Differential equations and control theory
Author(s)
Bibliographic Information
Differential equations and control theory
（Lecture notes in pure and applied mathematics, v. 225）
M. Dekker, c2002
Available at 36 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
S||LNPAM||22501051487
Note
Includes bibliographical references
Description and Table of Contents
Description
Provides comprehensive coverage of the most recent developments in the theory of non-Archimedean pseudo-differential equations and its application to stochastics and mathematical physics--offering current methods of construction for stochastic processes in the field of p-adic numbers and related structures. Develops a new theory for parabolic equations over non-Archimedean fields in relation to Markov processes.
Table of Contents
- Existence and uniqueness of solutions to a second order nonlinear nonlocal hyperbolic equation
- fully nonlinear programming problems with closed range operators
- internal stabilization of the diffusion equation
- flow-invariant sets with respect to Navier-Stokes equation
- numerical approximation of the Ricatti equation via fractional steps method
- asymptotic analysis of the telegraph system with nonlinear boundary conditions
- global existence for a class of dispersive equations
- viable domains for differential equations governed by caratheodory perturbations of nonlinear m-accretive operators
- almost periodic solutions to neural functional equations
- the one-dimensional wave equation with Wentzell boundary conditions
- on the longterm behaviour of a parabolic phase-field model with memory
- on the Kato classes of distributions and BMO-classes
- the global solution set for a class of semilinear problems
- optimal control and algebraic Ricatti equations under singular estimates for eAtB in the absence of analyticity
- the stable case
- solving identification problems for the wave equation by optimal control methods
- singular perturbations and approximations for integrodifferential equations
- remarks on impulse control problems for the stochastic Navier-Stokes equations
- recent progress on the Lavrentiev phenomenon, with applications
- abstract eigenvalue problem for monotone operators and applications to differential operators
- implied volatility for American options via optimal control and fast numerical solutions of obstacle problems
- first order necessary conditions of optimality for semilinear optimal control problems
- Lyapunov equation and the stability of nonautonomous evolution equations in Hilbert spaces
- least action for N-body problems with quasihomogeneous potentials.
by "Nielsen BookData"