Part I. Foundations: 1. Random variables 2. Probability measures 3. Stochastic processes 4. The stochastic integral Part II. Existence and Uniqueness: 5. Linear equations with additive noise 6. Linear equations with multiplicative noise 7. Existence and uniqueness for nonlinear equations 8. Martingale solutions Part III. Properties of Solutions: 9. Markov properties and Kolmogorov equations 10. Absolute continuity and Girsanov's theorem 11. Large time behaviour of solutions 12. Small noise asymptotic.

Stochastic Equations in Infinite Dimensions

The boundary layer equations for plane, incompressible, and steady flow are 

$$\matrix{ {u{{\partial u} \over {\partial x}} + v{{\partial u} \over {\partial y}} = - {1 \over \varrho }{{\partial p} \over {\partial x}} + v{{{\partial ^2}u} \over {\partial {y^2}}},} \cr {0 = {{\partial p} \over {\partial y}},} \cr {{{\partial u} \over {\partial x}} + {{\partial v} \over {\partial y}} = 0.} \cr }$$

Boundary Layer Theory

Differential-Difference Equations. By Richard Bellman and Kenneth L. Cooke. Pp. xvi, 465. 1963. (Academic Press)

One-dimensional Bose-gas One-dimensional Heisenberg magnet Massive Thirring model Classical r-matrix Fundamentals of inverse scattering method Algebraic Bethe ansatz Quantum field theory integral models on a lattice Theory of scalar products Form factors Mean value of operator Q Assymptotics of correlation functions Temperature correlation functions Appendices References.

Quantum Inverse Scattering Method and Correlation Functions

The study of waves can be traced back to antiquity where philosophers, such as Pythagoras (c.560-480 BC), studied the relation of pitch and length of string in musical instruments. However, it was not until the work of Giovani Benedetti (1530-90), Isaac Beeckman (1588-1637) and Galileo (1564-1642) that the relationship between pitch and frequency was discovered. This started the science of acoustics, a term coined by Joseph Sauveur (1653-1716) who showed that strings can vibrate simultaneously at a fundamental frequency and at integral multiples that he called harmonics. Isaac Newton (1642-1727) was the first to calculate the speed of sound in his Principia. However, he assumed isothermal conditions so his value was too low compared with measured values. This discrepancy was resolved by Laplace (1749-1827) when he included adiabatic heating and cooling effects. The first analytical solution for a vibrating string was given by Brook Taylor (1685-1731). After this, advances were made by Daniel Bernoulli (1700-82), Leonard Euler (1707-83) and Jean d’Alembert (1717-83) who found the first solution to the linear wave equation, see section (3.2). Whilst others had shown that a wave can be represented as a sum of simple harmonic oscillations, it was Joseph Fourier (1768-1830) who conjectured that arbitrary functions can be represented by the superposition of an infinite sum of sines and cosines now known as the Fourier series. However, whilst his conjecture was controversial and not widely accepted at the time, Dirichlet subsequently provided a proof, in 1828, that all functions satisfying Dirichlet’s conditions (i.e. non-pathological piecewise continuous) could be represented by a convergent Fourier series. Finally, the subject of classical acoustics was laid down and presented as a coherent whole by John William Strutt (Lord Rayleigh, 1832-1901) in his treatise Theory of Sound. The science of modern acoustics has now moved into such diverse areas as sonar, auditoria, electronic amplifiers, etc.

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Linear and nonlinear waves

Includes nearly 4,000 linear partial differential equations (PDEs) with solutionsPresents solutions of numerous problems relevant to heat and mass transfer, wave theory, hydrodynamics, aerodynamics, elasticity, acoustics, electrodynamics, diffraction theory, quantum mechanics, chemical engineering sciences, electrical engineering, and other fieldsO

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Handbook of Linear Partial Differential Equations for Engineers and Scientists

