Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications. A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the mathematical and statistical ideas, enriched with concrete examples and more than 100 references. Causal Inference from Graphical Models by Steffen L. Lauritzen explores causal concepts in connection with modelling complex stochastic systems, with focus on the effect of interventions in a given system. State Space and Hidden Markov Models by Hans R. Kunschshows the variety of applications of this concept to time series in engineering, biology, finance, and geophysics. Monte Carlo Methods on Genetic Structures by Elizabeth A. Thompson investigates special complex systems and gives a concise introduction to the relevant biological methodology. Renormalization of Interacting Diffusions by Frank den Hollander presents recent results on the large space-time behavior of infinite systems of interacting diffusions. Stein's Method for Epidemic Processes by Gesine Reinert investigates the mean field behavior of a general stochastic epidemic with explicit bounds. Individually, these articles provide authoritative, tutorial-style exposition and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing field.

As introduced in Dr. Lee's 10-week class, Applied Mathematics in Hydrogeology is written for professionals and graduate students who have a keen interest in the application of mathematics in hydrogeology. Its first seven chapters cover analytical solutions for problems commonly encountered in the study of quantitative hydrogeology, while the final three chapters focus on solving linear simultaneous equations, finite element analysis, and inversion for parameter determination. Dr. Lee provides various equation-solving methods that are of interest to hydrogeologists, geophysicists, soil scientists, and civil engineers, as well as applied physicists and mathematicians. In the classroom, this same information will help students realize how familiar equations in hydrogeology are derived-an important step toward development of a student's own mathematical models. Unlike other applied mathematics books that are structured according to systematic methodology, Applied Mathematics in Hydrogeology emphasizes equation-solving methods according to topics. Hydrogeological problems and governing differential equations are introduced, including hydraulic responses to pumping in confined and unconfined aquifers, as well as transport of heat and solute in flowing groundwater.

With the advent of sophisticated general programming environments like Mathematica, the task of developing new models of metabolism and visualizing their responses has become accessible to students of biochemistry and the life sciences in general. Modelling Metabolism with Mathematica presents the approaches, methods, tools, and algorithms for modelling the chemical-dynamics of metabolic pathways. The authors explain the concepts underpinning the deterministic theory of chemical and enzyme kinetics, present a graded series of computer models of metabolic pathways leading up to that of the human erythrocyte, and document a consistent set of rate equations and associated kinetic parameters. The experimental and theoretical study of metabolism in mammalian cells has a long and fruitful history, but our understanding of cellular metabolism at the molecular level is far from complete. This book enables its readers to formulate their own models of time-dependent metabolic systems and aids them in the quest for the many fundamental and clinically relevant discoveries that remain to be made.

Extremality results proved in this Monograph for an abstract operator equation provide the theoretical framework for developing new methods that allow the treatment of a variety of discontinuous initial and boundary value problems for both ordinary and partial differential equations, in explicit and implicit forms. By means of these extremality results, the authors prove the existence of extremal solutions between appropriate upper and lower solutions of first and second order discontinuous implicit and explicit ordinary and functional differential equations. They then study the dependence of these extremal solutions on the data. The authors begin by developing an existence theory for an abstract operator equation in ordered spaces and offer new tools for dealing with different kinds of discontinuous implicit and explicit differential equation problems. They present a unified approach to the existence of extremal solutions of quasilinear elliptic and parabolic problems and extend the upper and lower solution method to elliptic and parabolic inclusion of hemivariation type using variational and nonvariational methods. Nonlinear Differential Equations in Ordered Spaces includes research that appears for the first time in book form and is designed as a source book for pure and applied mathematicians. Its self-contained presentation along with numerous worked examples and complete, detailed proofs also make it accessible to researchers in engineering as well as advanced students in these fields.

