On February 15-17, 1993, a conference on Large Scale Optimization, hosted by the Center for Applied Optimization, was held at the University of Florida. The con ference was supported by the National Science Foundation, the U. S. Army Research Office, and the University of Florida, with endorsements from SIAM, MPS, ORSA and IMACS. Forty one invited speakers presented papers on mathematical program ming and optimal control topics with an emphasis on algorithm development, real world applications and numerical results. Participants from Canada, Japan, Sweden, The Netherlands, Germany, Belgium, Greece, and Denmark gave the meeting an important international component. At tendees also included representatives from IBM, American Airlines, US Air, United Parcel Serice, AT & T Bell Labs, Thinking Machines, Army High Performance Com puting Research Center, and Argonne National Laboratory. In addition, the NSF sponsored attendance of thirteen graduate students from universities in the United States and abroad. Accurate modeling of scientific problems often leads to the formulation of large scale optimization problems involving thousands of continuous and/or discrete vari ables. Large scale optimization has seen a dramatic increase in activities in the past decade. This has been a natural consequence of new algorithmic developments and of the increased power of computers. For example, decomposition ideas proposed by G. Dantzig and P. Wolfe in the 1960's, are now implement able in distributed process ing systems, and today many optimization codes have been implemented on parallel machines."

Complex Function Theory is a concise and rigorous introduction to the theory of functions of a complex variable. Written in a classical style, it is in the spirit of the books by Ahlfors and by Saks and Zygmund. Being designed for a one-semester course, it is much shorter than many of the standard texts. Sarason covers the basic material through Cauchy's theorem and applications, plus the Riemann mapping theorem. It is suitable for either an introductory graduate course or an undergraduate course for students with adequate preparation. The first edition was published with the title Notes on Complex Function Theory.

Survey on Classical Inequalities provides a study of some of the well known inequalities in classical mathematical analysis. Subjects dealt with include: Hardy-Littlewood-type inequalities, Hardy's and Carleman's inequalities, Lyapunov inequalities, Shannon's and related inequalities, generalized Shannon functional inequality, operator inequalities associated with Jensen's inequality, weighted Lp -norm inequalities in convolutions, inequalities for polynomial zeros as well as applications in a number of problems of pure and applied mathematics. It is my pleasure to express my appreciation to the distinguished mathematicians who contributed to this volume. Finally, we wish to acknowledge the superb assistance provided by the staff of Kluwer Academic Publishers. June 2000 Themistocles M. Rassias Vll LYAPUNOV INEQUALITIES AND THEIR APPLICATIONS RICHARD C. BROWN Department of Mathematics, University of Alabama, Tuscaloosa, AL 35487-0350, USA. email address: [email protected] DON B. HINTON Department of Mathematics, University of Tennessee, Knoxville, TN 37996, USA. email address: [email protected] Abstract. For nearly 50 years Lyapunov inequalities have been an important tool in the study of differential equations. In this survey, building on an excellent 1991 historical survey by Cheng, we sketch some new developments in the theory of Lyapunov inequalities and present some recent disconjugacy results relating to second and higher order differential equations as well as Hamiltonian systems. 1. Introduction Lyapunov's inequality has proved useful in the study of spectral properties of ordinary differential equations. Typical applications include bounds for eigenvalues, stability criteria for periodic differential equations, and estimates for intervals of disconjugacy.

Real-life problems are often quite complicated in form and nature and, for centuries, many different mathematical concepts, ideas and tools have been developed to formulate these problems theoretically and then to solve them either exactly or approximately.

This book aims to gather a collection of papers dealing with several different problems arising from many disciplines and some modern mathematical approaches to handle them. In this respect, the book offers a wide overview on many of the current trends in Mathematics as valuable formal techniques in capturing and exploiting the complexity involved in real-world situations.

Several researchers, colleagues, friends and students of Professor Maria Luisa Menendez have contributed to this volume to pay tribute to her and to recognize the diverse contributions she had made to the fields of Mathematics and Statistics and to the profession in general. She had a sweet and strong personality, and instilled great values and work ethics in her students through her dedication to teaching and research. Even though the academic community lost her prematurely, she would continue to provide inspiration to many students and researchers worldwide through her published work."

