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Advanced diffusion processes and phenomena / / edited by Andreas Öchsner, Graeme Murch and Irina Belova
Advanced diffusion processes and phenomena / / edited by Andreas Öchsner, Graeme Murch and Irina Belova
Pubbl/distr/stampa Zurich, Switzerland : , : TTP, , 2014
Descrizione fisica 1 online resource (238 p.)
Disciplina 530.415
Collana Defect and Diffusion Forum
Soggetto topico Diffusion
Diffusion processes
Soggetto genere / forma Electronic books.
ISBN 3-03826-514-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Advanced Diffusion Processes and Phenomena; Preface; Table of Contents; An Improved Heat Equation to Model Ductile-to-Brittle Failure Mode Transition at High Strain Rates Using Fully Coupled Thermal-Structural Finite Element Analysis; Estimating the Permeability of Ferrite-Polymer Composite via a Numerical Optimization Method; Numerical Modeling of Solidification Substitute - Thermal Capacity of Binary Alloy; Plasma Polymerization of Hexamethyldisiloxane and Tetraethoxysilane Thin Films for Humidity Sensing Application
Study of Modification of PP/EPDM Compounds by Ultraviolet and Gamma Radiation Using Recycled Polypropylene Collected after EPDM Waste Processing as Raw MaterialsThe Relation between Drift, Entropy Distribution and Kirkendall Plane Position during Diffusion; Neural Network-Based Prediction of Effective Heat Storage Coefficient of Building Materials; An Overview of the Interdiffusion Studies in Mo-Si and W-Si Systems; Competitive Precipitation and Recrystallization in U-7.5Nb-2.5Zr Alloy; Phase Transformations and Recrystallization in Cold-Rolled Al-Mn, Al-Sc-Zr and Al-Mn-Sc-Zr Alloy
Use of Cellular Automata for Modelling of the Material Erosion and Grit Entrainment during Discharge in EDMNanostructuring of Ni by Various Modes of Severe Plastic Deformation; Diffusion in an Ensemble of Intersecting Grain Boundaries; Solution of Direct and Inverse Problems for Infiltration and Contaminant Adsorption in Partially Saturated Porous Media; Pulse Carburization of Steel - Model of the Process; Isotope Exchange between 18O2 Gas and Mechanoactivated Oxides of the Family Rare Earth - Manganese - Oxygen; Diffusion of Oxygen in Ti-15Mo-xZr Alloys Studied by Anelastic Spectroscopy
Characterization of the Effects of Active Filler-Metal Alloys in Joining Ceramic-to-Ceramic and Ceramic-to-Metal MaterialsTest Matrix for Heat Exposure of Aluminum Alloys at Various Times and Temperatures; Specific Features of Interfaces in Cu-Nb Nanocomposites; Effects of High Reynolds Number Impinging Jet on the Heat Conduction in Work-Pieces Irradiated by a Moving Heat Source; About Thermo-Hydraulic Properties of Open Cell Foams: Pore Scale Numerical Analysis of Strut Shapes; The Role of Surface Area of ZnO Nanoparticles as an Agent for some Chemical Reactions
On a Finite Element Approach to Predict the Thermal Conductivity of Carbon Fiber Reinforced Composite MaterialsA Thermo-Mechanical Model for a Counterflow Biomass Gasifier; Lattice Boltzmann Method Applied to Diffusion in Restructured Heterogeneous Media; Keywords Index; Authors Index
Record Nr. UNINA-9910464515703321
Zurich, Switzerland : , : TTP, , 2014
Materiale a stampa
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Analysis and geometry of Markov diffusion operators / Dominique Bakry, Ivan Gentil, Michel Ledoux
Analysis and geometry of Markov diffusion operators / Dominique Bakry, Ivan Gentil, Michel Ledoux
Autore Bakry, Dominique
Pubbl/distr/stampa Cham, SZ : Springer, c2014
Descrizione fisica xx, 552 p. : ill. ; 24 cm
Disciplina 519.233
Altri autori (Persone) Gentil, Ivanauthor
Ledoux, Michelauthor
Collana A series of comprehensive studies in mathematics ; 348
Soggetto topico Diffusion processes
Markov processes
Functional inequalities
ISBN 9783319002262
Classificazione AMS 39B62
AMS 60J60
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-b14376295
Bakry, Dominique  
Cham, SZ : Springer, c2014
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Analysis for diffusion processes on Riemannian manifolds / / Feng-Yu Wang
Analysis for diffusion processes on Riemannian manifolds / / Feng-Yu Wang
Autore Wang Feng-Yu
Pubbl/distr/stampa Singapore : , : World Scientific Publishing, , 2014
Descrizione fisica 1 online resource (392 p.)
