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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.
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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.
Differential equations, Partial --- Mathematical physics --- Mathematical physics. --- Differential equations, Partial. --- Physics --- Partial differential equations --- Physical mathematics --- Mathematics
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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.
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Image reconstruction --- Image processing --- Differential equations, Partial. --- Mathematical models. --- Digital techniques.
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Mathematics --- Algebraic topology --- Differential equations, Partial. --- Geometry, Algebraic. --- Functional analysis. --- Congresses. --- Congresses.
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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.
Derivative securities --- Options (Finance) --- Bonds --- Discrete-time systems. --- Differential equations, Partial. --- Mathematical models.
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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
Navier-Stokes equations. --- Fluid dynamics. --- Dynamics --- Fluid mechanics --- Equations, Navier-Stokes --- Differential equations, Partial --- Fluid dynamics --- Viscous flow
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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. .
Calculus --- Mathematics --- Physical Sciences & Mathematics --- Differential equations, Partial. --- Differential equations, Parabolic. --- Heat equation. --- Diffusion equation --- Heat flow equation --- Parabolic differential equations --- Parabolic partial differential equations --- Partial differential equations --- Mathematics. --- Partial differential equations. --- Partial Differential Equations. --- Differential equations, Parabolic --- Differential equations, Partial --- Differential equations, partial.
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