–Kutta method --- backward difference formula --- stiff system --- numerical solutions --- Riemann-Liouville fractional integral --- Caputo fractional derivative --- fractional Taylor vector --- kerosene oil-based fluid --- stagnation point --- carbon nanotubes --- variable thicker surface --- thermal radiation --- differential equations --- symmetric identities --- degenerate Hermite polynomials --- complex zeros --- oscillation --- third order --- mixed neutral differential equations --- powers of stochastic Gompertz diffusion models --- powers of stochastic lognormal diffusion models --- estimation in diffusion process --- stationary distribution and ergodicity --- trend function --- application to simulated data --- n-th order linear differential equation --- two-point boundary value problem --- Green function --- linear differential equation --- exponential stability --- linear output feedback --- stabilization --- uncertain system --- nonlocal effects --- linear control system --- Hilbert space --- state feedback control --- exact controllability --- upper Bohl exponent
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