This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.

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."

With contributions by specialists in optimization and practitioners in the fields of aerospace engineering, chemical engineering, and fluid and solid mechanics, the major themes include an assessment of the state of the art in optimization algorithms as well as challenging applications in design and control, in the areas of process engineering and systems with partial differential equation models.

Many special functions occuring in physics and partial differential equations can be represented by integral transformatIons: the fundamental solutions of many PDE's, Newton-Coulomb potentials, hypergeometric functions, Feynman integrals, initial data of (inverse) tomography problems, etc. The general picture of such transfor- mations is as follows. There is an analytic fibre bundle E --+ T, a differential form w on E, whose restrictions on the fibres are closed, and a family of cycles in these fibres, parametrized by the points of T and depending continuously on these points. Then the integral of the form w along these cycles is a function on the base. The analytic properties of such functions depend on the monodromy action, i.e., on the natural action of the fundamental group of the base in the homology of the fibre: this action on the integration cycles defines the ramification of the analytic continuation of our function. The study of this action (which is a purely topological problem) can answer questions about the analytic behaviour of the integral function, for instance, is this function single-valued or at least algebraic, what are the singular points of this function, and what is its asymptotics close to these points. In this book, we study such analytic properties of three famous classes of func- tions: the volume functions, which appear in the Archimedes-Newton problem on in- tegrable bodies; the Newton-Coulomb potentials, and the Green functions of hyperbolic equations (studied, in particular, in the Hada- mard-Petrovskii-Atiyah-Bott-Garding lacuna theory).

Hysteresis effects occur in science and engineering: plasticity, ferromagnetism, ferroelectricity are well-known examples. Modelling and mathematical analysis of hysteresis phenomena have been addressed by mathematicians only recently, but are now in full development.
This volume provides a self-contained and comprehensive introduction to the analysis of hysteresis models, and illustrates several new results in this field. First the classical models of Prandtl, Ishlinskii, Preisach and Duhem are formulated and studied, using the concept of "hysteresis operator." A new model of discontinuous hysteresis is introduced. Several partial differential equations containing hysteresis operators are studied in the framework of Sobolev spaces.

This book presents some of the latest research in critical point theory, describing methods and presenting the newest applications. Coverage includes extrema, even valued functionals, weak and double linking, sign changing solutions, Morse inequalities, and cohomology groups. Applications described include Hamiltonian systems, Schrodinger equations and systems, jumping nonlinearities, elliptic equations and systems, superlinear problems and beam equations. "

Boundary problems constitute an essential field of common mathematical interest. The intention of this volume is to highlight several analytic and geometric aspects of boundary problems with special emphasis on their interplay. It includes surveys on classical topics presented from a modern perspective as well as reports on current research.

The collection splits into two related groups:

- analysis and geometry of geometric operators and their index theory

- elliptic theory of boundary value problems and the Shapiro-Lopatinsky condition

Operational methods have been used for over a century to solve problems such as ordinary and partial differential equations. When solving such problems, in many cases it is fairly easy to obtain the Laplace transform, while it is very demanding to determine the inverse Laplace transform which is the solution of a given problem. Sometimes, after some difficult contour integration we may find that a series solution results, but this may be quite difficult to evaluate in order to get an answer at a particular time value. The advent of computers has given an impetus to developing numerical methods for the determination of the inverse Laplace transform. This book gives background material on the theory of Laplace transforms, together with a fairly comprehensive list of methods which are available at the current time. Computer programs are included for those methods which perform consistently well on a wide range of Laplace transforms.

This corrected third printing retains the authors'main emphasis on ordinary differential equations. It is most appropriate for upper level undergraduate and graduate students in the fields of mathematics, engineering, and applied mathematics, as well as the life sciences, physics and economics. The authors have taken the view that a differential equations theory defines functions; the object of the theory is to understand the behaviour of these functions. The tools the authors use include qualitative and numerical methods besides the traditional analytic methods, and the companion software, MacMath, is designed to bring these notions to life.