As a rule, many practical problems are studied in a situation when the input data are incomplete. For example, this is the case for a parabolic partial differential equation describing the non-stationary physical process of heat and mass transfer if it contains the unknown thermal conductivity coefficient. Such situations arising in physical problems motivated the appearance of the present work. In this monographthe author considers numerical solutions of the quasi-inversion problems, to which the solution of the original coefficient inverse problems are reduced. Underground fluid dynamics is taken as a field of practical use of coefficient inverse problems. The significance of these problems for this application domain consists in the possibility to determine the physical fields of parameters that characterize the filtration properties of porous media (oil strata). This provides the possibility of predicting the conditions of oil-field development and the effects of the exploitation. The research carried out by the author showed that the quasi-inversion method can be applied also for solution of "interior coefficient inverse problems" by reducing them to the problem of continuation of a solution to a parabolic equation. This reduction is based on the results of the proofs of the uniqueness theorems for solutions of the corresponding coefficient inverse problems.

A monotone iterative technique is used to obtain monotone approximate solutions that converge to the solution of nonlinear problems of partial differential equations of elliptic, parabolic and hyperbolic type. This volume describes that technique, which has played a valuable role in unifying a variety of nonlinear problems, particularly when combined with the quasilinearization method. The first part of this monograph describes the general methodology using the classic approach, while the second part develops the same basic ideas via the variational technique. The text provides a useful and timely reference for applied scientists, engineers and numerical analysts.

Combining mathematical theory, physical principles, and engineering problems, Generalized Calculus with Applications to Matter and Forces examines generalized functions, including the Heaviside unit jump and the Dirac unit impulse and its derivatives of all orders, in one and several dimensions. The text introduces the two main approaches to generalized functions: (1) as a nonuniform limit of a family of ordinary functions, and (2) as a functional over a set of test functions from which properties are inherited. The second approach is developed more extensively to encompass multidimensional generalized functions whose arguments are ordinary functions of several variables. As part of a series of books for engineers and scientists exploring advanced mathematics, Generalized Calculus with Applications to Matter and Forces presents generalized functions from an applied point of view, tackling problem classes such as: Gauss and Stokes' theorems in the differential geometry, tensor calculus, and theory of potential fields Self-adjoint and non-self-adjoint problems for linear differential equations and nonlinear problems with large deformations Multipolar expansions and Green's functions for elastic strings and bars, potential and rotational flow, electro- and magnetostatics, and more This third volume in the series Mathematics and Physics for Science and Technology is designed to complete the theory of functions and its application to potential fields, relating generalized functions to broader follow-on topics like differential equations. Featuring step-by-step examples with interpretations of results and discussions of assumptions and their consequences, Generalized Calculus with Applications to Matter and Forces enables readers to construct mathematical-physical models suited to new observations or novel engineering devices.

Hamiltonian fluid dynamics and stability theory work hand-in-hand in a variety of engineering, physics, and physical science fields. Until now, however, no single reference addressed and provided background in both of these closely linked subjects. Introduction to Hamiltonian Fluid Dynamics and Stability Theory does just that-offers a comprehensive introduction to Hamiltonian fluid dynamics and describes aspects of hydrodynamic stability theory within the context of the Hamiltonian formalism. The author uses the example of the nonlinear pendulum-giving a thorough linear and nonlinear stability analysis of its equilibrium solutions-to introduce many of the ideas associated with the mathematical argument required in infinite dimensional Hamiltonian theory needed for fluid mechanics. He examines Andrews' Theorem, derives and develops the Charney-Hasegawa-Mima (CMH) equation, presents an account of the Hamiltonian structure of the Korteweg-de Vries (KdV) equation, and discusses the stability theory associated with the KdV soliton. The book's tutorial approach and plentiful exercises combine with its thorough presentations of both subjects to make Introduction to Hamiltonian Fluid Dynamics and Stability Theory an ideal reference, self-study text, and upper level course book.

Quantum field theory is arguably the most far-reaching and beautiful physical theory ever constructed, with aspects more stringently tested and verified to greater precision than any other theory in physics. Unfortunately, the subject has gained a notorious reputation for difficulty, with forbidding looking mathematics and a peculiar diagrammatic language described in an array of unforgiving, weighty textbooks aimed firmly at aspiring professionals. However, quantum field theory is too important, too beautiful, and too engaging to be restricted to the professionals. This book on quantum field theory is designed to be different. It is written by experimental physicists and aims to provide the interested amateur with a bridge from undergraduate physics to quantum field theory. The imagined reader is a gifted amateur, possessing a curious and adaptable mind, looking to be told an entertaining and intellectually stimulating story, but who will not feel patronised if a few mathematical niceties are spelled out in detail. Using numerous worked examples, diagrams, and careful physically motivated explanations, this book will smooth the path towards understanding the radically different and revolutionary view of the physical world that quantum field theory provides, and which all physicists should have the opportunity to experience.

