To see the other types of publications on this topic, follow the link: Ito equation.
Books on the topic 'Ito equation'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the top 50 books for your research on the topic 'Ito equation.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Browse books on a wide variety of disciplines and organise your bibliography correctly.
1
Orlik, Lyubov', and Galina Zhukova. Operator equation and related questions of stability of differential equations. ru: INFRA-M Academic Publishing LLC., 2020. http://dx.doi.org/10.12737/1061676.
Full textAbstract:
The monograph is devoted to the application of methods of functional analysis to the problems of qualitative theory of differential equations. Describes an algorithm to bring the differential boundary value problem to an operator equation. The research of solutions to operator equations of special kind in the spaces polutoratonny with a cone, where the limitations of the elements of these spaces is understood as the comparability them with a fixed scale element of exponential type. Found representations of the solutions of operator equations in the form of contour integrals, theorems of existence and uniqueness of such solutions. The spectral criteria for boundedness of solutions of operator equations and, as a consequence, sufficient spectral features boundedness of solutions of differential and differential-difference equations in Banach space. The results obtained for operator equations with operators and work of Volterra operators, allowed to extend to some systems of partial differential equations known spectral stability criteria for solutions of A. M. Lyapunov and also to generalize theorems on the exponential characteristic.
The results of the monograph may be useful in the study of linear mechanical and electrical systems, in problems of diffraction of electromagnetic waves, theory of automatic control, etc.
It is intended for researchers, graduate students functional analysis and its applications to operator and differential equations.
2
Chung, Kai Lai. Introduction to stochastic integration. 2nd ed. Boston: Birkhäuser, 1990.
Find full text
3
Stuart, Charles A. Bifurcation into spectral gaps. Brussels, Belgium: Société mathématique de Belgique, 1995.
Find full text
4
Billings, S. A. Mapping nonlinear integro-differential equations into the frequency domain. Sheffield: University of Sheffield, Dept. of Control Engineering, 1989.
Find full text
5
Zhukova, Galina. Differential equations. ru: INFRA-M Academic Publishing LLC., 2020. http://dx.doi.org/10.12737/1072180.
Full textAbstract:
The textbook presents the theory of ordinary differential equations constituting the subject of the discipline "Differential equations". Studied topics: differential equations of first, second, arbitrary order; differential equations; integration of initial and boundary value problems; stability theory of solutions of differential equations and systems. Introduced the basic concepts, proven properties of differential equations and systems. The article presents methods of analysis and solutions. We consider the applications of the obtained results, which are illustrated on a large number of specific tasks. For independent quality control mastering the course material suggested test questions on the theory, exercises and tasks.
It is recommended that teachers, postgraduates and students of higher educational institutions, studying differential equations and their applications.
6
Pollock, Marcia (Marcia Kay), 1942-2011, ed. Putting God back into Einstein's equations: Energy of the soul. Boynton Beach, FL: Shechinah Third Temple, Inc., 2012.
Find full text
7
Sinha, N. Inclusion of chemical kinetics into beam-warming based PNS model for hypersonic propulsion applications. New York: AIAA, 1987.
Find full text
8
Kudinov, Igor', Anton Eremin, Konstantin Trubicyn, Vitaliy Zhukov, and Vasiliy Tkachev. Vibrations of solids, liquids and gases taking into account local disequilibrium. ru: INFRA-M Academic Publishing LLC., 2022. http://dx.doi.org/10.12737/1859642.
Full textAbstract:
The monograph presents the results of the development and research of new mathematical models of the processes of vibrations of solids, liquids and gases, taking into account local disequilibrium. To derive differential equations, the Navier—Stokes equations, Newton's second law and modified formulas of the classical empirical laws of Fourier, Hooke, Newton are used, which take into account the velocities and accelerations of the driving forces (gradients of the corresponding quantities) and their consequences (heat flow, normal and tangential stresses). The conditions for the occurrence of shock waves of stresses and displacements in dynamic thermoelasticity problems formulated taking into account relaxation phenomena in thermal and thermoelastic problems are investigated, new results are obtained in the study of longitudinal and transverse vibrations of rods, strings, liquids and gases, and the conditions for the excitation of gas self-oscillations arising from a time-constant heat source are determined.
It is intended for scientific and technical workers specializing in mathematics, thermophysics, thermoelasticity, as well as teachers and students of technical universities.
9
Hartley, T. T. Insights into the fractional order initial value problem via semi-infinite systems. [Cleveland, Ohio]: National Aeronautics and Space Administration, Lewis Research Center, 1998.
