Helge Holden

This is the second edition of a well-received book providing the fundamentals of the theory hyperbolic conservation laws. Several chapters have been rewritten, new material has been added, in particular, a chapter on space dependent flux functions and the detailed solution of the Riemann problem for the Euler equations. Hyperbolic conservation laws are central in the theory of nonlinear partial differential equations and in science and technology. The reader is given a self-contained presentation using front tracking, which is also a numerical method. The multidimensional scalar case and the case of systems on the line are treated in detail. A chapter on finite differences is included. From the reviews of the first edition:"It is already one of the few best digests on this topic. The present book is an excellent compromise between theory and practice. Students will appreciate the lively and accurate style." D. Serre, MathSciNet"I have read the book with great pleasure, and I can recommend it to experts as well as students. It can also be used for reliable and very exciting basis for a one-semester graduate course." S. Noelle, Book review, German Math. Soc." Making it an ideal first book for the theory of nonlinear partial differential equations...an excellent reference for a graduate course on nonlinear conservation laws." M. Laforest, Comp. Phys. Comm.

This is the second edition of a well-received book providing the fundamentals of the theory hyperbolic conservation laws. Several chapters have been rewritten, new material has been added, in particular, a chapter on space dependent flux functions and the detailed solution of the Riemann problem for the Euler equations. Hyperbolic conservation laws are central in the theory of nonlinear partial differential equations and in science and technology. The reader is given a self-contained presentation using front tracking, which is also a numerical method. The multidimensional scalar case and the case of systems on the line are treated in detail. A chapter on finite differences is included. From the reviews of the first edition:"It is already one of the few best digests on this topic. The present book is an excellent compromise between theory and practice. Students will appreciate the lively and accurate style." D. Serre, MathSciNet"I have read the book with great pleasure, and I can recommend it to experts as well as students. It can also be used for reliable and very exciting basis for a one-semester graduate course." S. Noelle, Book review, German Math. Soc." Making it an ideal first book for the theory of nonlinear partial differential equations...an excellent reference for a graduate course on nonlinear conservation laws." M. Laforest, Comp. Phys. Comm.

Hyperbolic conservation laws are central in the theory of nonlinear partial differential equations and in science and technology. The reader is given a self-contained presentation using front tracking, which is also a numerical method. The multidimensional scalar case and the case of systems on the line are treated in detail. A chapter on finite differences is included. "It is already one of the few best digests on this topic. The present book is an excellent compromise between theory and practice. Students will appreciate the lively and accurate style." D. Serre, MathSciNet "I have read the book with great pleasure, and I can recommend it to experts as well as students. It can also be used for reliable and very exciting basis for a one-semester graduate course." S. Noelle, Book review, German Math. Soc. "Making it an ideal first book for the theory of nonlinear partial differential equations...an excellent reference for a graduate course on nonlinear conservation laws." M. Laforest, Comp. Phys. Comm.

This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera­ tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A. S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre­ sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.

Next to the harmonic oscillator and the Coulomb potential the class of two-body models with point interactions is the only one where complete solutions are available. All mathematical and physical quantities can be calculated explicitly which makes this field of research important also for more complicated and realistic models in quantum mechanics. The detailed results allow their implementation in numerical codes to analyse properties of alloys, impurities, crystals and other features in solid state quantum physics. This monograph presents in a systematic way the mathematical approach and unifies results obtained in recent years. The student with a sound background in mathematics will get a deeper understanding of Schrödinger Operators and will see many examples which may eventually be used with profit in courses on quantum mechanics and solid state physics. The book has textbook potential in mathematical physics and is suitable for additional reading in various fields of theoretical quantum physics.

The first edition of Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, gave a comprehensive introduction to SPDEs. In this, the second edition, the authors build on the theory of SPDEs driven by space-time Brownian motion, or more generally, space-time Levy process noise. Applications of the theory are emphasized throughout. The stochastic pressure equation for fluid flow in porous media is treated, as are applications to finance. Graduate students in pure and applied mathematics as well as researchers in SPDEs, physics, and engineering will find this introduction indispensible. Useful exercises are collected at the end of each chapter.

As a partner to Volume 1: Dimensional Continuous Models, this monograph provides a self-contained introduction to algebro-geometric solutions of completely integrable, nonlinear, partial differential-difference equations, also known as soliton equations. The systems studied in this volume include the Toda lattice hierarchy, the Kac-van Moerbeke hierarchy, and the Ablowitz-Ladik hierarchy. An extensive treatment of the class of algebro-geometric solutions in the stationary as well as time-dependent contexts is provided. The theory presented includes trace formulas, algebro-geometric initial value problems, Baker-Akhiezer functions, and theta function representations of all relevant quantities involved. The book uses basic techniques from the theory of difference equations and spectral analysis, some elements of algebraic geometry and especially, the theory of compact Riemann surfaces. The presentation is constructive and rigorous, with ample background material provided in various appendices. Detailed notes for each chapter, together with an exhaustive bibliography, enhance understanding of the main results.

The focus of this book is on algebro-geometric solutions of completely integrable nonlinear partial differential equations in (1+1)-dimensions, also known as soliton equations. Explicitly treated integrable models include the KdV, AKNS, sine-Gordon, and Camassa-Holm hierarchies as well as the classical massive Thirring system. An extensive treatment of the class of algebro-geometric solutions in the stationary as well as time-dependent contexts is provided. The formalism presented includes trace formulas, Dubrovin-type initial value problems, Baker-Akhiezer functions, and theta function representations of all relevant quantities involved. The book uses techniques from the theory of differential equations, spectral analysis, and elements of algebraic geometry (most notably, the theory of compact Riemann surfaces). The presentation is rigorous, detailed, and self-contained, with ample background material provided in various appendices. Detailed notes for each chapter together with an exhaustive bibliography enhance the presentation offered in the main text.

The main emphasis of this work is on stochastic partial differential equations. First the stochastic Poisson equation and the stochastic transport equation are discussed; then the authors go on to deal with the Schrodinger equation, the heat equation, the nonlinear Burgers' equation with a stochastic source, and the pressure equation. The white noise approach often allows for solutions given by explicit formulas in terms of expectations of certain auxiliary processes. The noise in the above examples are all of a Gaussian white noise type. In the end, the authors also show how to adapt the analysis to SPDEs involving noise of Poissonian type.

This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera­ tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A. S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre­ sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.