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Nonlinear Evolution and Difference Equations of Monotone Type in Hilbert Spaces
by Behzad RouhaniThis book is devoted to the study of non-linear evolution and difference equations of first or second order governed by maximal monotone operator. This class of abstract evolution equations contains ordinary differential equations, as well as the unification of some important partial differential equations including heat equation, wave equation, Schrodinger equation, etc. The book contains a collection of the authors' work and applications in this field, as well as those of other authors.
Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling #95)
by Shige PengThis book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.This book is based on Shige Peng’s lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes.With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes and Comments, which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.
Nonlinear Filtering and Optimal Phase Tracking
by Zeev SchussThis book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.
Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
by Greg N. Gregoriou Razvan PascalauThis book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.
Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts (Lecture Notes in Mathematics #2353)
by Viorel Barbu Michael RöcknerThis book delves into a rigorous mathematical exploration of the well-posedness and long-time behavior of weak solutions to nonlinear Fokker-Planck equations, along with their implications in the theory of probabilistically weak solutions to McKean-Vlasov stochastic differential equations and the corresponding nonlinear Markov processes. These are widely acknowledged as essential tools for describing the dynamics of complex systems in disordered media, as well as mean-field models. The resulting stochastic processes elucidate the microscopic dynamics underlying the nonlinear Fokker-Planck equations, whereas the solutions of the latter describe the evolving macroscopic probability distributions. The intended audience for this book primarily comprises specialists in mathematical physics, probability theory and PDEs. It can also be utilized as a one-semester graduate course for mathematicians. Prerequisites for the readers include a solid foundation in functional analysis and probability theory.
Nonlinear Fractional Schrödinger Equations in R^N (Frontiers in Mathematics)
by Vincenzo AmbrosioThis monograph presents recent results concerning nonlinear fractional elliptic problems in the whole space. More precisely, it investigates the existence, multiplicity and qualitative properties of solutions for fractional Schrödinger equations by applying suitable variational and topological methods.The book is mainly intended for researchers in pure and applied mathematics, physics, mechanics, and engineering. However, the material will also be useful for students in higher semesters and young researchers, as well as experienced specialists working in the field of nonlocal PDEs. This is the first book to approach fractional nonlinear Schrödinger equations by applying variational and topological methods.
Nonlinear Functional Analysis (Dover Books on Mathematics)
by Klaus DeimlingHailed as "eminently suitable as a text for a graduate course" by the Bulletin of the American Mathematical Society, this volume offers a survey of the main ideas, concepts, and methods that constitute nonlinear functional analysis. It offers extensive commentary and many examples in addition to an abundance of interesting, challenging exercises. Starting with coverage of the development of the Brower degree and its applications, the text proceeds to examinations of degree mappings for infinite dimensional spaces and surveys of monotone and accretive mappings. Subsequent chapters explore the inverse function theory, the implicit function theory, and Newton's methods as well as fixed-point theory, solutions to cones, and the Galerkin method of studying nonlinear equations. The final chapters address extremal problems--including convexity, Lagrange multipliers, and mini-max theorems--and offer an introduction into bifurcation theory. Suitable for graduate-level mathematics courses, this volume also serves as a reference for professionals.
Nonlinear Functional Analysis in Banach Spaces and Banach Algebras: Fixed Point Theory under Weak Topology for Nonlinear Operators and Block Operator Matrices with Applications (Chapman & Hall/CRC Monographs and Research Notes in Mathematics)
by Aref Jeribi Bilel KrichenUncover the Useful Interactions of Fixed Point Theory with Topological StructuresNonlinear Functional Analysis in Banach Spaces and Banach Algebras: Fixed Point Theory under Weak Topology for Nonlinear Operators and Block Operator Matrices with Applications is the first book to tackle the topological fixed point theory for block operator matrices w
Nonlinear Functional Analysis with Applications to Combustion Theory (Applied Mathematical Sciences #221)
by Kazuaki TairaExplore the fascinating intersection of mathematics and combustion theory in this comprehensive monograph, inspired by the pioneering work of N. N. Semenov and D. A. Frank-Kamenetskii. Delving into the nonlinear functional analytic approach, this book examines semilinear elliptic boundary value problems governed by the Arrhenius equation and Newton's law of heat exchange. Key topics include: Detailed analysis of boundary conditions, including isothermal (Dirichlet) and adiabatic (Neumann) cases. Critical insights into ignition and extinction phenomena in stable steady temperature profiles, linked to the Frank-Kamenetskii parameter. Sufficient conditions for multiple positive solutions, revealing the S-shaped bifurcation curves of these problems. Designed for researchers and advanced students, this monograph provides a deep understanding of nonlinear functional analysis and elliptic boundary value problems through their application to combustion and chemical reactor models. Featuring detailed illustrations, clearly labeled figures, and tables, this book ensures clarity and enhances comprehension of complex concepts. Whether you are exploring combustion theory, functional analysis, or applied mathematics, this text offers profound insights and a thorough mathematical foundation.