Find full text
10
Ikeda, Nobuyuki. Stochastic differential equations and diffusion processes. 2nd ed. Amsterdam: North-Holland Pub. Co., 1989.
Find full text
11
Triantafyllos, Ioannis. Implementation of a non-linear low-re two equation model into a compressible Navier-Stokescode. Manchester: UMIST, 1996.
Find full text
12
Umarov, Sabir, Marjorie G. Hahn, and Kei Kobayashi. Beyond the Triangle : Brownian Motion, Ito Calculus, and Fokker-Planck Equation: Fractional Generalizations. World Scientific Publishing Co Pte Ltd, 2018.
Find full text
13
Escudier, Marcel. Basic equations of viscous-fluid flow. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198719878.003.0015.
Full textAbstract:
In this chapter it is shown that application of the momentum-conservation equation (Newton’s second law of motion) to an infinitesimal cube of fluid leads to Cauchy’s partial differential equations, which govern the flow of any fluid satisfying the continuum hypothesis. Any fluid flow must also satisfy the continuity equation, another partial differential equation, which is derived from the mass-conservation equation. It is shown that distortion of a flowing fluid can be split into elongational distortion and angular distortion or shear strain. For a Newtonian fluid, the normal and shear stresses in Cauchy’s equations are related to the elongational and shear-strain rates through Stokes’ constitutive equations. Substitution of these constitutive equations into Cauchy’s equations leads to the Navier-Stokes equations, which govern steady or unsteady flow of a fluid. A minor modification of the constitutive equations for a Newtonian fluid allows consideration of generalised Newtonian fluids, for which the viscosity depends upon the shear-strain rates. The boundary conditions for the tangential and normal velocity components are discussed briefly.
14
A Journey Into Partial Differential Equations. Jones & Bartlett Publishers, 2010.
Find full text
15
Rajeev, S. G. Euler’s Equations. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198805021.003.0002.
Full textAbstract:
Euler derived the fundamental equations of an ideal fluid, that is, in the absence of friction (viscosity). They describe the conservation of momentum. We can derive from it the equation for the evolution of vorticity (Helmholtz equation). Euler’s equations have to be supplemented by the conservation of mass and by an equation of state (which relates density to pressure). Of special interest is the case of incompressible flow; when the fluid velocity is small compared to the speed of sound, the density may be treated as a constant. In this limit, Euler’s equations have scale invariance in addition to rotation and translation invariance. d’Alembert’s paradox points out the limitation of Euler’s equation: friction cannot be ignored near the boundary, nomatter how small the viscosity.
16
Cantor, Brian. The Equations of Materials. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780198851875.001.0001.
Full textAbstract:
This book describes some of the important equations of materials and the scientists who derived them. It is aimed at anyone interested in the manufacture, structure, properties and engineering application of materials such as metals, polymers, ceramics, semiconductors and composites. It is meant to be readable and enjoyable, a primer rather than a textbook, covering only a limited number of topics and not trying to be comprehensive. It is pitched at the level of a final year school student or a first year undergraduate who has been studying the physical sciences and is thinking of specialising into materials science and/or materials engineering, but it should also appeal to many other scientists at other stages of their career. It requires a working knowledge of school maths, mainly algebra and simple calculus, but nothing more complex. It is dedicated to a number of propositions, as follows: 1. The most important equations are often simple and easily explained; 2. The most important equations are often experimental, confirmed time and again; 3. The most important equations have been derived by remarkable scientists who lived interesting lives. Each chapter covers a single equation and materials subject. Each chapter is structured in three sections: first, a description of the equation itself; second, a short biography of the scientist after whom it is named; and third, a discussion of some of the ramifications and applications of the equation. The biographical sections intertwine the personal and professional life of the scientist with contemporary political and scientific developments. The topics included are: Bravais lattices and crystals; Bragg’s law and diffraction; the Gibbs phase rule and phases; Boltzmann’s equation and thermodynamics; the Arrhenius equation and reactions; the Gibbs-Thomson equation and surfaces; Fick’s laws and diffusion; the Scheil equation and solidification; the Avrami equation and phase transformations; Hooke’s law and elasticity; the Burgers vector and plasticity; Griffith’s equation and fracture; and the Fermi level and electrical properties.
17
Deruelle, Nathalie, and Jean-Philippe Uzan. Kinetic theory. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198786399.003.0010.
