A well-known and widely applied method of approximating the solutions of problems in mathematical physics is the method of difference schemes. Modern computers allow the implementation of highly accurate ones; hence, their construction and investigation for various boundary value problems in mathematical physics is generating much current interest. The present monograph is devoted to the construction of highly accurate difference schemes for parabolic boundary value problems, based on Padé approximations. The investigation is based on a new notion of positivity of difference operators in Banach spaces, which allows one to deal with difference schemes of arbitrary order of accuracy. Establishing coercivity inequalities allows one to obtain sharp, that is, two-sided estimates of convergence rates. The proofs are based on results in interpolation theory of linear operators. This monograph will be of value to professional mathematicians as well as advanced students interested in the fields of functional analysis and partial differential equations.

This book studies the existence and uniqueness of solutions to parabolic-type equations with irregular coefficients and/or initial conditions. It elaborates on the DiPerna-Lions theory of renormalized solutions to linear transport equations and related equations, and also examines the connection between the results on the partial differential equation and the well-posedness of the underlying stochastic/ordinary differential equation.

This book explores new difference schemes for approximating the solutions of regular and singular perturbation boundary-value problems for PDEs. The construction is based on the exact difference scheme and Taylor's decomposition on the two or three points, which permits investigation of differential equations with variable coefficients and regular and singular perturbation boundary value problems.

Fractional quantum mechanics is a recently emerged and rapidly developing field of quantum physics.This is the first monograph on fundamentals and physical applications of fractional quantum mechanics, written by its founder.The fractional Schrödinger equation and the fractional path integral are new fundamental physical concepts introduced and elaborated in the book. The fractional Schrödinger equation is a manifestation of fractional quantum mechanics. The fractional path integral is a new mathematical tool based on integration over Lévy flights. The fractional path integral method enhances the well-known Feynman path integral framework.Related topics covered in the text include time fractional quantum mechanics, fractional statistical mechanics, fractional classical mechanics and the α-stable Lévy random process.The book is well-suited for theorists, pure and applied mathematicians, solid-state physicists, chemists, and others working with the Schrödinger equation, the path integral technique and applications of fractional calculus in various research areas. It is useful to skilled researchers as well as to graduate students looking for new ideas and advanced approaches.

Progress in Partial Differential Equations is devoted to modern topics in the theory of partial differential equations. It consists of both original articles and survey papers covering a wide scope of research topics in partial differential equations and their applications. The contributors were participants of the 8th ISAAC congress in Moscow in 2011 or are members of the PDE interest group of the ISAAC society. This volume is addressed to graduate students at various levels as well as researchers in partial differential equations and related fields. The readers will find this an excellent resource of both introductory and advanced material. The key topics are: • Linear hyperbolic equations and systems (scattering, symmetrisers) • Non-linear wave models (global existence, decay estimates, blow-up) • Evolution equations (control theory, well-posedness, smoothing) • Elliptic equations (uniqueness, non-uniqueness, positive solutions) • Special models from applications (Kirchhoff equation, Zakharov-Kuznetsov equation, thermoelasticity)

For the past several decades, the study of free boundary problems has been a very active subject of research occurring in a variety of applied sciences. What these problems have in common is their formulation in terms of suitably posed initial and boundary value problems for nonlinear partial differential equations. Such problems arise, for example, in the mathematical treatment of the processes of heat conduction, filtration through porous media, flows of non-Newtonian fluids, boundary layers, chemical reactions, semiconductors, and so on. The growing interest in these problems is reflected by the series of meetings held under the title "Free Boundary Problems: Theory and Applications" (Ox ford 1974, Pavia 1979, Durham 1978, Montecatini 1981, Maubuisson 1984, Irsee 1987, Montreal 1990, Toledo 1993, Zakopane 1995, Crete 1997, Chiba 1999). From the proceedings of these meetings, we can learn about the different kinds of mathematical areas that fall within the scope of free boundary problems. It is worth mentioning that the European Science Foundation supported a vast research project on free boundary problems from 1993 until 1999. The recent creation of the specialized journal Interfaces and Free Boundaries: Modeling, Analysis and Computation gives us an idea of the vitality of the subject and its present state of development. This book is a result of collaboration among the authors over the last 15 years.

This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.

Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, illustrates the incredibly rich variety of phenomena encompassed by it, and imparts a working knowledge of the most important techniques of analysis of the solutions of the equations. In this book mathematical jargon is minimized. Our focus is on the three most classical PDEs: the wave, heat and Laplace equations. Advanced concepts are introduced frequently but with the least possible technicalities. The book is flexibly designed for juniors, seniors or beginning graduate students in science, engineering or mathematics.

This book provides an overview of different topics related to the theory of partial differential equations. Selected exercises are included at the end of each chapter to prepare readers for the “research project for beginners” proposed at the end of the book. It is a valuable resource for advanced graduates and undergraduate students who are interested in specializing in this area. The book is organized in five parts: In Part 1 the authors review the basics and the mathematical prerequisites, presenting two of the most fundamental results in the theory of partial differential equations: the Cauchy-Kovalevskaja theorem and Holmgren's uniqueness theorem in its classical and abstract form. It also introduces the method of characteristics in detail and applies this method to the study of Burger's equation. Part 2 focuses on qualitative properties of solutions to basic partial differential equations, explaining the usual properties of solutions to elliptic, parabolic and hyperbolic equations for the archetypes Laplace equation, heat equation and wave equation as well as the different features of each theory. It also discusses the notion of energy of solutions, a highly effective tool for the treatment of non-stationary or evolution models and shows how to define energies for different models. Part 3 demonstrates how phase space analysis and interpolation techniques are used to prove decay estimates for solutions on and away from the conjugate line. It also examines how terms of lower order (mass or dissipation) or additional regularity of the data may influence expected results. Part 4 addresses semilinear models with power type non-linearity of source and absorbing type in order to determine critical exponents: two well-known critical exponents, the Fujita exponent and the Strauss exponent come into play. Depending on concrete models these critical exponents divide the range of admissible powers in classes which make it possible to prove quite different qualitative properties of solutions, for example, the stability of the zero solution or blow-up behavior of local (in time) solutions. The last part features selected research projects and general background material.