"The Classical Theory of Integral Equations" is a thorough, concise, and rigorous treatment of the essential aspects of the theory of integral equations. The book provides the background and insight necessary to facilitate a complete understanding of the fundamental results in the field. With a firm foundation for the theory in their grasp, students will be well prepared and motivated for further study.

Included in the presentation are:

A section entitled "Tools of the Trade" at the beginning of each chapter, providing necessary background information for comprehension of the results presented in that chapter;

Thorough discussions of the analytical methods used to solve many types of integral equations;

An introduction to the numerical methods that are commonly used to produce approximate solutions to integral equations;

Over 80 illustrative examples that are explained in meticulous detail;
Nearly 300 exercises specifically constructed to enhance the understanding of both routine and challenging concepts;
"Guides to Computation" to assist the student with particularly complicated algorithmic procedures.

This unique textbook offers a comprehensive and balanced treatment of material needed for a general understanding of the theory of integral equations by using only the mathematical background that a typical undergraduate senior should have. The self-contained book will serve as a valuable resource for advanced undergraduate and beginning graduate-level students as well as for independent study. Scientists and engineers who are working in the field will also find this text to be user friendly and informative.

"

This new edition of Lax, Burstein, and Lax's Calculus with Applications and Computing offers meaningful explanations of the important theorems of single variable calculus. Written with students in mathematics, the physical sciences, and engineering in mind, and revised with their help, it shows that the themes of calculation, approximation, and modeling are central to mathematics and the main ideas of single variable calculus. This edition brings the innovation of the first edition to a new generation of students. New sections in this book use simple, elementary examples to show that when applying calculus concepts to approximations of functions, uniform convergence is more natural and easier to use than point-wise convergence. As in the original, this edition includes material that is essential for students in science and engineering, including an elementary introduction to complex numbers and complex-valued functions, applications of calculus to modeling vibrations and population dynamics, and an introduction to probability and information theory."

Multivariate polynomials are a main tool in approximation. The book begins with an introduction to the general theory by presenting the most important facts on multivariate interpolation, quadrature, orthogonal projections and their summation, all treated under a constructive view, and embedded in the theory of positive linear operators. On this background, the book gives the first comprehensive introduction to the recently developped theory of generalized hyperinterpolation. As an application, the book gives a quick introduction to tomography. Several parts of the book are based on rotation principles, which are presented in the beginning of the book, together with all other basic facts needed.

Classical Sobolev spaces, based on Lebesgue spaces on an underlying domain with smooth boundary, are not only of considerable intrinsic interest but have for many years proved to be indispensible in the study of partial differential equations and variational problems. Many developments of the basic theory since its inception arise in response to concrete problems, for example, with the (ubiquitous) sets with fractal boundaries.

The theory will probably enjoy substantial further growth, but even now a connected account of the mature parts of it makes a useful addition to the literature. Accordingly, the main themes of this book are Banach spaces and spaces of Sobolev type based on them; integral operators of Hardy type on intervals and on trees; and the distribution of the approximation numbers (singular numbers in the Hilbert space case) of embeddings of Sobolev spaces based on generalised ridged domains.

This timely book will be of interest to all those concerned with the partial differential equations and their ramifications. A prerequisite for reading it is a good graduate course in real analysis.