"If Augustin Cournot had still been alive, he could have won the Nobel Memorial Prize in Economics on at least three different occasions", exclaimed Nobel Laureate Robert Aumann during the 2005 Cournot Centre conference. From his earliest publications, Cournot broke from tradition with his predecessors in applying mathematical modelling to the social sphere. Consequently, he was the first to affirm the mathematization of social phenomena as an essential principle. The fecundity of Cournot's works stems not only from this departure, but also from a richness that irrigated the social sciences of the twentieth century. In this collection, the contributors - including two Nobel laureates in economics - highlight Cournot's profound innovativeness and continued relevance in the areas of industrial economics, mathematical economics, market competition, game theory and epistemology of probability and statistics. Each of the seven authors reminds us of the force and modernity of Cournot's thought as a mathematician, historian of the sciences, philosopher and, not least, as an economist. Combining an epistemological perspective with a theoretical one, this book will be of great interest to researchers and students in the fields of economics, the history of economic thought, and epistemology.

Following Witten's remarkable discovery of the quantum mechanical scheme in which all the salient features of supersymmetry are embedded, SCQM (supersymmetric classical and quantum mechanics) has become a separate area of research . In recent years, progress in this field has been dramatic and the literature continues to grow. Until now, no book has offered an overview of the subject with enough detail to allow readers to become rapidly familiar with its key ideas and methods. Supersymmetry in Classical and Quantum Mechanics offers that overview and summarizes the major developments of the last 15 years. It provides both an up-to-date review of the literature and a detailed exposition of the underlying SCQM principles. For those just beginning in the field, the author presents step-by-step details of most of the computations. For more experienced readers, the treatment includes systematic analyses of more advanced topics, such as quasi- and conditional solvability and the role of supersymmetry in nonlinear systems.

Weakly Connected Nonlinear Systems: Boundedness and Stability of Motion provides a systematic study on the boundedness and stability of weakly connected nonlinear systems, covering theory and applications previously unavailable in book form. It contains many essential results needed for carrying out research on nonlinear systems of weakly connected equations. After supplying the necessary mathematical foundation, the book illustrates recent approaches to studying the boundedness of motion of weakly connected nonlinear systems. The authors consider conditions for asymptotic and uniform stability using the auxiliary vector Lyapunov functions and explore the polystability of the motion of a nonlinear system with a small parameter. Using the generalization of the direct Lyapunov method with the asymptotic method of nonlinear mechanics, they then study the stability of solutions for nonlinear systems with small perturbing forces. They also present fundamental results on the boundedness and stability of systems in Banach spaces with weakly connected subsystems through the generalization of the direct Lyapunov method, using both vector and matrix-valued auxiliary functions. Designed for researchers and graduate students working on systems with a small parameter, this book will help readers get up to date on the knowledge required to start research in this area.

Covers ODEs and PDEs-in One TextbookUntil now, a comprehensive textbook covering both ordinary differential equations (ODEs) and partial differential equations (PDEs) didn't exist. Fulfilling this need, Ordinary and Partial Differential Equations provides a complete and accessible course on ODEs and PDEs using many examples and exercises as well as intuitive, easy-to-use software. Teaches the Key Topics in Differential Equations The text includes all the topics that form the core of a modern undergraduate or beginning graduate course in differential equations. It also discusses other optional but important topics such as integral equations, Fourier series, and special functions. Numerous carefully chosen examples offer practical guidance on the concepts and techniques. Guides Students through the Problem-Solving Process Requiring no user programming, the accompanying computer software allows students to fully investigate problems, thus enabling a deeper study into the role of boundary and initial conditions, the dependence of the solution on the parameters, the accuracy of the solution, the speed of a series convergence, and related questions. The ODE module compares students' analytical solutions to the results of computations while the PDE module demonstrates the sequence of all necessary analytical solution steps.

