Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations

Author:   Constantin Vârsan
Publisher:   Springer
Edition:   Softcover reprint of the original 1st ed. 1999
Volume:   466
ISBN:  

9789401059701


Pages:   243
Publication Date:   15 October 2012
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations


Overview

The main part of the book is based on a one semester graduate course for students in mathematics. I have attempted to develop the theory of hyperbolic systems of differen­ tial equations in a systematic way, making as much use as possible ofgradient systems and their algebraic representation. However, despite the strong sim­ ilarities between the development of ideas here and that found in a Lie alge­ bras course this is not a book on Lie algebras. The order of presentation has been determined mainly by taking into account that algebraic representation and homomorphism correspondence with a full rank Lie algebra are the basic tools which require a detailed presentation. I am aware that the inclusion of the material on algebraic and homomorphism correspondence with a full rank Lie algebra is not standard in courses on the application of Lie algebras to hyperbolic equations. I think it should be. Moreover, the Lie algebraic structure plays an important role in integral representation for solutions of nonlinear control systems and stochastic differential equations yelding results that look quite different in their original setting. Finite-dimensional nonlin­ ear filters for stochastic differential equations and, say, decomposability of a nonlinear control system receive a common understanding in this framework.

Full Product Details

Author:   Constantin Vârsan
Publisher:   Springer
Imprint:   Springer
Edition:   Softcover reprint of the original 1st ed. 1999
Volume:   466
Dimensions:   Width: 16.00cm , Height: 1.40cm , Length: 24.00cm
Weight:   0.415kg
ISBN:  

9789401059701


ISBN 10:   9401059705
Pages:   243
Publication Date:   15 October 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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