Nonlinear Functional Analysis: A First Course (Texts and Readings in Mathematics #28)
by S. KesavanThe book discusses the basic theory of topological and variational methods used in solving nonlinear equations involving mappings between normed linear spaces. It is meant to be a primer of nonlinear analysis and is designed to be used as a text or reference book by graduate students. Frechet derivative, Brouwer fixed point theorem, Borsuk's theorem, and bifurcation theory along with their applications have been discussed. Several solved examples and exercises have been carefully selected and included in the present edition. The prerequisite for following this book is the basic knowledge of functional analysis and topology.
Nonlinear H-Infinity Control, Hamiltonian Systems and Hamilton-Jacobi Equations
by M.D.S. AliyuA comprehensive overview of nonlinear H∞ control theory for both continuous-time and discrete-time systems, Nonlinear H∞-Control, Hamiltonian Systems and Hamilton-Jacobi Equations covers topics as diverse as singular nonlinear H∞-control, nonlinear H∞ -filtering, mixed H2/ H∞-nonlinear control and filtering, nonlinear H∞-almost-disturbance-decoupling, and algorithms for solving the ubiquitous Hamilton-Jacobi-Isaacs equations. The link between the subject and analytical mechanics as well as the theory of partial differential equations is also elegantly summarized in a single chapter. Recent progress in developing computational schemes for solving the Hamilton-Jacobi equation (HJE) has facilitated the application of Hamilton-Jacobi theory in both mechanics and control. As there is currently no efficient systematic analytical or numerical approach for solving them, the biggest bottle-neck to the practical application of the nonlinear equivalent of the H∞-control theory has been the difficulty in solving the Hamilton-Jacobi-Isaacs partial differential-equations (or inequalities). In light of this challenge, the author hopes to inspire continuing research and discussion on this topic via examples and simulations, as well as helpful notes and a rich bibliography. Nonlinear H∞-Control, Hamiltonian Systems and Hamilton-Jacobi Equations was written for practicing professionals, educators, researchers and graduate students in electrical, computer, mechanical, aeronautical, chemical, instrumentation, industrial and systems engineering, as well as applied mathematics, economics and management.
Nonlinear Hamiltonian Mechanics Applied to Molecular Dynamics
by Stavros C. FarantosThis brief presents numerical methods for describing and calculating invariant phase space structures, as well as solving the classical and quantum equations of motion for polyatomic molecules. Examples covered include simple model systems to realistic cases of molecules spectroscopically studied. Vibrationally excited and reacting molecules are nonlinear dynamical systems, and thus, nonlinear mechanics is the proper theory to elucidate molecular dynamics by investigating invariant structures in phase space. Intramolecular energy transfer, and the breaking and forming of a chemical bond have now found a rigorous explanation by studying phase space structures.
Nonlinear Hyperbolic Waves in Multidimensions (Monographs and Surveys in Pure and Applied Mathematics)
by Phoolan PrasadThe propagation of curved, nonlinear wavefronts and shock fronts are very complex phenomena. Since the 1993 publication of his work Propagation of a Curved Shock and Nonlinear Ray Theory, author Phoolan Prasad and his research group have made significant advances in the underlying theory of these phenomena. This volume presents their results and pr
Nonlinear Inclusions and Hemivariational Inequalities
by Anna Ochal Mircea Sofonea Stanisław MigórskiThis book introduces the reader the theory of nonlinear inclusions and hemivariational inequalities with emphasis on the study of contact mechanics. The work covers both abstract results in the area of nonlinear inclusions, hemivariational inequalities as well as the study of specific contact problems, including their modelling and their variational analysis. Provided results are based on original research on the existence, uniqueness, regularity and behavior of the solution for various classes of nonlinear stationary and evolutionary inclusions. In carrying out the variational analysis of various contact models, one systematically uses results of hemivariational inequalities and, in this way, illustrates the applications of nonlinear analysis in contact mechanics. New mathematical methods are introduced and applied in the study of nonlinear problems, which describe the contact between a deformable body and a foundation. Contact problems arise in industry, engineering and geophysics. Their variational analysis presented in this book lies the background for their numerical analysis. This volume will interest mathematicians, applied mathematicians, engineers, and scientists as well as advanced graduate students.
