
Multiscale Methods
Averaging and Homogenization
By: G A Pavliotis, Andrew Stuart
Hardcover | 19 February 2008
At a Glance
328 Pages
15.88 x 17.15 x 1.91
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From the reviews:
"The book is devoted to introduce problems in which different scales may appear. The value of the book is that a wide class of problems is presented and consequently different techniques used to attack these problems are shown. The book is divided in three different parts. ... it can be used as a handbook for the arguements treated in the sequel." (Fabio Paronetto, Zentralblatt MATH, Vol. 1160, 2009)
| Series Preface | p. V |
| Preface | p. IX |
| Introduction | p. 1 |
| Overview | p. 1 |
| Motivating Examples | p. 1 |
| Example I: Steady Heat Conduction in a Composite Material | p. 2 |
| Example II: Homogenization for Advection-Diffusion Equations | p. 3 |
| Example III: Averaging, Homogenization, and Dynamics | p. 4 |
| Example IV: Dimension Reduction in Dynamical Systems | p. 5 |
| Averaging Versus Homogenization | p. 6 |
| Averaging for Systems of Linear Equations | p. 7 |
| Homogenization for Systems of Linear Equations | p. 8 |
| Discussion and Bibliography | p. 9 |
| Background | |
| Analysis | p. 13 |
| Setup | p. 13 |
| Notation | p. 14 |
| Banach and Hilbert Spaces | p. 16 |
| Banach Spaces | p. 16 |
| Hilbert Spaces | p. 18 |
| Function Spaces | p. 18 |
| Spaces of Continuous Functions | p. 18 |
| L[superscript p] Spaces | p. 19 |
| Sobolev Spaces | p. 21 |
| Banach Space-Valued Spaces | p. 22 |
| Sobolev Spaces of Periodic Functions | p. 23 |
| Two-Scale Convergence | p. 25 |
| Two-Scale Convergence for Steady Problems | p. 25 |
| Two-Scale Convergence for Time-Dependent Problems | p. 28 |
| Equations in Hilbert Spaces | p. 29 |
| Lax-Milgram Theory | p. 30 |
| The Fredholm Alternative | p. 31 |
| Discussion and Bibliography | p. 32 |
| Exercises | p. 34 |
| Probability Theory and Stochastic Processes | p. 37 |
| Setup | p. 37 |
| Probability, Expectation, and Conditional Expectation | p. 37 |
| Stochastic Processes | p. 40 |
| Martingales and Stochastic Integrals | p. 46 |
| Martingales | p. 46 |
| The Ito Stochastic Integral | p. 47 |
| The Stratonovich Stochastic Integral | p. 49 |
| Weak Convergence of Probability Measures | p. 49 |
| Discussion and Bibliography | p. 54 |
| Exercises | p. 56 |
| Ordinary Differential Equations | p. 59 |
| Setup | p. 59 |
| Existence and Uniqueness | p. 59 |
| The Generator | p. 62 |
| Ergodicity | p. 66 |
| Discussion and Bibliography | p. 72 |
| Exercises | p. 72 |
| Markov Chains | p. 73 |
| Setup | p. 73 |
| Discrete-Time Markov Chains | p. 73 |
| Continuous-Time Markov Chains | p. 75 |
| The Generator | p. 76 |
| Existence and Uniqueness | p. 80 |
| Ergodicity | p. 81 |
| Discussion and Bibliography | p. 83 |
| Exercises | p. 84 |
| Stochastic Differential Equations | p. 85 |
| Setup | p. 85 |
| Existence and Uniqueness | p. 86 |
| The Generator | p. 88 |
| Ergodicity | p. 94 |
| Discussion and Bibliography | p. 99 |
| Exercises | p. 100 |
| Partial Differential Equations | p. 103 |
| Setup | p. 103 |
| Elliptic PDEs | p. 104 |
| The Dirichlet Problem | p. 105 |
| The Periodic Problem | p. 107 |
| The Fredholm Alternative | p. 107 |
| The Maximum Principle | p. 113 |
| Parabolic PDEs | p. 114 |
| Bounded Domains | p. 114 |
| The Maximum Principle | p. 115 |
| Unbounded Domains: The Cauchy Problem | p. 117 |
| Transport PDEs | p. 118 |
| Semigroups | p. 121 |
| Discussion and Bibliography | p. 122 |
| Exercises | p. 123 |
| Perturbation Expansions | |
| Invariant Manifolds for ODEs | p. 127 |
| Introduction | p. 127 |
| Full Equations | p. 127 |
| Simplified Equations | p. 128 |
| Derivation | p. 129 |
| Applications | p. 130 |
| Linear Fast Dynamics | p. 130 |
| Large Time Dynamics | p. 131 |
| Center Manifold | p. 131 |
| Discussion and Bibliography | p. 133 |
| Exercises | p. 134 |
| Averaging for Markov Chains | p. 137 |
| Introduction | p. 137 |
| Full Equations | p. 137 |
| Simplified Equations | p. 139 |
| Derivation | p. 140 |
| Application | p. 141 |
| Discussion and Bibliography | p. 142 |
| Exercises | p. 142 |
