Analysis and Geometry of Markov Diffusion Operators

Author: Dominique Bakry,Ivan Gentil,Michel Ledoux

Publisher: Springer Science & Business Media

ISBN: 3319002279

Category: Mathematics

Page: 552

View: 7621

The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curvature properties of the underlying structure in order to study convergence to equilibrium, spectral bounds, functional inequalities such as Poincaré, Sobolev or logarithmic Sobolev inequalities, and various bounds on solutions of evolution equations. At the same time, it covers a large class of evolution and partial differential equations. The book is intended to serve as an introduction to the subject and to be accessible for beginning and advanced scientists and non-specialists. Simultaneously, it covers a wide range of results and techniques from the early developments in the mid-eighties to the latest achievements. As such, students and researchers interested in the modern aspects of Markov diffusion operators and semigroups and their connections to analytic functional inequalities, probabilistic convergence to equilibrium and geometric curvature will find it especially useful. Selected chapters can also be used for advanced courses on the topic.
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Probability in Banach Spaces

Isoperimetry and Processes

Author: Michel Ledoux,Michel Talagrand

Publisher: Springer Science & Business Media

ISBN: 3642202128

Category: Mathematics

Page: 480

View: 5230

Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements. The main features of the investigation are the systematic use of isoperimetry and concentration of measure and abstract random process techniques (entropy and majorizing measures). Examples of these probabilistic tools and ideas to classical Banach space theory are further developed.
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Alice and Bob Meet Banach: The Interface of Asymptotic Geometric Analysis and Quantum Information Theory

Author: Guillaume Aubrun,Stanisław J. Szarek

Publisher: American Mathematical Soc.

ISBN: 1470434687

Category: Functional analysis

Page: 414

View: 897

The quest to build a quantum computer is arguably one of the major scientific and technological challenges of the twenty-first century, and quantum information theory (QIT) provides the mathematical framework for that quest. Over the last dozen or so years, it has become clear that quantum information theory is closely linked to geometric functional analysis (Banach space theory, operator spaces, high-dimensional probability), a field also known as asymptotic geometric analysis (AGA). In a nutshell, asymptotic geometric analysis investigates quantitative properties of convex sets, or other geometric structures, and their approximate symmetries as the dimension becomes large. This makes it especially relevant to quantum theory, where systems consisting of just a few particles naturally lead to models whose dimension is in the thousands, or even in the billions. Alice and Bob Meet Banach is aimed at multiple audiences connected through their interest in the interface of QIT and AGA: at quantum information researchers who want to learn AGA or apply its tools; at mathematicians interested in learning QIT, or at least the part of QIT that is relevant to functional analysis/convex geometry/random matrix theory and related areas; and at beginning researchers in either field. Moreover, this user-friendly book contains numerous tables and explicit estimates, with reasonable constants when possible, which make it a useful reference even for established mathematicians generally familiar with the subject.
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Stochastic Analysis and Applications 2014

In Honour of Terry Lyons

Author: Dan Crisan,Ben Hambly,Thaleia Zariphopoulou

Publisher: Springer

ISBN: 3319112929

Category: Mathematics

Page: 503

View: 3734

Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.
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Geometric Aspects of Functional Analysis

Israel Seminar (GAFA) 2011-2013

Author: Bo'az Klartag,Emanuel Milman

Publisher: Springer

ISBN: 3319094777

Category: Mathematics

Page: 463

View: 573

As in the previous Seminar Notes, the current volume reflects general trends in the study of Geometric Aspects of Functional Analysis. Most of the papers deal with different aspects of Asymptotic Geometric Analysis, understood in a broad sense; many continue the study of geometric and volumetric properties of convex bodies and log-concave measures in high-dimensions and in particular the mean-norm, mean-width, metric entropy, spectral-gap, thin-shell and slicing parameters, with applications to Dvoretzky and Central-Limit-type results. The study of spectral properties of various systems, matrices, operators and potentials is another central theme in this volume. As expected, probabilistic tools play a significant role and probabilistic questions regarding Gaussian noise stability, the Gaussian Free Field and First Passage Percolation are also addressed. The historical connection to the field of Classical Convexity is also well represented with new properties and applications of mixed-volumes. The interplay between the real convex and complex pluri-subharmonic settings continues to manifest itself in several additional articles. All contributions are original research papers and were subject to the usual refereeing standards.
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Optimal Transport

