Stochastic Analysis, Control, Optimization And Applications

by Sen Lin (Author), Zhi Zhou (Author), Zhaofeng Zhang (Author), Xu Chen (Author), Junshan Zhang (Author)
With the explosive growth of mobile computing and Internet of Things (IoT) applications, as exemplified by AR/VR, smart city, and video/audio surveillance, billions of mobile and IoT devices are being connected to the Internet, generating zillions of bytes of data at the network edge

This book (Vol. - I) presents select proceedings of the first Online International Conference on Recent Advances in Computational and Experimental Mechanics (ICRACEM 2020) and focuses on theoretical, computational and experimental aspects of solid and fluid mechanics.

This book provides valuable insights into complex analysis, dynamical systems, geometric function theory and operator theory. Intended for a broad spectrum of readers, ranging from undergraduate and graduate mathematics students to active researchers, it offers extensive coverage of recent advances in geometric function theory, including the theory of starlike and spirallike functions with respect to a boundary point. Of particular interest is its treatment of continuous time semigroups, about which little has been previously known, emphasizing the use of generation theory for continuous dynamical systems.

From the reviews to the first edition: Most of the literature about stochastic differential equations seems to place so much emphasis on rigor and completeness that it scares the nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view.: Not knowing anything … about a subject to start with, what would I like to know first of all. My answer would be: 1) In what situations does the subject arise ? 2) What are its essential features? 3) What are the applications and the connections to other fields?" The author, a lucid mind with a fine pedagocical instinct, has written a splendid text that achieves his aims set forward above. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how thetheory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic integration with respectto Brownian motion. He is not hesitant to give some basic results without proof in order to leave room for "some more basic applications"… It can be an ideal text for a graduate course, but it is also recommended to analysts (in particular, those working in differential equations and deterministic dynamical systems and control) who wish to learn quickly what stochastic differential equations are all about. From: Acta Scientiarum Mathematicarum, Tom 50, 3-4, 1986.

Master stochastic algorithms, chaos theory, and AI to develop adaptive solutions for real-world challenges.

This book gathers the peer-reviewed proceedings of the 13th Annual Meeting of the Bulgarian Section of the Society for Industrial and Applied Mathematics, BGSIAM'18, held in Sofia, Bulgaria. The general theme of BGSIAM'18 was industrial and applied mathematics with particular focus on: mathematical physics, numerical analysis, high performance computing, optimization and control, mathematical biology, stochastic modeling, machine learning, digitization and imaging, advanced computing in environmental, biomedical and engineering applications.

This book gathers the peer-reviewed proceedings of the 13th Annual Meeting of the Bulgarian Section of the Society for Industrial and Applied Mathematics, BGSIAM'18, held in Sofia, Bulgaria. The general theme of BGSIAM'18 was industrial and applied mathematics with particular focus on: mathematical physics, numerical analysis, high performance computing, optimization and control, mathematical biology, stochastic modeling, machine learning, digitization and imaging, advanced computing in environmental, biomedical and engineering applications.