Disciplina 516.373
Collana Advanced Series on Statistical Science & Applied Probability
Soggetto topico Riemannian manifolds
Diffusion processes
Soggetto genere / forma Electronic books.
ISBN 981-4452-65-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface; Contents; 1. Preliminaries; 1.1 Riemannian manifold; 1.1.1 Differentiable manifold; 1.1.2 Riemannian manifold; 1.1.3 Some formulae and comparison results; 1.2 Riemannian manifold with boundary; 1.3 Coupling and applications; 1.3.1 Transport problem and Wasserstein distance; 1.3.2 Optimal coupling and optimal map; 1.3.3 Coupling for stochastic processes; 1.3.4 Coupling by change of measure; 1.4 Harnack inequalities and applications; 1.4.1 Harnack inequality; 1.4.2 Shift Harnack inequality; 1.5 Harnack inequality and derivative estimate
1.5.1 Harnack inequality and entropy-gradient estimate1.5.2 Harnack inequality and L2-gradient estimate; 1.5.3 Harnack inequalities and gradient-gradient estimates; 1.6 Functional inequalities and applications; 1.6.1 Poincar e type inequality and essential spectrum; 1.6.2 Exponential decay in the tail norm; 1.6.3 The F-Sobolev inequality; 1.6.4 Weak Poincare inequality; 1.6.5 Equivalence of irreducibility and weak Poincare inequality; 2. Diffusion Processes on Riemannian Manifolds without Boundary; 2.1 Brownian motion with drift; 2.2 Formulae for Pt and RicZ
2.3 Equivalent semigroup inequalities for curvature lower bound2.4 Applications of equivalent semigroup inequalities; 2.5 Transportation-cost inequality; 2.5.1 From super Poincare to weighted log-Sobolev inequalities; 2.5.2 From log-Sobolev to transportation-cost inequalities; 2.5.3 From super Poincare to transportation-cost inequalities; 2.5.4 Super Poincare inequality by perturbations; 2.6 Log-Sobolev inequality: Different roles of Ric and Hess; 2.6.1 Exponential estimate and concentration of; 2.6.2 Harnack inequality and the log-Sobolev inequality
2.6.3 Hypercontractivity and ultracontractivity2.7 Curvature-dimension condition and applications; 2.7.1 Gradient and Harnack inequalities; 2.7.2 HWI inequalities; 2.8 Intrinsic ultracontractivity on non-compact manifolds; 2.8.1 The intrinsic super Poincare inequality; 2.8.2 Curvature conditions for intrinsic ultracontractivity; 2.8.3 Some examples; 3. Reflecting Diffusion Processes on Manifolds with Boundary; 3.1 Kolmogorov equations and the Neumann problem; 3.2 Formulae for Pt, RicZ and I; 3.2.1 Formula for Pt; 3.2.2 Formulae for RicZ and I; 3.2.3 Gradient estimates
3.3 Equivalent semigroup inequalities for curvature conditionand lower bound of I3.3.1 Equivalent statements for lower bounds of RicZ and I; 3.3.2 Equivalent inequalities for curvature-dimension condition and lower bound of I; 3.4 Harnack inequalities for SDEs on Rd and extension to nonconvex manifolds; 3.4.1 Construction of the coupling; 3.4.2 Harnack inequality on Rd; 3.4.3 Extension to manifolds with convex boundary; 3.4.4 Neumann semigroup on non-convex manifolds; 3.5 Functional inequalities; 3.5.1 Estimates for inequality constants on compact manifolds
3.5.2 A counterexample for Bakry-Emery criterion
Record Nr. UNINA-9910453237703321
Wang Feng-Yu  
Singapore : , : World Scientific Publishing, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Analysis for diffusion processes on Riemannian manifolds / Feng-Yu Wang
Analysis for diffusion processes on Riemannian manifolds / Feng-Yu Wang
Autore Wang, Feng-Yu
Pubbl/distr/stampa Singapore ; Hackensack, N.J. : World Scientific Pub. Co., c2014
Descrizione fisica xii, 379 p. ; 24 cm
Disciplina 516.373
Collana Advanced series on statistical science & applied probability, 1793-091X ; 18
Soggetto topico Riemannian manifolds
Diffusion processes
ISBN 9789814452649
Classificazione AMS 60J60
AMS 58J65
AMS 60H
LC QA649.W36
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-b14233952
Wang, Feng-Yu  
Singapore ; Hackensack, N.J. : World Scientific Pub. Co., c2014
Materiale a stampa
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Applied diffusion processes from engineering to finance [[electronic resource] /] / Jacques Janssen, Oronzio Manca, Raimando Manca
Applied diffusion processes from engineering to finance [[electronic resource] /] / Jacques Janssen, Oronzio Manca, Raimando Manca
Autore Janssen Jacques
Pubbl/distr/stampa London, : Wiley, 2013
Descrizione fisica 1 online resource (411 p.)