The aim of the Expositions is to present new and important developments in pure and applied mathematics. Well established in the community over more than two decades, the series offers a large library of mathematical works, including several important classics. The volumes supply thorough and detailed expositions of the methods and ideas essential to the topics in question. In addition, they convey their relationships to other parts of mathematics. The series is addressed to advanced readers interested in a thorough study of the subject. Editorial Board Lev Birbrair, Universidade Federal do Ceara, Fortaleza, BrasilWalter D. Neumann, Columbia University, New York, USAMarkus J. Pflaum, University of Colorado, Boulder, USADierk Schleicher, Jacobs University, Bremen, GermanyKatrin Wendland, University of Freiburg, Germany Honorary Editor Victor P. Maslov, Russian Academy of Sciences, Moscow, Russia Titles in planning include Yuri A. Bahturin, Identical Relations in Lie Algebras (2019)Yakov G. Berkovich, Lev G. Kazarin, and Emmanuel M. Zhmud', Characters of Finite Groups, Volume 2 (2019)Jorge Herbert Soares de Lira, Variational Problems for Hypersurfaces in Riemannian Manifolds (2019)Volker Mayer, Mariusz Urbanski, and Anna Zdunik, Random and Conformal Dynamical Systems (2021)Ioannis Diamantis, Bostjan Gabrovsek, Sofia Lambropoulou, and Maciej Mroczkowski, Knot Theory of Lens Spaces (2021)

This volume presents a selection of papers by Henry P. McKean, which illustrate the various areas in mathematics in which he has made seminal contributions. Topics covered include probability theory, integrable systems, geometry and financial mathematics. Each paper represents a contribution by Prof. McKean, either alone or together with other researchers, that has had a profound influence in the respective area.

This book introduces the reader to important concepts in modern applied analysis, such as homogenization, gradient flows on metric spaces, geometric evolution, Gamma-convergence tools, applications of geometric measure theory, properties of interfacial energies, etc. This is done by tackling a prototypical problem of interfacial evolution in heterogeneous media, where these concepts are introduced and elaborated in a natural and constructive way. At the same time, the analysis introduces open issues of a general and fundamental nature, at the core of important applications. The focus on two-dimensional lattices as a prototype of heterogeneous media allows visual descriptions of concepts and methods through a large amount of illustrations.

This work is based on the lecture notes of the course M742: Topics in Partial Dif- ferential Equations, which I taught in the Spring semester of 1997 at Indiana Univer- sity. My main intention in this course was to give a concise introduction to solving two-dimensional compressibleEuler equations with Riemann data, which are special Cauchy data. This book covers new theoretical developments in the field over the past decade or so. Necessary knowledge of one-dimensional Riemann problems is reviewed and some popularnumerical schemes are presented. Multi-dimensional conservation laws are more physical and the time has come to study them. The theory onbasicone-dimensional conservation laws isfairly complete providing solid foundation for multi-dimensional problems. The rich theory on ellip- tic and parabolic partial differential equations has great potential in applications to multi-dimensional conservation laws. And faster computers make itpossible to reveal numerically more details for theoretical pursuitin multi-dimensional problems. Overview and highlights Chapter 1is an overview ofthe issues that concern us inthisbook. It lists theEulersystemandrelatedmodelssuch as theunsteady transonic small disturbance, pressure-gradient, and pressureless systems. Itdescribes Mach re- flection and the von Neumann paradox. In Chapters 2-4, which form Part I of the book, we briefly present the theory of one-dimensional conservation laws, which in- cludes solutions to the Riemann problems for the Euler system and general strictly hyperbolic and genuinely nonlinearsystems, Glimm's scheme, and large-time asymp- toties.

The series is devoted to the publication of high-level monographs which cover the whole spectrum of current nonlinear analysis and applications in various fields, such as optimization, control theory, systems theory, mechanics, engineering, and other sciences. One of its main objectives is to make available to the professional community expositions of results and foundations of methods that play an important role in both the theory and applications of nonlinear analysis. Contributions which are on the borderline of nonlinear analysis and related fields and which stimulate further research at the crossroads of these areas are particularly welcome. Editor-in-ChiefJurgen Appell, Wurzburg, Germany Honorary and Advisory EditorsCatherine Bandle, Basel, SwitzerlandAlain Bensoussan, Richardson, Texas, USAAvner Friedman, Columbus, Ohio, USAUmberto Mosco, Worcester, Massachusetts, USALouis Nirenberg, New York, USAAlfonso Vignoli, Rome, Italy Editorial BoardManuel del Pino, Bath, UK, and Santiago, ChileMikio Kato, Nagano, JapanWojciech Kryszewski, Torun, PolandVicentiu D. Radulescu, Krakow, PolandSimeon Reich, Haifa, Israel Please submit book proposals to Jurgen Appell. Titles in planning include Lucio Damascelli and Filomena Pacella, Morse Index of Solutions of Nonlinear Elliptic Equations (2019)Tomasz W. Dlotko and Yejuan Wang, Critical Parabolic-Type Problems (2019)Rafael Ortega, Periodic Differential Equations in the Plane: A Topological Perspective (2019)Ireneo Peral Alonso and Fernando Soria, Elliptic and Parabolic Equations Involving the Hardy-Leray Potential (2020)Cyril Tintarev, Profile Decompositions and Cocompactness: Functional-Analytic Theory of Concentration Compactness (2020)Takashi Suzuki, Semilinear Elliptic Equations: Classical and Modern Theories (2021)