Full textAbstract:
This chapter covers the equations governing the evolution of particle distribution and relates the macroscopic thermodynamical quantities to the distribution function. The motion of N particles is governed by 6N equations of motion of first order in time, written in either Hamiltonian form or in terms of Poisson brackets. Thus, as this chapter shows, as the number of particles grows it becomes necessary to resort to a statistical description. The chapter first introduces the Liouville equation, which states the conservation of the probability density, before turning to the Boltzmann–Vlasov equation. Finally, it discusses the Jeans equations, which are the equations obtained by taking various averages over velocities.
18
Rajeev, S. G. Hamiltonian Systems Based on a Lie Algebra. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198805021.003.0010.
Full textAbstract:
There is a remarkable analogy between Euler’s equations for a rigid body and his equations for an ideal fluid. The unifying idea is that of a Lie algebra with an inner product, which is not invariant, on it. The concepts of a vector space, Lie algebra, and inner product are reviewed. A hamiltonian dynamical system is derived from each metric Lie algebra. The Virasoro algebra (famous in string theory) is shown to lead to the KdV equation; and in a limiting case, to the Burgers equation for shocks. A hamiltonian formalism for two-dimensional Euler equations is then developed in detail. A discretization of these equations (using a spectral method) is then developed using mathematical ideas from quantum mechanics. Then a hamiltonian formalism for the full three-dimensional Euler equations is developed. The Clebsch variables which provide canonical pairs for fluid dynamics are then explained, in analogy to angular momentum.
19
Deruelle, Nathalie, and Jean-Philippe Uzan. Self-gravitating fluids. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198786399.003.0015.
Full textAbstract:
This chapter briefly describes ‘perfect fluids’. These are characterized by their mass density ρ(t, xⁱ), pressure p(t, ⁱ), and velocity field v(t, ⁱ). The motion and equilibrium configurations of these fluids are determined by the equation of state, for example, p = p(ρ) for a barotropic fluid, and by the gravitational potential U(t, ⁱ) created at a point ⁱ by other fluid elements. The chapter shows that, given an equation of state, the equations of the problem to be solved are the continuity equation, the Euler equation, and the Poisson equation. It then considers static models with spherical symmetry, as well as polytropes and the Lane–Emden equation. Finally, the chapter studies the isothermal sphere and Maclaurin spheroids.
20
Mann, Peter. Classical Electromagnetism. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198822370.003.0027.
Full textAbstract:
In this chapter, Noether’s theorem as a classical field theory is presented and the properties of variations are again discussed for fields (i.e. field variations, space variations, time variations, spacetime variations), resulting in the Noether condition. Quasisymmetries and spontaneous symmetry breaking are discussed, as well as local symmetry and global symmetry. Following these definitions, Noether’s first theorem and Noether’s second theorem are developed. The classical Schrödinger field is investigated and the key equations of classical mechanics are summarised into a single Lagrangian. Symmetry properties of the field action and equations of motion are then compared. The chapter discusses the energy–momentum tensor, the Klein–Utiyama theorem, the Liouville equation and the Hamilton–Jacobi equation. It also discusses material science, special orthogonal groups and complex scalar fields.
21
Rajeev, S. G. Finite Difference Methods. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198805021.003.0014.
Full textAbstract:
This chapter offers a peek at the vast literature on numerical methods for partial differential equations. The focus is on finite difference methods (FDM): approximating differential operators by functions of difference operators. Padé approximants (Fornberg) give a unifying principle for deriving the various stencils used by numericists. Boundary value problems for the Poisson equation and initial value problems for the diffusion equation are solved using FDM. Numerical instability of explicit schemes are explained physically and implicit schemes introduced. A discrete version of theClebsch formulation of incompressible Euler equations is proposed. The chapter concludes with the radial basis function method and its application to a discrete version of the Lagrangian formulation of Navier–Stokes.
22
Mann, Peter. Virtual Work & d’Alembert’s Principle. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198822370.003.0013.
Full textAbstract:
This chapter discusses virtual work, returning to the Newtonian framework to derive the central Lagrange equation, using d’Alembert’s principle. It starts off with a discussion of generalised force, applied force and constraint force. Holonomic constraints and non-holonomic constraint equations are then investigated. The corresponding principles of Gauss (Gauss’s least constraint) and Jourdain are also documented and compared to d’Alembert’s approach before being generalised into the Mangeron–Deleanu principle. Kane’s equations are derived from Jourdain’s principle. The chapter closes with a detailed covering of the Gibbs–Appell equations as the most general equations in classical mechanics. Their reduction to Hamilton’s principle is examined and they are used to derive the Euler equations for rigid bodies. The chapter also discusses Hertz’s least curvature, the Gibbs function and Euler equations.
23
Succi, Sauro. Model Boltzmann Equations. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199592357.003.0008.
