This book provides a set of theoretical and numerical tools useful for the study of wave propagation in metamaterials and photonic crystals. While concentrating on electromagnetic waves, most of the material can be used for acoustic (or quantum) waves. For each presented numerical method, numerical code written in MATLAB (R) is presented. The codes are limited to 2D problems and can be easily translated in Python or Scilab, and used directly with Octave as well.

This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black-Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and risk-neutral probabilities. Vasicek, Cox-Ingersoll-Ross, and Heath-Jarrow-Morton interest rate models are also explored. The author presents practitioners with a basic introduction, with more rigorous information provided for mathematicians. The reader is assumed to be familiar with the basics of probability theory. Some basic knowledge of stochastic integration and differential equations theory is preferable, although all preliminary information is given in the first part of the book. Some relatively simple theoretical exercises are also provided.

Within the field of modeling complex objects in natural sciences, which considers systems that consist of a large number of interacting parts, a good tool for analyzing and fitting models is the theory of random evolutionary systems, considering their asymptotic properties and large deviations. In Random Evolutionary Systems we consider these systems in terms of the operators that appear in the schemes of their diffusion and the Poisson approximation. Such an approach allows us to obtain a number of limit theorems and asymptotic expansions of processes that model complex stochastic systems, both those that are autonomous and those dependent on an external random environment. In this case, various possibilities of scaling processes and their time parameters are used to obtain different limit results.

An Invitation to Applied Mathematics: Differential Equations, Modeling, and Computation introduces the reader to the methodology of modern applied mathematics in modeling, analysis, and scientific computing with emphasis on the use of ordinary and partial differential equations. Each topic is introduced with an attractive physical problem, where a mathematical model is constructed using physical and constitutive laws arising from the conservation of mass, conservation of momentum, or Maxwell's electrodynamics. Relevant mathematical analysis (which might employ vector calculus, Fourier series, nonlinear ODEs, bifurcation theory, perturbation theory, potential theory, control theory, or probability theory) or scientific computing (which might include Newton's method, the method of lines, finite differences, finite elements, finite volumes, boundary elements, projection methods, smoothed particle hydrodynamics, or Lagrangian methods) is developed in context and used to make physically significant predictions. The target audience is advanced undergraduates (who have at least a working knowledge of vector calculus and linear ordinary differential equations) or beginning graduate students. Readers will gain a solid and exciting introduction to modeling, mathematical analysis, and computation that provides the key ideas and skills needed to enter the wider world of modern applied mathematics.

The book contains a detailed account of numerical solutions of differential equations of elementary problems of Physics using Euler and 2nd order Runge-Kutta methods and Mathematica 6.0. The problems are motion under constant force (free fall), motion under Hooke's law force (simple harmonic motion), motion under combination of Hooke's law force and a velocity dependent damping force (damped harmonic motion) and radioactive decay law. Also included are uses of Mathematica in dealing with complex numbers, in solving system of linear equations, in carrying out differentiation and integration, and in dealing with matrices.

This volume presents lectures given at the Wisła 20-21 Winter School and Workshop: Groups, Invariants, Integrals, and Mathematical Physics, organized by the Baltic Institute of Mathematics. The lectures were dedicated to differential invariants – with a focus on Lie groups, pseudogroups, and their orbit spaces – and Poisson structures in algebra and geometry and are included here as lecture notes comprising the first two chapters. Following this, chapters combine theoretical and applied perspectives to explore topics at the intersection of differential geometry, differential equations, and category theory. Specific topics covered include: The multisymplectic and variational nature of Monge-Ampère equations in dimension four Integrability of fifth-order equations admitting a Lie symmetry algebra Applications of the van Kampen theorem for groupoids to computation of homotopy types of striped surfaces A geometric framework to compare classical systems of PDEs in the category of smooth manifolds Groups, Invariants, Integrals, and Mathematical Physics is ideal for graduate students and researchers working in these areas. A basic understanding of differential geometry and category theory is assumed.

For a physicist, "noise" is not just about sounds, but refers to any random physical process that blurs measurements, and in so doing stands in the way of scientific knowledge. This book deals with the most common types of noise, their properties, and some of their unexpected virtues. The text explains the most useful mathematical concepts related to noise. Finally, the book aims at making this subject more widely known and to stimulate the interest for its study in young physicists.

The development of man's understanding of planetary motions is the crown jewel of Newtonian mechanics. This book offers a concise but self-contained handbook-length treatment of this historically important topic for students at about the third-year-level of an undergraduate physics curriculum. After opening with a review of Kepler's three laws of planetary motion, it proceeds to analyze the general dynamics of 'central force' orbits in spherical coordinates, how elliptical orbits satisfy Newton's gravitational law, and how the geometry of ellipses relates to physical quantities, such as energy and momentum. Exercises are provided, and derivations are set up in such a way that readers can gain analytic practice by filling in the missing steps. A brief bibliography lists sources for readers who wish to pursue further study on their own.

In the last years there have been great advances in the applications of topology and differential geometry to problems in condensed matter physics. Concepts drawn from topology and geometry have become essential to the understanding of several phenomena in the area. Physicists have been creative in producing models for actual physical phenomena which realize mathematically exotic concepts and new phases have been discovered in condensed matter in which topology plays a leading role. An important classification paradigm is the concept of topological order, where the state characterizing a system does not break any symmetry, but it defines a topological phase in the sense that certain fundamental properties change only when the system passes through a quantum phase transition. The main purpose of this book is to provide a brief, self-contained introduction to some mathematical ideas and methods from differential geometry and topology, and to show a few applications in condensed matter. It conveys to physicists the basis for many mathematical concepts, avoiding the detailed formality of most textbooks.