Nonlinear Industrial Control Systems: Optimal Polynomial Systems and State-Space Approach
by Michael J. Grimble Paweł MajeckiNonlinear Industrial Control Systems presents a range of mostly optimisation-based methods for severely nonlinear systems; it discusses feedforward and feedback control and tracking control systems design. The plant models and design algorithms are provided in a MATLAB® toolbox that enable both academic examples and industrial application studies to be repeated and evaluated, taking into account practical application and implementation problems. The text makes nonlinear control theory accessible to readers having only a background in linear systems, and concentrates on real applications of nonlinear control. It covers: different ways of modelling nonlinear systems including state space, polynomial-based, linear parameter varying, state-dependent and hybrid;design techniques for nonlinear optimal control including generalised-minimum-variance, model predictive control, quadratic-Gaussian, factorised and H∞ design methods;design philosophies that are suitable for aerospace, automotive, marine, process-control, energy systems, robotics, servo systems and manufacturing;steps in design procedures that are illustrated in design studies to define cost-functions and cope with problems such as disturbance rejection, uncertainties and integral wind-up; andbaseline non-optimal control techniques such as nonlinear Smith predictors, feedback linearization, sliding mode control and nonlinear PID. Nonlinear Industrial Control Systems is valuable to engineers in industry dealing with actual nonlinear systems. It provides students with a comprehensive range of techniques and examples for solving real nonlinear control design problems.
Nonlinear Internal Waves in Lakes
by Kolumban HutterInternal wave dynamics in lakes (and oceans) is an important physical component of geophysical fluid mechanics of 'quiescent' water bodies of the Globe. The formation of internal waves requires seasonal stratification of the water bodies and generation by (primarily) wind forces. Because they propagate in basins of variable depth, a generated wave field often experiences transformation from large basin-wide scales to smaller scales. As long as this fission is hydrodynamically stable, nothing dramatic will happen. However, if vertical density gradients and shearing of the horizontal currents in the metalimnion combine to a Richardson number sufficiently small (< ¼), the light epilimnion water mixes with the water of the hypolimnion, giving rise to vertical diffusion of substances into lower depths. This meromixis is chiefly responsible for the ventilation of the deeper waters and the homogenization of the water through the lake depth. These processes are mainly formed as a result of the physical conditions, but they play biologically an important role in the trophicational state of the lake.
Nonlinear Interval Optimization for Uncertain Problems (Springer Tracts in Mechanical Engineering)
by Xu Han Chao Jiang Huichao XieThis book systematically discusses nonlinear interval optimization design theory and methods. Firstly, adopting a mathematical programming theory perspective, it develops an innovative mathematical transformation model to deal with general nonlinear interval uncertain optimization problems, which is able to equivalently convert complex interval uncertain optimization problems to simple deterministic optimization problems. This model is then used as the basis for various interval uncertain optimization algorithms for engineering applications, which address the low efficiency caused by double-layer nested optimization. Further, the book extends the nonlinear interval optimization theory to design problems associated with multiple optimization objectives, multiple disciplines, and parameter dependence, and establishes the corresponding interval optimization models and solution algorithms. Lastly, it uses the proposed interval uncertain optimization models and methods to deal with practical problems in mechanical engineering and related fields, demonstrating the effectiveness of the models and methods.
