Integrable models have a fascinating history with many important discoveries that dates back to the famous Kepler problem of planetary motion. Nowadays it is well recognised that integrable systems play a ubiquitous role in many research areas ranging from quantum field theory, string theory, solvable models of statistical mechanics, black hole physics, quantum chaos and the AdS/CFT correspondence, to pure mathematics, such as representation theory, harmonic analysis, random matrix theory and complex geometry. Starting with the Liouville theorem and finite-dimensional integrable models, this book covers the basic concepts of integrability including elements of the modern geometric approach based on Poisson reduction, classical and quantum factorised scattering and various incarnations of the Bethe Ansatz. Applications of integrability methods are illustrated in vast detail on the concrete examples of the Calogero-Moser-Sutherland and Ruijsenaars-Schneider models, the Heisenberg spin chain and the one-dimensional Bose gas interacting via a delta-function potential. This book has intermediate and advanced topics with details to make them clearly comprehensible.

An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents important concepts and results in measure theory, probability theory, stochastic processes, and stochastic calculus. Measure theory is indispensable to the rigorous development of probability theory and is also necessary to properly address martingale measures, the change of numeraire theory, and LIBOR market models. In addition, probability theory is presented to facilitate the development of stochastic processes, including martingales and Brownian motions, while stochastic processes and stochastic calculus are discussed to model asset prices and develop derivative pricing models. The authors promote a problem-solving approach when applying mathematics in real-world situations, and readers are encouraged to address theorems and problems with mathematical rigor. In addition, Measure, Probability, and Mathematical Finance features: * A comprehensive list of concepts and theorems from measure theory, probability theory, stochastic processes, and stochastic calculus * Over 500 problems with hints and select solutions to reinforce basic concepts and important theorems * Classic derivative pricing models in mathematical finance that have been developed and published since the seminal work of Black and Scholes Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach is an ideal textbook for introductory quantitative courses in business, economics, and mathematical finance at the upper-undergraduate and graduate levels. The book is also a useful reference for readers who need to build their mathematical skills in order to better understand the mathematical theory of derivative pricing models.

Quantum mechanics - central not only to physics, but also to chemistry, materials science, and other fields - is notoriously abstract and difficult. Essential Quantum Mechanics is a uniquely concise and explanatory book that fills the gap between introductory and advanced courses, between popularizations and technical treatises. By focusing on the fundamental structure, concepts, and methods of quantum mechanics, this introductory yet sophisticated work emphasizes both physical and mathematical understanding. A modern perspective is adopted throughout - the goal, in part, being to gain entry into the world of 'real' quantum mechanics, as used by practicing scientists. With over 60 original problems, Essential Quantum Mechanics is suitable as either a text or a reference. It will be invaluable to physics students as well as chemists, electrical engineers, philosophers, and others whose work is impacted by quantum mechanics, or who simply wish to better understand this fascinating subject.

This book is a sequel to Lectures on Selected Topics in Mathematical Physics: Introduction to Lie Theory with Applications. This volume is devoted mostly to Lie groups. Lie algebras and generating functions, both for standard special functions and for solution of certain types of physical problems. It is an informal treatment of these topics intended for physics graduate students or others with a physics background wanting a brief and informal introduction to the subjects addressed in a style and vocabulary not completely unfamiliar.

This book illustrates the powerful interplay between topological, algebraic and complex analytical methods, within the field of integrable systems, by addressing several theoretical and practical aspects. Contemporary integrability results, discovered in the last few decades, are used within different areas of mathematics and physics. Integrable Systems incorporates numerous concrete examples and exercises, and covers a wealth of essential material, using a concise yet instructive approach. This book is intended for a broad audience, ranging from mathematicians and physicists to students pursuing graduate, Masters or further degrees in mathematics and mathematical physics. It also serves as an excellent guide to more advanced and detailed reading in this fundamental area of both classical and contemporary mathematics.

Science often deals with hard-to-see phenomena, and they only stand out and become real when viewed through the lens of complex statistical tools. This book is not a textbook about statistics applied to science - there are already many excellent books to choose from - rather, it tries to give an overview of the basic principles that physical scientists use to analyze their data and bring out the order of Nature from the fog of background noise.