Full textAbstract:
This chapter deals with simplified models of the Boltzmann equation, aimed at reducing its mathematical complexity, while still retaining the most salient physical features. As observed many times in this book, the Boltzmann equation is all but an easy equation to solve. The situation surely improves by moving to its linearized version, but even then, a lot of painstaking labor is usually involved in deriving special solutions for the problem at hand. In order to ease this state of affairs, in the mid-fifties, stylized models of the Boltzmann equations were formulated, with the main intent of providing facilitated access to the main qualitative aspects of the actual solutions of the Boltzmann equation, without facing head-on with its mathematical complexity. As it is always the case with models, the art is not to throw away the baby with the tub water.
24
Horing, Norman J. Morgenstern. Equations of Motion with Particle–Particle Interactions and Approximations. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198791942.003.0008.
Full textAbstract:
Starting with the equation of motion for the field operator ψ(x,t) of an interacting many-particle system, the n-particle Green’s function (Gn) equation of motion is developed, with interparticle interactions generating an infinite chain of equations coupling it to (n+1)- and (n−1)-particle Green’s functions (Gn+1 and Gn−1, respectively). Particularly important are the one-particle Green’s function equation with its coupling to the two-particle Green’s function and the two-particle Green’s function equation with its coupling to the three-particle Green’s function. To develop solutions, it is necessary to introduce non-correlation decoupling procedures involving the Hartree and Hartree-Fock approximations for G2 in the G1 equation; and a similar factorization “ansatz” for G3 in the G2 equation, resulting in the Sum of Ladder Diagrams integral equation for G2, with multiple Born iterates and finite collisional lifetimes. Similar treatment of the G11-equation for the joint propagation of one-electron and one-hole subject to mutual Coulomb attraction leads to bound electron-hole exciton states having a discrete hydrogen like spectrum of energy eigenstates. Its role in single-particle propagation is also discussed in terms of one-electron self-energy Σ and the T-matrix
25
Prussing, John E. Rocket Trajectories. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198811084.003.0003.
Full textAbstract:
rocket trajectories, including equations of motion are treated. High- and low-thrust engines are analysed, including constant-specific-impulse and variable-specific-impulse engines. The equation of motion of a spacecraft which is thrusting in a gravitational field determines its trajectory.
26
Succi, Sauro. Approach to Equilibrium, the H-Theorem and Irreversibility. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199592357.003.0003.
Full textAbstract:
Like most of the greatest equations in science, the Boltzmann equation is not only beautiful but also generous. Indeed, it delivers a great deal of information without imposing a detailed knowledge of its solutions. In fact, Boltzmann himself derived most if not all of his main results without ever showing that his equation did admit rigorous solutions. This Chapter illustrates one of the most profound contributions of Boltzmann, namely the famous H-theorem, providing the first quantitative bridge between the irreversible evolution of the macroscopic world and the reversible laws of the underlying microdynamics.
27
Morawetz, Klaus. Approximations for the Selfenergy. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198797241.003.0010.
Full textAbstract:
The systematic expansion of the selfenergy is presented with the help of the closure relation of chapter 7. Besides Hartree–Fock leading to meanfield kinetic equations, the random phase approximation (RPA) is shown to result into the Lennard–Balescu kinetic equation, and the ladder approximation into the Beth–Uehling–Uhlenbeck kinetic equation. The deficiencies of the ladder approximation are explored compared to the exact T-matrix by missing maximally crossed diagrams. The T-matrix provides the Bethe–Salpeter equation for the two-particle correlation functions. Vertex corrections to the RPA are presented. For a two-dimensional example, the selfenergy and effective mass are calculated. The structure factor and the pair-correlation function are introduced and calculated for various approximations.
28
Rajeev, S. G. Viscous Flows. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198805021.003.0005.
Full textAbstract:
Here some solutions of Navier–Stokes equations are found.The flow of a fluid along a pipe (Poisseuille flow) and that between two rotating cylinders (Couette flow) are the simplest. In the limit of large viscosity (small Reynolds number) the equations become linear: Stokes equations. Flow past a sphere is solved in detail. It is used to calculate the drag on a sphere, a classic formula of Stokes. An exact solution of the Navier–Stokes equation describing a dissipating vortex is also found. It is seen that viscosity cannot be ignored at the boundary or at the core of vortices.
29
Isett, Philip. The Divergence Equation. Princeton University Press, 2017. http://dx.doi.org/10.23943/princeton/9780691174822.003.0006.
