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This text is based on the revised course which was implemented in September 2000 and covers the four main modules; - lifelong, living and general maths - maths for social, leisure and government affairs - enterprise maths - maths for working life. ... Read more

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Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by applications such as stochastic control, population biology, and turbulence, where the analysis and control of such systems involves investigating their stability. While the theory of such equations is well established, the study of their stability properties has grown rapidly only in the past 20 years, and most results have remained scattered in journals and conference proceedings.

This book offers a systematic presentation of the modern theory of the stability of stochastic differential equations in infinite dimensional spaces - particularly Hilbert spaces. The treatment includes a review of basic concepts and investigation of the stability theory of linear and nonlinear stochastic differential equations and stochastic functional differential equations in infinite dimensions. The final chapter explores topics and applications such as stochastic optimal control and feedback stabilization, stochastic reaction-diffusion, Navier-Stokes equations, and stochastic population dynamics.

In recent years, this area of study has become the focus of increasing attention, and the relevant literature has expanded greatly. Stability of Infinite Dimensional Stochastic Differential Equations with Applications makes up-to-date material in this important field accessible even to newcomers and lays the foundation for future advances. ... Read more

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Constructive methods developed in the framework of analytic functions effectively extend the use of mathematical constructions, both within different branches of mathematics and to other disciplines. This monograph presents some constructive methods-based primarily on original techniques-for boundary value problems, both linear and nonlinear. From among the many applications to which these methods can apply, the authors focus on interesting problems associated with composite materials with a finite number of inclusions.How far can one go in the solutions of problems in nonlinear mechanics and physics using the ideas of analytic functions? What is the difference between linear and nonlinear cases from the qualitative point of view? What kinds of additional techniques should one use in investigating nonlinear problems? Constructive Methods for Linear and Nonlinear Boundary Value Problems serves to answer these questions, and presents many results to Westerners for the first time. Among the most interesting of these is the complete solution of the Riemann-Hilbert problem for multiply connected domains. The results offered in Constructive Methods for Linear and Nonlinear Boundary Value Problems are prepared for direct application. A historical survey along with background material, and an in-depth presentation of practical methods make this a self-contained volume useful to experts in analytic function theory, to non-specialists, and even to non-mathematicians who can apply the methods to their research in mechanics and physics. ... Read more

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The precise mathematical investigation of various natural phenomena is an old and difficult problem. This book is the first to deal systematically with the general non-selfadjoint problems in mechanics and physics. It deals mainly with bounded domains with smooth boundaries, but also considers elliptic boundary value problems in tube domains, i.e. in non-smooth domains. This volume will be of particular value to those working in differential equations, functional analysis, and equations of mathematical physics. ... Read more

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The main theme of this Monograph is the study of degenerate stochastic differential equations, considered as transformations of the Wiener measure, and their relationship with partial differential equations. The book contains an elementary derivation of Malliavin's integration by parts formula, a proof of the probabilistic form of Hormander's theorem, an extension of Hormander's theorem for infinitely degenerate differential operators, and criteria for the regularity of measures induced by stochastic hereditary-delay equations. ... Read more

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This monograph provides a self-contained and comprehensive account of the most significant existence results obtained over thepast two decades referring to some remarkable classes of ill-posed problems governed by non-accretive operators. All the results are derived from several compactness arguments, due mainly to the author, and are suitably illustrated by examples arising from various concrete problems - for example, nonlinear diffusion, heat conduction in materials with memory, fluid dynamics, and vibrations of a string with memory. Reference is made to optimal control theory in order to emphasize the degree of applicability of abstract compactness methods. Special attention is paid to multivalued perturbations of m-accretive operators; this case is analyzed under appropriate assumptions in order to allow the use of the general results in the study of some specific problems of great practical interest: reaction-diffusion and closed loop systems. Some biographical comments and open problems are also included. This new edition contains a number of improvements, corrections and insertions which both simplify and update the material. The book will be of interest to graduate students and specialists working in abstract evolution equations, partial differential equations, reaction-diffusion systems and ill-posed problems. A knowledge of topology, functional analysis and ordinary differential equations to undergraduate level is assumed. ... Read more

