Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations
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 differential 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 shastic differential equations yelding results that look quite different in their original setting. Finite-dimensional nonlinear filters for shastic differential equations and, say, decomposability of a nonlinear control system receive a common understanding in this framework.
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Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations
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 differential 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 shastic differential equations yelding results that look quite different in their original setting. Finite-dimensional nonlinear filters for shastic differential equations and, say, decomposability of a nonlinear control system receive a common understanding in this framework.
54.99
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Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations
243
Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations
243
54.99
In Stock
Product Details
| ISBN-13: | 9780792357186 |
|---|---|
| Publisher: | Springer Netherlands |
| Publication date: | 05/31/1999 |
| Series: | Mathematics and Its Applications , #466 |
| Edition description: | 1999 |
| Pages: | 243 |
| Product dimensions: | 6.10(w) x 9.25(h) x 0.02(d) |
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