Nonlinear Investing: A Quantamental Approach
by Lingjie MaThis book focuses on nonlinear investing with a quantamental approach. Pricing relationships in financial markets are often nonlinear, which raises serious questions for portfolio management: How can we characterize nonlinear patterns in asset pricing? Why do such nonlinear patterns occur and in what contexts? How can we know whether such relationships will persist in the future? And how much is the value added by a nonlinear over a linear model? These questions cannot be answered by piecing together fundamental prospects based on personal experience and preference, which can be biased, or by torturing the data to make it confess whatever we want (particularly big data, which allows more freedom for data mining). Rather, nonlinear investing should rely on both fundamental insights and quantitative analysis: the former ensures that similar nonlinear patterns will occur in the future and the latter validates the nonlinear pattern with historical data. In this way, quant marries fundamental: a quantamental approach! The book provides a systematic guide to conducting nonlinear investing through quantamental analysis. The author demonstrates how nonlinear investment strategies, achieving both depth and breadth, add significant value to portfolio performance for different asset classes. The primary audience for this book is senior professional investors and quant/fundamental investment shops who look for new ideas to enhance their existing products or develop new products. The book will also be helpful to finance faculty and graduate students who are interested in frontier industry practices.
Nonlinear Least Squares for Inverse Problems
by Guy ChaventThis book provides an introduction into the least squares resolution of nonlinear inverse problems. The first goal is to develop a geometrical theory to analyze nonlinear least square (NLS) problems with respect to their quadratic wellposedness, i.e. both wellposedness and optimizability. Using the results, the applicability of various regularization techniques can be checked. The second objective of the book is to present frequent practical issues when solving NLS problems. Application oriented readers will find a detailed analysis of problems on the reduction to finite dimensions, the algebraic determination of derivatives (sensitivity functions versus adjoint method), the determination of the number of retrievable parameters, the choice of parametrization (multiscale, adaptive) and the optimization step, and the general organization of the inversion code. Special attention is paid to parasitic local minima, which can stop the optimizer far from the global minimum: multiscale parametrization is shown to be an efficient remedy in many cases, and a new condition is given to check both wellposedness and the absence of parasitic local minima. For readers that are interested in projection on non-convex sets, Part II of this book presents the geometric theory of quasi-convex and strictly quasi-convex (s.q.c.) sets. S.q.c. sets can be recognized by their finite curvature and limited deflection and possess a neighborhood where the projection is well-behaved. Throughout the book, each chapter starts with an overview of the presented concepts and results.
Nonlinear Lp-Norm Estimation (Statistics: A Series Of Textbooks And Monographs #100)
by Rene GoninComplete with valuable FORTRAN programs that help solve nondifferentiable nonlinear LtandLo.-norm estimation problems, this important reference/text extensively delineates ahistory of Lp-norm estimation. It examines the nonlinear Lp-norm estimation problem that isa viable alternative to least squares estimation problems where the underlying errordistribution is nonnormal, i.e., non-Gaussian.Nonlinear LrNorm Estimation addresses both computational and statistical aspects ofLp-norm estimation problems to bridge the gap between these two fields . . . contains 70useful illustrations ... discusses linear Lp-norm as well as nonlinear Lt, Lo., and Lp-normestimation problems . . . provides all appropriate computational algorithms and FORTRANlistings for nonlinear Lt- and Lo.-norm estimation problems . . . guides readers with clear endof-chapter notes on related topics and outstanding research publications . . . contains numericalexamples plus several practical problems .. . and shows how the data can prescribe variousapplications of Lp-norm alternatives.Nonlinear Lp-Norm Estimation is an indispensable reference for statisticians,operations researchers, numerical analysts, applied mathematicians, biometricians, andcomputer scientists, as well as a text for graduate students in statistics or computer science.
Nonlinear Maps and their Applications
by Clara Grácio Daniele Fournier-Prunaret Tetsushi Ueta Yoshifumi NishioIn the field of Dynamical Systems, nonlinear iterative processes play an important role. Nonlinear mappings can be found as immediate models for many systems from different scientific areas, such as engineering, economics, biology, or can also be obtained via numerical methods permitting to solve non-linear differential equations. In both cases, the understanding of specific dynamical behaviors and phenomena is of the greatest interest for scientists. This volume contains papers that were presented at the International Workshop on Nonlinear Maps and their Applications (NOMA 2011) held in Évora, Portugal, on September 15-16, 2011. This kind of collaborative effort is of paramount importance in promoting communication among the various groups that work in dynamical systems and networks in their research theoretical studies as well as for applications. This volume is suitable for graduate students as well as researchers in the field.