Want to know not just what makes rockets go up but how to do it optimally? Optimal control theory has become such an important field in aerospace engineering that no graduate student or practicing engineer can afford to be without a working knowledge of it. This is the first book that begins from scratch to teach the reader the basic principles of the calculus of variations, develop the necessary conditions step-by-step, and introduce the elementary computational techniques of optimal control. This book, with problems and an online solution manual, provides the graduate-level reader with enough introductory knowledge so that he or she can not only read the literature and study the next level textbook but can also apply the theory to find optimal solutions in practice. No more is needed than the usual background of an undergraduate engineering, science, or mathematics program: namely calculus, differential equations, and numerical integration. Although finding optimal solutions for these problems is a complex process involving the calculus of variations, the authors carefully lay out step-by-step the most important theorems and concepts. Numerous examples are worked to demonstrate how to apply the theories to everything from classical problems (e.g., crossing a river in minimum time) to engineering problems (e.g., minimum-fuel launch of a satellite). Throughout the book use is made of the time-optimal launch of a satellite into orbit as an important case study with detailed analysis of two examples: launch from the Moon and launch from Earth. For launching into the field of optimal solutions, look no further!

This monograph has grown out of research we started in 1987, although the foun dations were laid in the 1970's when both of us were working on our doctoral theses, trying to generalize the now classic paper of Oleinik, Kalashnikov and Chzhou on nonlinear degenerate diffusion. Brian worked under the guidance of Bert Peletier at the University of Sussex in Brighton, England, and, later at Delft University of Technology in the Netherlands on extending the earlier mathematics to include nonlinear convection; while Robert worked at Lomonosov State Univer sity in Moscow under the supervision of Anatolii Kalashnikov on generalizing the earlier mathematics to include nonlinear absorption. We first met at a conference held in Rome in 1985. In 1987 we met again in Madrid at the invitation of Ildefonso Diaz, where we were both staying at 'La Residencia'. As providence would have it, the University 'Complutense' closed down during this visit in response to student demonstra tions, and, we were very much left to our own devices. It was natural that we should gravitate to a research topic of common interest. This turned out to be the characterization of the phenomenon of finite speed of propagation for nonlin ear reaction-convection-diffusion equations. Brian had just completed some work on this topic for nonlinear diffusion-convection, while Robert had earlier done the same for nonlinear diffusion-absorption. There was no question but that we bundle our efforts on the general situation.

The approximation of functions by linear positive operators is an important research topic in general mathematics and it also provides powerful tools to application areas suchas computer-aided geometric design, numerical analysis, and solutions of differential equations. q-Calculus is a generalization of many subjects, such as hypergeometric series, complex analysis, and particle physics. This monograph is an introduction to combining approximation theory and q-Calculus with applications, by usingwell- known operators. The presentation is systematic and the authors include a brief summary of the notations and basicdefinitions ofq-calculus before delving into more advanced material. Themany applications of q-calculus in the theory of approximation, especially onvariousoperators, which includes convergence of operators to functions in real and complex domain forms the gist of the book.

This book is suitable for researchers andstudents in mathematics, physics andengineering, and forprofessionals who would enjoy exploring the host of mathematicaltechniques and ideas that are collected and discussedin thebook."

