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Partial differential equations and operators

Fundamental solutions and semigroups: Part II

páginaprincipal.livro.por Jan A. Van Casteren
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páginaprincipal.livro.idioma:  English
In this book, which is basically self-contained, we concentrate on partial differential equations in mathematical physics and on operator semigroups with their generators.
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In this book, which is basically self-contained, we concentrate on partial differential equations in mathematical physics and on operator semigroups with their generators. A central theme is a thorough treatment of distribution theory. This is done via convolution products, Fourier transforms, and fundamental solutions of partial differential operators with constant coefficients. Linear initial value problems are treated via operator semigroups. A relationship between so-called Feller-Dynkin semigroups and Markov processes is described. Finally, Feynman-Kac semigroups are introduced.

  • Chapter 5. Operators in Hilbert space
  1. Some results in Banach algebras
    1. Symbolic calculus
    2. On square roots in Banach algebras
    3. On C˚-algebras
    4. On Gelfand transforms
    5. Resolution of the identity
  2. Closed linear operators
  • Chapter 6. Operator semigroups and Markov processes
  1. Generalities on semigroups
  2. Examples
    1. Uniformly continuous semigroups
    2. Self-adjoint semigroups
    3. Translation group
    4. Gaussian semigroup
    5. Wave operator
    6. Adjoint semigroups
    7. Dyson-Phillips expansion
    8. Stone’s theorem
    9. Convolution semigroups of measures
    10. Semigroups acting on operators
    11. Quantum dynamical semigroups
    12. Semigroups for system theory
    13. Semigroups and pseudo-differential operators
    14. Quadratic forms and semigroups
    15. Ornstein-Uhlenbeck semigroup
    16. Evolutions and semigroups
  3. Markov processes
  4. Feynman-Kac semigroups
    1. KMS formula
  5. Harmonic functions on a strip
  • Chapter 7. Holomorphic semigroups
  1. Introduction
  2. Exponentially bounded analytic semigroups
  3. Bounded analytic semigroups
  4. Bounded analytic semigroups and the Crank-Nicolson iteration scheme
  5. Stability of the Crank-Nicolson iteration scheme
  • Chapter 8. Elements of functional analysis
  1. Theorem of Hahn-Banach
    1. Baire category
  2. Banach-Steinhaus theorems: barreled spaces
    1. Inductive limits
    2. The open mapping theorem
    3. Krein-Smulian and the Eberlein-Smulian theorem
  • Subjects for further research and presentations
  • Bibliography
  • Index


Jan A. Van Casteren

Since 2009 the author is retired from the University of Antwerp. Until the present day his teaching duties include a course on ``Partial Differential Equations and Operators’’ and one on ``Advanced Stochastic Processes’’. In the sixties the author was a student at the Catholic University of Nijmegen, Netherlands (nowadays Radboud University), and he earned his Ph.D. from the University of Hawaii, USA, (1971). Since 1972 he has been a member of the academic staff of the University of Antwerp, Department of Mathematics and Computer Science, Belgium. Most of his professional life he has been teaching courses in analysis and stochastic processes. His research lies in the area of stochastic analysis. A recent book authored by him is Markov Processes, Feller Semigroups and Evolution Equations, published by WSPC, Singapore, 2011, of about 800 pages.