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Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations by Constantin Varsan
Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations by Constantin Varsan
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Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations

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Description

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 differen­ tial 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 stochastic differential equations yelding results that look quite different in their original setting. Finite-dimensional nonlin­ ear filters for stochastic differential equations and, say, decomposability of a nonlinear control system receive a common understanding in this framework.
Release date NZ
October 15th, 2012
Audience
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 1999
Illustrations
X, 243 p.
Pages
243
Dimensions
160x240x14
ISBN-13
9789401059701
Product ID
21818056

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