[신간의 별자리x] 우리/미술, 그리고 ‘슬픔의 박물관’

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

Fractional Differential Equations

We explore in this chapter questions of existence and uniqueness for solutions to stochastic differential equations and offer a study of their properties. This endeavor is really a study of diffusion processes. Loosely speaking, the term diffusion is attributed to a Markov process which has continuous sample paths and can be characterized in terms of its infinitesimal generator.

Stochastic Differential Equations

5. M. Green, J. Schwarz, and E. Witten, Superstring theory, Cambridge Univ. Press, 1987. 6. J. Isenberg, P. Yasskin, and P. Green, Non-self-dual gauge fields, Phys. Lett. 78B (1978), 462-464. 7. B. Kostant, Graded manifolds, graded Lie theory, and prequantization, Differential Geometric Methods in Mathematicas Physics, Lecture Notes in Math., vol. 570, SpringerVerlag, Berlin and New York, 1977. 8. C. LeBrun, Thickenings and gauge fields, Class. Quantum Grav. 3 (1986), 1039-1059. 9. , Thickenings and conformai gravity, preprint, 1989. 10. C. LeBrun and M. Rothstein, Moduli of super Riemann surfaces, Commun. Math. Phys. 117(1988), 159-176. 11. Y. Manin, Critical dimensions of string theories and the dualizing sheaf on the moduli space of (super) curves, Funct. Anal. Appl. 20 (1987), 244-245. 12. R. Penrose and W. Rindler, Spinors and space-time, V.2, spinor and twistor methods in space-time geometry, Cambridge Univ. Press, 1986. 13. R. Ward, On self-dual gauge fields, Phys. Lett. 61A (1977), 81-82. 14. E. Witten, An interpretation of classical Yang-Mills theory, Phys. Lett. 77NB (1978), 394-398. 15. , Twistor-like transform in ten dimensions, Nucl. Phys. B266 (1986), 245-264. 16. , Physics and geometry, Proc. Internat. Congr. Math., Berkeley, 1986, pp. 267302, Amer. Math. Soc, Providence, R.I., 1987.

Infinite-Dimensional Dynamical Systems in Mechanics and Physics (Roger Temam)

In this article a theoretical framework for the Galerkin finite element approximation to the steady state fractional advection dispersion equation is presented. Appropriate fractional derivative spaces are defined and shown to be equivalent to the usual fractional dimension Sobolev spaces Hs. Existence and uniqueness results are proven, and error estimates for the Galerkin approximation derived. Numerical results are included that confirm the theoretical estimates. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005

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Variational formulation for the stationary fractional advection dispersion equation

In this article we analyze a fully discrete numerical approximation to a time dependent fractional order diffusion equation which contains a nonlocal quadratic nonlinearity. The analysis is performed for a general fractional order diffusion operator. The nonlinear term studied is a product of the unknown function and a convolution operator of order 0. Convergence of the approximation and a priori error estimates are given. Numerical computations are included, which confirm the theoretical predictions.

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Numerical Approximation of a Time Dependent, Nonlinear, Space-Fractional Diffusion Equation

In this article, we discuss the steady state fractional advection dispersion equation (FADE) on bounded domains in ℝd. Fractional differential and integral operators are defined and analyzed. Appropriate fractional derivative spaces are defined and shown to be equivalent to the fractional dimensional Sobolev spaces. A theoretical framework for the variational solution of the steady state FADE is presented. Existence and uniqueness results are proven, and error estimates obtained for the finite element approximation. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 256–281, 2007

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Variational solution of fractional advection dispersion equations on bounded domains in ℝd

This article studies two methods for obtaining excellent mass conservation in finite element computations of the Navier-Stokes equations using continuous velocity fields. With a particular mesh construction, the Scott-Vogelius element pair has recently been shown to be inf-sup stable and have optimal approximation properties, while also providing pointwise mass conservation. We present herein the first numerical tests of this element pair for the time dependent Navier-Stokes equations. We also prove that the limit of the grad-div stabilized Taylor-Hood solutions to the Navier-Stokes problem converges to the Scott-Vogelius solution as the stabilization parameter tends to infinity. That is, we provide theoretical justification that choosing the grad-div parameter large does not destroy the solution. Numerical tests are provided which verify the theory and show how both Scott-Vogelius and grad-div stabilized Taylor-Hood (with large stabilization parameter) elements can provide accurate results with excellent mass conservation for Navier-Stokes approximations.

A Connection Between Scott-Vogelius and Grad-Div Stabilized Taylor-Hood FE Approximations of the Navier-Stokes Equations

In this article, we analyze the flow of a fluid through a coupled Stokes-Darcy domain. The fluid in each domain is non-Newtonian, modeled by the generalized nonlinear Stokes equation in the free flow region and the generalized nonlinear Darcy equation in the porous medium. A flow rate is specified along the inflow portion of the free flow boundary. We show existence and uniqueness of a variational solution to the problem. We propose and analyze an approximation algorithm and establish a priori error estimates for the approximation.

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Vincent J. Ervin

Papers

Variational formulation for the stationary fractional advection dispersion equation

Numerical Approximation of a Time Dependent, Nonlinear, Space-Fractional Diffusion Equation

Variational solution of fractional advection dispersion equations on bounded domains in ℝd

A Connection Between Scott-Vogelius and Grad-Div Stabilized Taylor-Hood FE Approximations of the Navier-Stokes Equations

Coupled Generalized Nonlinear Stokes Flow with Flow through a Porous Medium