Old and New

Author: Cédric Villani

Publisher: Springer Science & Business Media

ISBN: 3540710507

Category: Mathematics

Page: 976

View: 1542

At the close of the 1980s, the independent contributions of Yann Brenier, Mike Cullen and John Mather launched a revolution in the venerable field of optimal transport founded by G. Monge in the 18th century, which has made breathtaking forays into various other domains of mathematics ever since. The author presents a broad overview of this area, supplying complete and self-contained proofs of all the fundamental results of the theory of optimal transport at the appropriate level of generality. Thus, the book encompasses the broad spectrum ranging from basic theory to the most recent research results. PhD students or researchers can read the entire book without any prior knowledge of the field. A comprehensive bibliography with notes that extensively discuss the existing literature underlines the book’s value as a most welcome reference text on this subject.
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Information Geometry and Population Genetics

The Mathematical Structure of the Wright-Fisher Model

Author: Julian Hofrichter,Jürgen Jost,Tat Dat Tran

Publisher: Springer

ISBN: 3319520458

Category: Mathematics

Page: 320

View: 7856

The present monograph develops a versatile and profound mathematical perspective of the Wright--Fisher model of population genetics. This well-known and intensively studied model carries a rich and beautiful mathematical structure, which is uncovered here in a systematic manner. In addition to approaches by means of analysis, combinatorics and PDE, a geometric perspective is brought in through Amari's and Chentsov's information geometry. This concept allows us to calculate many quantities of interest systematically; likewise, the employed global perspective elucidates the stratification of the model in an unprecedented manner. Furthermore, the links to statistical mechanics and large deviation theory are explored and developed into powerful tools. Altogether, the manuscript provides a solid and broad working basis for graduate students and researchers interested in this field.
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Poisson Structures

Author: Camille Laurent-Gengoux,Anne Pichereau,Pol Vanhaecke

Publisher: Springer Science & Business Media

ISBN: 3642310907

Category: Mathematics

Page: 464

View: 5884

Poisson structures appear in a large variety of contexts, ranging from string theory, classical/quantum mechanics and differential geometry to abstract algebra, algebraic geometry and representation theory. In each one of these contexts, it turns out that the Poisson structure is not a theoretical artifact, but a key element which, unsolicited, comes along with the problem that is investigated, and its delicate properties are decisive for the solution to the problem in nearly all cases. Poisson Structures is the first book that offers a comprehensive introduction to the theory, as well as an overview of the different aspects of Poisson structures. The first part covers solid foundations, the central part consists of a detailed exposition of the different known types of Poisson structures and of the (usually mathematical) contexts in which they appear, and the final part is devoted to the two main applications of Poisson structures (integrable systems and deformation quantization). The clear structure of the book makes it adequate for readers who come across Poisson structures in their research or for graduate students or advanced researchers who are interested in an introduction to the many facets and applications of Poisson structures.​
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Fourier Analysis and Nonlinear Partial Differential Equations

Author: Hajer Bahouri,Jean-Yves Chemin,Raphaël Danchin

Publisher: Springer Science & Business Media

ISBN: 9783642168307

Category: Mathematics

Page: 524

View: 2667

In recent years, the Fourier analysis methods have expereinced a growing interest in the study of partial differential equations. In particular, those techniques based on the Littlewood-Paley decomposition have proved to be very efficient for the study of evolution equations. The present book aims at presenting self-contained, state- of- the- art models of those techniques with applications to different classes of partial differential equations: transport, heat, wave and Schrödinger equations. It also offers more sophisticated models originating from fluid mechanics (in particular the incompressible and compressible Navier-Stokes equations) or general relativity. It is either directed to anyone with a good undergraduate level of knowledge in analysis or useful for experts who are eager to know the benefit that one might gain from Fourier analysis when dealing with nonlinear partial differential equations.
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Continuous Martingales and Brownian Motion

Author: Daniel Revuz,Marc Yor

Publisher: Springer Science & Business Media

ISBN: 3662064006

Category: Mathematics

Page: 602

View: 2358

"This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems concerning Brownian motion....This is THE book for a capable graduate student starting out on research in probability: the effect of working through it is as if the authors are sitting beside one, enthusiastically explaining the theory, presenting further developments as exercises." –BULLETIN OF THE L.M.S.
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Needle Decompositions in Riemannian Geometry

Author: Bo’az Klartag

Publisher: American Mathematical Soc.

ISBN: 1470425424

Category: Curvature

Page: 77

View: 8460

The localization technique from convex geometry is generalized to the setting of Riemannian manifolds whose Ricci curvature is bounded from below. In a nutshell, the author's method is based on the following observation: When the Ricci curvature is non-negative, log-concave measures are obtained when conditioning the Riemannian volume measure with respect to a geodesic foliation that is orthogonal to the level sets of a Lipschitz function. The Monge mass transfer problem plays an important role in the author's analysis.
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Nonlinear Analysis on Manifolds

Sobolev Spaces and Inequalities

Author: Emmanuel Hebey

Publisher: American Mathematical Soc.