Congestion Control in Data Transmission Networks details the modeling and control of data traffic in communication networks. It shows how various networking phenomena can be represented in a consistent mathematical framework suitable for rigorous formal analysis. The monograph differentiates between fluid-flow continuous-time traffic models, discrete-time processes with constant sampling rates, and sampled-data systems with variable discretization periods.
The authors address a number of difficult real-life problems, such as:
optimal control of flows with disparate, time-varying delay;
the existence of source and channel nonlinearities;
the balancing of quality of service and fairness requirements; and
the incorporation of variable rate allocation policies.
Appropriate control mechanisms which can handle congestion and guarantee high throughput in various traffic scenarios (with different networking phenomena being considered) are proposed. Systematic design procedures using sound control-theoretic foundations are adopted. Since robustness issues are of major concern in providing efficient data-flow regulation in today s networks, sliding-mode control is selected as the principal technique to be applied in creating the control solutions. The controller derivation is given extensive analytical treatment and is supported with numerous realistic simulations. A comparison with existing solutions is also provided. The concepts applied are discussed in a number of illustrative examples, and supported by many figures, tables, and graphs walking the reader through the ideas and introducing their relevance in real networks.
Academic researchers and graduate students working in computer networks and telecommunications and in control (especially time-delay systems and discrete-time optimal and sliding-mode control) will find this text a valuable assistance in ensuring smooth data-flow within communications networks."

This book is the first monograph on a new powerful method discovered by the author for the study of nonlinear dynamical systems relying on reduction of nonlinear differential equations to the linear abstract Schroedinger-like equation in Hilbert space. Besides the possibility of unification of many apparently completely different techniques, the "quantal" Hilbert space formalism introduced enables new original methods to be discovered for solving nonlinear problems arising in investigation of ordinary and partial differential equations as well as difference equations. Applications covered in the book include symmetries and first integrals, linearization transformations, Backlund transformations, stroboscopic maps, functional equations involving the case of Feigenbaum-Cvitanovic renormalization equations and chaos.

In 1961 Robinson introduced an entirely new version of the theory of infinitesimals, which he called Nonstandard analysis'. Nonstandard' here refers to the nature of new fields of numbers as defined by nonstandard models of the first-order theory of the reals. This system of numbers was closely related to the ring of Schmieden and Laugwitz, developed independently a few years earlier. During the last thirty years the use of nonstandard models in mathematics has taken its rightful place among the various methods employed by mathematicians. The contributions in this volume have been selected to present a panoramic view of the various directions in which nonstandard analysis is advancing, thus serving as a source of inspiration for future research. Papers have been grouped in sections dealing with analysis, topology and topological groups; probability theory; and mathematical physics. This volume can be used as a complementary text to courses in nonstandard analysis, and will be of interest to graduate students and researchers in both pure and applied mathematics and physics.

In some domains of mechanics, physics and control theory boundary value problems arise for nonlinear first order PDEs. A well-known classical result states a sufficiency condition for local existence and uniqueness of twice differentiable solution. This result is based on the method of characteristics (MC). Very often, and as a rule in control theory, the continuous nonsmooth (non-differentiable) functions have to be treated as a solutions to the PDE. At the points of smoothness such solutions satisfy the equation in classical sense. But if a function satisfies this condition only, with no requirements at the points of nonsmoothness, the PDE may have nonunique solutions. The uniqueness takes place if an appropriate matching principle for smooth solution branches defined in neighboring domains is applied or, in other words, the notion of generalized solution is considered. In each field an appropriate matching principle are used. In Optimal Control and Differential Games this principle is the optimality of the cost function. In physics and mechanics certain laws must be fulfilled for correct matching. A purely mathematical approach also can be used, when the generalized solution is introduced to obtain the existence and uniqueness of the solution, without being aimed to describe (to model) some particular physical phenomenon. Some formulations of the generalized solution may meet the modelling of a given phenomenon, the others may not.

The book contains some of the most important results on the analysis of polynomials and their derivatives. Besides the fundamental results which are treated with their proofs, the book also provides an account of the most recent developments concerning extremal properties of polynomials and their derivatives in various metrics with an extensive analysis of inequalities for trigonometric sums and algebraic polynomials, as well as their zeros. The final chapter provides some selected applications of polynomials in approximation theory and computer aided geometric design (CAGD). One can also find in this book several new research problems and conjectures with sufficient information concerning the results obtained to date towards the investigation of their solution.