The Finite-Difference Time-domain (FDTD) method allows you to compute electromagnetic interaction for complex problem geometries with ease. The simplicity of the approach coupled with its far-reaching usefulness, create the powerful, popular method presented in The Finite Difference Time Domain Method for Electromagnetics. This volume offers timeless applications and formulations you can use to treat virtually any material type and geometry. The Finite Difference Time Domain Method for Electromagnetics explores the mathematical foundations of FDTD, including stability, outer radiation boundary conditions, and different coordinate systems. It covers derivations of FDTD for use with PEC, metal, lossy dielectrics, gyrotropic materials, and anisotropic materials. A number of applications are completely worked out with numerous figures to illustrate the results. It also includes a printed FORTRAN 77 version of the code that implements the technique in three dimensions for lossy dielectric materials. There are many methods for analyzing electromagnetic interactions for problem geometries. With The Finite Difference Time Domain Method for Electromagnetics, you will learn the simplest, most useful of these methods, from the basics through to the practical applications.

Natural scientists perceive and classify organisms primarily on the basis of their appearance and structure- their form , defined as that characteristic remaining invariant after translation, rotation, and possibly reflection of the object. The quantitative study of form and form change comprises the field of morphometrics. For morphometrics to succeed, it needs techniques that not only satisfy mathematical and statistical rigor but also attend to the scientific issues. An Invariant Approach to the Statistical Analysis of Shapes results from a long and fruitful collaboration between a mathematical statistician and a biologist. Together they have developed a methodology that addresses the importance of scientific relevance, biological variability, and invariance of the statistical and scientific inferences with respect to the arbitrary choice of the coordinate system. They present the history and foundations of morphometrics, discuss the various kinds of data used in the analysis of form, and provide justification for choosing landmark coordinates as a preferred data type. They describe the statistical models used to represent intra-population variability of landmark data and show that arbitrary translation, rotation, and reflection of the objects introduce infinitely many nuisance parameters. The most fundamental part of morphometrics-comparison of forms-receives in-depth treatment, as does the study of growth and growth patterns, classification, clustering, and asymmetry. Morphometrics has only recently begun to consider the invariance principle and its implications for the study of biological form. With the advantage of dual perspectives, An Invariant Approach to the Statistical Analysis of Shapes stands as a unique and important work that brings a decade's worth of innovative methods, observations, and insights to an audience of both statisticians and biologists.

Chapter 1 poses 134 problems concerning real and complex numbers, chapter 2 poses 123 problems concerning sequences, and so it goes, until in chapter 9 one encounters 201 problems concerning functional analysis. The remainder of the book is given over to the presentation of hints, answers or referen

Real-world systems that involve some non-smooth change are often well-modeled by piecewise-smooth systems. However there still remain many gaps in the mathematical theory of such systems. This doctoral thesis presents new results regarding bifurcations of piecewise-smooth, continuous, autonomous systems of ordinary differential equations and maps. Various codimension-two, discontinuity induced bifurcations are unfolded in a rigorous manner. Several of these unfoldings are applied to a mathematical model of the growth of Saccharomyces cerevisiae (a common yeast). The nature of resonance near border-collision bifurcations is described; in particular, the curious geometry of resonance tongues in piecewise-smooth continuous maps is explained in detail.

NeimarkSacker-like border-collision bifurcations are both numerically and theoretically investigated. A comprehensive background section is conveniently provided for those with little or no experience in piecewise-smooth systems.

While there are many available textbooks on quantum information theory, most are either too technical for beginners or not complete enough. Filling this gap, Elements of Quantum Computation and Quantum Communication gives a clear, self-contained introduction to quantum computation and communication. Written primarily for undergraduate students in physics, mathematics, computer science, and related disciplines, this introductory text is also suitable for researchers interested in quantum computation and communication. Developed from the author's lecture notes, the text begins with developing a perception of classical and quantum information and chronicling the history of quantum computation and communication. It then covers classical and quantum Turing machines, error correction, the quantum circuit model of computation, and complexity classes relevant to quantum computing and cryptography. After presenting mathematical techniques frequently used in quantum information theory and some basic ideas from quantum mechanics, the author describes quantum gates, circuits, algorithms, and error-correcting codes. He also explores the significance and applications of two unique quantum communication schemes: quantum teleportation and superdense coding. The book concludes with various aspects of quantum cryptography. Exploring recent developments and open questions in the field, this text prepares readers for further study and helps them understand more advanced texts and journal papers. Along with thought-provoking cartoons and brief biographies of key players in the field, each chapter includes examples, references, exercises, and problems with detailed solutions.