Full textAbstract:
This chapter introduces the divergence equation. A key ingredient in the proof of the Main Lemma for continuous solutions is to find special solutions to this divergence equation, which includes a smooth function and a smooth vector field on ³, plus an unknown, symmetric (2, 0) tensor. The chapter presents a proposition that takes into account a condition relating to the conservation of momentum as well as a condition that reflects Newton's law, which states that every action must have an equal and opposite reaction. This axiom, in turn, implies the conservation of momentum in classical mechanics. In view of Noether's theorem, the constant vector fields which act as Galilean symmetries of the Euler equation are responsible for the conservation of momentum. The chapter shows proof that all solutions to the Euler-Reynolds equations conserve momentum.
30
Morawetz, Klaus. Nonequilibrium Quantum Hydrodynamics. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198797241.003.0015.
Full textAbstract:
The balance equations resulting from the nonlocal kinetic equation are derived. They show besides the Landau-like quasiparticle contributions explicit two-particle correlated parts which can be interpreted as molecular contributions. It looks like as if two particles form a short-living molecule. All observables like density, momentum and energy are found as a conserving system of balance equations where the correlated parts are in agreement with the forms obtained when calculating the reduced density matrix with the extended quasiparticle functional. Therefore the nonlocal kinetic equation for the quasiparticle distribution forms a consistent theory. The entropy is shown to consist also of a quasiparticle part and a correlated part. The explicit entropy gain is proved to complete the H-theorem even for nonlocal collision events. The limit of Landau theory is explored when neglecting the delay time. The rearrangement energy is found to mediate between the spectral quasiparticle energy and the Landau variational quasiparticle energy.
31
Mann, Peter. Vector Calculus. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198822370.003.0034.
Full textAbstract:
This chapter gives a non-technical overview of differential equations from across mathematical physics, with particular attention to those used in the book. It is a common trend in physics and nature, or perhaps just the way numbers and calculus come together, that, to describe the evolution of things, most theories use a differential equation of low order. This chapter is useful for those with no prior knowledge of the differential equations and explains the concepts required for a basic exposition of classical mechanics. It discusses separable differential equations, boundary conditions and initial value problems, as well as particular solutions, complete solutions, series solutions and general solutions. It also discusses the Cauchy–Lipschitz theorem, flow and the Fourier method, as well as first integrals, complete integrals and integral curves.
32
Deruelle, Nathalie, and Jean-Philippe Uzan. The Kerr solution. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198786399.003.0048.
Full textAbstract:
This chapter covers the Kerr metric, which is an exact solution of the Einstein vacuum equations. The Kerr metric provides a good approximation of the spacetime near each of the many rotating black holes in the observable universe. This chapter shows that the Einstein equations are nonlinear. However, there exists a class of metrics which linearize them. It demonstrates the Kerr–Schild metrics, before arriving at the Kerr solution in the Kerr–Schild metrics. Since the Kerr solution is stationary and axially symmetric, this chapter shows that the geodesic equation possesses two first integrals. Finally, the chapter turns to the Kerr black hole, as well as its curvature singularity, horizons, static limit, and maximal extension.
33
Sogge, Christopher D. A review: The Laplacian and the d’Alembertian. Princeton University Press, 2017. http://dx.doi.org/10.23943/princeton/9780691160757.003.0001.
Full textAbstract:
This chapter reviews the Laplacian and the d'Alembertian. It begins with a brief discussion on the solution of wave equation both in Euclidean space and on manifolds and how this knowledge can be used to derive properties of eigenfunctions on Riemannian manifolds. A key step in understanding properties of solutions of wave equations on manifolds is to compute the types of distributions that include the fundamental solution of the wave operator in Minkowski space (d'Alembertian), with a specific function for the Euclidean Laplacian on Rn. The chapter also reviews another equation involving the Laplacian, before discussing the fundamental solutions of the d'Alembertian in R1+n.
34
Deruelle, Nathalie, and Jean-Philippe Uzan. The Maxwell equations. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198786399.003.0030.
Full textAbstract:
This chapter presents Maxwell equations determining the electromagnetic field created by an ensemble of charges. It also derives these equations from the variational principle. The chapter studies the equation’s invariances: gauge invariance and invariance under Poincaré transformations. These allow us to derive the conservation laws for the total charge of the system and also for the system energy, momentum, and angular momentum. To begin, the chapter introduces the first group of Maxwell equations: Gauss’s law of magnetism, and Faraday’s law of induction. It then discusses current and charge conservation, a second set of Maxwell equations, and finally the field–energy momentum tensor.
35
Succi, Sauro. Stochastic Particle Dynamics. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199592357.003.0009.