For several decades developments in porous media have taken place in almost independent areas. In civilengineering, many papers were publisheddealing with the foundations offlow and transport through porous media. The method used in most cases is called averaging, and the notion ofa representative elementary vol- ume(REV)playsanimportantrole. Inchemicalengineering,papersonconceptual models were written on the theory ofmixtures. Intheoretical physics and stochas- tic analysis, percolation theory has emerged, providing probabilistic models for systems where theconnectedness propertiesofsomecomponentdominatethebe- havior. In mathematics, atheoryhasbeendevelopedcalled homogenizationwhich deals with partial differential equations having rapidly oscillating coefficients. Early work in these and related areas was - among others - done by the fol- lowing scientists: Maxwell [Max81] and Rayleigh [Ray92] studied the effective conductivity of media with small concentrations of randomly and periodically, respectively, arranged inclusions. Einstein [Ein06] investigated the effective vis- cosityofsuspensions with hard spherical particles in compressible viscous fluids. Marchenko and Khrouslov [MK64] looked at the asymptotic nature of homog- enization; they introduced a general approach of averaging based on asymptotic tools which can handle a variety ofdifferent physical problems. Unfortunately, up to now, little efforthas been made to bridge the gap between these different fields of research. Consequently, many results were and are dis- covered independently, and scientists are almost unable to understand each other because the respective languages have been developing in different directions.

The symposium was organized with the intention of creating an opportunity for mathematicians and engineers working on nonlinear problems to communicate with each other and exchange experiences in the use of boundary integral methods. The spirit of the symposium is clearly reflected in the papers collected in the volume. Some mathematical issues of boundary integral methods for the solution of nonlinear problems are examined in depth. In addition, several applications to fluid and solid mechanics and heat transfer problems are presented. The reader is given a wide overview of the broad class of applications where boundary integral methods represent a very appealing tool for the analysis of nonlinear problems.

Research in the theory of trigonometric series has been carried out for over two centuries. The results obtained have greatly influenced various fields of mathematics, mechanics, and physics. Nowadays, the theory of simple trigonometric series has been developed fully enough (we will only mention the monographs by Zygmund [15, 16] and Bari [2]). The achievements in the theory of multiple trigonometric series look rather modest as compared to those in the one-dimensional case though multiple trigonometric series seem to be a natural, interesting and promising object of investigation. We should say, however, that the past few decades have seen a more intensive development of the theory in this field. To form an idea about the theory of multiple trigonometric series, the reader can refer to the surveys by Shapiro [1], Zhizhiashvili [16], [46], Golubov [1], D'yachenko [3]. As to monographs on this topic, only that ofYanushauskas [1] is known to me. This book covers several aspects of the theory of multiple trigonometric Fourier series: the existence and properties of the conjugates and Hilbert transforms of integrable functions; convergence (pointwise and in the LP-norm, p > 0) of Fourier series and their conjugates, as well as their summability by the Cesaro (C,a), a> -1, and Abel-Poisson methods; approximating properties of Cesaro means of Fourier series and their conjugates.

This book presents current research on Ulam stability for functional equations and inequalities. Contributions from renowned scientists emphasize fundamental and new results, methods and techniques. Detailed examples are given to theories to further understanding at the graduate level for students in mathematics, physics, and engineering. Key topics covered in this book include: Quasi means Approximate isometries Functional equations in hypergroups Stability of functional equations Fischer-Muszely equation Haar meager sets and Haar null sets Dynamical systems Functional equations in probability theory Stochastic convex ordering Dhombres functional equation Nonstandard analysis and Ulam stability This book is dedicated in memory of Stanilsaw Marcin Ulam, who posed the fundamental problem concerning approximate homomorphisms of groups in 1940; which has provided the stimulus for studies in the stability of functional equations and inequalities.

Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance.
As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still in its infancy, the study of singular filtering models has yielded exciting results.
In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability.

The theory of difference equations is now enjoying a period of Renaissance. Witness the large number of papers in which problems, having at first sight no common features, are reduced to the investigation of subsequent iterations of the maps f* IR. m ~ IR. m, m > 0, or (which is, in fact, the same) to difference equations The world of difference equations, which has been almost hidden up to now, begins to open in all its richness. Those experts, who usually use differential equations and, in fact, believe in their universality, are now discovering a completely new approach which re sembles the theory of ordinary differential equations only slightly. Difference equations, which reflect one of the essential properties of the real world-its discreteness-rightful ly occupy a worthy place in mathematics and its applications. The aim of the present book is to acquaint the reader with some recently discovered and (at first sight) unusual properties of solutions for nonlinear difference equations. These properties enable us to use difference equations in order to model complicated os cillating processes (this can often be done in those cases when it is difficult to apply ordinary differential equations). Difference equations are also a useful tool of syn ergetics- an emerging science concerned with the study of ordered structures. The application of these equations opens up new approaches in solving one of the central problems of modern science-the problem of turbulence.

