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Semigroups of Linear Operators

With Applications to Analysis, Probability and Physics

(Autor)

Buch | Hardcover
232 Seiten
2019
Cambridge University Press (Verlag)
978-1-108-48309-4 (ISBN)
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The theory of semigroups of operators is a topic with great intellectual beauty and wide-ranging applications. This graduate-level introduction presents the essential elements of the theory, introducing the key notions and establishing the central theorems. A mixture of applications are included and further development directions are indicated.
The theory of semigroups of operators is one of the most important themes in modern analysis. Not only does it have great intellectual beauty, but also wide-ranging applications. In this book the author first presents the essential elements of the theory, introducing the notions of semigroup, generator and resolvent, and establishes the key theorems of Hille–Yosida and Lumer–Phillips that give conditions for a linear operator to generate a semigroup. He then presents a mixture of applications and further developments of the theory. This includes a description of how semigroups are used to solve parabolic partial differential equations, applications to Levy and Feller–Markov processes, Koopmanism in relation to dynamical systems, quantum dynamical semigroups, and applications to generalisations of the Riemann–Liouville fractional integral. Along the way the reader encounters several important ideas in modern analysis including Sobolev spaces, pseudo-differential operators and the Nash inequality.

David Applebaum is Professor of Mathematics at the University of Sheffield. His specialist research area is stochastic analysis, with particular emphasis on analytic and probabilistic aspects of processes with jumps on Lie groups, symmetric spaces and manifolds.

Introduction; 1. Semigroups and generators; 2. The generation of semigroups; 3. Convolution semigroups of measures; 4. Self adjoint semigroups and unitary groups; 5. Compact and trace class semigroups; 6. Perturbation theory; 7. Markov and Feller semigroups; 8. Semigroups and dynamics; 9. Varopoulos semigroups; Notes and further reading; Appendices: A. The space C0(Rd); B. The Fourier transform; C. Sobolev spaces; D. Probability measures and Kolmogorov's theorem on construction of stochastic processes; E. Absolute continuity, conditional expectation and martingales; F. Stochastic integration and Itô's formula; G. Measures on locally compact spaces: some brief remarks; References; Index.

Erscheinungsdatum
Reihe/Serie London Mathematical Society Student Texts
Zusatzinfo Worked examples or Exercises
Verlagsort Cambridge
Sprache englisch
Maße 156 x 235 mm
Gewicht 460 g
Themenwelt Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Naturwissenschaften Physik / Astronomie Mechanik
ISBN-10 1-108-48309-7 / 1108483097
ISBN-13 978-1-108-48309-4 / 9781108483094
Zustand Neuware
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