Part I. Foundations: 1. Random variables 2. Probability measures 3. Stochastic processes 4. The stochastic integral Part II. Existence and Uniqueness: 5. Linear equations with additive noise 6. Linear equations with multiplicative noise 7. Existence and uniqueness for nonlinear equations 8. Martingale solutions Part III. Properties of Solutions: 9. Markov properties and Kolmogorov equations 10. Absolute continuity and Girsanov's theorem 11. Large time behaviour of solutions 12. Small noise asymptotic.

Stochastic Equations in Infinite Dimensions

One-dimensional Bose-gas One-dimensional Heisenberg magnet Massive Thirring model Classical r-matrix Fundamentals of inverse scattering method Algebraic Bethe ansatz Quantum field theory integral models on a lattice Theory of scalar products Form factors Mean value of operator Q Assymptotics of correlation functions Temperature correlation functions Appendices References.

Quantum Inverse Scattering Method and Correlation Functions

The study of waves can be traced back to antiquity where philosophers, such as Pythagoras (c.560-480 BC), studied the relation of pitch and length of string in musical instruments. However, it was not until the work of Giovani Benedetti (1530-90), Isaac Beeckman (1588-1637) and Galileo (1564-1642) that the relationship between pitch and frequency was discovered. This started the science of acoustics, a term coined by Joseph Sauveur (1653-1716) who showed that strings can vibrate simultaneously at a fundamental frequency and at integral multiples that he called harmonics. Isaac Newton (1642-1727) was the first to calculate the speed of sound in his Principia. However, he assumed isothermal conditions so his value was too low compared with measured values. This discrepancy was resolved by Laplace (1749-1827) when he included adiabatic heating and cooling effects. The first analytical solution for a vibrating string was given by Brook Taylor (1685-1731). After this, advances were made by Daniel Bernoulli (1700-82), Leonard Euler (1707-83) and Jean d’Alembert (1717-83) who found the first solution to the linear wave equation, see section (3.2). Whilst others had shown that a wave can be represented as a sum of simple harmonic oscillations, it was Joseph Fourier (1768-1830) who conjectured that arbitrary functions can be represented by the superposition of an infinite sum of sines and cosines now known as the Fourier series. However, whilst his conjecture was controversial and not widely accepted at the time, Dirichlet subsequently provided a proof, in 1828, that all functions satisfying Dirichlet’s conditions (i.e. non-pathological piecewise continuous) could be represented by a convergent Fourier series. Finally, the subject of classical acoustics was laid down and presented as a coherent whole by John William Strutt (Lord Rayleigh, 1832-1901) in his treatise Theory of Sound. The science of modern acoustics has now moved into such diverse areas as sonar, auditoria, electronic amplifiers, etc.

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Linear and nonlinear waves

Mathematical Handbook for Scientists and Engineers

Advances in scientific computing have made modelling and simulation an important part of the decision-making process in engineering, science, and public policy. This book provides a comprehensive and systematic development of the basic concepts, principles, and procedures for verification and validation of models and simulations. The emphasis is placed on models that are described by partial differential and integral equations and the simulations that result from their numerical solution. The methods described can be applied to a wide range of technical fields, from the physical sciences, engineering and technology and industry, through to environmental regulations and safety, product and plant safety, financial investing, and governmental regulations. This book will be genuinely welcomed by researchers, practitioners, and decision makers in a broad range of fields, who seek to improve the credibility and reliability of simulation results. It will also be appropriate either for university courses or for independent study.

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Verification and Validation in Scientific Computing