This book contains an extensive illustration of use of finite difference method in solving the boundary value problem numerically. A wide class of differential equations has been numerically solved in this book. Starting with differential equations of elementary functions like hyperbolic, sine and cosine, we have solved those of special functions like Hermite, Laguerre and Legendre. Those of Airy function, of stationary localised wavepacket, of the quantum mechanical problem of a particle in a 1D box, and the polar equation of motion under gravitational interaction have also been solved. Mathematica 6.0 has been used to solve the system of linear equations that we encountered and to plot the numerical data. Comparison with known analytic solutions showed nearly perfect agreement in every case. On reading this book, readers will become adept in using the method.

Domain theory, a subject that arose as a response to natural concerns in the semantics of computation, studies ordered sets which possess an unusual amount of mathematical structure. This book explores its connection with quantum information science and the concept that relates them: disorder. This is not a literary work. It can be argued that its subject, domain theory and quantum information science, does not even really exist, which makes the scope of this alleged 'work' irrelevant. BUT, it does have a purpose and to some extent, it can also be said to have a method. I leave the determination of both of those largely to you, the reader. Except to say, I am hoping to convince the uninitiated to take a look. A look at what? Twenty years ago, I failed to satisfactorily prove a claim that I still believe: that there is substantial domain theoretic structure in quantum mechanics and that we can learn a lot from it. One day it will be proven to the point that people will be comfortable dismissing it as a 'well-known' idea that many (possibly including themselves) had long suspected but simply never bothered to write down. They may even call it "obvious!" I will not bore you with a brief history lesson on why it is not obvious, except to say that we have never been interested in the difficulty of proving the claim only in establishing its validity. This book then documents various attempts on my part to do just that.

The introduction of cross diffusivity opens many questions in the theory of reactiondiffusion systems. This book will be the first to investigate such problems presenting new findings for researchers interested in studying parabolic and elliptic systems where classical methods are not applicable. In addition, The Gagliardo-Nirenberg inequality involving BMO norms is improved and new techniques are covered that will be of interest. This book also provides many open problems suitable for interested Ph.D students.

MESH ist ein mathematisches Video ber vielfl chige Netzwerke und ihre Rolle in der Geometrie, der Numerik und der Computergraphik. Der unter Anwendung der neuesten Technologie vollst ndig computergenierte Film spannt einen Bogen von der antiken griechischen Mathematik zum Gebiet der heutigen geometrischen Modellierung. MESH hat zahlreiche wissenschaftliche Preise weltweit gewonnen. Die Autoren sind Konrad Polthier, ein Professor der Mathematik, und Beau Janzen, ein professioneller Filmdirektor.

Der Film ist ein ausgezeichnetes Lehrmittel f r Kurse in Geometrie, Visualisierung, wissenschaftlichem Rechnen und geometrischer Modellierung an Universit ten, Zentren f r wissenschaftliches Rechnen, kann jedoch auch an Schulen genutzt werden.

Differential Quadrature and Differential Quadrature Based Element Methods: Theory and Applications is a comprehensive guide to these methods and their various applications in recent years. Due to the attractive features of rapid convergence, high accuracy, and computational efficiency, the differential quadrature method and its based element methods are increasingly being used to study problems in the area of structural mechanics, such as static, buckling and vibration problems of composite structures and functional material structures. This book covers new developments and their applications in detail, with accompanying FORTRAN and MATLAB programs to help you overcome difficult programming challenges. It summarises the variety of different quadrature formulations that can be found by varying the degree of polynomials, the treatment of boundary conditions and employing regular or irregular grid points, to help you choose the correct method for solving practical problems.

In Thermal Physics: Thermodynamics and Statistical Mechanics for Scientists and Engineers, the fundamental laws of thermodynamics are stated precisely as postulates and subsequently connected to historical context and developed mathematically. These laws are applied systematically to topics such as phase equilibria, chemical reactions, external forces, fluid-fluid surfaces and interfaces, and anisotropic crystal-fluid interfaces. Statistical mechanics is presented in the context of information theory to quantify entropy, followed by development of the most important ensembles: microcanonical, canonical, and grand canonical. A unified treatment of ideal classical, Fermi, and Bose gases is presented, including Bose condensation, degenerate Fermi gases, and classical gases with internal structure. Additional topics include paramagnetism, adsorption on dilute sites, point defects in crystals, thermal aspects of intrinsic and extrinsic semiconductors, density matrix formalism, the Ising model, and an introduction to Monte Carlo simulation. Throughout the book, problems are posed and solved to illustrate specific results and problem-solving techniques.

This is an introductory textbook on computational methods and techniques intended for undergraduates at the sophomore or junior level in the fields of science, mathematics, and engineering. It provides an introduction to programming languages such as FORTRAN 90/95/2000 and covers numerical techniques such as differentiation, integration, root finding, and data fitting. The textbook also entails the use of the Linux/Unix operating system and other relevant software such as plotting programs, text editors, and mark up languages such as LaTeX. It includes multiple homework assignments.