An approach to complexity theory which offers a means of analysing algorithms in terms of their tractability. The authors consider the problem in terms of parameterized languages and taking "k-slices" of the language, thus introducing readers to new classes of algorithms which may be analysed more precisely than was the case until now. The book is as self-contained as possible and includes a great deal of background material. As a result, computer scientists, mathematicians, and graduate students interested in the design and analysis of algorithms will find much of interest.

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."

This is an introductory book on supercomputer applications written by a researcher who is working on solving scientific and engineering application problems on parallel computers. The book is intended to quickly bring researchers and graduate students working on numerical solutions of partial differential equations with various applications into the area of parallel processing.The book starts from the basic concepts of parallel processing, like speedup, efficiency and different parallel architectures, then introduces the most frequently used algorithms for solving PDEs on parallel computers, with practical examples. Finally, it discusses more advanced topics, including different scalability metrics, parallel time stepping algorithms and new architectures and heterogeneous computing networks which have emerged in the last few years of high performance computing. Hundreds of references are also included in the book to direct interested readers to more detailed and in-depth discussions of specific topics.

This volume of the Proceedings of the congress ISAAC '97 collects the con tributions of the four sections 1. Function theoretic and functional analytic methods for pde, 2. Applications of function theory of several complex variables to pde, 3. Integral equations and boundary value problems, 4. Partial differential equations. Most but not all of the authors have participated in the congress. Unfortunately some from Eastern Europe and Asia have not managed to come because of lack of financial support. Nevertheless their manuscripts of the proposed talks are included in this volume. The majority of the papers deal with complex methods. Among them boundary value problems in particular the Riemann-Hilbert, the Riemann (Hilbert) and related problems are treated. Boundary behaviour of vector-valued functions are studied too. The Riemann-Hilbert problem is solved for elliptic complex equations, for mixed complex equations, and for several complex variables. It is considered in a general topological setting for mappings into q;n and related to Toeplitz operators. Convolution operators are investigated for nilpotent Lie groups leading to some consequences for the null space of the tangential Cauchy Riemann operator. Some boundary value problems for overdetermined systems in balls of q;n are solved explicitly. A survey is given for the Gauss-Manin connection associated with deformations of curve singularities. Several papers deal with generalizations of analytic functions with various applications to mathematical physics. Singular integrals in quaternionic anal ysis are studied which are applied to the time-harmonic Maxwell equations."

This book is designed for graduate students to acquire knowledge of dimension theory, ANR theory (theory of retracts), and related topics. These two theories are connected with various fields in geometric topology and in general topology as well. Hence, for students who wish to research subjects in general and geometric topology, understanding these theories will be valuable. Many proofs are illustrated by figures or diagrams, making it easier to understand the ideas of those proofs. Although exercises as such are not included, some results are given with only a sketch of their proofs. Completing the proofs in detail provides good exercise and training for graduate students and will be useful in graduate classes or seminars.

Researchers should also find this book very helpful, because it contains many subjects that are not presented in usual textbooks, e.g., dim "X" x I = dim "X" + 1 for a metrizable space "X"; the difference between the small and large inductive dimensions; a hereditarily infinite-dimensional space; the ANR-ness of locally contractible countable-dimensional metrizable spaces; an infinite-dimensional space with finite cohomological dimension; a dimension raising cell-like map; and a non-AR metric linear space. The final chapter enables students to understand how deeply related the two theories are.

Simplicial complexes are very useful in topology and are indispensable for studying the theories of both dimension and ANRs. There are many textbooks from which some knowledge of these subjects can be obtained, but no textbook discusses non-locally finite simplicial complexes in detail. So, when we encounter them, we have to refer to the original papers. For instance, J.H.C. Whitehead's theorem on small subdivisions is very important, but its proof cannot be found in any textbook. The homotopy type of simplicial complexes is discussed in textbooks on algebraic topology using CW complexes, but geometrical arguments using simplicial complexes are rather easy."