Differential equations with delay naturally arise in various applications, such as control systems, viscoelasticity, mechanics, nuclear reactors, distributed networks, heat flows, neural networks, combustion, interaction of species, microbiology, learning models, epidemiology, physiology, and many others. This book systematically investigates the stability of linear as well as nonlinear vector differential equations with delay and equations with causal mappings. It presents explicit conditions for exponential, absolute and input-to-state stabilities. These stability conditions are mainly formulated in terms of the determinants and eigenvalues of auxiliary matrices dependent on a parameter; the suggested approach allows us to apply the well-known results of the theory of matrices. In addition, solution estimates for the considered equations are established which provide the bounds for regions of attraction of steady states.

Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.

This book primarily concerns quasilinear and semilinear elliptic and parabolic partial differential equations, inequalities, and systems. The exposition leads the reader through the general theory based on abstract (pseudo-) monotone or accretive operators as fast as possible towards the analysis of concrete differential equations, which have specific applications in continuum (thermo-) mechanics of solids and fluids, electrically (semi-) conductive media, modelling of biological systems, or in mechanical engineering. Selected parts are mainly an introduction into the subject while some others form an advanced textbook.

The first of three volumes on partial differential equations, this one introduces basic examples arising in continuum mechanics, electromagnetism, complex analysis and other areas, and develops a number of tools for their solution, in particular Fourier analysis, distribution theory, and Sobolev spaces. These tools are then applied to the treatment of basic problems in linear PDE, including the Laplace equation, heat equation, and wave equation, as well as more general elliptic, parabolic, and hyperbolic equations.The book is targeted at graduate students in mathematics and at professional mathematicians with an interest in partial differential equations, mathematical physics, differential geometry, harmonic analysis, and complex analysis.

The material covered by this book has been taught by one of the authors in a post-graduate course on Numerical Analysis at the University Pierre et Marie Curie of Paris. It is an extended version of a previous text (cf. Girault & Raviart [32J) published in 1979 by Springer-Verlag in its series: Lecture Notes in Mathematics. In the last decade, many engineers and mathematicians have concentrated their efforts on the finite element solution of the Navier-Stokes equations for incompressible flows. The purpose of this book is to provide a fairly comprehen­ sive treatment of the most recent developments in that field. To stay within reasonable bounds, we have restricted ourselves to the case of stationary prob­ lems although the time-dependent problems are of fundamental importance. This topic is currently evolving rapidly and we feel that it deserves to be covered by another specialized monograph. We have tried, to the best of our ability, to present a fairly exhaustive treatment of the finite element methods for inner flows. On the other hand however, we have entirely left out the subject of exterior problems which involve radically different techniques, both from a theoretical and from a practical point of view. Also, we have neither discussed the implemen­ tation of the finite element methods presented by this book, nor given any explicit numerical result. This field is extensively covered by Peyret & Taylor [64J and Thomasset [82].

This book covers the most important issues in the theory of functional differential equations and their applications for both deterministic and stochastic cases. Among the subjects treated are qualitative theory, stability, periodic solutions, optimal control and estimation, the theory of linear equations, and basic principles of mathematical modelling. The work, which treats many concrete problems in detail, gives a good overview of the entire field and will serve as a stimulating guide to further research.

When this book was first published (in Russian), it proved to become the fountainhead of a major stream of important papers in mathematics, physics and even chemistry; indeed, it formed the basis of new methodology and opened new directions for research. The present English edition includes new examples of applications to physics, hitherto unpublished or available only in Russian. Its central mathematical idea is to use topological methods to analyze isotropic invariant manifolds in order to obtain asymptotic series of eigenvalues and eigenvectors for the multi-dimensional Schrödinger equation, and also to take into account the so-called tunnel effects. Finite-dimensional linear theory is reviewed in detail. Infinite-dimensional linear theory and its applications to quantum statistics and quantum field theory, as well as the nonlinear theory (involving instantons), will be considered in a second volume.

In recent years the mathematical modeling of charge transport in semi­ conductors has become a thriving area in applied mathematics. The drift diffusion equations, which constitute the most popular model for the simula­ tion of the electrical behavior of semiconductor devices, are by now mathe­ matically quite well understood. As a consequence numerical methods have been developed, which allow for reasonably efficient computer simulations in many cases of practical relevance. Nowadays, research on the drift diffu­ sion model is of a highly specialized nature. It concentrates on the explora­ tion of possibly more efficient discretization methods (e.g. mixed finite elements, streamline diffusion), on the improvement of the performance of nonlinear iteration and linear equation solvers, and on three dimensional applications. The ongoing miniaturization of semiconductor devices has prompted a shift of the focus of the modeling research lately, since the drift diffusion model does not account well for charge transport in ultra integrated devices. Extensions of the drift diffusion model (so called hydrodynamic models) are under investigation for the modeling of hot electron effects in submicron MOS-transistors, and supercomputer technology has made it possible to employ kinetic models (semiclassical Boltzmann-Poisson and Wigner­ Poisson equations) for the simulation of certain highly integrated devices.

In preparing this translation for publication certain minor modifications and additions have been introduced into the original Russian text, in order to increase its readibility and usefulness. Thus, instead of the first person, the third person has been used throughout; wherever possible footnotes have been included with the main text. The chapters and their subsections of the Russian edition have been renamed parts and chapters respectively and the last have been numbered consecutively. An authors and subject index has been added. In particular, the former has been combined with the list of references of the original text, in order to enable the reader to find quickly all information on anyone reference in which he may be especially interested. This has been considered most important with a view to the difficulties experienced outside Russia in obtaining references, published in that country. Russian names have been printed in Russian letters in the authors index, in order to overcome any possible confusion arising from transliteration.

This book explores the diverse types of Schrödinger equations that appear in nonlinear systems in general, with a specific focus on nonlinear transmission networks and Bose–Einstein Condensates. In the context of nonlinear transmission networks, it employs various methods to rigorously model the phenomena of modulated matter-wave propagation in the network, leading to nonlinear Schrödinger (NLS) equations. Modeling these phenomena is largely based on the reductive perturbation method, and the derived NLS equations are then used to methodically investigate the dynamics of matter-wave solitons in the network. In the context of Bose–Einstein condensates (BECs), the book analyzes the dynamical properties of NLS equations with the external potential of different types, which govern the dynamics of modulated matter-waves in BECs with either two-body interactions or both two- and three-body interatomic interactions.