Nonlinear Markov Processes and Kinetic Equations

by
Format: Hardcover
Pub. Date: 2010-09-06
Publisher(s): Cambridge University Press
List Price: $94.99

Buy New

Usually Ships in 8 - 10 Business Days.
$94.90

Rent Textbook

Select for Price
There was a problem. Please try again later.

Used Textbook

We're Sorry
Sold Out

eTextbook

We're Sorry
Not Available

How Marketplace Works:

  • This item is offered by an independent seller and not shipped from our warehouse
  • Item details like edition and cover design may differ from our description; see seller's comments before ordering.
  • Sellers much confirm and ship within two business days; otherwise, the order will be cancelled and refunded.
  • Marketplace purchases cannot be returned to eCampus.com. Contact the seller directly for inquiries; if no response within two days, contact customer service.
  • Additional shipping costs apply to Marketplace purchases. Review shipping costs at checkout.

Summary

A nonlinear Markov evolution is a dynamical system generated by a measure-valued ordinary differential equation with the specific feature of preserving positivity. This feature distinguishes it from general vector-valued differential equations and yields a natural link with probability, both in interpreting results and in the tools of analysis. This brilliant book, the first devoted to the area, develops this interplay between probability and analysis. After systematically presenting both analytic and probabilistic techniques, the author uses probability to obtain deeper insight into nonlinear dynamics, and analysis to tackle difficult problems in the description of random and chaotic behavior. The book addresses the most fundamental questions in the theory of nonlinear Markov processes: existence, uniqueness, constructions, approximation schemes, regularity, law of large numbers and probabilistic interpretations. Its careful exposition makes the book accessible to researchers and graduate students in stochastic and functional analysis with applications to mathematical physics and systems biology.

Table of Contents

Prefacep. ix
Basic definitions, notation and abbreviationsp. xiv
Introductionp. 1
Nonlinear Markov chainsp. 1
Examples: replicator dynamics, the Lotka-Volterra equations, epidemics, coagulationp. 6
Interacting-particle approximation for discrete mass-exchange processesp. 8
Nonlinear Lévy processes and semigroupsp. 11
Multiple coagulation, fragmentation and collisions; extended Smoluchovski and Boltzmann modelsp. 13
Replicator dynamics of evolutionary game theoryp. 24
Interacting Markov processes; mean field and kth-order interactionsp. 28
Classical kinetic equations of statistical mechanics: Vlasov, Boltzmann, Landaup. 32
Moment measures, correlation functions and the propagation of chaosp. 34
Nonlinear Markov processes and semigroups; nonlinear martingale problemsp. 39
Tools from Markov process theoryp. 41
Probability and analysisp. 43
Semigroups, propagators and generatorsp. 43
Feller processes and conditionally positive operatorsp. 54
Jump-type Markov processesp. 64
Connection with evolution equationsp. 67
Probabilistic constructionsp. 73
Stochastic integrals and SDEs driven by nonlinear Lévy noisep. 73
Nonlinear version of Ito's approach to SDEsp. 82
Homogeneous driving noisep. 89
An alternative approximation schemep. 90
Regularity of solutionsp. 92
Coupling of Lévy processesp. 96
Analytical constructionsp. 102
Comparing analytical and probabilistic toolsp. 102
Integral generators: one-barrier casep. 104
Integral generators: two-barrier casep. 111
Generators of order at most one: well-posednessp. 114
Generators of order at most one: regularityp. 117
The spaces (C1∞(Rd))*p. 120
Further techniques: martingale problem, Sobolev spaces, heat kernels etc.p. 121
Unbounded coefficientsp. 131
A growth estimate for Feller processesp. 131
Extending Feller processesp. 135
Invariant domainsp. 138
Nonlinear Markov processes and semigroupsp. 145
Integral generatorsp. 147
Overviewp. 147
Bounded generatorsp. 149
Additive bounds for rates: existencep. 154
Additive bounds for rates: well-posednessp. 160
A tool for proving uniquenessp. 165
Multiplicative bounds for ratesp. 169
Another existence resultp. 170
Conditional positivityp. 173
Generators of Lévy-Khintchine typep. 175
Nonlinear Lévy processes and semigroupsp. 175
Variable coefficients via fixed-point argumentsp. 180
Nonlinear SDE constructionp. 184
Unbounded coefficientsp. 186
Smoothness with respect to initial datap. 188
Motivation and plan; a warm-up resultp. 188
Lévy-Khintchine-type generatorsp. 192
Jump-type modelsp. 201
Estimates for Smoluchovski's equationp. 208
Propagation and production of moments for the Boltzmann equationp. 216
Estimates for the Boltzmann equationp. 219
Applications to interacting particlesp. 223
The dynamic law of large numbersp. 225
Manipulations with generatorsp. 225
Interacting diffusions, stable-like and Vlasov processesp. 232
Pure jump models: probabilistic approachp. 236
Rates of convergence for Smoluchovski coagulationp. 245
Rates of convergence for Boltzmann collisionsp. 250
The dynamic central limit theoremp. 252
Generators for fluctuation processesp. 252
Weak CLT with error rates: the Smoluchovski and Boltzmann models, mean field limits and evolutionary gamesp. 263
Summarizing the strategy followedp. 267
Infinite-dimensional Ornstein-Uhlenbeck processesp. 268
Full CLT for coagulation processes (a sketch)p. 270
Developments and commentsp. 275
Measure-valued processes as stochastic dynamic LLNs for interacting particles; duality of one-dimensional processesp. 275
Discrete nonlinear Markov games and controlled processes; the modeling of deceptionp. 279
Nonlinear quantum dynamic semigroups and the nonlinear Schrödinger equationp. 282
Curvilinear Ornstein-Uhlenbeck processes (linear and nonlinear) and stochastic geodesic flows on manifoldsp. 293
The structure of generatorsp. 300
Bibliographical commentsp. 310
Appendicesp. 319
Distances on measuresp. 319
Topology on càdlàg pathsp. 324
Convergence of processes in Skorohod spacesp. 329
Vector-valued ODEsp. 334
Pseudo-differential operator notationp. 337
Variational derivativesp. 338
Geometry of collisionsp. 343
A combinatorial lemmap. 347
Approximation of infinite-dimensional functionsp. 349
Bogolyubov chains, generating functionals and Fock-space calculusp. 352
Infinite-dimensional Riccati equationsp. 355
Referencesp. 360
Indexp. 373
Table of Contents provided by Ingram. All Rights Reserved.

An electronic version of this book is available through VitalSource.

This book is viewable on PC, Mac, iPhone, iPad, iPod Touch, and most smartphones.

By purchasing, you will be able to view this book online, as well as download it, for the chosen number of days.

Digital License

You are licensing a digital product for a set duration. Durations are set forth in the product description, with "Lifetime" typically meaning five (5) years of online access and permanent download to a supported device. All licenses are non-transferable.

More details can be found here.

A downloadable version of this book is available through the eCampus Reader or compatible Adobe readers.

Applications are available on iOS, Android, PC, Mac, and Windows Mobile platforms.

Please view the compatibility matrix prior to purchase.