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This monograph is devoted to the global existence, uniqueness and asymptotic behaviour of smooth solutions to both initial value problems and initial boundary value problems for nonlinear parabolic equations and hyperbolic parabolic coupled systems. Most of the material is based on recent research carried out by the author and his collaborators.The book can be divided into two parts. In the first part, the results on decay of solutions to nonlinear parabolic equations and hyperbolic parabolic coupled systems are obtained, and a chapter is devoted to the global existence of small smooth solutions to fully nonlinear parabolic equations and quasilinear hyperbolic parabolic coupled systems. Applications of the results to nonlinear thermoelasticity and fluid dynamics are also shown.Some nonlinear parabolic equations and coupled systems arising from the study of phase transitions are investigated in the second part of the book. The global existence, uniqueness and asymptotic behaviour of smooth solutions with arbitrary initial data are obtained. The final chapter is further devoted to related topics: multiplicity of equilibria and the existence of a global attractor, inertial manifold and inertial set.A knowledge of partial differential equations and Sobolev spaces is assumed. As an aid to the reader, the related concepts and results are collected and the relevant references given in the firstchapter. The work will be of interest to researchers and graduate students in pure and applied mathematics, mathematical physics and applied sciences. ... Read more

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With interest in the study of nonlinear systems at an all-time high, researchers are eager to explore the mysteries behind the nonlinear equations that govern various physical processes. Painléve analysis may be the only tool available that allows the analysis of both integrable and non-integrable systems. With a primary objective of introducing the uninitiated to the various techniques of the Painlevé approach, this monograph brings together the results of the extensive research performed in the field over the last few decades. For the first time in a single volume, this book offers treatment of both the theory of Painlevé analysis and its practical applications. In it, the author addresses the soliton and nonlinearity, Painlevé analysis and the integrability of ordinary and partial differential equations, Painlevé properties, different forms of expansion, and the relation of Painlevé expansion with conformal invariance. He also gives a detailed account of negative resonances, explains the connection with monodromy, and demonstrates applications to specific important equations.Painlevé Analysis and Its Applications offers a clear presentation and down-to-earth approach that includes many examples and requires only a basic understanding of complex function theory and differential equations. ... Read more

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Soliton theory as a method for solving some classes of nonlinear evolution equations (soliton equations) is one of the most actively developing topics in mathematical physics.This book presents some spectral theory methods for the investigation of soliton equations ad the inverse scattering problems related to these equations.The authors give the theory of expansions for the Sturm-Liouville operator and the Dirac operator.On this basis, the spectral theory of recursion operators generating Korteweg-de Vries type equations is presented and the Ablowitz-Kaup-Newell-Segur scheme, through which the inverse scattering method could be understood as a Fourier-type transformation, is considered.Following these ideas, the authors investigate some of the questions related to inverse spectral problems, i.e. uniqueness theorems, construction of explicit solutions and approximative methods for solving inverse scattering problems.A rigorous investigation of the stability of soliton solutions including solitary waves for equations which do not allow integration within inverse scattering method is also presented. ... Read more

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This important new book sets forth a comprehensive description of various mathematical aspects of problems originating in numerical solution of hyperbolic systems of partial differential equations. The authors present the material in the context of the important mechanical applications of such systems, including the Euler equations of gas dynamics, magnetohydrodynamics (MHD), shallow water, and solid dynamics equations. This treatment provides-for the first time in book form-a collection of recipes for applying higher-order non-oscillatory shock-capturing schemes to MHD modelling of physical phenomena. The authors also address a number of original "nonclassical" problems, such as shock wave propagation in rods and composite materials, ionization fronts in plasma, and electromagnetic shock waves in magnets. They show that if a small-scale, higher-order mathematical model results in oscillations of the discontinuity structure, the variety of admissible discontinuities can exhibit disperse behavior, including some with additional boundary conditions that do not follow from the hyperbolic conservation laws. Nonclassical problems are accompanied by a multiple nonuniqueness of solutions. The authors formulate several selection rules, which in some cases easily allow a correct, physically realizable choice.This work systematizes methods for overcoming the difficulties inherent in the solution of hyperbolic systems. Its unique focus on applications, both traditional and new, makes Mathematical Aspects of Numerical Solution of Hyperbolic Systems particularly valuable not only to those interested the development of numerical methods, but to physicists and engineers who strive to solve increasingly complicated nonlinear equations. ... Read more