Bringing geometric algebra to the mainstream of physics pedagogy, Geometric Algebra and Applications to Physics not only presents geometric algebra as a discipline within mathematical physics, but the book also shows how geometric algebra can be applied to numerous fundamental problems in physics, especially in experimental situations. This reference begins with several chapters that present the mathematical fundamentals of geometric algebra. It introduces the essential features of postulates and their underlying framework; bivectors, multivectors, and their operators; spinor and Lorentz rotations; and Clifford algebra. The book also extends some of these topics into three dimensions. Subsequent chapters apply these fundamentals to various common physical scenarios. The authors show how Maxwell's equations can be expressed and manipulated via space-time algebra and how geometric algebra reveals electromagnetic waves' states of polarization. In addition, they connect geometric algebra and quantum theory, discussing the Dirac equation, wave functions, and fiber bundles. The final chapter focuses on the application of geometric algebra to problems of the quantization of gravity. By covering the powerful methodology of applying geometric algebra to all branches of physics, this book provides a pioneering text for undergraduate and graduate students as well as a useful reference for researchers in the field.

Written by an engineer and sharply focused on practical matters, this text explores the application of Lie groups to solving ordinary differential equations (ODEs). Although the mathematical proofs and derivations in are de-emphasized in favor of problem solving, the author retains the conceptual basis of continuous groups and relates the theory to problems in engineering and the sciences. The author has developed a number of new techniques that are published here for the first time, including the important and useful enlargement procedure. The author also introduces a new way of organizing tables reminiscent of that used for integral tables. These new methods and the unique organizational scheme allow a significant increase in the number of ODEs amenable to group-theory solution. Solution of Ordinary Differential Equations by Continuous Groups offers a self-contained treatment that presumes only a rudimentary exposure to ordinary differential equations. Replete with fully worked examples, it is the ideal self-study vehicle for upper division and graduate students and professionals in applied mathematics, engineering, and the sciences.

A bestseller in its first edition, Wavelets and Other Orthogonal Systems: Second Edition has been fully updated to reflect the recent growth and development of this field, especially in the area of multiwavelets. The authors have incorporated more examples and numerous illustrations to help clarify concepts. They have also added a considerable amount of new material, including sections addressing impulse trains, an alternate approach to periodic wavelets, and positive wavelet s. Other new discussions include irregular sampling in wavelet subspaces, hybrid wavelet sampling, interpolating multiwavelets, and several new statistics topics. With cutting-edge applications in data compression, image analysis, numerical analysis, and acoustics wavelets remain at the forefront of current research. Wavelets and Other Orthogonal Systems maintains its mathematical perspective in presenting wavelets in the same setting as other orthogonal systems, thus allowing their advantages and disadvantages to be seen more directly. Now even more student friendly, the second edition forms an outstanding text not only for graduate students in mathematics, but also for those interested in scientific and engineering applications.

A Complete Treatment of Current Research Topics in Fourier Transforms and Sinusoids Sinusoids: Theory and Technological Applications explains how sinusoids and Fourier transforms are used in a variety of application areas, including signal processing, GPS, optics, x-ray crystallography, radioastronomy, poetry and music as sound waves, and the medical sciences. With more than 200 illustrations, the book discusses electromagnetic force and sychrotron radiation comprising all kinds of waves, including gamma rays, x-rays, UV rays, visible light rays, infrared, microwaves, and radio waves. It also covers topics of common interest, such as quasars, pulsars, the Big Bang theory, Olbers' paradox, black holes, Mars mission, and SETI. The book begins by describing sinusoids-which are periodic sine or cosine functions-using well-known examples from wave theory, including traveling and standing waves, continuous musical rhythms, and the human liver. It next discusses the Fourier series and transform in both continuous and discrete cases and analyzes the Dirichlet kernel and Gibbs phenomenon. The author shows how invertibility and periodicity of Fourier transforms are used in the development of signals and filters, addresses the general concept of communication systems, and explains the functioning of a GPS receiver. The author then covers the theory of Fourier optics, synchrotron light and x-ray diffraction, the mathematics of radioastronomy, and mathematical structures in poetry and music. The book concludes with a focus on tomography, exploring different types of procedures and modern advances. The appendices make the book as self-contained as possible.

