Inicio > Matemáticas y ciencia > Matemáticas > Probabilidad y estadística > Korteweg-de Vries Flows with General Initial Conditions
Korteweg-de Vries Flows with General Initial Conditions

Korteweg-de Vries Flows with General Initial Conditions

Shinichi Kotani

157,72 €
IVA incluido
Consulta disponibilidad
Editorial:
Springer Nature B.V.
Año de edición:
2024
Materia
Probabilidad y estadística
ISBN:
9789819997374

Selecciona una librería:

  • Librería Samer Atenea
  • Librería Aciertas (Toledo)
  • Kálamo Books
  • Librería Perelló (Valencia)
  • Librería Elías (Asturias)
  • Donde los libros
  • Librería Kolima (Madrid)
  • Librería Proteo (Málaga)

Large numbers of studies of the KdV equation have appeared since the pioneering paper by Gardner, Greene, Kruskal, and Miura in 1967. Most of those works have employed the inverse spectral method for 1D Schrödinger operators or an advanced Fourier analysis. Although algebraic approaches have been discovered by Hirota-Sato and Marchenko independently, those have not been fully investigated and analyzed. The present book offers a new approach to the study of the KdV equation, which treats decaying initial data and oscillating data in a unified manner. The author’s method is to represent the tau functions introduced by Hirota-Sato and developed by Segal-Wilson later in terms of the Weyl-Titchmarsh functions (WT functions, in short) for the underlying Schrödinger operators. The main result is stated by a class of WT functions satisfying some of the asymptotic behavior along a curve approaching the spectrum of the Schrödinger operators at +∞ in an order of -(n-1/2) for the nth KdV equation. This class contains many oscillating potentials (initial data) as well as decaying ones. Especially bounded smooth ergodic potentials are included, and under certain conditions on the potentials, the associated Schrödinger operators have dense point spectrum. This provides a mathematical foundation for the study of the soliton turbulence problem initiated by Zakharov, which was the author’s motivation for extending the class of initial data in this book. A large class of almost periodic potentials is also included in these ergodic potentials. P. Deift has conjectured that any solutions to the KdV equation starting from nearly periodic initial data are almost periodic in time. Therefore, our result yields a foundation for this conjecture. For the reader’s benefit, the author has included here (1) a basic knowledge of direct and inverse spectral problem for 1D Schrödinger operators, including the notion of the WT functions; (2) Sato’s Grassmann manifold method revised by Segal-Wilson; and (3) basic results of ergodic Schrödinger operators.

Artículos relacionados

  • ENGINEERING UNCERTAINTY AND RISK ANALYSIS
    Sergio E. Serrano
    An integrated coverage of probability, statistics, Monte Carlo simulation, inferential statistics, design of experiments, systems reliability, fitting random data to models, analysis of variance, stochastic processes, and stochastic differential equations for engineers and scientists. The author for first time presents an introduction to the broad field of applied engineering u...
    Disponible

    134,56 €

  • UNDERSTANDING AND CALCULATING THE ODDS
    Catalin Barboianu
    Man’s daily life is full of decisional situations. Whether we have math skills or not, we frequently estimate and compare probabilities, sometimes without realizing it, especially when making decisions. But probabilities are not just simple numbers attached objectively or subjectively to events, as they perhaps look, and their calculus and usage is highly predisposed to qualita...
    Disponible

    31,61 €

  • Random Graphs and Complex Networks
    Remco van der Hofstad
    ...
  • Introduction to Malliavin Calculus
    David Nualart / Eulalia Nualart
    ...
    Disponible

    60,35 €

  • Probability, Markov Chains, Queues, and Simulation
    William J. Stewart
    Probability, Markov Chains, Queues, and Simulation provides a modern and authoritative treatment of the mathematical processes that underlie performance modeling. The detailed explanations of mathematical derivations and numerous illustrative examples make this textbook readily accessible to graduate and advanced undergraduate students taking courses in which stochastic process...
  • SPSS for you
    A. Rajathi / P. Chandran
    In an era where statistical analysis underpins breakthroughs across all fields, the importance of mastering statistical software cannot be overstated. 'SPSS for you' emerges as a pivotal resource for anyone keen to navigate the complexities of statistical analysis with ease and precision. Drawing from over 25 years of teaching experience, practical guidance in statistical analy...
    Disponible

    29,30 €