Geometric Measure Theory And Free Boundary Problems


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Geometric Measure Theory and Free Boundary Problems


Geometric Measure Theory and Free Boundary Problems

Author: Guido De Philippis

language: en

Publisher: Springer Nature

Release Date: 2021-03-23


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This volume covers contemporary aspects of geometric measure theory with a focus on applications to partial differential equations, free boundary problems and water waves. It is based on lectures given at the 2019 CIME summer school “Geometric Measure Theory and Applications – From Geometric Analysis to Free Boundary Problems” which took place in Cetraro, Italy, under the scientific direction of Matteo Focardi and Emanuele Spadaro. Providing a description of the structure of measures satisfying certain differential constraints, and covering regularity theory for Bernoulli type free boundary problems and water waves as well as regularity theory for the obstacle problems and the developments leading to applications to the Stefan problem, this volume will be of interest to students and researchers in mathematical analysis and its applications.

Optimal Stopping and Free-Boundary Problems


Optimal Stopping and Free-Boundary Problems

Author: Goran Peskir

language: en

Publisher: Springer Science & Business Media

Release Date: 2006-11-10


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This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.

Shapes and Geometries


Shapes and Geometries

Author: Michel C. Delfour

language: en

Publisher: SIAM

Release Date: 2001-01-01


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The tools to use for problems where the modeling, optimization, or control variable is the structure of a geometric object.