0.1 Introduction These lecture notes describe a new development in the calculus of variations which is called Aubry-Mather-Theory. The starting point for the theoretical physicist Aubry was a model for the descrip tion of the motion of electrons in a two-dimensional crystal. Aubry investigated a related discrete variational problem and the corresponding minimal solutions. On the other hand, Mather started with a specific class of area-preserving annulus mappings, the so-called monotone twist maps. These maps appear in mechanics as Poincare maps. Such maps were studied by Birkhoff during the 1920s in several papers. In 1982, Mather succeeded to make essential progress in this field and to prove the existence of a class of closed invariant subsets which are now called Mather sets. His existence theorem is based again on a variational principle. Although these two investigations have different motivations, they are closely re lated and have the same mathematical foundation. We will not follow those ap proaches but will make a connection to classical results of Jacobi, Legendre, Weier strass and others from the 19th century. Therefore in Chapter I, we will put together the results of the classical theory which are the most important for us. The notion of extremal fields will be most relevant. In Chapter II we will investigate variational problems on the 2-dimensional torus. We will look at the corresponding global minimals as well as at the relation be tween minimals and extremal fields. In this way, we will be led to Mather sets."

At the summer school in Pisa in September 1996, Luigi Ambrosio and Norman Dancer each gave a course on the geometric problem of evolution of a surface by mean curvature, and degree theory with applications to PDEs respectively. This self-contained presentation accessible to PhD students bridged the gap between standard courses and advanced research on these topics. The resulting book is divided accordingly into 2 parts, and neatly illustrates the 2-way interaction of problems and methods. Each of the courses is augmented and complemented by additional short chapters by other authors describing current research problems and results.

This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.

This book introduces a number of recent advances regarding periodic feedback stabilization for linear and time periodic evolution equations. First, it presents selected connections between linear quadratic optimal control theory and feedback stabilization theory for linear periodic evolution equations. Secondly, it identifies several criteria for the periodic feedback stabilization from the perspective of geometry, algebra and analyses respectively. Next, it describes several ways to design periodic feedback laws. Lastly, the book introduces readers to key methods for designing the control machines. Given its coverage and scope, it offers a helpful guide for graduate students and researchers in the areas of control theory and applied mathematics.

There was a special year devoted to the topic of several complex variables at the Mittag-Leffler Institute in Stockholm, Sweden, and this volume contains the resulting survey papers and research papers. The work covers a broad spectrum of developments in this field. The contributors include H. Alexander; F. Almgren; E. Almar; M. Andersson; E. Bedford; J. Belanger; S. Bell; B. Berndtsson; U. Cegrell; C.H. Chang and H.P. Lee; J. Chaumat and A.M. Chollet; J. D'Angelo; J. P. Demailley; P. Dolbeault; A. Dor; F. Forstneric; B. Gaveau, M. Okada, and T. Okada; R. Greene and S. Krantz; A. Iordan; C. Laurent-Thiebaut and J. Leiterer; L. Lempert; I. Lieb and M. Range; L. Qi-King; P. Manne; A. Noell; M. Passare; J. Riihentaus; J. P. Rosay and W. Rudin; R. Saerens and W. Zame; A. Sergeev; N. Sibony; E.L. Stout; F. Treves; S. Webster; H. H. Wu; and A. Zeriahi.

Originally published in 1992.

The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These paperback editions preserve the original texts of these important books while presenting them in durable paperback editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Guicciardini presents a comprehensive survey of both the research and teaching of Newtonian calculus, the calculus of "fluxions," over the period between 1700 and 1810. Although Newton was one of the inventors of calculus, the developments in Britain remained separate from the rest of Europe for over a century. While it is usually maintained that after Newton there was a period of decline in British mathematics, the author's research demonstrates that the methods used by researchers of the period yielded considerable success in laying the foundations and investigating the applications of the calculus. Even when "decline" set in, in mid century, the foundations of the reform were being laid, which were to change the direction and nature of the mathematics community. The book considers the importance of Isaac Newton, Roger Cotes, Brook Taylor, James Stirling, Abraham de Moivre, Colin Maclaurin, Thomas Bayes, John Landen and Edward Waring. This will be a useful book for students and researchers in the history of science, philosophers of science and undergraduates studying the history of mathematics.

