Second Order Partial Differential Equations in Hilbert Spaces
$78.99 (C)
Part of London Mathematical Society Lecture Note Series
- Authors:
- Giuseppe Da Prato, Scuola Normale Superiore, Pisa
- Jerzy Zabczyk, Polish Academy of Sciences
- Date Published: September 2002
- availability: Available
- format: Paperback
- isbn: 9780521777292
$
78.99
(C)
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Second order linear parabolic and elliptic equations arise frequently in mathematical physics, biology and finance. Here the authors present a state of the art treatment of the subject from a new perspective. They then go on to discuss how the results in the book can be applied to control theory. This area is developing rapidly and there are numerous notes and references that point the reader to more specialized results not covered in the book. Coverage of some essential background material helps to make the book self contained.
Read more- State of the art treatment of the subject, with numerous references for further reading
- Inclusion of some essential background helps to make the book self contained
- Detailed discussion of applications to control theory
Reviews & endorsements
'… can be warmly recommended to anyone interested in the field.' European Mathematical Society Newsletter
See more reviews'… the authors five an almost optimal presentation: making the central ideas clear, not hiding the problems and the technical efforts needed to overcome them, and discussing in an appropriate way relations to existing work. … it will be of enormous help to experts of PhD students starting to work in the field. The LMS Lecture Note Series has the aim of providing 'volumes [that] are short monographs giving authoritative accounts of the present state of knowledge on a topic of general interest'. The authors have done a fine job, and have successfully achieved this goal.' Niels Jacob, University of Wales, Swansea
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×Product details
- Date Published: September 2002
- format: Paperback
- isbn: 9780521777292
- length: 396 pages
- dimensions: 229 x 152 x 22 mm
- weight: 0.58kg
- availability: Available
Table of Contents
Part I. Theory in the Space of Continuous Functions:
1. Gaussian measures
2. Spaces of continuous functions
3. Heat equation
4. Poisson's equation
5. Elliptic equations with variable coefficients
6. Ornstein-Uhlenbeck equations
7. General parabolic equations
8. Parabolic equations in open sets
Part II. Theory in Sobolev Spaces with a Gaussian Measure:
9. L2 and Sobolev spaces
10. Ornstein-Uhlenbeck semigroups on Lp(H, mu)
11. Perturbations of Ornstein-Uhlenbeck semigroups
12. Gradient systems
Part II. Applications to Control Theory:
13. Second order Hamilton-Jacobi equations
14. Hamilton-Jacobi inclusions.
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