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Stochastic partial differential equations

2014
Second order stochastic partial differential equations are discussed from a rough path point of view. In the linear and finite-dimensional noise case we follow a Feynman–Kac approach which makes good use of concentration of measure results, as those obtained in Sect. 11.2.
Peter K. Friz, Martin Hairer
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Complex Partial Differential Equations

Journal of Mathematical Sciences
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Aksoy, Ü.   +3 more
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Partial Differential Equations and Difference Equations

Proceedings of the American Mathematical Society, 1965
(1. 1) Pi(alax)y = ? (1 _ i _ m) where x = (x1, * , xn), a/ax = (a/ax1, *, O/0xn). The Pi's are assumed to be homogeneous polynomials with real coefficients. The term solution is used to include the generalized solutions. A generalized solution is any function continuous on R which is a uniform limit on compact subsets of CX solutions (see [2, p. 65]).
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Partial differential equations

2020
This chapter discusses partial differential equations (PDEs). It begins by presenting elementary cases of PDEs, which highlights that PDEs give rise to 'functions of integration', in contrast to ordinary differential equations (ODEs), which have 'constants of integration'.
D.S. Sivia, J.L. Rhodes, S.G. Rawlings
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Partial Differential Equations II

2002
Partial differential equations of the form $$k{\partial \over {\partial t}}u(r,t) = \nabla ^2 u(r,t)$$ (diffusion equation) and $${{\partial ^2 } \over {\partial t^2 }}u(r,t) = c^2 \nabla ^2 u(r,t)$$ (wave equation) are amenable to the use of the Laplace transform.1 Indeed, on taking the Laplace transform of the former, we get ...
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Quantized Partial Differential Equations

2004
This book contains three chapters and two addenda. Quantized PDE's.I. In this first part we consider quantum (super) manifolds as topological spaces locally identified with open sets of some locally convex topological vector spaces built starting from suitable topological algebras $A$, \textit{quantum (super)algebras}.
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Parabolic partial differential equations

1995
We now describe how to apply the finite element to parabolic partial differential equations. This is done by approximating the parabolic partial differential equation by either a sequence of ordinary differential equations or a sequence of elliptic partial differential equations.
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Differential games with partial differential equations

1975
Examples of differential games are given, where the state equation is a partial differential equation. They can be solved explicitly and show clearly how the values of the control functions enter in the solution. This enables us to set up a method of solving these games, which should also be applied to more complicated differential games, complementing
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Partial Differential Equations

2019
The field of partial differential equations is arguably the workhorse of applied mathematics. While the field is steeped with a rich and fruitful history supporting volumes of research, our modest goal is to present a couple of the standard models and to show how to solve them with introductory methods.
Allen Holder, Joseph Eichholz
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