Symplectic geometry has its origins as a geometric language for classical mechanics. But it has recently exploded into an independent field interconnected with many other areas of mathematics and physics. The goal of the IAS/Park City Mathematics Institute Graduate Summer School on Symplectic Geometry and Topology was to give an intensive introduction to these exciting areas of current research. Included in this proceedings are lecture notes from the following courses: Introduction to Symplectic Topology by D. McDuff; Holomorphic Curves and Dynamics in Dimension Three by H. Hofer; An Introduction to the Seiberg-Witten Equations on Symplectic Manifolds by C. Taubes; Lectures on Floer Homology by D. Salamon; A Tutorial on Quantum Cohomology by A. Givental; Euler Characteristics and Lagrangian Intersections by R. MacPherson; Hamiltonian Group Actions and Symplectic Reduction by L. Jeffrey; and Mechanics: Symmetry and Dynamics by J. Marsden. Information for our distributors: Titles in this series are copublished with the Institute for Advanced Study/Park City Mathematics Institute.Members of the Mathematical Association of America (MAA) and the National Council of Teachers of Mathematics (NCTM) receive a 20% discount from list price.

Diese Studienhilfe zu numerischen Optimierungsverfahren richtet sich an Studierende des Maschinenbaus im Grundstudium und im Hauptstudium. Optimierungsverfahren gewinnen zunehmend an Bedeutung fur den Leichtbau, wo eine Gewichtsreduzierung z.B. im Automobilbau oder in der Luft- und Raumfahrtindustrie zu einem geringeren Kraftstoffverbrauch und einer entsprechenden Senkung der Betriebskosten sowie zu positiven Auswirkungen auf die Umwelt fuhren kann. Basierend auf dem freien Computeralgebrasystem Maxima stellen die Autoren Verfahren zur numerischen Loesung ingenieurmathematischer Probleme sowie Anwendungen aus traditionellen Lehrveranstaltungen zur Festigkeit von Werkstoffen vor. Die mechanischen Theorien konzentrieren sich auf die typischen eindimensionalen Strukturelemente, d.h. Federn, Stabe und Euler-Bernoulli-Balken, um die Komplexitat des numerischen Rahmens zu reduzieren und den resultierenden Entwurf auf eine geringe Anzahl von Variablen zu beschranken. Die Verwendung eines Computeralgebrasystems und der darin enthaltenen Funktionen, z. B. fur Ableitungen oder Gleichungsloesungen, ermoeglicht eine starkere Konzentration auf die Methodik der Optimierungsverfahren und nicht auf Standardverfahren. Das Buch enthalt auch zahlreiche Beispiele, darunter einige, die mit Hilfe eines grafischen Ansatzes geloest werden koennen, um dem Leser ein besseres Verstandnis der Computerimplementierung zu vermitteln.

This book has as its subject the boundary value theory of holomorphic functions in several complex variables, a topic that is just now coming to the forefront of mathematical analysis. For one variable, the topic is classical and rather well understood. In several variables, the necessary understanding of holomorphic functions via partial differential equations has a recent origin, and Professor Stein's book, which emphasizes the potential-theoretic aspects of the boundary value problem, should become the standard work in the field. Originally published in 1972. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

This is a short tract on the essentials of differential and symplectic geometry together with a basic introduction to several applications of this rich framework: analytical mechanics, the calculus of variations, conjugate points & Morse index, and other physical topics. A central feature is the systematic utilization of Lagrangian submanifolds and their Maslov-Hoermander generating functions. Following this line of thought, first introduced by Wlodemierz Tulczyjew, geometric solutions of Hamilton-Jacobi equations, Hamiltonian vector fields and canonical transformations are described by suitable Lagrangian submanifolds belonging to distinct well-defined symplectic structures. This unified point of view has been particularly fruitful in symplectic topology, which is the modern Hamiltonian environment for the calculus of variations, yielding sharp sufficient existence conditions. This line of investigation was initiated by Claude Viterbo in 1992; here, some primary consequences of this theory are exposed in Chapter 8: aspects of Poincare's last geometric theorem and the Arnol'd conjecture are introduced. In Chapter 7 elements of the global asymptotic treatment of the highly oscillating integrals for the Schroedinger equation are discussed: as is well known, this eventually leads to the theory of Fourier Integral Operators. This short handbook is directed toward graduate students in Mathematics and Physics and to all those who desire a quick introduction to these beautiful subjects.

This book succinctly covers the key topics of numerical methods. While it is basically a survey of the subject, it has enough depth for the student to walk away with the ability to implement the methods by writing computer programs or by applying them to problems in physics or engineering. The author manages to cover the essentials while avoiding redundancies and using well-chosen examples and exercises. The exposition is supplemented by numerous figures. Work estimates and pseudo codes are provided for many algorithms, which can be easily converted to computer programs. Topics covered include interpolation, the fast Fourier transform, iterative methods for solving systems of linear and nonlinear equations, numerical methods for solving ODEs, numerical methods for matrix eigenvalue problems, approximation theory, and computer arithmetic.In general, the author assumes only a knowledge of calculus and linear algebra. The book is suitable as a text for a first course in numerical methods for mathematics students or students in neighboring fields, such as engineering, physics, and computer science.