This contemporary first course focuses on concepts and ideas of Measure Theory, highlighting the theoretical side of the subject. Its primary intention is to introduce Measure Theory to a new generation of students, whether in mathematics or in one of the sciences, by offering them on the one hand a text with complete, rigorous and detailed proofs--sketchy proofs have been a perpetual complaint, as demonstrated in the many Amazon reader reviews critical of authors who "omit 'trivial' steps" and "make not-so-obvious 'it is obvious' remarks." On the other hand, Kubrusly offers a unique collection of fully hinted problems. On the other hand, Kubrusly offers a unique collection of fully hinted problems. The author invites the readers to take an active part in the theory construction, thereby offering them a real chance to acquire a firmer grasp on the theory they helped to build. These problems, at the end of each chapter, comprise complements and extensions of the theory, further examples and counterexamples, or auxiliary results. They are an integral part of the main text, which sets them apart from the traditional classroom or homework exercises.
JARGON BUSTER:
measure theory
Measure theory investigates the conditions under which integration can take place.
It considers various ways in which the "size" of a set can be estimated.
This topic is studied in pure mathematics programs but the theory is also foundational for students of statistics and probability, engineering, and financial engineering.
Key Features
* Designed with a minimum of prerequisites (intro analysis, and for Ch 5, linear algebra)
* Includes 140 classical measure-theory problems
* Carefully crafted to present essential elements of the theory in compact form

This book is a unique blend of difference equations theory and its exciting applications to economics. It deals with not only theory of linear (and linearized) difference equations, but also nonlinear dynamical systems which have been widely applied to economic analysis in recent years. It studies most important concepts and theorems in difference equations theory in a way that can be understood by anyone who has basic knowledge of calculus and linear algebra. It contains well-known applications and many recent developments in different fields of economics. The book also simulates many models to illustrate paths of economic dynamics.

Key Features:

.A unique book concentrated on theory of discrete dynamical systems and its traditional as well as advanced applications to economics.
.Mathematical definitions and theorems are introduced in a systematic and easily accessible way.
.Examples are from almost all fields of economics; technically proceeding from basic to advanced topics.
.Lively illustrations with numerous figures.
.Numerous simulation to see paths of economic dynamics.
.Comprehensive treatment of the subject with a comprehensive and easily accessible approach.
Key Features:

.A unique book concentrated on theory of discrete dynamical systems and its traditional as well as advanced applications to economics.
.Mathematical definitions and theorems are introduced in a systematic and easily accessible way.
.Examples are from almost all fields of economics; technically proceeding from basic to advanced topics.
.Lively illustrations with numerous figures.
.Numerous simulation to see paths of economic dynamics.
.Comprehensive treatment of the subject with a comprehensive and easily accessible approach."

This PhD thesis is dedicated to a subfield of elementary particle physics called "Flavour Physics". The Standard Model of Particle Physics (SM) has been confirmed by thousands of experimental measurements with a high precision. But the SM leaves important questions open, like what is the nature of dark matter or what is the origin of the matter-antimatter asymmetry in the Universe. By comparing high precision Standard Model calculations with extremely precise measurements, one can find the first glimpses of the physics beyond the SM - currently we see the first hints of a potential breakdown of the SM in flavour observables. This can then be compared with purely theoretical considerations about new physics models, known as model building. Both precision calculations and model building are extremely specialised fields and this outstanding thesis contributes significantly to both topics within the field of Flavour Physics and sheds new light on the observed anomalies.

Spatial point processes are mathematical models used to describe and analyse the geometrical structure of patterns formed by objects that are irregularly or randomly distributed in one-, two- or three-dimensional space. Examples include locations of trees in a forest, blood particles on a glass plate, galaxies in the universe, and particle centres in samples of material.

Numerous aspects of the nature of a specific spatial point pattern may be described using the appropriate statistical methods. Statistical Analysis and Modelling of Spatial Point Patterns provides a practical guide to the use of these specialised methods. The application-oriented approach helps demonstrate the benefits of this increasingly popular branch of statistics to a broad audience.

The book:

Provides an introduction to spatial point patterns for researchers across numerous areas of application.

Adopts an extremely accessible style, allowing the non-statistician complete understanding.

Describes the process of extracting knowledge from the data, emphasising the marked point process.

Demonstrates the analysis of complex datasets, using applied examples from areas including biology, forestry, and materials science.

Features a supplementary website containing example datasets.

Statistical Analysis and Modelling of Spatial Point Patterns is ideally suited for researchers in the many areas of application, including environmental statistics, ecology, physics, materials science, geostatistics, and biology. It is also suitable for students of statistics, mathematics, computer science, biology and geoinformatics.

