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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations

Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations

Vârsan, Constantin

Hardcover

Series: Mathematics and Its Applications, Book 466

Medical ReferenceAlgebraProbability & Statistics

ISBN10: 0792357183
ISBN13: 9780792357186
Publisher: Springer Nature
Published: May 31 1999
Pages: 243
Weight: 1.18
Height: 0.63 Width: 6.14 Depth: 9.21
Language: English
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.

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