This title examines the structure of approximate solutions of optimal control problems considered on subintervals of a real line. Specifically at the properties of approximate solutions which are independent of the length of the interval. The results illustrated in this book look into the so-called turnpike property of optimal control problems. The author generalizes the results of the turnpike property by considering a class of optimal control problems which is identified with the corresponding complete metric space of objective functions. This establishes the turnpike property for any element in a set that is in a countable intersection which is open everywhere dense sets in the space of integrands; meaning that the turnpike property holds for most optimal control problems. Mathematicians working in optimal control and the calculus of variations and graduate students will find this book useful and valuable due to its presentation of solutions to a number of difficult problems in optimal control and presentation of new approaches, techniques and methods.

Linear-Quadratic Controls in Risk-Averse Decision Making cuts across control engineering (control feedback and decision optimization) and statistics (post-design performance analysis) with a common theme: reliability increase seen from the responsive angle of incorporating and engineering multi-level performance robustness beyond the long-run average performance into control feedback design and decision making and complex dynamic systems from the start. This monograph provides a complete description of statistical optimal control (also known as cost-cumulant control) theory. In control problems and topics, emphasis is primarily placed on major developments attained and explicit connections between mathematical statistics of performance appraisals and decision and control optimization. Chapter summaries shed light on the relevance of developed results, which makes this monograph suitable for graduate-level lectures in applied mathematics and electrical engineering with systems-theoretic concentration, elective study or a reference for interested readers, researchers, and graduate students who are interested in theoretical constructs and design principles for stochastic controlled systems. "

Stationarity and Convergence in Reduce-or-Retreat Minimization presents and analyzes a unifying framework for a wide variety of numerical methods in optimization. The author's "reduce-or-retreat" framework is a conceptual method-outline that covers any method whose iterations choose between reducing the objective in some way at a trial point, or retreating to a closer set of trial points. The alignment of various derivative-based methods within the same framework encourages the construction of new methods, and inspires new theoretical developments as companions to results from across traditional divides. The text illustrates the former by developing two generalizations of classic derivative-based methods which accommodate non-smooth objectives, and the latter by analyzing these two methods in detail along with a pattern-search method and the famous Nelder-Mead method.In addition to providing a bridge for theory through the "reduce-or-retreat" framework, this monograph extends and broadens the traditional convergence analyses in several ways. Levy develops a generalized notion of approaching stationarity which applies to non-smooth objectives, and explores the roles of the descent and non-degeneracy conditions in establishing this property. The traditional analysis is broadened by considering "situational" convergence of different elements computed at each iteration of a reduce-or-retreat method. The "reduce-or-retreat" framework described in this text covers specialized minimization methods, some general methods for minimization and a direct search method, while providing convergence analysis which complements and expands existing results.

The aim of these notes is to include in a uniform presentation style several topics related to the theory of degenerate nonlinear diffusion equations, treated in the mathematical framework of evolution equations with multivalued m-accretive operators in Hilbert spaces. The problems concern nonlinear parabolic equations involving two cases of degeneracy. More precisely, one case is due to the vanishing of the time derivative coefficient and the other is provided by the vanishing of the diffusion coefficient on subsets of positive measure of the domain. From the mathematical point of view the results presented in these notes can be considered as general results in the theory of degenerate nonlinear diffusion equations. However, this work does not seek to present an exhaustive study of degenerate diffusion equations, but rather to emphasize some rigorous and efficient techniques for approaching various problems involving degenerate nonlinear diffusion equations, such as well-posedness, periodic solutions, asymptotic behaviour, discretization schemes, coefficient identification, and to introduce relevant solving methods for each of them.

In this modern treatment of the topic, Rolland Trapp presents an accessible introduction to the topic of multivariable calculus, supplemented by the use of fully interactive three-dimensional graphics throughout the text. Multivariable Calculus opens with an introduction to points, curves and surfaces, easing student transitions from two- to three-dimensions, and concludes with the main theorems of vector calculus. All standard topics of multivariable calculus are covered in between, including a variety of applications within the physical sciences. The exposition combines rigor and intuition, resulting in a well-rounded resource for students of the subject. In addition, the interactive three-dimensional graphics, accessible through the electronic text or via the companion website, enhance student understanding while improving their acuity. The style of composition, sequencing of subjects, and interactive graphics combine to form a useful text that appeals to a broad audience: students in the sciences, technology, engineering, and mathematics alike.

Since their emergence, finite element methods have taken a place as one of the most versatile and powerful methodologies for the approximate numerical solution of Partial Differential Equations. These methods are used in incompressible fluid flow, heat, transfer, and other problems. This book provides researchers and practitioners with a concise guide to the theory and practice of least-square finite element methods, their strengths and weaknesses, established successes, and open problems.