Companion website:

www.wiley.com/go/penttinen

The book presents the recent achievements on bifurcation studies of nonlinear dynamical systems. The contributing authors of the book are all distinguished researchers in this interesting subject area. The first two chapters deal with the fundamental theoretical issues of bifurcation analysis in smooth and non-smooth dynamical systems. The cell mapping methods are presented for global bifurcations in stochastic and deterministic, nonlinear dynamical systems in the third chapter. The fourth chapter studies bifurcations and chaos in time-varying, parametrically excited nonlinear dynamical systems. The fifth chapter presents bifurcation analyses of modal interactions in distributed, nonlinear, dynamical systems of circular thin von Karman plates. The theories, methods and results presented in this book are of great interest to scientists and engineers in a wide range of disciplines. This book can be adopted as references for mathematicians, scientists, engineers and graduate students conducting research in nonlinear dynamical systems.
- New Views for Difficult Problems
- Novel Ideas and Concepts
- Hilbert's 16th Problem
- Normal Forms in Polynomial Hamiltonian Systems
- Grazing Flow in Non-smooth Dynamical Systems
- Stochastic and Fuzzy Nonlinear Dynamical Systems
- Fuzzy Bifurcation
- Parametrical, Nonlinear Systems
- Mode Interactions in nonlinear dynamical systems

This book is devoted to an important branch of the dynamical systems theory: the study of the fine (fractal) structure of Poincare recurrences -instants of time when the system almost repeats its initial state. The authors were able to write an entirely self-contained text including many insights and examples, as well as providing complete details of proofs. The only prerequisites are a basic knowledge of analysis and topology. Thus this book can serve as a graduate text or self-study guide for courses in applied mathematics or nonlinear dynamics (in the natural sciences). Moreover, the book can be used by specialists in applied nonlinear dynamics following the way in the book. The authors applied the mathematical theory developed in the book to two important problems: distribution of Poincare recurrences for nonpurely chaotic Hamiltonian systems and indication of synchronization regimes in coupled chaotic individual systems.

* Portions of the book were published in an article that won the title "month's new hot paper in the field of Mathematics" in May 2004
* Rigorous mathematical theory is combined with important physical applications
* Presents rules for immediate action to study mathematical models of real systems
* Contains standard theorems of dynamical systems theory

This book describes the advanced stability theories for magnetically confined fusion plasmas, especially in tokamaks. As the fusion plasma sciences advance, the gap between the textbooks and cutting-edge researches gradually develops.

This book treats essentials from neurophysiology (Hodgkin-Huxley equations, synaptic transmission, prototype networks of neurons) and related mathematical concepts (dimensionality reductions, equilibria, bifurcations, limit cycles and phase plane analysis). This is subsequently applied in a clinical context, focusing on EEG generation, ischaemia, epilepsy and neurostimulation. The book is based on a graduate course taught by clinicians and mathematicians at the Institute of Technical Medicine at the University of Twente. Throughout the text, the author presents examples of neurological disorders in relation to applied mathematics to assist in disclosing various fundamental properties of the clinical reality at hand. Exercises are provided at the end of each chapter; answers are included. Basic knowledge of calculus, linear algebra, differential equations and familiarity with MATLAB or Python is assumed. Also, students should have some understanding of essentials of (clinical) neurophysiology, although most concepts are summarized in the first chapters. The audience includes advanced undergraduate or graduate students in Biomedical Engineering, Technical Medicine and Biology. Applied mathematicians may find pleasure in learning about the neurophysiology and clinic essentials applications. In addition, clinicians with an interest in dynamics of neural networks may find this book useful, too.

In two volumes, this book presents a detailed, systematic treatment of electromagnetics with application to the propagation of transient electromagnetic fields (including ultrawideband signals and ultrashort pulses) in dispersive attenuative media. The development in this expanded, updated, and reorganized new edition is mathematically rigorous, progressing from classical theory to the asymptotic description of pulsed wave fields in Debye and Lorentz model dielectrics, Drude model conductors, and composite model semiconductors. It will be of use to researchers as a resource on electromagnetic radiation and wave propagation theory with applications to ground and foliage penetrating radar, medical imaging, communications, and safety issues associated with ultrawideband pulsed fields. With meaningful exercises, and an authoritative selection of topics, it can also be used as a textbook to prepare graduate students for research. Volume 2 presents a detailed asymptotic description of plane wave pulse propagation in dielectric, conducting, and semiconducting materials as described by the classical Lorentz model of dielectric resonance, the Rocard-Powles-Debye model of orientational polarization, and the Drude model of metals. The rigorous description of the signal velocity of a pulse in a dispersive material is presented in connection with the question of superluminal pulse propagation. The second edition contains new material on the effects of spatial dispersion on precursor formation, and pulse transmission into a dispersive half space and into multilayered media. Volume 1 covers spectral representations in temporally dispersive media.

