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£91.63

Birkhauser Heat Kernel Method and its Applications

Name: Heat Kernel Method and its Applications
Brand: Birkhauser
Price: 91.63 GBP
Availability: InStock

Differential Equations

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Description

The heart of the book is the development of a short-time asymptotic expansion for the heat kernel. This is explained in detail and explicit examples of some advanced calculations are given. In addition some advanced methods and extensions, including path integrals, jump diffusion and others are presented. The book consists of four parts: Analysis, Geometry, Perturbations and Applications. The first part shortly reviews of some background material and gives an introduction to PDEs. The second part is devoted to a short introduction to various aspects of differential geometry that will be needed later. The third part and heart of the book presents a systematic development of effective methods for various approximation schemes for parabolic differential equations. The last part is devoted to applications in financial mathematics, in particular, stochastic differential equations. Although this book is intended for advanced undergraduate or beginning graduate students in, it should also provide a useful reference for professional physicists, applied mathematicians as well as quantitative analysts with an interest in PDEs. Review “Every chapter in this book contains a lot of information. Suggested further reading and precise references can be found at the end of each one. … It is aimed towards non-specialists, allowing them to quickly enter into the heart of the matters described above. This volume will be very useful to those interested in asymptotic expansions of heat kernels and stochastic models from financial mathematics.” (Pablo Raúl Stinga, Mathematical Reviews, July, 2017) “The main theme of the monograph is the development of a short-time expansion for the heat kernel. … The monograph is well organized; each chapter starts with an abstract and ends with a section of notes, that can be effectively used to navigate through the contents. Thanks to an extensive presentation of background material, the book is well suited for undergraduate and graduate students, but can be of interest also for applied mathematicians and physicists.” (Paolo Musolino, zbMATH 1342.35001, 2016) From the Back Cover This book deals with the partial differential equations and some of theirapplications. The book consists of four parts. The first part presents somebackground material and an introduction to partial differential equations. Thesecond part is a short introduction to various aspects of differential geometry.The third part deals with a systematic treatment of singularly perturbed parabolicpartial differential equations. The main theme in this part is the development of ashort-time asymptotic expansion for the heat kernel. Some advanced methodsand extensions are discussed as well. The forth part is devoted to applications. Itstarts with a short introduction to financial mathematics including stochasticdifferential equations and the description of some basic models. The advancedperturbational techniques developed earlier are applied to some models ofmathematical finance.The book is addressed primarily to non-mathematicians interested in partialdifferential equations. The presentation is rather informal and is as self-containedas possible from some elementary introductory concepts to rather advancedtechnical methods. The style of the presentation makes it accessible for a wideraudience. Although this book is intended for advanced undergraduate orbeginning graduate students in, it should also provide a useful reference forprofessional physicists, applied mathematicians as well as quantitative analystswith an interest in partial differential equations, mathematical physics, differentialgeometry, singular perturbations and mathematical finance."

Product Specifications

Brand: Birkhauser
Format: paperback
ASIN: 3319799207
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Mathematical Analysis > Differential Equations
Domain: Amazon UK
Release Date: 16 March 2019
Listed Since: 20 December 2018

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Birkhauser Heat Kernel Method and its Applications

About as cheap as it gets. The only time it was cheaper was 1 year ago.

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