Multiscale Methods

Averaging and Homogenization

Author: G A Pavliotis,Andrew Stuart

Publisher: Springer Science & Business Media

ISBN: 0387738282

Category: Mathematics

Page: 310

View: 902

This introduction to multiscale methods gives you a broad overview of the methods’ many uses and applications. The book begins by setting the theoretical foundations of the methods and then moves on to develop models and prove theorems. Extensive use of examples shows how to apply multiscale methods to solving a variety of problems. Exercises then enable you to build your own skills and put them into practice. Extensions and generalizations of the results presented in the book, as well as references to the literature, are provided in the Discussion and Bibliography section at the end of each chapter.With the exception of Chapter One, all chapters are supplemented with exercises.
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Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology

Author: David Holcman

Publisher: Springer

ISBN: 3319626272

Category: Mathematics

Page: 377

View: 9299

This book focuses on the modeling and mathematical analysis of stochastic dynamical systems along with their simulations. The collected chapters will review fundamental and current topics and approaches to dynamical systems in cellular biology. This text aims to develop improved mathematical and computational methods with which to study biological processes. At the scale of a single cell, stochasticity becomes important due to low copy numbers of biological molecules, such as mRNA and proteins that take part in biochemical reactions driving cellular processes. When trying to describe such biological processes, the traditional deterministic models are often inadequate, precisely because of these low copy numbers. This book presents stochastic models, which are necessary to account for small particle numbers and extrinsic noise sources. The complexity of these models depend upon whether the biochemical reactions are diffusion-limited or reaction-limited. In the former case, one needs to adopt the framework of stochastic reaction-diffusion models, while in the latter, one can describe the processes by adopting the framework of Markov jump processes and stochastic differential equations. Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology will appeal to graduate students and researchers in the fields of applied mathematics, biophysics, and cellular biology.
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Mathematics for Nonlinear Phenomena — Analysis and Computation

In Honor of Yoshikazu Giga's 60th Birthday, Sapporo, Japan, August 2015

Author: Yasunori Maekawa,Shuichi Jimbo

Publisher: Springer

ISBN: 3319667645

Category: Mathematics

Page: 303

View: 5558

This volume covers some of the most seminal research in the areas of mathematical analysis and numerical computation for nonlinear phenomena. Collected from the international conference held in honor of Professor Yoshikazu Giga’s 60th birthday, the featured research papers and survey articles discuss partial differential equations related to fluid mechanics, electromagnetism, surface diffusion, and evolving interfaces. Specific focus is placed on topics such as the solvability of the Navier-Stokes equations and the regularity, stability, and symmetry of their solutions, analysis of a living fluid, stochastic effects and numerics for Maxwell’s equations, nonlinear heat equations in critical spaces, viscosity solutions describing various kinds of interfaces, numerics for evolving interfaces, and a hyperbolic obstacle problem. Also included in this volume are an introduction of Yoshikazu Giga’s extensive academic career and a long list of his published work. Students and researchers in mathematical analysis and computation will find interest in this volume on theoretical study for nonlinear phenomena.
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Numerical Analysis of Multiscale Computations

Proceedings of a Winter Workshop at the Banff International Research Station 2009

Author: Björn Engquist,Olof Runborg,Yen-Hsi R. Tsai

Publisher: Springer Science & Business Media

ISBN: 3642219438

Category: Computers

Page: 430

View: 1372

This book is a snapshot of current research in multiscale modeling, computations and applications. It covers fundamental mathematical theory, numerical algorithms as well as practical computational advice for analysing single and multiphysics models containing a variety of scales in time and space. Complex fluids, porous media flow and oscillatory dynamical systems are treated in some extra depth, as well as tools like analytical and numerical homogenization, and fast multipole method.
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Effective Dynamics of Stochastic Partial Differential Equations

Author: Jinqiao Duan,Wei Wang

Publisher: Elsevier

ISBN: 0128012692

Category: Mathematics

Page: 282

View: 3843

Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations. The authors’ experience both as researchers and teachers enable them to convert current research on extracting effective dynamics of stochastic partial differential equations into concise and comprehensive chapters. The book helps readers by providing an accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations. Each chapter also includes exercises and problems to enhance comprehension. New techniques for extracting effective dynamics of infinite dimensional dynamical systems under uncertainty Accessible introduction to probability tools in Hilbert space and basics of stochastic partial differential equations Solutions or hints to all Exercises
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Multiscale Modeling and Simulation in Science