Disciplina 519.233
Altri autori (Persone) MancaOronzio
MancaRaimondo
Collana ISTE
Soggetto topico Business mathematics
Differential equations, Partial
Diffusion processes
Engineering mathematics
Soggetto genere / forma Electronic books.
ISBN 1-118-57833-3
1-118-57834-1
1-299-47558-2
1-118-57668-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Title Page; Contents; Introduction; Chapter 1. Diffusion Phenomena and Models; 1.1. General presentation of diffusion process; 1.2. General balance equations; 1.3. Heat conduction equation; 1.4. Initial and boundary conditions; Chapter 2. Probabilistic Models of Diffusion Processes; 2.1. Stochastic differentiation; 2.1.1. Definition; 2.1.2. Examples; 2.2. Itô's formula; 2.2.1. Stochastic differential of a product; 2.2.2. Itô's formula with time dependence; 2.2.3. Interpretation of Itô's formula; 2.2.4. Other extensions of Itô's formula; 2.3. Stochastic differential equations (SDE)
2.3.1. Existence and unicity general theorem (Gikhman and Skorokhod [GIK 68])2.3.2. Solution of SDE under the canonical form; 2.4. Itô and diffusion processes; 2.4.1. Itô processes; 2.4.2. Diffusion processes; 2.4.3. Kolmogorov equations; 2.5. Some particular cases of diffusion processes; 2.5.1. Reduced form; 2.5.2. The OUV (Ornstein-Uhlenbeck-Vasicek) SDE; 2.5.3. Solution of the SDE of Black-Scholes-Samuelson; 2.6. Multidimensional diffusion processes; 2.6.1. Multidimensional SDE; 2.6.2. Multidimensional Itô and diffusion processes; 2.6.3. Properties of multidimensional diffusion processes
2.6.4. Kolmogorov equations2.7. The Stroock-Varadhan martingale characterization of diffusions (Karlin and Taylor [KAR 81]); 2.8. The Feynman-Kac formula (Platen and Heath); 2.8.1. Terminal condition; 2.8.2. Discounted payoff function; 2.8.3. Discounted payoff function and payoff rate; Chapter 3. Solving Partial Differential Equations of Second Order; 3.1. Basic definitions on PDE of second order; 3.1.1. Notation; 3.1.2. Characteristics; 3.1.3. Canonical form of PDE; 3.2. Solving the heat equation; 3.2.1. Separation of variables
3.2.2. Separation of variables in the rectangular Cartesian coordinates3.2.3. Orthogonality of functions; 3.2.4. Fourier series; 3.2.5. Sturm-Liouville problem; 3.2.6. One-dimensional homogeneous problem in a finite medium; 3.3. Solution by the method of Laplace transform; 3.3.1. Definition of the Laplace transform; 3.3.2. Properties of the Laplace transform; 3.4. Green's functions; 3.4.1. Green's function as auxiliary problem to solve diffusive problems; 3.4.2. Analysis for determination of Green's function; Chapter 4. Problems in Finance; 4.1. Basic stochastic models for stock prices
4.1.1. The Black, Scholes and Samuelson model4.1.2. BSS model with deterministic variation of μ and s; 4.2. The bond investments; 4.2.1. Introduction; 4.2.2. Yield curve; 4.2.3. Yield to maturity for a financial investment and for a bond; 4.3. Dynamic deterministic continuous time model for instantaneous interest rate; 4.3.1. Instantaneous interest rate; 4.3.2. Particular cases; 4.3.3. Yield curve associated with instantaneous interest rate; 4.3.4. Examples of theoretical models; 4.4. Stochastic continuous time dynamic model for instantaneous interest rate; 4.4.1. The OUV stochastic model
4.4.2. The CIR model (1985)
Record Nr. UNINA-9910139005203321
Janssen Jacques  
London, : Wiley, 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Asymptotic Brownscher bewegungen ... / Anton Thalmaier
Asymptotic Brownscher bewegungen ... / Anton Thalmaier
Autore Thalmaier, Anton
Pubbl/distr/stampa Regensburg : Fak. Math. Univ. Regensburg, 1989
Descrizione fisica 95 p. ; 29 cm.
Disciplina 519.23
Collana Regensburger mathematische schriften, ISSN 01799746 ; 22
Soggetto topico Brownian motion
Diffusion processes
Markov processes
Stochastic analysis
ISBN 3882461551
Classificazione AMS 58G32
AMS 60J
AMS 60J65
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ge
Record Nr. UNISALENTO-b10745415
Thalmaier, Anton  
Regensburg : Fak. Math. Univ. Regensburg, 1989
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat
Brownian Brownian motion-I / / N. Chernov, D. Dolgopyat
Autore Chernov Nikolai <1956->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 2009
Descrizione fisica 1 online resource (208 p.)
