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Partial differential equations : an accessible route through theory and applications
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ISBN: 1470427850 Year: 2015 Publisher: Providence, Rhode Island : American Mathematical Society,

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An introduction to domain decomposition methods : algorithms, theory, and parallel implementation
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ISBN: 9781611974058 1611974054 Year: 2015 Publisher: Philadelphia Society for Industrial and Applied Mathematics

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The Cauchy problem for non-Lipschitz semi-linear parabolic partial differential equations
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ISBN: 1316290484 1316311090 1316324478 1316321118 131633449X 1316327817 1316151034 Year: 2015 Publisher: Cambridge : Cambridge University Press,

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Reaction-diffusion theory is a topic which has developed rapidly over the last thirty years, particularly with regards to applications in chemistry and life sciences. Of particular importance is the analysis of semi-linear parabolic PDEs. This monograph provides a general approach to the study of semi-linear parabolic equations when the nonlinearity, while failing to be Lipschitz continuous, is Hölder and/or upper Lipschitz continuous, a scenario that is not well studied, despite occurring often in models. The text presents new existence, uniqueness and continuous dependence results, leading to global and uniformly global well-posedness results (in the sense of Hadamard). Extensions of classical maximum/minimum principles, comparison theorems and derivative (Schauder-type) estimates are developed and employed. Detailed specific applications are presented in the later stages of the monograph. Requiring only a solid background in real analysis, this book is suitable for researchers in all areas of study involving semi-linear parabolic PDEs.


Periodical
Annals of PDE.
ISSN: 21992576 25245317 Year: 2015 Publisher: [Cham, Switzerland] : Springer,

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Provides articles of the highest scientific value concerning partial differential equations of broad, pure and applied interest. Facilitates a better awareness of progress made in various fields by researchers in all areas of PDE, highlighting the common core of ideas of the discipline.


Book
Introduction to Nonlinear Dispersive Equations
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ISBN: 9781493921812 1493921800 9781493921805 1493921819 Year: 2015 Publisher: New York, NY : Springer New York : Imprint: Springer,

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This textbook introduces the well-posedness theory for initial-value problems of nonlinear, dispersive partial differential equations, with special focus on two key models, the Korteweg–de Vries equation and the nonlinear Schrödinger equation. A concise and self-contained treatment of background material (the Fourier transform, interpolation theory, Sobolev spaces, and the linear Schrödinger equation) prepares the reader to understand the main topics covered: the initial-value problem for the nonlinear Schrödinger equation and the generalized Korteweg–de Vries equation, properties of their solutions, and a survey of general classes of nonlinear dispersive equations of physical and mathematical significance. Each chapter ends with an expert account of recent developments and open problems, as well as exercises. The final chapter gives a detailed exposition of local well-posedness for the nonlinear Schrödinger equation, taking the reader to the forefront of recent research. The second edition of Introduction to Nonlinear Dispersive Equations builds upon the success of the first edition by the addition of updated material on the main topics, an expanded bibliography, and new exercises. Assuming only basic knowledge of complex analysis and integration theory, this book will enable graduate students and researchers to enter this actively developing field.


Book
Partial differential equation methods for image inpainting
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ISBN: 1316403718 1316405273 0511734301 Year: 2015 Publisher: Cambridge : Cambridge University Press,

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Séminaire Bourbaki.
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ISBN: 9782856298046 2856298044 Year: 2015 Publisher: Paris : Société mathématique de France,

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The time-discrete method of lines for options and bonds : a PDE approach
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ISBN: 981461968X Year: 2015 Publisher: New Jersey : World Scientific,

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Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H. Meyer examines PDE models for financial derivatives and shows where the Fichera theory requires the pricing equation at degenerate boundary points, and what modifications of it lead to acceptable tangential boundary conditions at non-degenerate points on computational boundaries when no financial data are available. Extensive numerical simulations are carried out with the method of lines to examine the influence of the finite computational domain and of the chosen boundary conditions on option and bond prices in one and two dimensions, reflecting multiple assets, stochastic volatility, jump diffusion and uncertain parameters. Special emphasis is given to early exercise boundaries, prices and their derivatives near expiration. Detailed graphs and tables are included which may serve as benchmark data for solutions found with competing numerical methods.


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Lecture notes on regularity theory for the Navier-Stokes equations
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ISBN: 9814623415 9789814623414 9789814623407 9814623407 Year: 2015 Publisher: Singapore : World Scientific,

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The lecture notes in this book are based on the TCC (Taught Course Centre for graduates) course given by the author in Trinity Terms of 2009-2011 at the Mathematical Institute of Oxford University. It contains more or less an elementary introduction to the mathematical theory of the Navier-Stokes equations as well as the modern regularity theory for them. The latter is developed by means of the classical PDE's theory in the style that is quite typical for St Petersburg's mathematical school of the Navier-Stokes equations. The global unique solvability (well-posedness) of initial boundary value


Book
Heat kernel method and its applications
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ISBN: 3319262653 3319262661 Year: 2015 Publisher: Cham : Springer International Publishing : Imprint: Birkhäuser,

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The heart of the book is the development of a short-time asymptotic expansion for the heat kernel. This is explained in detail and explicit examples of some advanced calculations are given. In addition some advanced methods and extensions, including path integrals, jump diffusion and others are presented. The book consists of four parts: Analysis, Geometry, Perturbations and Applications. The first part shortly reviews of some background material and gives an introduction to PDEs. The second part is devoted to a short introduction to various aspects of differential geometry that will be needed later. The third part and heart of the book presents a systematic development of effective methods for various approximation schemes for parabolic differential equations. The last part is devoted to applications in financial mathematics, in particular, stochastic differential equations. Although this book is intended for advanced undergraduate or beginning graduate students in, it should also provide a useful reference for professional physicists, applied mathematicians as well as quantitative analysts with an interest in PDEs. .

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