SOME NOTATIONS AND REMARKS PARABOLIC EQUATIONS WITH ONE SPACE VARIABLE Equations with Power-Law Nonlinearities Equations with Exponential Nonlinearities Equations with Hyperbolic Nonlinearities Equations with Logarithmic Nonlinearities Equations with Trigonometric Nonlinearities Equations Involving Arbitrary Functions Nonlinear Schrodinger Equations and Related Equations PARABOLIC EQUATIONS WITH TWO OR MORE SPACE VARIABLES Equations with Two Space Variables Involving Power-Law Nonlinearities Equations with Two Space Variables Involving Exponential Nonlinearities Other Equations with Two Space Variables Involving Arbitrary Parameters Equations Involving Arbitrary Functions Equations with Three or More Space Variables Nonlinear Schrodinger Equations HYPERBOLIC EQUATIONS WITH ONE SPACE VARIABLE Equations with Power-Law Nonlinearities Equations with Exponential Nonlinearities Other Equations Involving Arbitrary Parameters Equations Involving Arbitrary Functions Equations of the Form wxy=F(x,y,w, wx, wy ) HYPERBOLIC EQUATIONS WITH TWO OR THREE SPACE VARIABLES Equations with Two Space Variables Involving Power-Law Nonlinearities Equations with Two Space Variables Involving Exponential Nonlinearities Nonlinear Telegraph Equations with Two Space Variables Equations with Two Space Variables Involving Arbitrary Functions Equations with Three Space Variables Involving Arbitrary Parameters Equations with Three Space Variables Involving Arbitrary Functions ELLIPTIC EQUATIONS WITH TWO SPACE VARIABLES Equations with Power-Law Nonlinearities Equations with Exponential Nonlinearities Equations Involving Other Nonlinearities Equations Involving Arbitrary Functions ELLIPTIC EQUATIONS WITH THREE OR MORE SPACE VARIABLES Equations with Three Space Variables Involving Power-Law Nonlinearities Equations with Three Space Variables Involving Exponential Nonlinearities Three-Dimensional Equations Involving Arbitrary Functions Equations with n Independent Variables EQUATIONS INVOLVING MIXED DERIVATIVES AND SOME OTHER EQUATIONS Equations Linear in the Mixed Derivative Equations Quadratic in the Highest Derivatives Bellman Type Equations and Related Equations SECOND-ORDER EQUATIONS OF GENERAL FORM Equations Involving the First Derivative in t Equations Involving Two or More Second Derivatives THIRD-ORDER EQUATIONS Equations Involving the First Derivative in t Equations Involving the Second Derivative in t Hydrodynamic Boundary Layer Equations Equations of Motion of Ideal Fluid (Euler Equations) Other Third-Order Nonlinear Equations FOURTH-ORDER EQUATIONS Equations Involving the First Derivative in t Equations Involving the Second Derivative in t Equations Involving Mixed Derivatives EQUATIONS OF HIGHER ORDERS Equations Involving the First Derivative in t and Linear in the Highest Derivative General Form Equations Involving the First Derivative in t Equations Involving the Second Derivative in t Other Equations SUPPLEMENTS: EXACT METHODS FOR SOLVING NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS Classification of Second-Order Semilinear Partial Differential Equations in Two Independent Variables Transformations of Equations of Mathematical Physics Traveling-Wave Solutions and Self-Similar Solutions. Similarity Methods Method of Generalized Separation of Variables Method of Functional Separation of Variables Generalized Similarity Reductions of Nonlinear Equations Group Analysis Methods Differential Constraints Method Painleve Test for Nonlinear Equations of Mathematical Physics Inverse Scattering Method Conservation Laws Hyperbolic Systems of Quasilinear Equations REFERENCES INDEX

Handbook of Nonlinear Partial Differential Equations

Linear Equations with Two Independent Variables. Linear Equations with Three or More Independent Variables. Nonlinear Equations. Equations with Two Independent Variables. Quadratic in Derivatives. Nonlinear Equations with Two Independent Variables or General Form Nonlinear Equations with Three or More Independent Variables. Supplement Solution of Differential Equations Through the CONVODE Software.

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Handbook of First-Order Partial Differential Equations

The Handbook of Ordinary Differential Equations: Exact Solutions, Methods, and Problems, is an exceptional and complete reference for scientists and engineers as it contains over 7,000 ordinary differential equations with solutions. This book contains more equations and methods used in the field than any other book currently available.

Included in the handbook are exact, asymptotic, approximate analytical, numerical symbolic and qualitative methods that are used for solving and analyzing linear and nonlinear equations. The authors also present formulas for effective construction of solutions and many different equations arising in various applications like heat transfer, elasticity, hydrodynamics and more. 

This extensive handbook is the perfect resource for engineers and scientists searching for an exhaustive reservoir of information on ordinary differential equations.

Valentin F. Zaitsev

Papers

Handbook of Nonlinear Partial Differential Equations

Handbook of First-Order Partial Differential Equations

Handbook of Ordinary Differential Equations: Exact Solutions, Methods, and Problems

Handbook of Exact Solutions for Ordinary Differential Equations, Second Edition

Handbook of Nonlinear Partial Differential Equations, Second Edition