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.

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.

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 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.

This book is meant to give an account of recent developments in the theory of Plateau's problem for parametric minimal surfaces and surfaces of prescribed constant mean curvature ("H-surfaces") and its analytical framework. A comprehensive overview of the classical existence and regularity theory for disc-type minimal and H-surfaces is given and recent advances toward general structure theorems concerning the existence of multiple solutions are explored in full detail.

The book focuses on the author's derivation of the Morse-inequalities and in particular the mountain-pass-lemma of Morse-Tompkins and Shiffman for minimal surfaces and the proof of the existence of large (unstable) H-surfaces (Rellich's conjecture) due to Brezis-Coron, Steffen, and the author. Many related results are covered as well. More than the geometric aspects of Plateau's problem (which have been exhaustively covered elsewhere), the author stresses the analytic side. The emphasis lies on the variational method.

Originally published in 1989.

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.

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.

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.

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.

This book collects together lectures by some of the leaders in the field of partial differential equations and geometric measure theory. It features a wide variety of research topics in which a crucial role is played by the interaction of fine analytic techniques and deep geometric observations, combining the intuitive and geometric aspects of mathematics with analytical ideas and variational methods. The problems addressed are challenging and complex, and often require the use of several refined techniques to overcome the major difficulties encountered. The lectures, given during the course "Partial Differential Equations and Geometric Measure Theory'' in Cetraro, June 2-7, 2014, should help to encourage further research in the area. The enthusiasm of the speakers and the participants of this CIME course is reflected in the text.

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.

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.

Calculus Set Free: Infinitesimals to the Rescue is a single-variable calculus textbook that incorporates the use of infinitesimal methods. The procedures used throughout make many of the calculations simpler and the concepts clearer for undergraduate students, heightening success and easing a significant burden of entry into STEM disciplines. This text features a student-friendly exposition with ample marginal notes, examples, illustrations, and more. The exercises include a wide range of difficulty levels, stretching from very simple "rapid response" questions to the occasional exercise meant to test knowledge. While some exercises require the use of technology to work through, none are dependent on any specific software. The answers to odd-numbered exercises in the back of the book include both simplified and non-simplified answers, hints, or alternative answers. Throughout the text, notes in the margins include comments meant to supplement understanding, sometimes including line-by-line commentary for worked examples. Without sacrificing academic rigor, Calculus Set Free offers an engaging style that helps students to solidify their understanding on difficult theoretical calculus.

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.

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.

Many of the operators one meets in several complex variables, such as the famous Lewy operator, are not locally solvable. Nevertheless, such an operator L can be thoroughly studied if one can find a suitable relative parametrix--an operator K such that LK is essentially the orthogonal projection onto the range of L. The analysis is by far most decisive if one is able to work in the real analytic, as opposed to the smooth, setting. With this motivation, the author develops an analytic calculus for the Heisenberg group. Features include: simple, explicit formulae for products and adjoints; simple representation-theoretic conditions, analogous to ellipticity, for finding parametrices in the calculus; invariance under analytic contact transformations; regularity with respect to non-isotropic Sobolev and Lipschitz spaces; and preservation of local analyticity. The calculus is suitable for doing analysis on real analytic strictly pseudoconvex CR manifolds. In this context, the main new application is a proof that the Szego projection preserves local analyticity, even in the three-dimensional setting. Relative analytic parametrices are also constructed for the adjoint of the tangential Cauchy-Riemann operator. Originally published in 1990. 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.