Full textAbstract:
Dense fluids and liquids molecules are in constant interaction; hence, they do not fit into the Boltzmann’s picture of a clearcut separation between free-streaming and collisional interactions. Since the interactions are soft and do not involve large scattering angles, an effective way of describing dense fluids is to formulate stochastic models of particle motion, as pioneered by Einstein’s theory of Brownian motion and later extended by Paul Langevin. Besides its practical value for the study of the kinetic theory of dense fluids, Brownian motion bears a central place in the historical development of kinetic theory. Among others, it provided conclusive evidence in favor of the atomistic theory of matter. This chapter introduces the basic notions of stochastic dynamics and its connection with other important kinetic equations, primarily the Fokker–Planck equation, which bear a complementary role to the Boltzmann equation in the kinetic theory of dense fluids.
36
Deruelle, Nathalie, and Jean-Philippe Uzan. Conservation laws. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198786399.003.0045.
Full textAbstract:
This chapter studies how the ‘spacetime symmetries’ can generate first integrals of the equations of motion which simplify their solution and also make it possible to define conserved quantities, or ‘charges’, characterizing the system. As already mentioned in the introduction to matter energy–momentum tensors in Chapter 3, the concepts of energy, momentum, and angular momentum are related to the invariance properties of the solutions of the equations of motion under spacetime translations or rotations. The chapter explores these in greater detail. It first turns to isometries and Killing vectors. The chapter then examines the first integrals of the geodesic equation, and Noether charges.
37
Horing, Norman J. Morgenstern. Interacting Electron–Hole–Phonon System. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198791942.003.0011.
Full textAbstract:
Chapter 11 employs variational differential techniques and the Schwinger Action Principle to derive coupled-field Green’s function equations for a multi-component system, modeled as an interacting electron-hole-phonon system. The coupled Fermion Green’s function equations involve five interactions (electron-electron, hole-hole, electron-hole, electron-phonon, and hole-phonon). Starting with quantum Hamilton equations of motion for the various electron/hole creation/annihilation operators and their nonequilibrium average/expectation values, variational differentiation with respect to particle sources leads to a chain of coupled Green’s function equations involving differing species of Green’s functions. For example, the 1-electron Green’s function equation is coupled to the 2-electron Green’s function (as earlier), also to the 1-electron/1-hole Green’s function, and to the Green’s function for 1-electron propagation influenced by a nontrivial phonon field. Similar remarks apply to the 1-hole Green’s function equation, and all others. Higher order Green’s function equations are derived by further variational differentiation with respect to sources, yielding additional couplings. Chapter 11 also introduces the 1-phonon Green’s function, emphasizing the role of electron coupling in phonon propagation, leading to dynamic, nonlocal electron screening of the phonon spectrum and hybridization of the ion and electron plasmons, a Bohm-Staver phonon mode, and the Kohn anomaly. Furthermore, the single-electron Green’s function with only phonon coupling can be rewritten, as usual, coupled to the 2-electron Green’s function with an effective time-dependent electron-electron interaction potential mediated by the 1-phonon Green’s function, leading to the polaron as an electron propagating jointly with its induced lattice polarization. An alternative formulation of the coupled Green’s function equations for the electron-hole-phonon model is applied in the development of a generalized shielded potential approximation, analysing its inverse dielectric screening response function and associated hybridized collective modes. A brief discussion of the (theoretical) origin of the exciton-plasmon interaction follows.
38
Horing, Norman J. Morgenstern. Q. M. Pictures; Heisenberg Equation; Linear Response; Superoperators and Non-Markovian Equations. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198791942.003.0003.
Full textAbstract:
Three fundamental and equivalent mathematical frameworks (“pictures”) in which quantum theory can be lodged are exhibited and their relations and relative advantages/disadvantages are discussed: (1) The Schrödinger picture considers the dynamical development of the overall system state vector as a function of time relative to a fixed complete set of time-independent basis eigenstates; (2) The Heisenberg picture (convenient for the use of Green’s functions) embeds the dynamical development of the system in a time-dependent counter-rotation of the complete set of basis eigenstates relative to the fixed, time-independent overall system state, so that the relation of the latter fixed system state to the counter-rotating basis eigenstates is identically the same in the Heisenberg picture as it is in the Schrödinger picture; (3) the Interaction Picture addresses the situation in which a Hamiltonian, H=H0+H1, involves a part H0 whose equations are relatively easy to solve and a more complicated part, H1, treated perturbatively. The Heisenberg equation of motion for operators is discussed, and is applied to annihilation and creation operators. The S-matrix, density matrix and von Neumann equation, along with superoperators and non-Markovian kinetic equations are also addressed (e.g. the intracollisional field effect).