Nonlinear Maps and their Applications
by Clara Grácio Yoshifumi Nishio Ricardo López-Ruiz Danièle Fournier-PrunaretIn the field of Dynamical Systems, nonlinear iterative processes play an important role. Nonlinear mappings can be found as immediate models for many systems from different scientific areas, such as engineering, economics, biology, or can also be obtained via numerical methods permitting to solve non-linear differential equations. In both cases, the understanding of specific dynamical behaviors and phenomena is of the greatest interest for scientists. This volume contains papers that were presented at the International Workshop on Nonlinear Maps and their Applications (NOMA 2013) held in Zaragoza, Spain, on September 3-4, 2013. This kind of collaborative effort is of paramount importance in promoting communication among the various groups that work in dynamical systems and networks in their research theoretical studies as well as for applications. This volume is suitable for graduate students as well as researchers in the field.
Nonlinear Mathematical Physics and Natural Hazards
by Boyka Aneva Mihaela Kouteva-GuentchevaThis book is devoted to current advances in the field of nonlinear mathematical physics and modeling of critical phenomena that can lead to catastrophic events. Pursuing a multidisciplinary approach, it gathers the work of scientists who are developing mathematical and computational methods for the study and analysis of nonlinear phenomena and who are working actively to apply these tools and create conditions to mitigate and reduce the negative consequences of natural and socio-economic disaster risk. This book summarizes the contributions of the International School and Workshop on Nonlinear Mathematical Physics and Natural Hazards, organized within the framework of the South East Europe Network in Mathematical and Theoretical Physics (SEENET MTP) and supported by UNESCO. It was held at the Bulgarian Academy of Sciences from November 28 to December 2, 2013. The contributions are divided into two major parts in keeping with the scientific program of the meeting. Among the topics covered in Part I (Nonlinear Mathematical Physics towards Critical Phenomena) are predictions and correlations in self organized criticality, space-time structure of extreme current and activity events in exclusion processes, quantum spin chains and integrability of many-body systems, applications of discriminantly separable polynomials, MKdV-type equations, and chaotic behavior in Yang-Mills theories. Part II (Seismic Hazard and Risk) is devoted to probabilistic seismic hazard assessment, seismic risk mapping, seismic monitoring, networking and data processing in Europe, mainly in South-East Europe. The book aims to promote collaboration at the regional and European level to better understand and model phenomena that can cause natural and socio-economic disasters, and to contribute to the joint efforts to mitigate the negative consequence of natural disasters. This collection of papers reflects contemporary efforts on capacity building through developing skills, exchanging knowledge and practicing mathematical methods for modeling nonlinear phenomena, disaster risk preparedness and natural hazards mitigation. The target audience includes students and researchers in mathematical and theoretical physics, earth physics, applied physics, geophysics, seismology and earthquake danger and risk mitigation.
Nonlinear Mode Decomposition
by Dmytro IatsenkoThis work introduces a new method for analysing measured signals: nonlinear mode decomposition, or NMD. It justifies NMD mathematically, demonstrates it in several applications and explains in detail how to use it in practice. Scientists often need to be able to analyse time series data that include a complex combination of oscillatory modes of differing origin, usually contaminated by random fluctuations or noise. Furthermore, the basic oscillation frequencies of the modes may vary in time; for example, human blood flow manifests at least six characteristic frequencies, all of which wander in time. NMD allows us to separate these components from each other and from the noise, with immediate potential applications in diagnosis and prognosis. Mat Lab codes for rapid implementation are available from the author. NMD will most likely come to be used in a broad range of applications.
Nonlinear Modeling of Solar Radiation and Wind Speed Time Series
by Luigi Fortuna Giuseppe Nunnari Silvia NunnariThis brief is a clear, concise description of the main techniques of time series analysis --stationary, autocorrelation, mutual information, fractal and multifractal analysis, chaos analysis, etc. -- as they are applied to the influence of wind speed and solar radiation on the production of electrical energy from these renewable sources. The problem of implementing prediction models is addressed by using the embedding-phase-space approach: a powerful technique for the modeling of complex systems. Readers are also guided in applying the main machine learning techniques for classification of the patterns hidden in their time series and so will be able to perform statistical analyses that are not possible by using conventional techniques. The conceptual exposition avoids unnecessary mathematical details and focuses on concrete examples in order to ensure a better understanding of the proposed techniques. Results are well-illustrated by figures and tables.