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Heat Kernel Method and Its Applications by Ivan Avramidi

Heat Kernel Method and Its Applications

by Ivan Avramidi
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Book cover type: Paperback
  • ISBN13: 9783319799209
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Birkhauser
  • Publication Date:
  • Pages: 390
  • Original Price: EUR 129.99
  • Language: English
  • Edition: Softcover Repri
  • Item Weight: 583 grams
  • BISAC Subject(s): Differential Equations / General

From the Back Cover
This book deals with the partial differential equations and some of theirapplications. The book consists of four parts. The first part presents somebackground material and an introduction to partial differential equations. Thesecond part is a short introduction to various aspects of differential geometry.The third part deals with a systematic treatment of singularly perturbed parabolicpartial differential equations. The main theme in this part is the development of ashort-time asymptotic expansion for the heat kernel. Some advanced methodsand extensions are discussed as well. The forth part is devoted to applications. Itstarts with a short introduction to financial mathematics including stochasticdifferential equations and the description of some basic models. The advancedperturbational techniques developed earlier are applied to some models ofmathematical finance.The book is addressed primarily to non-mathematicians interested in partialdifferential equations. The presentation is rather informal and is as self-containedas possible from some elementary introductory concepts to rather advancedtechnical methods. The style of the presentation makes it accessible for a wideraudience. Although this book is intended for advanced undergraduate orbeginning graduate students in, it should also provide a useful reference forprofessional physicists, applied mathematicians as well as quantitative analystswith an interest in partial differential equations, mathematical physics, differentialgeometry, singular perturbations and mathematical finance."

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