Disciplina 519.2/33
Collana Memoirs of the American Mathematical Society
Soggetto topico Diffusion processes
Brownian movements
Limit theorems (Probability theory)
Soggetto genere / forma Electronic books.
ISBN 1-4704-0533-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""Chapter 1. Introduction""; ""1.1. The model""; ""1.2. The container""; ""1.3. Billiard approximations""; ""Chapter 2. Statement of results""; ""2.1. Heavy disk in 'equilibrium' (linear motion)""; ""2.2. Heavy disk at rest (slow acceleration)""; ""2.3. Heavy disk of small size""; ""2.4. Comparison to previous works""; ""Chapter 3. Plan of the proofs""; ""3.1. General strategy""; ""3.2. Precise definitions""; ""3.3. Key technical results""; ""Chapter 4. Standard pairs and equidistribution""; ""4.1. Unstable vectors""; ""4.2. Unstable curves""
""6.2. Structure of the proofs""""6.3. Short term moment estimates for V""; ""6.4. Moment estimates�a priori bounds""; ""6.5. Tightness""; ""6.6. Second moment""; ""6.7. Martingale property""; ""6.8. Transition to continuous time""; ""6.9. Uniqueness for stochastic differential equations""; ""Chapter 7. Fast slow particle""; ""Chapter 8. Small large particle""; ""Chapter 9. Open problems""; ""9.1. Collisions of the massive disk with the wall""; ""9.2. Longer time scales""; ""9.3. Stadia and the piston problem""; ""9.4. Finitely many particles""; ""9.5. Growing number of particles""
""9.6. Particles of positive size""""Appendix A. Statistical properties of dispersing billiards""; ""A.1. Decay of correlations: overview""; ""A.2. Decay of correlations: extensions""; ""A.3. Large deviations""; ""A.4. Moderate deviations""; ""A.5. Nonsingularity of diffusion matrix""; ""A.6. Asymptotics of diffusion matrix""; ""Appendix B. Growth and distortion in dispersing billiards""; ""B.1. Regularity of H-curves""; ""B.2. Invariant Section Theorem""; ""B.3. The function space R""; ""Appendix C. Distortion bounds for two particle system""; ""Bibliography""; ""Index""
Record Nr. UNINA-9910480616203321
Chernov Nikolai <1956->  
Providence, Rhode Island : , : American Mathematical Society, , 2009
Materiale a stampa
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Brownian motion and diffusion / David Freedman
Brownian motion and diffusion / David Freedman
Autore Freedman, David
Pubbl/distr/stampa New York : Springer-Verlag, c1983
Descrizione fisica xii, 231 p. : ill. ; 25 cm.
Disciplina 519.233
Soggetto topico Brownian motion
Diffusion processes
ISBN 0387908056
Classificazione AMS 60J60
QA274.75.F74
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-b10748465
Freedman, David  
New York : Springer-Verlag, c1983
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Controlled diffusion processes / N. V. Krylov ; translated by A. B. Aries ; [editor A. V. Balakrishnan]
Controlled diffusion processes / N. V. Krylov ; translated by A. B. Aries ; [editor A. V. Balakrishnan]
Autore Krylov, Nikolai Vladimirovich
Pubbl/distr/stampa New York : Springer-Verlag, c1980
Descrizione fisica xii, 308 p. ; 25 cm
Disciplina 629.8312
Altri autori (Persone) Balakrishnan, A. V.
Collana Applications of mathematics, 0172-4568 ; 14
Soggetto topico Control theory
Diffusion processes
ISBN 0387904611
Classificazione AMS 60H
AMS 60J60
QA402.3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-b10757594
Krylov, Nikolai Vladimirovich  
New York : Springer-Verlag, c1980
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Controlled stochastic processes / I. I. Gihman, A. V. Skorohod ; translated by Samuel Kotz
Controlled stochastic processes / I. I. Gihman, A. V. Skorohod ; translated by Samuel Kotz
Autore Skorokhod, Anatolii Vladimirovich
Pubbl/distr/stampa New York : Springer-Verlag, 1979
Descrizione fisica vii, 237 p. ; 25 cm.
Disciplina 519.2
Altri autori (Persone) Gihhman, Iosif Il'ich
Soggetto topico Control theory
Diffusion processes
Optimal stochastic control
Stochastic ordinary differential equations
Stochastic processes
ISBN 0387904107
Classificazione AMS 60H10
AMS 60J60
AMS 93E20
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-b10757624
Skorokhod, Anatolii Vladimirovich  
New York : Springer-Verlag, 1979
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