STOCHAST PARTIAL DIFFERENT EQUATION ADDITIVE GAUSSIAN NOISE

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The stochastic partial differential equations (SPDEs) arise in many applications of the probability theory. This monograph will focus on two particular (and probably the most known) equations: the stochastic heat equation and the stochastic wave equation. The focus is on the relationship between the solutions to the SPDEs and the fractional Brownian motion (and related processes). An important point of the analysis is the study of the asymptotic behavior of the p-variations of the solutions to the heat or wave equations driven by space-time Gaussian noise or by a Gaussian noise with a non-trivial correlation in space. The book is addressed to public with a reasonable background in probability theory. The idea is to keep it self-contained and avoid using of complex techniques. We also chose to insist on the basic properties of the random noise and to detail the construction of the Wiener integration with respect to them. The intention is to present the proofs complete and detailed. Sample Chapter(s) Preface Chapter 1: Gaussian processes Contents: Gaussian Processes and Sheets: Gaussian Processes Fractional and Bifractional Brownian Motion Multiparameter Gaussian Processes Isonormal Processes and Wiener Integral Stochastic Heat and Wave Equations with Additive Gaussian Noise: The Stochastic Heat Equation with Space-Time White Noise The Stochastic Heat Equation with Correlated Noise in Space The Stochastic Wave Equation with Space-Time White Noise Power Variation and Statistical Inference for Solutions to SPDEs: Variations of the Solution to the Stochastic Heat Equation Parameter Estimation for the Stochastic Heat Equation via Power Variations Power Variations and Inference for Stochastic the Wave Equation Readership: Undergraduate, graduate students and researchers working in various areas of probability theory and mathematical statistics.

ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS ELEMENTARY

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This is a textbook that covers several selected topics in the theory of elliptic partial differential equations which can be used in an advanced undergraduate or graduate course. The book considers many important issues such as existence, regularity, qualitative properties, and all the classical topics useful in the wide world of partial differential equations. It also includes applications with interesting examples. The structure of the book is flexible enough to allow different chapters to be taught independently. The book is friendly, welcoming, and written for a newcomer to the subject. It is essentially self-contained, making it easy to read, and all the concepts are fully explained from scratch, combining intuition and rigor, and therefore it can also be read independently by students, with limited or no supervision.

Fractional Partial Differential Equations

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【簡介】 This monograph offers a comprehensive exposition of the theory surrounding time-fractional partial differential equations, featuring recent advancements in fundamental techniques and results. The topics covered encompass crucial aspects of the theory, such as well-posedness, regularity, approximation, and optimal control. The book delves into the intricacies of fractional Navier–Stokes equations, fractional Rayleigh–Stokes equations, fractional Fokker–Planck equations, and fractional Schrödinger equations, providing a thorough exploration of these subjects. Numerous real-world applications associated with these equations are meticulously examined, enhancing the practical relevance of the presented concepts. The content in this monograph is based on the research works carried out by the author and other excellent experts during the past five years. Rooted in the latest advancements, it not only serves as a valuable resource for understanding the theoretical foundations but also lays the groundwork for delving deeper into the subject and navigating the extensive research landscape. Geared towards researchers, graduate students, and PhD scholars specializing in differential equations, applied analysis, and related research domains, this monograph facilitates a nuanced understanding of time-fractional partial differential equations and their broader implications. 【目錄】

Stochastic Partial Differential Equations in Fluid Mechanics

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【簡介】 This book is devoted to stochastic Navier–Stokes equations and more generally to stochasticity in fluid mechanics. The two opening chapters describe basic material about the existence and uniqueness of solutions: first in the case of additive noise treated pathwise and then in the case of state-dependent noise. The main mathematical techniques of these two chapters are known and given in detail for using the book as a reference for advanced courses. By contrast, the third and fourth chapters describe new material that has been developed in very recent years or in works now in preparation. The new material deals with transport-type noise, its origin, and its consequences on dissipation and well-posedness properties. Finally, the last chapter is devoted to the physical intuition behind the stochastic modeling presented in the book, giving great attention to the question of the origin of noise in connection with small-scale turbulence, its mathematical form, and its consequences on large-scale properties of a fluid. 【目錄】