Author: Björn Engquist,Per Lötstedt,Olof Runborg

Publisher: Springer Science & Business Media

ISBN: 3540888578

Category: Computers

Page: 320

View: 4952

Most problems in science involve many scales in time and space. An example is turbulent ?ow where the important large scale quantities of lift and drag of a wing depend on the behavior of the small vortices in the boundarylayer. Another example is chemical reactions with concentrations of the species varying over seconds and hours while the time scale of the oscillations of the chemical bonds is of the order of femtoseconds. A third example from structural mechanics is the stress and strain in a solid beam which is well described by macroscopic equations but at the tip of a crack modeling details on a microscale are needed. A common dif?culty with the simulation of these problems and many others in physics, chemistry and biology is that an attempt to represent all scales will lead to an enormous computational problem with unacceptably long computation times and large memory requirements. On the other hand, if the discretization at a coarse level ignoresthe?nescale informationthenthesolutionwillnotbephysicallymeaningful. The in?uence of the ?ne scales must be incorporated into the model. This volume is the result of a Summer School on Multiscale Modeling and S- ulation in Science held at Boso ¤n, Lidingo ¤ outside Stockholm, Sweden, in June 2007. Sixty PhD students from applied mathematics, the sciences and engineering parti- pated in the summer school.
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Data Assimilation

A Mathematical Introduction

Author: Kody Law,Andrew Stuart,Konstantinos Zygalakis

Publisher: Springer

ISBN: 3319203258

Category: Mathematics

Page: 242

View: 1747

This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem provides the bedrock for the derivation, development and analysis of algorithms; the many examples used in the text, together with the algorithms which are introduced and discussed, are all illustrated by the MATLAB software detailed in the book and made freely available online. The book is organized into nine chapters: the first contains a brief introduction to the mathematical tools around which the material is organized; the next four are concerned with discrete time dynamical systems and discrete time data; the last four are concerned with continuous time dynamical systems and continuous time data and are organized analogously to the corresponding discrete time chapters. This book is aimed at mathematical researchers interested in a systematic development of this interdisciplinary field, and at researchers from the geosciences, and a variety of other scientific fields, who use tools from data assimilation to combine data with time-dependent models. The numerous examples and illustrations make understanding of the theoretical underpinnings of data assimilation accessible. Furthermore, the examples, exercises and MATLAB software, make the book suitable for students in applied mathematics, either through a lecture course, or through self-study.
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Analytical Methods for Markov Semigroups

Author: Luca Lorenzi,Marcello Bertoldi

Publisher: CRC Press

ISBN: 9781420011586

Category: Mathematics

Page: 526

View: 684

For the first time in book form, Analytical Methods for Markov Semigroups provides a comprehensive analysis on Markov semigroups both in spaces of bounded and continuous functions as well as in Lp spaces relevant to the invariant measure of the semigroup. Exploring specific techniques and results, the book collects and updates the literature associated with Markov semigroups. Divided into four parts, the book begins with the general properties of the semigroup in spaces of continuous functions: the existence of solutions to the elliptic and to the parabolic equation, uniqueness properties and counterexamples to uniqueness, and the definition and properties of the weak generator. It also examines properties of the Markov process and the connection with the uniqueness of the solutions. In the second part, the authors consider the replacement of RN with an open and unbounded domain of RN. They also discuss homogeneous Dirichlet and Neumann boundary conditions associated with the operator A. The final chapters analyze degenerate elliptic operators A and offer solutions to the problem. Using analytical methods, this book presents past and present results of Markov semigroups, making it suitable for applications in science, engineering, and economics.
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Stochastic Differential Equations with Markovian Switching

Author: Xuerong Mao,Chenggui Yuan

Publisher: Imperial College Press

ISBN: 1860947018

Category: Mathematics

Page: 409

View: 4453

This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.
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