| Averaging for ODEs and SDEs | p. 145 |
| Introduction | p. 145 |
| Full Equations | p. 145 |
| Simplified Equations | p. 146 |
| Derivation | p. 147 |
| Deterministic Problems | p. 148 |
| Applications | p. 149 |
| A Skew-Product SDE | p. 149 |
| Hamiltonian Mechanics | p. 150 |
| Discussion and Bibliography | p. 153 |
| Exercises | p. 155 |
| Homogenization for ODEs and SDEs | p. 157 |
| Introduction | p. 157 |
| Full Equations | p. 158 |
| Simplified Equations | p. 159 |
| Derivation | p. 160 |
| Properties of the Simplified Equations | p. 162 |
| Deterministic Problems | p. 163 |
| Applications | p. 166 |
| Fast Ornstein-Uhlenbeck Noise | p. 166 |
| Fast Chaotic Noise | p. 169 |
| Stratonovich Corrections | p. 170 |
| Stokes' Law | p. 171 |
| Green-Kubo Formula | p. 173 |
| Neither Ito nor Stratonovich | p. 174 |
| The Levy Area Correction | p. 176 |
| Discussion and Bibliography | p. 177 |
| Exercises | p. 180 |
| Homogenization for Elliptic PDEs | p. 183 |
| Introduction | p. 183 |
| Full Equations | p. 183 |
| Simplified Equations | p. 184 |
| Derivation | p. 185 |
| Properties of the Simplified Equations | p. 188 |
| Applications | p. 191 |
| The One-Dimensional Case | p. 191 |
| Layered Materials | p. 193 |
| Discussion and Bibliography | p. 195 |
| Exercises | p. 199 |
| Homogenization for Parabolic PDEs | p. 203 |
| Introduction | p. 203 |
| Full Equations | p. 203 |
| Simplified Equations | p. 205 |
| Derivation | p. 206 |
| Properties of the Simplified Equations | p. 207 |
| Applications | p. 209 |
| Gradient Vector Fields | p. 209 |
| Divergence-Free Fields | p. 214 |
| The Connection to SDEs | p. 221 |
| Discussion and Bibliography | p. 222 |
| Exercises | p. 224 |
| Averaging for Linear Transport and Parabolic PDEs | p. 227 |
| Introduction | p. 227 |
| Full Equations | p. 227 |
| Simplified Equations | p. 228 |
| Derivation | p. 229 |
| Transport Equations: D = 0 | p. 230 |
| The One-Dimensional Case | p. 231 |
| Divergence-Free Velocity Fields | p. 232 |
| The Connection to ODEs and SDEs | p. 233 |
| Discussion and Bibliography | p. 235 |
| Exercises | p. 236 |
| Theory | |
| Invariant Manifolds for ODEs: The Convergence Theorem | p. 239 |
| Introduction | p. 239 |
| The Theorem | p. 239 |
| The Proof | p. 241 |
| Discussion and Bibliography | p. 242 |
| Exercises | p. 243 |
| Averaging for Markov Chains: The Convergence Theorem | p. 245 |
| Introduction | p. 245 |
| The Theorem | p. 245 |
| The Proof | p. 246 |
| Discussion and Bibliography | p. 247 |
| Exercises | p. 248 |
| Averaging for SDEs: The Convergence Theorem | p. 249 |
| Introduction | p. 249 |
| The Theorem | p. 249 |
| The Proof | p. 250 |
| Discussion and Bibliography | p. 253 |
| Exercises | p. 253 |
| Homogenization for SDEs: The Convergence Theorem | p. 255 |
| Introduction | p. 255 |
| The Theorem | p. 255 |
| The Proof | p. 257 |
| Discussion and Bibliography | p. 261 |
| Exercises | p. 261 |
| Homogenization for Elliptic PDEs: The Convergence Theorem | p. 263 |
| Introduction | p. 263 |
| The Theorems | p. 263 |
| The Proof: Strong Convergence in L[superscript 2] | p. 264 |
| The Proof: Strong Convergence in H[superscript 1] | p. 268 |
| Discussion and Bibliography | p. 270 |
| Exercises | p. 271 |
| Homogenization for Parabolic PDEs: The Convergence Theorem | p. 273 |
| Introduction | p. 273 |
| The Theorem | p. 273 |
| The Proof | p. 274 |
| Discussion and Bibliography | p. 277 |
| Exercises | p. 278 |
| Averaging for Linear Transport and Parabolic PDEs: The Convergence Theorem | p. 279 |
| Introduction | p. 279 |
| The Theorems | p. 279 |
| The Proof: D > 0 | p. 281 |
| The Proof: D = 0 | p. 282 |
| Discussion and Bibliography | p. 284 |
| Exercises | p. 285 |
| References | p. 287 |
| Index | p. 303 |
| Table of Contents provided by Ingram. All Rights Reserved. |
ISBN: 9780387738284
ISBN-10: 0387738282
Series: Texts In Applied Mathematics
Published: 19th February 2008
Format: Hardcover
Language: English
Number of Pages: 328
Audience: College, Tertiary and University
Publisher: Springer Nature B.V.
Country of Publication: US
Dimensions (cm): 15.88 x 17.15 x 1.91
Weight (kg): 0.59
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