¿The author describes this marvelous book as designed for beginning graduate students in mathematics¿-in particular for those who intend to specialize in applied mathematics, and for graduate students in other disciplines such as engineering, physics and computer science. The first six chapters contain enough material for a year course, and the final two chapters contain related material¿ Those who are familiar with the author¿s earlier books will not be surprised by its excellence. It is businesslike and will be found to be demanding, but it is user-friendly. It is the reviewer¿s opinion that it will be extremely useful and popular as a text; institutions that do not already require their students to take such a course no longer have an excuse, and should immediately organize one based on this book.¿ ¿Mathematical Reviews

This book presents the state of the art in tackling differential equations using advanced methods and software tools of symbolic computation. It focuses on the symbolic-computational aspects of three kinds of fundamental problems in differential equations: transforming the equations, solving the equations, and studying the structure and properties of their solutions. The 20 chapters are written by leading experts and are structured into three parts.

The book is worth reading for researchers and students working on this interdisciplinary subject but may also serve as a valuable reference for everyone interested in differential equations, symbolic computation, and their interaction.

This book aims at restructuring some fundamentals in measure and integration theory. It centers around the ubiquitous task to produce appropriate contents and measures from more primitive data like elementary contents and elementary integrals. It develops the new approach started around 1970 by Topsoe and others into a systematic theory. The theory is much more powerful than the traditional means and has striking implications all over measure theory and beyond.

Gian-Carlo Rota was born in Vigevano, Italy, in 1932. He died in Cambridge, Mas sachusetts, in 1999. He had several careers, most notably as a mathematician, but also as a philosopher and a consultant to the United States government. His mathe matical career was equally varied. His early mathematical studies were at Princeton (1950 to 1953) and Yale (1953 to 1956). In 1956, he completed his doctoral thesis under the direction of Jacob T. Schwartz. This thesis was published as the pa per "Extension theory of differential operators I", the first paper reprinted in this volume. Rota's early work was in analysis, more specifically, in operator theory, differ ential equations, ergodic theory, and probability theory. In the 1960's, Rota was motivated by problems in fluctuation theory to study some operator identities of Glen Baxter (see [7]). Together with other problems in probability theory, this led Rota to study combinatorics. His series of papers, "On the foundations of combi natorial theory", led to a fundamental re-evaluation of the subject. Later, in the 1990's, Rota returned to some of the problems in analysis and probability theory which motivated his work in combinatorics. This was his intention all along, and his early death robbed mathematics of his unique perspective on linkages between the discrete and the continuous. Glimpses of his new research programs can be found in [2,3,6,9,10].

The articles in this volume are an outgrowth of an international conference entitled Variational and Topological Methods in the Study of Nonlinear Phe- nomena, held in Pisa in January-February 2000. Under the framework of the research project Differential Equations and the Calculus of Variations, the conference was organized to celebrate the 60th birthday of Antonio Marino, one of the leaders of the research group and a significant contrib- utor to the mathematical activity in this area of nonlinear analysis. The volume highlights recent advances in the field of nonlinear functional analysis and its applications to nonlinear partial and ordinary differential equations, with particular emphasis on variational and topological meth- ods. A broad range of topics is covered, including: concentration phenomena in PDEs, variational methods with applications to PDEs and physics, pe- riodic solutions of ODEs, computational aspects in topological methods, and mathematical models in biology. Though well-differentiated, the topics covered are unified through a com- mon perspective and approach. Unique to the work are several chapters on computational aspects and applications to biology, not usually found with such basic studies on PDEs and ODEs. The volume is an excellent reference text for researchers and graduate students in the above mentioned fields. Contributors are M. Clapp, M.J. Esteban, P. Felmer, A. Ioffe, W. Marzan- towicz, M. Mrozek, M. Musso, R. Ortega, P. Pilarczyk, M. del Pino, E. Sere, E. Schwartzman, P. Sintzoff, R. Turner, and I\f. Willem.

