Stochastic Partial Differential Equations and Applications gives an overview of current state-of-the-art stochastic PDEs in several fields, such as filtering theory, stochastic quantization, quantum probability, and mathematical finance. Featuring contributions from leading expert participants at an international conference on the subject, this boo

This book includes the joint proceedings of the International Conference on Particle Systems and PDEs VI, VII and VIII. Particle Systems and PDEs VI was held in Nice, France, in November/December 2017, Particle Systems and PDEs VII was held in Palermo, Italy, in November 2018, and Particle Systems and PDEs VIII was held in Lisbon, Portugal, in December 2019. Most of the papers are dealing with mathematical problems motivated by different applications in physics, engineering, economics, chemistry and biology. They illustrate methods and topics in the study of particle systems and PDEs and their relation. The book is recommended to probabilists, analysts and to those mathematicians in general, whose work focuses on topics in mathematical physics, stochastic processes and differential equations, as well as to those physicists who work in statistical mechanics and kinetic theory.

Meshfree methods, particle methods, and generalized finite element methods have witnessed substantial development since the mid 1990s. The growing interest in these methods is due in part to the fact that they are extremely flexible numerical tools and can be interpreted in a number of ways. For instance, meshfree methods can be viewed as a natural extension of classical finite element and finite difference methods to scattered node configurations with no fixed connectivity. Furthermore, meshfree methods offer a number of advantageous features which are especially attractive when dealing with multiscale phenomena: a priori knowledge about particular local behavior of the solution can easily be introduced in the meshfree approximation space, and coarse-scale approximations can be seamlessly refined with fine-scale information. This volume collects selected papers presented at the Seventh International Workshop on Meshfree Methods, held in Bonn, Germany in September 2013. They address various aspects of this highly dynamic research field and cover topics from applied mathematics, physics and engineering.

Based on the proceedings of the International Conference on Stochastic Partial Differential Equations and Applications-V held in Trento, Italy, this illuminating reference presents applications in filtering theory, stochastic quantization, quantum probability, and mathematical finance and identifies paths for future research in the field. Stochastic Partial Differential Equations and Applications analyzes recent developments in the study of quantum random fields, control theory, white noise, and fluid dynamics. It presents precise conditions for nontrivial and well-defined scattering, new Gaussian noise terms, models depicting the asymptotic behavior of evolution equations, and solutions to filtering dilemmas in signal processing. With contributions from more than 40 leading experts in the field, Stochastic Partial Differential Equations and Applications is an excellent resource for pure and applied mathematicians; numerical analysts; mathematical physicists; geometers; economists; probabilists; computer scientists; control, electrical, and electronics engineers; and upper-level undergraduate and graduate students in these disciplines.

Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, illustrates the incredibly rich variety of phenomena encompassed by it, and imparts a working knowledge of the most important techniques of analysis of the solutions of the equations. In this book mathematical jargon is minimized. Our focus is on the three most classical PDEs: the wave, heat and Laplace equations. Advanced concepts are introduced frequently but with the least possible technicalities. The book is flexibly designed for juniors, seniors or beginning graduate students in science, engineering or mathematics.

This EMS volume contains a survey of the principles and advanced techniques of the spectral theory of linear differential and pseudodifferential operators in finite-dimensional spaces. Also including a special section of Sunada's recent solution of Kac's celebrated problem of whether or not "one can hear the shape of a drum".