Preface.- 1. The Hahn-Banach Theorems. Introduction to the Theory of Conjugate Convex Functions.- 2. The Uniform Boundedness Principle and the Closed Graph Theorem. Unbounded Operators. Adjoint. Characterization of Surjective Operators.- 3. Weak Topologies. Reflexive Spaces. Separable Spaces. Uniform Convexity.- 4. L^p Spaces.- 5. Hilbert Spaces.- 6. Compact Operators. Spectral Decomposition of Self-Adjoint Compact Operators.- 7. The Hille-Yosida Theorem.- 8. Sobolev Spaces and the Variational Formulation of Boundary Value Problems in One Dimension.- 9. Sobolev Spaces and the Variational Formulation of Elliptic Boundary Value Problems in N Dimensions.- 10. Evolution Problems: The Heat Equation and the Wave Equation.- 11. Some Complements.- Problems.- Solutions of Some Exercises and Problems.- Bibliography.- Index.

Functional Analysis, Sobolev Spaces and Partial Differential Equations

This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text provides an introduction to dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. A new Chapter X gives an introduction to the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets. Chapter VI of the First Edition has been completely rewritten, to emphasize the relationships between logarithmic transformations and risk sensitivity. A new Chapter XI gives a concise introduction to two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors have tried, through illustrative examples and selective material, to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance. In this Second Edition, new material on applications to mathematical finance has been added. Concise introductions to risk-sensitive control theory, nonlinear H-infinity control and differential games are also included.

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Controlled Markov processes and viscosity solutions

Preface Through many centuries physics has been one of the most fruitful sources of inspiration for mathematics. As a consequence, mathematics has become an economic language providing a few basic principles which allow to explain a large variety of physical phenomena. Many of them are described in terms of partial diierential equations (PDEs). In recent years, however, mathematics also has been stimulated by other novel elds such as image processing. Goals like image segmentation, multiscale image representation, or image restoration cause a lot of challenging mathematical questions. Nevertheless, these problems frequently have been tackled with a pool of heuristical recipes. Since the treatment of digital images requires very much computing power, these methods had to be fairly simple. With the tremendous advances in computer technology in the last decade, it has become possible to apply more sophisticated techniques such as PDE-based methods which have been inspired by physical processes. Among these techniques, parabolic PDEs have found a lot of attention for smoothing and restoration purposes, see e.g. 113]. To restore images these equations frequently arise from gradient descent methods applied to variational problems. Image smoothing by parabolic PDEs is closely related to the scale-space concept where one embeds the original image into a family of subsequently simpler , more global representations of it. This idea plays a fundamental role for extracting semantically important information. The pioneering work of Alvarez, Guichard, Lions and Morel 11] has demonstrated that all scale-spaces fulllling a few fairly natural axioms are governed by parabolic PDEs with the original image as initial condition. Within this framework, two classes can be justiied in a rigorous way as scale-spaces: the linear diiusion equation with constant dif-fusivity and nonlinear so-called morphological PDEs. All these methods satisfy a monotony axiom as smoothing requirement which states that, if one image is brighter than another, then this order is preserved during the entire scale-space evolution. An interesting class of parabolic equations which pursue both scale-space and restoration intentions is given by nonlinear diiusion lters. Methods of this type have been proposed for the rst time by Perona and Malik in 1987 190]. In v vi PREFACE order to smooth the image and to simultaneously enhance semantically important features such as edges, they apply a diiusion process whose diiusivity is steered by local image properties. These lters are diicult to analyse mathematically , as they may act locally like a backward diiusion process. …

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Anisotropic diffusion in image processing

We propose a new model for active contours based on a geometric partial differential equation. Our model is intrinsec, stable (satisfies the maximum principle) and permits a rigorous mathematical analysis. It enables us to extract smooth shapes (we cannot retrieve angles) and it can be adapted to find several contours simultaneously. Moreover, as a consequence of the stability, we can design robust algorithms which can be engineed with no parameters in applications. Numerical experiments are presented.

A geometric model for active contours in image processing

Publisher Summary This chapter focuses on finite volume methods. The finite volume method is a discretization method that is well suited for the numerical simulation of various types (for instance, elliptic, parabolic, or hyperbolic) of conservation laws; it has been extensively used in several engineering fields, such as fluid mechanics, heat and mass transfer, or petroleum engineering. Some of the important features of the finite volume method are similar to those of the finite element method: it may be used on arbitrary geometries, using structured or unstructured meshes, and it leads to robust schemes. The finite volume method is locally conservative because it is based on a “balance" approach: a local balance is written on each discretization cell that is often called “control volume;” by the divergence formula, an integral formulation of the fluxes over the boundary of the control volume is then obtained. The fluxes on the boundary are discretized with respect to the discrete unknowns.

http://materias.fi.uba.ar/7538/material/Otros/EymardEtAl%20-%20Finite%20Volume%20Methods.pdf

Finite Volume Methods

linear and quasi linear equations of parabolic type by o a ladyzhenskaia 1968 american mathematical society edition in english, note citations are based on reference standards however formatting rules can vary widely between applications and fields of interest or study the specific requirements or preferences of your reviewing publisher classroom teacher institution or organization should be applied, we consider a hyperbolicparabolic singular perturbation problem for a quasilinear equation of kirchhoff type and obtain parameter dependent time decay estimates of the difference between the solutions of a quasilinear dissipative hyperbolic equation of kirchhoff type and the corresponding quasilinear parabolic equation, pris 1899 kr hftad 1968 tillflligt slut bevaka linear and quasi linear equations of parabolic type s fr du ett mejl nr boken gr att kpa igen, then u x t solves the following system of quasilinear parabolic pde where y is the infinitesimal operator generated by the diffusion process y a particular case is that of linear one dimensional backward equation where f does not contain q in this case the corresponding system of equation becomes a linear parabolic pde, we consider linear parabolic equations of second order in a sobolev space setting we obtain existence and uniqueness results for such equations on a closed two dimensional manifold with minimal assumptions about the regularity of the coefficients of the elliptic operator, linear equations of the second order of parabolic type a m il in a s kalashnikov and o a oleinik the solvability of mixed problems for hyperbolic and parabolic equations v a il in quasi linear elliptic equations and variational problems with many independent variableso a ladyzhenskaya and n n ural tseva, the first boundary value problem for a linear second order parabolic equation is studied under the assumption that the inhomogeneous term is continuous in space and time and hlder continuous only with respect to the space variables linear and quasilinear equations of parabolic type transl math monographs 23 providence amer math, collapse in finite time is established for part of the solutions of certain classes of quasilinear equations of parabolic and hyperbolic types the linear part of which has general form certain hyperbolic equations having l m pairs belong to these classes, find helpful customer reviews and review ratings for linear and quasi linear equations of parabolic type at amazon com read honest and unbiased product

Olga Aleksandrovna Ladyzhenskaia

Papers

Linear and Quasilinear Equations of Parabolic Type