SOME NOTATIONS AND REMARKS PARABOLIC EQUATIONS WITH ONE SPACE VARIABLE Equations with Power-Law Nonlinearities Equations with Exponential Nonlinearities Equations with Hyperbolic Nonlinearities Equations with Logarithmic Nonlinearities Equations with Trigonometric Nonlinearities Equations Involving Arbitrary Functions Nonlinear Schrodinger Equations and Related Equations PARABOLIC EQUATIONS WITH TWO OR MORE SPACE VARIABLES Equations with Two Space Variables Involving Power-Law Nonlinearities Equations with Two Space Variables Involving Exponential Nonlinearities Other Equations with Two Space Variables Involving Arbitrary Parameters Equations Involving Arbitrary Functions Equations with Three or More Space Variables Nonlinear Schrodinger Equations HYPERBOLIC EQUATIONS WITH ONE SPACE VARIABLE Equations with Power-Law Nonlinearities Equations with Exponential Nonlinearities Other Equations Involving Arbitrary Parameters Equations Involving Arbitrary Functions Equations of the Form wxy=F(x,y,w, wx, wy ) HYPERBOLIC EQUATIONS WITH TWO OR THREE SPACE VARIABLES Equations with Two Space Variables Involving Power-Law Nonlinearities Equations with Two Space Variables Involving Exponential Nonlinearities Nonlinear Telegraph Equations with Two Space Variables Equations with Two Space Variables Involving Arbitrary Functions Equations with Three Space Variables Involving Arbitrary Parameters Equations with Three Space Variables Involving Arbitrary Functions ELLIPTIC EQUATIONS WITH TWO SPACE VARIABLES Equations with Power-Law Nonlinearities Equations with Exponential Nonlinearities Equations Involving Other Nonlinearities Equations Involving Arbitrary Functions ELLIPTIC EQUATIONS WITH THREE OR MORE SPACE VARIABLES Equations with Three Space Variables Involving Power-Law Nonlinearities Equations with Three Space Variables Involving Exponential Nonlinearities Three-Dimensional Equations Involving Arbitrary Functions Equations with n Independent Variables EQUATIONS INVOLVING MIXED DERIVATIVES AND SOME OTHER EQUATIONS Equations Linear in the Mixed Derivative Equations Quadratic in the Highest Derivatives Bellman Type Equations and Related Equations SECOND-ORDER EQUATIONS OF GENERAL FORM Equations Involving the First Derivative in t Equations Involving Two or More Second Derivatives THIRD-ORDER EQUATIONS Equations Involving the First Derivative in t Equations Involving the Second Derivative in t Hydrodynamic Boundary Layer Equations Equations of Motion of Ideal Fluid (Euler Equations) Other Third-Order Nonlinear Equations FOURTH-ORDER EQUATIONS Equations Involving the First Derivative in t Equations Involving the Second Derivative in t Equations Involving Mixed Derivatives EQUATIONS OF HIGHER ORDERS Equations Involving the First Derivative in t and Linear in the Highest Derivative General Form Equations Involving the First Derivative in t Equations Involving the Second Derivative in t Other Equations SUPPLEMENTS: EXACT METHODS FOR SOLVING NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS Classification of Second-Order Semilinear Partial Differential Equations in Two Independent Variables Transformations of Equations of Mathematical Physics Traveling-Wave Solutions and Self-Similar Solutions. Similarity Methods Method of Generalized Separation of Variables Method of Functional Separation of Variables Generalized Similarity Reductions of Nonlinear Equations Group Analysis Methods Differential Constraints Method Painleve Test for Nonlinear Equations of Mathematical Physics Inverse Scattering Method Conservation Laws Hyperbolic Systems of Quasilinear Equations REFERENCES INDEX

Handbook of Nonlinear Partial Differential Equations

EXACT SOLUTIONS OF INTEGRAL EQUATIONS Linear Equations of the First Kind with Variable Limit of Integration Linear Equations of the Second Kind with Variable Limit of Integration Linear Equations of the First Kind with Constant Limits of Integration Linear Equations of the Second Kind with Constant Limits of Integration Nonlinear Equations of the First Kind with Variable Limit of Integration Nonlinear Equations of the Second Kind with Variable Limit of Integration Nonlinear Equations of the First Kind with Constant Limits of Integration Nonlinear Equations of the Second Kind with Constant Limits of Integration METHODS FOR SOLVING INTEGRAL EQUATIONS Main Definitions and Formulas: Integral Transforms Methods for Solving Linear Equations of the Form xa K(x, t)y(t)dt = f(x) Methods for Solving Linear Equations of the Form y(x) - xa K(x, t)y(t)dt = f(x) Methods for Solving Linear Equations of the Form xa K(x, t)y(t)dt = f(x) Methods for Solving Linear Equations of the Form y(x) - xa K(x, t)y(t)dt = f(x) Methods for Solving Singular Integral Equations of the First Kind Methods for Solving Complete Singular Integral Equations Methods for Solving Nonlinear Integral Equations Methods for Solving Multidimensional Mixed Integral Equations Application of Integral Equations for the Investigation of Differential Equations SUPPLEMENTS Elementary Functions and Their Properties Finite Sums and Infinite Series Tables of Indefinite Integrals Tables of Definite Integrals Tables of Laplace Transforms Tables of Inverse Laplace Transforms Tables of Fourier Cosine Transforms Tables of Fourier Sine Transforms Tables of Mellin Transforms Tables of Inverse Mellin Transforms Special Functions and Their Properties Some Notions of Functional Analysis References Index

Handbook of Integral Equations

Authors Foreword Main Notation DEFINITIONS, FORMULAS, METHODS, AND THEOREMS Arithmetic and Elementary Algebra Elementary Functions Elementary Geometry Analytic Geometry Algebra Limits and Derivatives Integrals Series Differential Geometry Functions of Complex Variable Integral Transforms Ordinary Differential Equations First-Order Partial Differential Equations Linear Partial Differential Equations Nonlinear Partial Differential Equations Integral Equations Difference Equations and Other Functional Equations Special Functions and Their Properties Calculus of Variations and Optimization Probability Theory Mathematical Statistics MATHEMATICAL TABLES Finite Sums and Infinite Series Integrals Integral Transforms Ordinary Differential Equations Systems of Ordinary Differential Equations First-Order Partial Differential Equations Linear Equations and Problems of Mathematical Physics Nonlinear Mathematical Physics Equations Systems of Partial Differential Equations Integral Equations Functional Equations Supplement: Some Useful Electronic Mathematical Resources Index

Handbook Of Mathematics For Engineers And Scientists

In mathematics, partial differential equations (PDE) are a type of differential equation, i.e., a relation involving an unknown function (or functions) of several independent variables and their partial derivatives with respect to those variables. Partial differential equations are used to formulate, and thus aid the solution of, problems involving functions of several variables; such as the propagation of sound or heat, electrostatics, electrodynamics, fluid flow, and elasticity. Seemingly distinct physical phenomena may have identical mathematical formulations, and thus be governed by the same underlying dynamic. They find their generalization in stochastic partial differential equations. Just as ordinary differential equations often model dynamical systems, partial differential equations often model multidimensional systems.

Andrei D. Polyanin

Papers

Handbook of Linear Partial Differential Equations for Engineers and Scientists

Handbook of Nonlinear Partial Differential Equations

Handbook of Integral Equations

Handbook Of Mathematics For Engineers And Scientists

Partial differential equation