This volume collects the edited and reviewed contributions presented in the 8th iTi Conference on Turbulence, held in Bertinoro, Italy, in September 2018. In keeping with the spirit of the conference, the book was produced afterwards, so that the authors had the opportunity to incorporate comments and discussions raised during the event. The respective contributions, which address both fundamental and applied aspects of turbulence, have been structured according to the following main topics: I TheoryII Wall-bounded flowsIII Simulations and modellingIV ExperimentsV Miscellaneous topicsVI Wind energy

This book provides a unique and balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. The Second Edition features new coverage of analysis of variance (ANOVA), consistency and efficiency of estimators, asymptotic theory for maximum likelihood estimators, empirical distribution function and the Kolmogorov-Smirnov test, general linear models, multiple comparisons, Markov chain Monte Carlo (MCMC), Brownian motion, martingales, and renewal theory. Many new introductory problems and exercises have also been added. This book combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The book begins with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions. The next two chapters introduce limit theorems and simulation. Also included is a chapter on statistical inference with a focus on Bayesian statistics, which is an important, though often neglected, topic for undergraduate-level texts. Markov chains in discrete and continuous time are also discussed within the book. More than 400 examples are interspersed throughout to help illustrate concepts and theory and to assist readers in developing an intuitive sense of the subject. Readers will find many of the examples to be both entertaining and thought provoking. This is also true for the carefully selected problems that appear at the end of each chapter.

This book is a course in methods and models rooted in physics and used in modelling economic and social phenomena. It covers the discipline of econophysics, which creates an interface between physics and economics. Besides the main theme, it touches on the theory of complex networks and simulations of social phenomena in general.
After a brief historical introduction, the book starts with a list of basic empirical data and proceeds to thorough investigation of mathematical and computer models. Many of the models are based on hypotheses of the behaviour of simplified agents. These comprise strategic thinking, imitation, herding, and the gem of econophysics, the so-called minority game. At the same time, many other models view the economic processes as interactions of inanimate particles. Here, the methods of physics are especially useful. Examples of systems modelled in such a way include books of stock-market orders, and redistribution of wealth among individuals. Network effects are investigated in the interaction of economic agents. The book also describes how to model phenomena like cooperation and emergence of consensus.
The book will be of benefit to graduate students and researchers in both Physics and Economics.

The Boussinesq equation is the first model of surface waves in shallow water that considers the nonlinearity and the dispersion and their interaction as a reason for wave stability known as the Boussinesq paradigm. This balance bears solitary waves that behave like quasi-particles. At present, there are some Boussinesq-like equations. The prevalent part of the known analytical and numerical solutions, however, relates to the 1d case while for multidimensional cases, almost nothing is known so far. An exclusion is the solutions of the Kadomtsev-Petviashvili equation. The difficulties originate from the lack of known analytic initial conditions and the nonintegrability in the multidimensional case. Another problem is which kind of nonlinearity will keep the temporal stability of localized solutions. The system of coupled nonlinear Schroedinger equations known as well as the vector Schroedinger equation is a soliton supporting dynamical system. It is considered as a model of light propagation in Kerr isotropic media. Along with that, the phenomenology of the equation opens a prospect of investigating the quasi-particle behavior of the interacting solitons. The initial polarization of the vector Schroedinger equation and its evolution evolves from the vector nature of the model. The existence of exact (analytical) solutions usually is rendered to simpler models, while for the vector Schroedinger equation such solutions are not known. This determines the role of the numerical schemes and approaches. The vector Schroedinger equation is a spring-board for combining the reduced integrability and conservation laws in a discrete level. The experimental observation and measurement of ultrashort pulses in waveguides is a hard job and this is the reason and stimulus to create mathematical models for computer simulations, as well as reliable algorithms for treating the governing equations. Along with the nonintegrability, one more problem appears here - the multidimensionality and necessity to split and linearize the operators in the appropriate way.

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which brief review is provided to refresh the reader's knowledge. Also, a few sections assume familiarity with matrix algebra, however, these sections may be skipped without losing the flow of the exposition.
The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components. Practical problems such as forecasting and missing values are treated in some detail. This useful book will appeal to practitioners and researchers who use time series on a daily basis in areas such as the social sciences, quantitative history, biology and medicine. It also serves as an accompanying textbook for a basic time series course in econometrics and statistics, typically at an advanced undergraduate level or graduate level.

This book is specially designed to refresh and elevate the level of understanding of the foundational background in probability and distributional theory required to be successful in a graduate-level statistics program. Advanced undergraduate students and introductory graduate students from a variety of quantitative backgrounds will benefit from the transitional bridge that this volume offers, from a more generalized study of undergraduate mathematics and statistics to the career-focused, applied education at the graduate level. In particular, it focuses on growing fields that will be of potential interest to future M.S. and Ph.D. students, as well as advanced undergraduates heading directly into the workplace: data analytics, statistics and biostatistics, and related areas.