ISBN: 0821827006

Category: Mathematics

Page: 290

View: 3610

This volume offers an expanded version of lectures given at the Courant Institute on the theory of Sobolev spaces on Riemannian manifolds. ``Several surprising phenomena appear when studying Sobolev spaces on manifolds,'' according to the author. ``Questions that are elementary for Euclidean space become challenging and give rise to sophisticated mathematics, where the geometry of the manifold plays a central role.'' The volume is organized into nine chapters. Chapter 1 offers a brief introduction to differential and Riemannian geometry. Chapter 2 deals with the general theory of Sobolev spaces for compact manifolds. Chapter 3 presents the general theory of Sobolev spaces for complete, noncompact manifolds. Best constants problems for compact manifolds are discussed in Chapters 4 and 5. Chapter 6 presents special types of Sobolev inequalities under constraints. Best constants problems for complete noncompact manifolds are discussed in Chapter 7. Chapter 8 deals with Euclidean-type Sobolev inequalities. And Chapter 9 discusses the influence of symmetries on Sobolev embeddings. An appendix offers brief notes on the case of manifolds with boundaries. This topic is a field undergoing great development at this time. However, several important questions remain open. So a substantial part of the book is devoted to the concept of best constants, which appeared to be crucial for solving limiting cases of some classes of PDEs. The volume is highly self-contained. No familiarity is assumed with differentiable manifolds and Riemannian geometry, making the book accessible to a broad audience of readers, including graduate students and researchers.
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Degenerate Diffusion Operators Arising in Population Biology (AM-185)

Author: Charles L. Epstein,Rafe Mazzeo

Publisher: Princeton University Press

ISBN: 1400846102

Category: Mathematics

Page: 320

View: 9246

This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an "integral kernel method" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high codimensional strata of the boundary. Epstein and Mazzeo establish the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Hölder spaces. They show that the semigroups defined by these operators have holomorphic extensions to the right half-plane. Epstein and Mazzeo also demonstrate precise asymptotic results for the long-time behavior of solutions to both the forward and backward Kolmogorov equations.
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Discrete Fractional Calculus

Author: Christopher Goodrich,Allan C. Peterson

Publisher: Springer

ISBN: 3319255622

Category: Mathematics

Page: 556

View: 4780

This text provides the first comprehensive treatment of the discrete fractional calculus. Experienced researchers will find the text useful as a reference for discrete fractional calculus and topics of current interest. Students who are interested in learning about discrete fractional calculus will find this text to provide a useful starting point. Several exercises are offered at the end of each chapter and select answers have been provided at the end of the book. The presentation of the content is designed to give ample flexibility for potential use in a myriad of courses and for independent study. The novel approach taken by the authors includes a simultaneous treatment of the fractional- and integer-order difference calculus (on a variety of time scales, including both the usual forward and backwards difference operators). The reader will acquire a solid foundation in the classical topics of the discrete calculus while being introduced to exciting recent developments, bringing them to the frontiers of the subject. Most chapters may be covered or omitted, depending upon the background of the student. For example, the text may be used as a primary reference in an introductory course for difference equations which also includes discrete fractional calculus. Chapters 1—2 provide a basic introduction to the delta calculus including fractional calculus on the set of integers. For courses where students already have background in elementary real analysis, Chapters 1—2 may be covered quickly and readers may then skip to Chapters 6—7 which present some basic results in fractional boundary value problems (FBVPs). Chapters 6—7 in conjunction with some of the current literature listed in the Bibliography can provide a basis for a seminar in the current theory of FBVPs. For a two-semester course, Chapters 1—5 may be covered in depth, providing a very thorough introduction to both the discrete fractional calculus as well as the integer-order calculus.
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Hypocoercivity

Author: CŽdric Villani

Publisher: American Mathematical Soc.

