Kategoria BISAC: Mathematics >> Differential Equations - General

"This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in line with the original approach of N. Wiener. Continuous-time and discrete-time versions are presented in parallel.... Two appendices introduce functional analytic concepts and probability theory, and there are 77 references and an index. The chapters (except for the last two) end with problems.... T]he book presents in a clear way important concepts of control theory and can be used for teaching." -Zentralblatt Math

Pseudodifferential methods are central to the study of partial differential equations, because they permit an "algebraization." The main purpose of this book is to set up an operational calculus for operators defined from differential and pseudodifferential boundary values problems via a resolvent construction. A secondary purposed is to give a complete treatment of the properties of the calculus of pseudodifferential boundary problems with transmission, both the first version by Boutet de Monvel (brought completely up to date in this edition) and in version containing a parameter running...

Analysis and Optimization of Differential Systems focuses on the qualitative aspects of deterministic and stochastic differential equations. Areas covered include:
Ordinary and partial differential systems;
Optimal control of deterministic and stochastic evolution equations;
Control theory of Partial Differential Equations (PDE's);
Optimization methods in PDE's with numerous applications to mechanics and physics;
Inverse problems;
Stability theory;
Abstract optimization problems;
Calculus of variations;
Numerical treatment of solutions to...

This book is of interest to mathematicians, geologists, engineers and, in general, researchers and post graduate students involved in spline function theory, surface fitting problems or variational methods. From reviews: The book is well organized, and the English is very good. I recommend the book to researchers in approximation theory, and to anyone interested in bivariate data fitting." (L.L. Schumaker, Mathematical Reviews, 2005).

In September 2000 a Summer School on "Factorization and Integrable Systems" was held at the University of Algarve in Portugal. The main aim of the school was to review the modern factorization theory and its application to classical and quantum integrable systems. The program consisted of a number of short courses given by leading experts in the field. The lecture notes of the courses have been specially prepared for publication in this volume.
The book consists of four contributions. I. Gohberg, M.A. Kaashoek and I.M. Spitkovsky present an extensive review of the factorization theory...

The authors present the theory of symmetric (Hermitian) matrix Riccati equations and contribute to the development of the theory of non-symmetric Riccati equations as well as to certain classes of coupled and generalized Riccati equations occurring in differential games and stochastic control. The volume offers a complete treatment of generalized and coupled Riccati equations. It deals with differential, discrete-time, algebraic or periodic symmetric and non-symmetric equations, with special emphasis on those equations appearing in control and systems theory. Extensions to Riccati theory...

"This book covers some of the main aspects of nonlinear analysis. It concentrates on stressing the fundamental ideas instead of elaborating on the intricacies of the more esoteric ones...it encompass es] many methods of dynamical systems in quite simple and original settings. I recommend this book to anyone interested in the main and essential concepts of nonlinear analysis as well as the relevant methodologies and applications." --MATHEMATICAL REVIEWS

For the first time in the mathematical literature, this two-volume work introduces a unified and general approach to the subject. To a large extent, the book is based on the authors' work, and has no significant overlap with other books on the theory of elliptic boundary value problems

For the first time in the mathematical literature, this two-volume work introduces a unified and general approach to the subject. To a large extent, the book is based on the authors' work, and has no significant overlap with other books on the theory of elliptic boundary value problems.