39
Rajeev, S. G. Fluid Mechanics. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198805021.001.0001.
Full textAbstract:
Starting with a review of vector fields and their integral curves, the book presents the basic equations of the subject: Euler and Navier–Stokes. Some solutions are studied next: ideal flows using conformal transformations, viscous flows such as Couette and Stokes flow around a sphere, shocks in the Burgers equation. Prandtl’s boundary layer theory and the Blasius solution are presented. Rayleigh–Taylor instability is studied in analogy with the inverted pendulum, with a digression on Kapitza’s stabilization. The possibility of transients in a linearly stable system with a non-normal operator is studied using an example by Trefethen et al. The integrable models (KdV, Hasimoto’s vortex soliton) and their hamiltonian formalism are studied. Delving into deeper mathematics, geodesics on Lie groups are studied: first using the Lie algebra and then using Milnor’s approach to the curvature of the Lie group. Arnold’s deep idea that Euler’s equations are the geodesic equations on the diffeomorphism group is then explained and its curvature calculated. The next three chapters are an introduction to numerical methods: spectral methods based on Chebychev functions for ODEs, their application by Orszag to solve the Orr–Sommerfeld equation, finite difference methods for elementary PDEs, the Magnus formula and its application to geometric integrators for ODEs. Two appendices give an introduction to dynamical systems: Arnold’s cat map, homoclinic points, Smale’s horse shoe, Hausdorff dimension of the invariant set, Aref ’s example of chaotic advection. The last appendix introduces renormalization: Ising model on a Cayley tree and Feigenbaum’s theory of period doubling.
40
Mann, Peter. The Hamiltonian & Phase Space. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198822370.003.0014.
Full textAbstract:
This chapter discusses the Hamiltonian and phase space. Hamilton’s equations can be derived in several ways; this chapter follows two pathways to arrive at the same result, thus giving insight into the motivation for forming these equations. The importance of deriving the same result in several ways is that it shows that, in physics, there are often several mathematical avenues to go down and that approaching a problem with, say, the calculus of variations can be entirely as valid as using a differential equation approach. The chapter extends the arenas of classical mechanics to include the cotangent bundle momentum phase space in addition to the tangent bundle and configuration manifold, and discusses conjugate momentum. It also introduces the Hamiltonian as the Legendre transform of the Lagrangian and compares it to the Jacobi energy function.
41
Epstein, Charles L., and Rafe Mazzeo. Maximum Principles and Uniqueness Theorems. Princeton University Press, 2017. http://dx.doi.org/10.23943/princeton/9780691157122.003.0003.
Full textAbstract:
This chapter proves maximum principles for two parabolic and elliptic equations from which the uniqueness results follow easily. It also considers the main consequences of the maximum principle, both for the model operators on an open orthant and for the general Kimura diffusion operators on a compact manifold with corners, as well as their elliptic analogues. Of particular note in this regard is a generalization of the Hopf boundary point maximum principle. The chapter first presents maximum principles for the model operators before discussing Kimura diffusion operators on manifolds with corners. It then describes maximum principles for the heat equation as well as the corresponding maximum principle and uniqueness result for Kimura diffusion equations.
42
Rajeev, S. G. Boundary Layers. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198805021.003.0007.
Full textAbstract:
It is found experimentally that all the components of fluid velocity (not just thenormal component) vanish at a wall. No matter how small the viscosity, the large velocity gradients near a wall invalidate Euler’s equations. Prandtl proposed that viscosity has negligible effect except near a thin region near a wall. Prandtl’s equations simplify the Navier-Stokes equation in this boundary layer, by ignoring one dimension. They have an unusual scale invariance in which the distances along the boundary and perpendicular to it have different dimensions. Using this symmetry, Blasius reduced Prandtl’s equations to one dimension. They can then be solved numerically. A convergent analytic approximation was also found by H. Weyl. The drag on a flat plate can now be derived, resolving d’Alembert’s paradox. When the boundary is too long, Prandtl’s theory breaks down: the boundary layer becomes turbulent or separates from the wall.
43
McDuff, Dusa, and Dietmar Salamon. From classical to modern. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198794899.003.0002.
Full textAbstract:
The first chapter develops the basic concepts of symplectic topology from the vantage point of classical mechanics. It starts with an introduction to the Euler–Lagrange equation and shows how the Legendre transformation leads to Hamilton’s equations, symplectic forms, symplectomorphisms, and the symplectic action. It ends with a brief overview of some modern results in the subject on the symplectic topology of Euclidean space, such as the Weinstein conjecture and the Gromov nonsqueezing theorem.