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Inverse boundary problems are a rapidly developing area of applied mathematics with applications throughout physics and the engineering sciences. However, the mathematical theory of inverse problems remains incomplete and needs further development to aid in the solution of many important practical problems.Inverse Boundary Spectral Problems develop a rigorous theory for solving several types of inverse problems exactly. In it, the authors consider the following: "Can the unknown coefficients of an elliptic partial differential equation be determined from the eigenvalues and the boundary values of the eigenfunctions?"Along with this problem, many inverse problems for heat and wave equations are solved.The authors approach inverse problems in a coordinate invariant way, that is, by applying ideas drawn from differential geometry. To solve them, they apply methods of Riemannian geometry, modern control theory, and the theory of localized wave packets, also known as Gaussian beams. The treatment includes the relevant background of each of these areas. Although the theory of inverse boundary spectral problems has been in development for at least 10 years, until now the literature has been scattered throughout various journals. This self-contained monograph summarizes the relevant concepts and the techniques useful for dealing with them. ... Read more

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  Difference Methods for Singular Perturbation Problems focuses on the development of robust difference schemes for wide classes of boundary value problems. It justifies the ε-uniform convergence of these schemes and surveys the latest approaches important for further progress in numerical methods.

The first part of the book explores boundary value problems for elliptic and parabolic reaction-diffusion and convection-diffusion equations in n-dimensional domains with smooth and piecewise-smooth boundaries. The authors develop a technique for constructing and justifying ε uniformly convergent difference schemes for boundary value problems with fewer restrictions on the problem data.

Containing information published mainly in the last four years, the second section focuses on problems with boundary layers and additional singularities generated by nonsmooth data, unboundedness of the domain, and the perturbation vector parameter. This part also studies both the solution and its derivatives with errors that are independent of the perturbation parameters.

Co-authored by the creator of the Shishkin mesh, this book presents a systematic, detailed development of approaches to construct ε uniformly convergent finite difference schemes for broad classes of singularly perturbed boundary value problems. ... Read more

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Infinite dimensional representation theory blossomed in the latter half of the twentieth century, developing in part with quantum mechanics and becoming one of the mainstays of modern mathematics. Fundamentals of Infinite Dimensional Representation Theory provides an accessible account of the topics in analytic group representation theory and operator algebras from which much of the subject has evolved. It presents new and old results in a coherent and natural manner and studies a number of tools useful in various areas of this diversely applied subject.From Borel spaces and selection theorems to Mackey's theory of induction, measures on homogeneous spaces, and the theory of left Hilbert algebras, the author's self-contained treatment allows readers to choose from a wide variety of topics and pursue them independently according to their needs. Beyond serving as both a general reference and as a text for those requiring a background in group-operator algebra representation theory, for careful readers, this monograph helps reveal not only the subject's utility, but also its inherent beauty. ... Read more

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With the purpose of promoting cooperative research involving the fields of mechanics and pure mathematics, the International Society for the Interaction of Mechanics and Mathematics (ISIMM) sponsors a series of Symposia. The ninth in this series (STAMM 94) took place in July 1994 at the University of Lisbon and emphasized the current trends in nonlinear mechanics, phase change problems (in cooperation with the European Science Foundation Scientific Programme on Mathematical Treatment of Free Boundary Problems), non Newtonian fluids, optimization in solid mechanics and numerical methods in continuum mechanics. This book collects a refereed selection of original contributions presented at STAMM 94, covering a large spectrum of current research in the above topics, from nonlinear elasticity to nonlinear fluids, from phase transitions to diffusion phenomena, and from structural optimization and homogenization to numerical schemes. ... Read more

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The theory of differential-operator equations is one of two modern theories for the study of both ordinary and partial differential equations, with numerous applications in mechanics and theoretical physics. Although a number of published works address differential-operator equations of the first and second orders, to date none offer a treatment of the higher orders.In Differential-Operator Equations, the authors present a systematic treatment of the theory of differential-operator equations of higher order, with applications to partial differential equations. They construct a theory that allows application to both regular and irregular differential problems. In particular, they study problems that cannot be solved by various known methods and irregular problems not addressed in existing monographs. These include Birkhoff-irregularity, non-local boundary value conditions, and non-smoothness of the boundary of the domains.Among this volume's other points of interest are:· The Abel basis property of a system of root functions· Irregular boundary value problems· The theory of hyperbolic equations in Gevrey space· The theory of boundary value problems for elliptic differential equations with a parameter ... Read more

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A topic of major importance to engineers and physicists, the theory of distributions remains a difficult subject for the non-mathematician. This version of the theory presents a more natural approach. ... Read more