Holdings: Heat Kernel method and its applications

Heat Kernel method and its applications:

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Bibliographic Details
Main Author:	Avramidi, Ivan G. 1957- (Author)
Format:	Electronic eBook
Language:	English
Published:	[Basel] Birkhäuser [2015]
Subjects:	Mathematics Partial differential equations Partial Differential Equations Mathematik Wärmeleitungskern
Online Access:	BTU01 FRO01 TUM01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract
Physical Description:	1 Online Ressource (XIX, 390 Seiten, 17 illus. in color)
ISBN:	9783319262666
DOI:	10.1007/978-3-319-26266-6

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MARC


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Record in the Search Index

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adam_text	HEAT KERNEL METHOD AND ITS APPLICATIONS / AVRAMIDI, IVAN G. : 2015 TABLE OF CONTENTS / INHALTSVERZEICHNIS PART I ANALYSIS 1 BACKGROUND IN ANALYSIS 2 INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS PART II GEOMETRY 3 INTRODUCTION TO DIFFERENTIAL GEOMETRY PART III PERTURBATIONS 4 SINGULAR PERTURBATIONS 5 HEAT KERNEL ASYMPTOTICS 6 ADVANCED TOPICS PART IV APPLICATIONS 7 STOCHASTIC PROCESSES 8 APPLICATIONS IN MATHEMATICAL FINANCE SUMMARY REFERENCES INDEX DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. HEAT KERNEL METHOD AND ITS APPLICATIONS / AVRAMIDI, IVAN G. : 2015 ABSTRACT / INHALTSTEXT 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 DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
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author	Avramidi, Ivan G. 1957-
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discipline	Mathematik
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isbn	9783319262666
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spelling	Avramidi, Ivan G. 1957- Verfasser (DE-588)121751031 aut Heat Kernel method and its applications Ivan G. Avramidi [Basel] Birkhäuser [2015] © 2015 1 Online Ressource (XIX, 390 Seiten, 17 illus. in color) txt rdacontent c rdamedia cr rdacarrier Mathematics Partial differential equations Partial Differential Equations Mathematik Wärmeleitungskern (DE-588)4781182-1 gnd rswk-swf Wärmeleitungskern (DE-588)4781182-1 s 1\p DE-604 Erscheint auch als Druckausgabe 978-3-319-26265-9 https://doi.org/10.1007/978-3-319-26266-6 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028632250&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028632250&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk
spellingShingle	Avramidi, Ivan G. 1957- Heat Kernel method and its applications Mathematics Partial differential equations Partial Differential Equations Mathematik Wärmeleitungskern (DE-588)4781182-1 gnd
subject_GND	(DE-588)4781182-1
title	Heat Kernel method and its applications
title_auth	Heat Kernel method and its applications
title_exact_search	Heat Kernel method and its applications
title_full	Heat Kernel method and its applications Ivan G. Avramidi
title_fullStr	Heat Kernel method and its applications Ivan G. Avramidi
title_full_unstemmed	Heat Kernel method and its applications Ivan G. Avramidi
title_short	Heat Kernel method and its applications
title_sort	heat kernel method and its applications
topic	Mathematics Partial differential equations Partial Differential Equations Mathematik Wärmeleitungskern (DE-588)4781182-1 gnd
topic_facet	Mathematics Partial differential equations Partial Differential Equations Mathematik Wärmeleitungskern
url	https://doi.org/10.1007/978-3-319-26266-6 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028632250&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028632250&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT avramidiivang heatkernelmethodanditsapplications

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