Classical boundary integral equations arising from the potential theory and acoustics (Laplace and Helmholtz equations) are derived. Using the parametrization of the boundary these equations take a form of periodic pseudodifferential equations. A general theory of periodic pseudodifferential equations and methods of solving are developed, including trigonometric Galerkin and collocation methods, their fully discrete versions with fast solvers, quadrature and spline based methods. The theory of periodic pseudodifferential operators is presented in details, with preliminaries (Fredholm operators, periodic distributions, periodic Sobolev spaces) and full proofs. This self-contained monograph can be used as a textbook by graduate/postgraduate students. It also contains a lot of carefully chosen exercises.

In the modern theory of boundary value problems the following ap proach to investigation is agreed upon (we call it the functional approach): some functional spaces are chosen; the statements of boundary value prob the basis of these spaces; and the solvability of lems are formulated on the problems, properties of solutions, and their dependence on the original data of the problems are analyzed. These stages are put on the basis of the correct statement of different problems of mathematical physics (or of the definition of ill-posed problems). For example, if the solvability of a prob lem in the functional spaces chosen cannot be established then, probably, the reason is in their unsatisfactory choice. Then the analysis should be repeated employing other functional spaces. Elliptical problems can serve as an example of classical problems which are analyzed by this approach. Their investigations brought a number of new notions and results in the theory of Sobolev spaces W;(D) which, in turn, enabled us to create a sufficiently complete theory of solvability of elliptical equations. Nowadays the mathematical theory of radiative transfer problems and kinetic equations is an extensive area of modern mathematical physics. It has various applications in astrophysics, the theory of nuclear reactors, geophysics, the theory of chemical processes, semiconductor theory, fluid mechanics, etc. 25,29,31,39,40, 47, 52, 78, 83, 94, 98, 120, 124, 125, 135, 146]."

This is the proceedings of the "8th IMACS Seminar on Monte Carlo Methods" held from August 29 to September 2, 2011 in Borovets, Bulgaria, and organized by the Institute of Information and Communication Technologies of the Bulgarian Academy of Sciences in cooperation with the International Association for Mathematics and Computers in Simulation (IMACS). Included are 24 papers which cover all topics presented in the sessions of the seminar: stochastic computation and complexity of high dimensional problems, sensitivity analysis, high-performance computations for Monte Carlo applications, stochastic metaheuristics for optimization problems, sequential Monte Carlo methods for large-scale problems, semiconductor devices and nanostructures. The history of the IMACS Seminar on Monte Carlo Methods goes back to April 1997 when the first MCM Seminar was organized in Brussels: 1st IMACS Seminar, 1997, Brussels, Belgium 2nd IMACS Seminar, 1999, Varna, Bulgaria 3rd IMACS Seminar, 2001, Salzburg, Austria 4th IMACS Seminar, 2003, Berlin, Germany 5th IMACS Seminar, 2005, Tallahassee, USA 6th IMACS Seminar, 2007, Reading, UK 7th IMACS Seminar, 2009, Brussels, Belgium 8th IMACS Seminar, 2011, Borovets, Bulgaria

This book, intended for researchers and graduate students in physics, applied mathematics and engineering, presents a detailed comparison of the important methods of solution for linear differential and difference equations - variation of constants, reduction of order, Laplace transforms and generating functions - bringing out the similarities as well as the significant differences in the respective analyses. Equations of arbitrary order are studied, followed by a detailed analysis for equations of first and second order. Equations with polynomial coefficients are considered and explicit solutions for equations with linear coefficients are given, showing significant differences in the functional form of solutions of differential equations from those of difference equations. An alternative method of solution involving transformation of both the dependent and independent variables is given for both differential and difference equations. A comprehensive, detailed treatment of Green's functions and the associated initial and boundary conditions is presented for differential and difference equations of both arbitrary and second order. A dictionary of difference equations with polynomial coefficients provides a unique compilation of second order difference equations obeyed by the special functions of mathematical physics. Appendices augmenting the text include, in particular, a proof of Cramer's rule, a detailed consideration of the role of the superposition principal in the Green's function, and a derivation of the inverse of Laplace transforms and generating functions of particular use in the solution of second order linear differential and difference equations with linear coefficients.