Measure-valued Processes, Stochastic Partial Differential Equations, and Interacting Systems


Book Description

The papers in this collection explore the connections between the rapidly developing fields of measure-valued processes, stochastic partial differential equations, and interacting particle systems, each of which has undergone profound development in recent years. Bringing together ideas and tools arising from these different sources, the papers include contributions to major directions of research in these fields, explore the interface between them, and describe newly developing research problems and methodologies. Several papers are devoted to different aspects of measure-valued branching processes (also called superprocesses). Some new classes of these processes are described, including branching in catalytic media, branching with change of mass, and multilevel branching. Sample path and spatial clumping properties of superprocesses are also studied. The papers on Fleming-Viot processes arising in population genetics include discussions of the role of genealogical structures and the application of the Dirichlet form methodology. Several papers are devoted to particle systems studied in statistical physics and to stochastic partial differential equations which arise as hydrodynamic limits of such systems. With overview articles on some of the important new developments in these areas, this book would be an ideal source for an advanced graduate course on superprocesses.







A Minicourse on Stochastic Partial Differential Equations


Book Description

This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.




Stochastic Partial Differential Equations


Book Description

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected to the material discussed at a particular place in the text. The questions usually ask to verify something, so that the reader already knows the answer and, if pressed for time, can move on. Accordingly, no solutions are provided, but there are often hints on how to proceed. The book will be of interest to everybody working in the area of stochastic analysis, from beginning graduate students to experts in the field.




Stochastic Partial Differential Equations


Book Description

Consists of papers given at the ICMS meeting held in 1994 on this topic, and brings together some of the world's best known authorities on stochastic partial differential equations.




Topics in Probability and Lie Groups: Boundary Theory


Book Description

This volume is comprised of two parts: the first contains articles by S. N. Evans, F. Ledrappier, and Figa-Talomanaca. These articles arose from a Centre de Recherches de Mathematiques (CRM) seminar entitiled, ``Topics in Probability on Lie Groups: Boundary Theory''. Evans gives a synthesis of his pre-1992 work on Gaussian measures on vector spaces over a local field. Ledrappier uses the freegroup on $d$ generators as a paradigm for results on the asymptotic properties of random walks and harmonic measures on the Martin boundary. These articles are followed by a case study by Figa-Talamanca using Gelfand pairs to study a diffusion on a compact ultrametric space. The second part of the book is an appendix to the book Compactifications of Symmetric Spaces (Birkhauser) by Y. Guivarc'h and J. C. Taylor. This appendix consists of an article by each author and presents the contents of this book in a more algebraic way. L. Ji and J.-P. Anker simplifies some of their results on the asymptotics of the Green function that were used to compute Martin boundaries. And Taylor gives a self-contained account of Martin boundary theory for manifolds using the theory of second order strictly elliptic partial differential operators.




Bäcklund and Darboux Transformations


Book Description

This book is devoted to a classical topic that has undergone rapid and fruitful development over the past 25 years, namely Backlund and Darboux transformations and their applications in the theory of integrable systems, also known as soliton theory. The book consists of two parts. The first is a series of introductory pedagogical lectures presented by leading experts in the field. They are devoted respectively to Backlund transformations of Painleve equations, to the dressing methodand Backlund and Darboux transformations, and to the classical geometry of Backlund transformations and their applications to soliton theory. The second part contains original contributions that represent new developments in the theory and applications of these transformations. Both the introductorylectures and the original talks were presented at an International Workshop that took place in Halifax, Nova Scotia (Canada). This volume covers virtually all recent developments in the theory and applications of Backlund and Darboux transformations.




Symmetry in Physics


Book Description

Papers in this volume are based on the Workshop on Symmetries in Physics held at the Centre de recherches mathematiques (University of Montreal) in memory of Robert T. Sharp. Contributed articles are on a variety of topics revolving around the theme of symmetry in physics. The preface presents a biographical and scientific retrospect of the life and work of Robert Sharp. Other articles in the volume represent his diverse range of interests, including representation theoretic methods for Lie algebras, quantization techniques and foundational considerations, modular group invariants and applications to conformal models, various physical models and equations, geometric calculations with symmetries, and pedagogical methods for developing spatio-temporal intuition. The book is suitable for graduate students and researchers interested in group theoretic methods, symmetries, and mathematical physics.




Perplexing Problems in Probability


Book Description

Harry Kesten has had a profound influence on probability theory for over 30 years. To honour his achievements a number of prominent probabilists have written survey articles on a wide variety of active areas of contemporary probability, many of which are closely related to Kesten's work.




SIDE III -- Symmetries and Integrability of Difference Equations


Book Description

This volume contains the proceedings of the third meeting on "Symmetries and Integrability of Difference Equations" (SIDE III). The collection includes original results not published elsewhere and articles that give a rigorous but concise overview of their subject, and provides a complete description of the state of the art. Research in the field of difference equations-often referred to more generally as discrete systems-has undergone impressive development in recent years. In this collection the reader finds the most important new developments in a number of areas, including: Lie-type symmetries of differential-difference and difference-difference equations, integrability of fully discrete systems such as cellular automata, the connection between integrability and discrete geometry, the isomonodromy approach to discrete spectral problems and related discrete Painlevé equations, difference and q-difference equations and orthogonal polynomials, difference equations and quantum groups, and integrability and chaos in discrete-time dynamical systems. The proceedings will be valuable to mathematicians and theoretical physicists interested in the mathematical aspects and/or in the physical applications of discrete nonlinear dynamics, with special emphasis on the systems that can be integrated by analytic methods or at least admit special explicit solutions. The research in this volume will also be of interest to engineers working in discrete dynamics as well as to theoretical biologists and economists.