44
Morawetz, Klaus. Quantum Kinetic Equations. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198797241.003.0009.
Full textAbstract:
The gradient approximations of the Kadanoff and Baym equations are derived up to first order. The off-shell motions responsible for the satellites are shown to ensure causality. The cancellation of off-shell motions from the drift and correlation part of the reduced density provides a precursor of the kinetic equation for the quasiparticle distribution which leads to a functional between reduced and quasiparticle distribution, named the extended quasiparticle picture. Virial corrections appear as internal gradients in the selfenergy and therefore in the considered processes. With this extended quasiparticle picture, the non-Markovian kinetic equations are transformed into Markovian ones for proper defined quasiparticles without neglect showing the exact cancellation of off-shell parts. Alternative approaches are discussed for comparison.
45
Kanzieper, Eugene. Painlevé transcendents. Edited by Gernot Akemann, Jinho Baik, and Philippe Di Francesco. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780198744191.013.9.
Full textAbstract:
This article discusses the history and modern theory of Painlevé transcendents, with particular emphasis on the Riemann–Hilbert method. In random matrix theory (RMT), the Painlevé equations describe either the eigenvalue distribution functions in the classical ensembles for finite N or the universal eigenvalue distribution functions in the large N limit. This article examines the latter. It first considers the main features of the Riemann–Hilbert method in the theory of Painlevé equations using the second Painlevé equation as a case study before analysing the two most celebrated universal distribution functions of RMT in terms of the Painlevé transcendents using the theory of integrable Fredholm operators as well as the Riemann–Hilbert technique: the sine kernel and the Airy kernel determinants.
46
Migration and Development: Factoring Return into the Equation. Newcastle UK: Cambridge Scholars Publishing, 2009.
Find full text
47
Deruelle, Nathalie, and Jean-Philippe Uzan. The Cartan structure equations. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198786399.003.0065.
Full textAbstract:
This chapter focuses on Cartan structure equations. It first introduces a 1-form and its exterior derivative, before turning to a study of the connection and torsion forms, thereby expressing the torsion as a function of the connection forms and establishing the torsion differential 2-forms. It then turns to the curvature forms drawn from Chapter 23 and Cartan’s second structure equation, along with the curvature 2-forms. It also studies the Levi-Civita connection. The components of the Riemann tensor are then studied, with a Riemannian manifold, or a metric manifold with a torsion-less connection. The Riemann tensor of the Schwarzschild metric are finally discussed.
48
Georgiev, Svetlin. Foundations of Iso-Differential Calculus: Iso-Dynamic Equations Georgiev. Nova Science Publishers, Incorporated, 2015.
Find full text
49
Succi, Sauro. Lattice Boltzmann Models for Microflows. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780199592357.003.0029.
Full textAbstract:
The Lattice Boltzmann method was originally devised as a computational alternative for the simulation of macroscopic flows, as described by the Navier–Stokes equations of continuum mechanics. In many respects, this still is the main place where it belongs today. Yet, in the past decade, LB has made proof of a largely unanticipated versatility across a broad spectrum of scales, from fully developed turbulence, to microfluidics, all the way down to nanoscale flows. Even though no systematic analogue of the Chapman–Enskog asymptotics is available in this beyond-hydro region (no guarantee), the fact remains that, with due extensions of the basic scheme, the LB has proven capable of providing several valuable insights into the physics of flows at micro- and nano-scales. This does not mean that LBE can solve the actual Boltzmann equation or replace Molecular Dynamics, but simply that it can provide useful insights into some flow problems which cannot be described within the realm of the Navier–Stokes equations of continuum mechanics. This Chapter provides a cursory view of this fast-growing front of modern LB research.
50
Rajeev, S. G. Spectral Methods. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198805021.003.0013.
Full textAbstract:
Thenumerical solution of ordinary differential equations (ODEs)with boundary conditions is studied here. Functions are approximated by polynomials in a Chebychev basis. Sections then cover spectral discretization, sampling, interpolation, differentiation, integration, and the basic ODE. Following Trefethen et al., differential operators are approximated as rectangular matrices. Boundary conditions add additional rows that turn them into square matrices. These can then be diagonalized using standard linear algebra methods. After studying various simple model problems, this method is applied to the Orr–Sommerfeld equation, deriving results originally due to Orszag. The difficulties of pushing spectral methods to higher dimensions are outlined.