Using theory, applications, and examples of inferences, Niche Modeling: Predictions from Statistical Distributions demonstrates how to conduct and evaluate niche modeling projects in any area of application. It features a series of theoretical and practical exercises for developing and evaluating niche models using the R statistics language. The author discusses applications of predictive modeling methods with reference to valid inferences from assumptions. He elucidates varied and simplified examples with rigor and completeness. Topics include geographic information systems, multivariate modeling, artificial intelligence methods, data handling, and information infrastructure. Above all, successful niche modeling requires a deep understanding of the process of creating and using probability. Off-the-shelf statistical packages are tailored exactly to applications but can hide problematic complexities. Recipe book implementations fail to educate users in the details, assumptions, and pitfalls of analysis, but may be able to adapt to the specific needs of each study. Examining the sources of errors such as autocorrelation, bias, long term persistence, nonlinearity, circularity, and fraud, this seminal reference provides an understanding of the limitations and potential pitfalls of prediction, emphasizing the importance of avoiding errors.

Kinetics and Thermodynamics of Fast Particles in Solids examines the kinetics and non-equilibrium statistical thermodynamics of fast charged particles moving in crystals in different modes. It follows a line of research very different from traditional ways of constructing a theory of radiation effects, which gives a purely mechanistic interpretation of particle motion. In contrast, this book takes into account the thermodynamic forces due to separation of the thermodynamic parameters of the subsystem of particles ("hot" atoms) on the parameters of the thermostat (electrons and lattice), in addition to covering the various mechanisms of collisions. Topics Include: Construction of a local kinetic equation of Boltzmann type for fast particles interacting with the conduction electrons and lattice vibrations, on the basis of the principles of Bogolyubov's kinetic theory Calculation of the equilibrium energy and angular distributions of fast particles at a depth of the order of coherence length, and the evolution of particle distribution with increasing depth of penetration of the beam Calculation of transverse quasi-temperature of channeled particles with the heating of the beam in the process of diffusion of particles in the space of transverse energies, as well as cooling the beam through a dissipative process Research in the framework of non-equilibrium thermodynamics of the relaxation kinetics of random particles, including the thermodynamics of positronium atoms moving in insulators under laser irradiation Analysis of the kinetics of hot carriers in semiconductors and thermalization of hot carriers, as well as the calculation of the statistical distribution of ejected atoms formed during the displacement cascade The book sets a new direction of the theory of radiation effects in solids-non-equilibrium statistical thermodynamics

Interfacial phenomena driven by heat or mass transfer are widespread in science and various branches of engineering. Research in this area has become quite active in recent years, attributable in part, at least, to the entry of physicists and their sophisticated experimental techniques into the field. Until now, however, the field has lacked a readable account of the recent developments. Interfacial Phenomena and Convection remedies this problem by furnishing a self-contained monograph that examines a rich variety of phenomena in which interfaces pay a crucial role. From a unified perspective that embraces physical chemistry, fluid mechanics, and applied mathematics, the authors study recent developments related to the Marangoni effect, including patterned convection and instabilities, oscillatory/wavy phenomena, and turbulent phenomena. They examine Benard layers subjected to transverse and longitudinal thermal gradients and phenomena involving surface tension gradients as the driving forces, including falling films, drops, and liquid bridges. It is only in the past two or three decades that researchers have performed suitable, clear-cut experiments involving interfacial phenomena, and the stage is now set for a virtual explosion of the field. Interfacial Phenomena and Convection will bring you quickly up to date on the advances realized and prepare you to both use the results and to make further advances.