This book offers an introduction to the theory of non-autonomous and stochastic dynamical systems, with a focus on the importance of the theory in the Applied Sciences. It starts by discussing the basic concepts from the theory of autonomous dynamical systems, which are easier to understand and can be used as the motivation for the non-autonomous and stochastic situations. The book subsequently establishes a framework for non-autonomous dynamical systems, and in particular describes the va...

This work focuses on the preservation of attractors and saddle points of ordinary differential equations under discretisation. In the 1980s, key results for autonomous ordinary differential equations were obtained – by Beyn for saddle points and by Kloeden & Lorenz for attractors. One-step numerical schemes with a constant step size were considered, so the resulting discrete time dynamical system was also autonomous. One of the aims of this book is to present new findings on the discretisa...

This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership, and to familiarize readers with RODEs themselves as well as the closely associated theory of random dynamical systems. In addition, it demonstrates how RODEs are being used in the biological sciences, where non-Gaussian and bounded noise are often more realistic than the Gaussian white noise in stochastic diff...

Based on lectures given at Zhejiang University in Hangzhou, China, and Johns Hopkins University, this book introduces eigenfunctions on Riemannian manifolds. Christopher Sogge gives a proof of the sharp Weyl formula for the distribution of eigenvalues of Laplace-Beltrami operators, as well as an improved version of the Weyl formula, the Duistermaat-Guillemin theorem under natural assumptions on the geodesic flow. Sogge shows that there is quantum ergodicity of eigenfunctions if the geodesi...

The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge res...

This monograph is a first in the world to present three approaches for stability analysis of solutions of dynamic equations. The first approach is based on the application of dynamic integral inequalities and the fundamental matrix of solutions of linear approximation of dynamic equations. The second is based on the generalization of the direct Lyapunovs method for equations on time scales, using scalar, vector and matrix-valued auxiliary functions. The third approach is the application of...

This book gives a unified approach to the theory concerning a new matrix version of classical harmonic analysis. Most results in the book have their analogues as classical or newer results in harmonic analysis. It can be used as a source for further research in many areas related to infinite matrices. In particular, it could be a perfect starting point for students looking for new directions to write their PhD thesis as well as for experienced researchers in analysis looking for new proble...

Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting, Finance, Information Transmission, Machine Learning - to mention just a few. The objective of these Briefs is to present a quick and condensed treatment of the core theory that a reader must understand in order to make his ...

This volume presents some of the research topics discussed at the 2014-2015 Annual Thematic Program Discrete Structures: Analysis and Applications at the Institute of Mathematics and its Applications during the Spring 2015 where geometric analysis, convex geometry and concentration phenomena were the focus.Leading experts have written surveys of research problems, making state of the art results more conveniently and widely available. The volume is organized into two parts. Part I ...

The@ first graduate-level textbook to focus on fundamental aspects of numerical methods for stochastic computations, this book describes the class of numerical methods based on generalized polynomial chaos (gPC). These fast, efficient, and accurate methods are an extension of the classical spectral methods of high-dimensional random spaces. Designed to simulate complex systems subject to random inputs, these methods are widely used in many areas of computer science and engineering....

Students and research workers in mathematics, physics, engineering and other sciences will find this compilation invaluable. All the information included is practical, rarely used results are excluded. Great care has been taken to present all results concisely and clearly. Excellent to keep as a handy reference! If you don't have a lot of time but want to excel in class, this book helps you: Brush up before tests Find answers fast Learn key formulas and tables Study quickly and more effect...

This is the first comprehensive book on information geometry, written by the founder of the field. It begins with an elementary introduction to dualistic geometry and proceeds to a wide range of applications, covering information science, engineering, and neuroscience. It consists of four parts, which on the whole can be read independently. A manifold with a divergence function is first introduced, leading directly to dualistic structure, the heart of information geometry. This part (Part ...