A. Blaquiere: Quelques aspects geometriques des processus optimaux.- C. Castaing: Quelques problemes de mesurabilite lies a la theorie des commandes.- L. Cesari: Existence theorems for Lagrange and Pontryagin problems of the calculus of variations and optimal control of more-dimensional extensions in Sobolev space.- H. Halkin: Optimal control as programming in infinite dimensional spaces.- C. Olech: The range of integrals of a certain class vector-valued functions.- E. Rothe: Weak topology and calculus of variations.- E.O. Roxin: Problems about the set of attainability.

This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues - the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.

The international summer school on Calculus of Variations and Geometric Evolution Problems was held at Cetraro, Italy, 1996. The contributions to this volume reflect quite closely the lectures given at Cetraro which have provided an image of a fairly broad field in analysis where in recent years we have seen many important contributions. Among the topics treated in the courses were variational methods for Ginzburg-Landau equations, variational models for microstructure and phase transitions, a variational treatment of the Plateau problem for surfaces of prescribed mean curvature in Riemannian manifolds - both from the classical point of view and in the setting of geometric measure theory.

The present monograph grew out of the fifth set of Hermann Weyl Lectures, given by Professor Griffiths at the Institute for Advanced Study, Princeton, in fall 1974. In Chapter 1 the author discusses Emile Borel's proof and the classical Jensen theorem, order of growth of entire analytic sets, order functions for entire holomorphic mappings, classical indicators of orders of growth, and entire functions and varieties of finite order. Chapter 2 is devoted to the appearance of curvature, and Chapter 3 considers the defect relations. The author considers the lemma on the logarithmic derivative, R. Nevanlinna's proof of the defect relation, and refinements of the classical case.

This book presents a series of lectures on three of the best known examples of free discontinuity problems: the Mumford-Shah model for image segmentation, a variational model for the epitaxial growth of thin films, and the sharp interface limit of the Ohta-Kawasaki model for pattern formation in dyblock copolymers.

This reference text, now in its second edition, offers a modern unifying presentation of three basic areas of nonlinear analysis: convex analysis, monotone operator theory, and the fixed point theory of nonexpansive operators. Taking a unique comprehensive approach, the theory is developed from the ground up, with the rich connections and interactions between the areas as the central focus, and it is illustrated by a large number of examples. The Hilbert space setting of the material offers a wide range of applications while avoiding the technical difficulties of general Banach spaces. The authors have also drawn upon recent advances and modern tools to simplify the proofs of key results making the book more accessible to a broader range of scholars and users. Combining a strong emphasis on applications with exceptionally lucid writing and an abundance of exercises, this text is of great value to a large audience including pure and applied mathematicians as well as researchers in engineering, data science, machine learning, physics, decision sciences, economics, and inverse problems. The second edition of Convex Analysis and Monotone Operator Theory in Hilbert Spaces greatly expands on the first edition, containing over 140 pages of new material, over 270 new results, and more than 100 new exercises. It features a new chapter on proximity operators including two sections on proximity operators of matrix functions, in addition to several new sections distributed throughout the original chapters. Many existing results have been improved, and the list of references has been updated. Heinz H. Bauschke is a Full Professor of Mathematics at the Kelowna campus of the University of British Columbia, Canada. Patrick L. Combettes, IEEE Fellow, was on the faculty of the City University of New York and of Universite Pierre et Marie Curie - Paris 6 before joining North Carolina State University as a Distinguished Professor of Mathematics in 2016.

This book is designed primarily for undergraduates in mathematics, engineering, and the physical sciences. Rather than concentrating on technical skills, it focuses on a deeper understanding of the subject by providing many unusual and challenging examples. The basic topics of vector geometry, differentiation and integration in several variables are explored. It also provides numerous computer illustrations and tutorials using MATLAB (R) and Maple (R), that bridge the gap between analysis and computation. Features: Includes numerous computer illustrations and tutorials using MATLAB (R) and Maple (R) Covers the major topics of vector geometry, differentiation, and integration in several variables Instructors' ancillaries available upon adoption

This hands-on guide is primarily intended to be used in undergraduate laboratories in the physical sciences and engineering. It assumes no prior knowledge of statistics. It introduces the necessary concepts where needed, with key points illustrated with worked examples and graphic illustrations. In contrast to traditional mathematical treatments it uses a combination of spreadsheet and calculus-based approaches, suitable as a quick and easy on-the-spot reference. The emphasis throughout is on practical strategies to be adopted in the laboratory.
Error analysis is introduced at a level accessible to school leavers, and carried through to research level. Error calculation and propagation is presented though a series of rules-of-thumb, look-up tables and approaches amenable to computer analysis. The general approach uses the chi-square statistic extensively. Particular attention is given to hypothesis testing and extraction of parameters and their uncertainties by fitting mathematical models to experimental data. Routines implemented by most contemporary data analysis packages are analysed and explained. The book finishes with a discussion of advanced fitting strategies and an introduction to Bayesian analysis.