This book presents the authors' recent work on the numerical methods for the stability analysis of linear autonomous and periodic delay differential equations, which consist in applying pseudospectral techniques to discretize either the solution operator or the infinitesimal generator and in using the eigenvalues of the resulting matrices to approximate the exact spectra. The purpose of the boo…
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, t…
Interfaces are created to separate two distinct phases in a situation in which phase coexistence occurs. This book discusses randomly fluctuating interfaces in several different settings and from several points of view: discrete/continuum, microscopic/macroscopic, and static/dynamic theories. The following four topics in particular are dealt with in the book. Assuming that the interface is rep…
This book mainly serves as an elementary, self-contained introduction to several important aspects of the theory of global solutions to initial value problems for nonlinear evolution equations. The book employs the classical method of continuation of local solutions with the help of a priori estimates obtained for small data. The existence and uniqueness of small, smooth solutions that are defi…
This book provides a comprehensive overview of the exact boundary controllability of nodal profile, a new kind of exact boundary controllability stimulated by some practical applications. This kind of controllability is useful in practice as it does not require any precisely given final state to be attained at a suitable time t=T by means of boundary controls, instead it requires the state to …
This book presents up-to-date results on abstract evolution equations and differential inclusions in infinite dimensional spaces. It covers equations with time delay and with impulses, and complements the existing literature in functional differential equations and inclusions. The exposition is devoted to both local and global mild solutions for some classes of functional differential evolution…
This wide-ranging collection demonstrates the continuing impact of evolutionary thinking on social psychology research. This perspective is explored in the larger context of social psychology, which is divisible into several major areas including social cognition, the self, attitudes and attitude change, interpersonal processes, mating and relationships, violence and aggression, health and psyc…
Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic …
This monograph presents a rigorous mathematical introduction to optimal transport as a variational problem, its use in modeling various phenomena, and its connections with partial differential equations. Its main goal is to provide the reader with the techniques necessary to understand the current research in optimal transport and the tools which are most useful for its applications. Full proof…
This brief considers recent results on optimal control and stabilization of systems governed by hyperbolic partial differential equations, specifically those in which the control action takes place at the boundary. The wave equation is used as a typical example of a linear system, through which the author explores initial boundary value problems, concepts of exact controllability, optimal exac…