ISBN: 0821844989

Category: Mathematics

Page: 141

View: 1864

This memoir attempts at a systematic study of convergence to stationary state for certain classes of degenerate diffusive equations, taking the general form ${\frac{\partial f}{\partial t}}+ L f =0$. The question is whether and how one can overcome the degeneracy by exploiting commutators.
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Astronomical Cuneiform Texts

Babylonian Ephemerides of the Seleucid Period for the Motion of the Sun, the Moon, and the Planets

Author: O. Neugebauer

Publisher: Springer Science & Business Media

ISBN: 1461255074

Category: Mathematics

Page: 802

View: 949

THE MOON IX PREFACE TO THE SPRINGER EDITION When this collection of Babylonian astronomical purpose of column of the lunar ephemerides (by texts was published in 1955 (a date omitted by Aaboe) and the explanation of the method of computing the eclipse text ACT No. 6o (by Hamilton mistake from the title page), it contained all texts of this type that I could lay my hands on. As was to be and Aaboe). Some of these advances I have tried to incorporate into my History of Ancient Mathematical expected, the past 25 years provided more fragments, identified by A. Sachs and A. Aaboe in the British Astronomy (1975), which should be used as a guide to Museum and listed below. Also, some new joins the more recent literature. could be made and some errors of mine corrected. My sincerest thanks go to Springer-Verlag for Nevertheless, I think one still can consider the making this work again available to students of material of 1955 to be representative of what has been ancient astronomy. The Institute for Advanced preserved of the mathematical astronomy of the Study, which together with Brown University has Seleucid period. supported my work for more than four decades, has In the meantime, far more progress has been made graciously given its permission for this reprint. in our understanding of Babylonian astronomy, mainly by the publications of Aaboe, Hamilton, Maeyama, Sachs, van der Waerden, and others. As an Princeton 0.
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Partial Differential Relations

Author: Misha Gromov

Publisher: Springer Science & Business Media

ISBN: 3662022672

Category: Mathematics

Page: 363

View: 6848

The classical theory of partial differential equations is rooted in physics, where equations (are assumed to) describe the laws of nature. Law abiding functions, which satisfy such an equation, are very rare in the space of all admissible functions (regardless of a particular topology in a function space). Moreover, some additional (like initial or boundary) conditions often insure the uniqueness of solutions. The existence of these is usually established with some apriori estimates which locate a possible solution in a given function space. We deal in this book with a completely different class of partial differential equations (and more general relations) which arise in differential geometry rather than in physics. Our equations are, for the most part, undetermined (or, at least, behave like those) and their solutions are rather dense in spaces of functions. We solve and classify solutions of these equations by means of direct (and not so direct) geometric constructions. Our exposition is elementary and the proofs of the basic results are selfcontained. However, there is a number of examples and exercises (of variable difficulty), where the treatment of a particular equation requires a certain knowledge of pertinent facts in the surrounding field. The techniques we employ, though quite general, do not cover all geometrically interesting equations. The border of the unexplored territory is marked by a number of open questions throughout the book.
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The Geometry of Filtering

Author: K. David Elworthy,Yves Le Jan,Xue-Mei Li

Publisher: Springer Science & Business Media

ISBN: 303460176X

Category: Mathematics

Page: 169

View: 1572

Filtering is the science of nding the law of a process given a partial observation of it. The main objects we study here are di usion processes. These are naturally associated with second-order linear di erential operators which are semi-elliptic and so introduce a possibly degenerate Riemannian structure on the state space. In fact, much of what we discuss is simply about two such operators intertwined by a smooth map, the \projection from the state space to the observations space", and does not involve any stochastic analysis. From the point of view of stochastic processes, our purpose is to present and to study the underlying geometric structure which allows us to perform the ltering in a Markovian framework with the resulting conditional law being that of a Markov process which is time inhomogeneous in general. This geometry is determined by the symbol of the operator on the state space which projects to a symbol on the observation space. The projectible symbol induces a (possibly non-linear and partially de ned) connection which lifts the observation process to the state space and gives a decomposition of the operator on the state space and of the noise. As is standard we can recover the classical ltering theory in which the observations are not usually Markovian by application of the Girsanov- Maruyama-Cameron-Martin Theorem. This structure we have is examined in relation to a number of geometrical topics.
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Multiparameter Processes

An Introduction to Random Fields

Author: Davar Khoshnevisan

Publisher: Springer Science & Business Media

ISBN: 0387216316

Category: Mathematics

Page: 584

View: 3917

Self-contained presentation: from elementary material to state-of-the-art research; Much of the theory in book-form for the first time; Connections are made between probability and other areas of mathematics, engineering and mathematical physics
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Stochastic Interacting Systems: Contact, Voter and Exclusion Processes

Author: Thomas M. Liggett

Publisher: Springer Science & Business Media

ISBN: 3662039907

Category: Mathematics

Page: 335

View: 2623

Interactive particle systems is a branch of probability theory with close connections to mathematical physics and mathematical biology. This book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. It explains and develops many of the most useful techniques in the field.
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