Diskrete und kontinuierliche Methoden der mathematischen Optimierung werden in diesem Lehrbuch integriert behandelt. Nach einer Einfuhrung werden konvexe Mengen (mit einer Anwendung auf notwendige Optimalitatsbedingungen bei Ungleichungsrestriktionen) behandelt, gefolgt von einer genaueren Betrachtung des Spezialfalls von Polyedern und dessen Zusammenhang zum Linearen Programmieren. Eine ausfuhrliche Darstellung des Simplexverfahrens schliesst diesen Teil ab. Danach wird die Konvexitat von Funktionen (inklusive einiger Abschwachungen) untersucht und fur ein grundliches Studium von Optimalitatskriterien sowie der Lagrange-Dualitat verwendet. Schliesslich folgen noch ein Ausblick auf allgemeine Algorithmen sowie ein kurzer Anhang zur affinen Geometrie. In der Neuauflage ist Anordnung und Darstellung des behandelten Stoffs nochmals grundlich im Sinne der aktuellen BA-Studiengange Mathematik, Wirtschaftswissenschaften und Informatik uberarbeitet worden.

Die Bezeichnung Kontrolltheorie ist eine etwas ungliickliche neudeutsche Sprachschopfung, die auch von Fachleuten nur zogernd akzeptiert wird. In gangigen Nachschlagewerken wird man ihn vergeblich suchen; denkbar ware, daJ3 man in Zukunft eine kurze Eintragung folgender Art findet: Die K. befaJ3t sich mit mathematischen Modellen fUr die Prozesse der Steuerung und Selbst- regulierung, also mit den theoretischen Moglichkeiten der Beeinflussung von dynamischen Systemen. Diese mehr intuitive und vage Definition ist der Aus- gangspunkt fUr die einleitenden Betrachtungen im Kap. 1, welches den Leser iiber den Gegenstand dieses Buches ausfUhrlicher informiert. Die Vorganger der Kontrolltheorie hieJ3en im deutschen Sprachraum Rege- lungs-und Steuerungstheorie oder auch technische Kybernt: tik. Aus der Sicht des Mathematikers lebten sie von Anleihen bei verschiedenen mathematischen Diszi- plinen: Differentialgleichungen, Variationsrechnung, Funktionentheorie und Sto- chastik. Man brauchte daher - dies war die giingige Meinung - auch nur tiber die notigen Grundkenntnisse aus diesen Gebieten zu verfUgen, urn sich in der Rege- lungstheorie ohne fremde Hilfe zurechtfinden zu konnen. Diese Einschatzung mochte noch in den sechziger J ahren bis zu einem gewissen Grade zutreffen; heute liegen die Dinge anders. Die Kontrolltheorie ist eine angewandte Disziplin mit eigenem Profil und nicht mehr einfach eine Anhaufung mathematischer Hilfs- mittel. Urn mit ihrer spezifischen Problematik vertraut zu werden und einen Uber- blicJ

Fur viele Aufgabenstellungen bei der Automatisierung technischer Systeme sowie im Bereich der Naturwissenschaften und Wirtschaftswissenschaften benotigt man genaue mathematische Modelle fur das dynamische Verhalten von Systemen. Das Werk behandelt Methoden zur Ermittlung dynamischer Modelle aus gemessenen Signalen, die unter dem Begriff Systemidentifikation oder Prozessidentifikation zusammengefasst werden. "Band 2" beschreibt weitergehende Methoden und Anwendungen: - Maximum-Likelihood-Methode; - Rekursive Parameterschatzung; - Modellabgleich-Verfahren; - Mehrgrossen- und nichtlineare Systeme; - Anwendungen in Maschinenbau und Elektrotechnik, Energie- und Verfahrenstechnik. Beide Bande bilden eine Einheit und fuhren systematisch von den Grundlagen bis zu den Problemen des praktischen Einsatzes. Sie wenden sich daher sowohl an Studenten der Fachrichtungen Elektrotechnik, Maschinenbau, Informatik, Mathematik, Natur- und Wirtschaftswissenschaften als auch an die in der Praxis tatigen Ingenieure und Wissenschaftler."

Fur viele Aufgabenstellungen bei der Automatisierung technischer Systeme und im Bereich der Naturwissenschaften und Wirtschaftswissenschaften benotigt man genaue mathematische Modelle fur das dynamische Verhalten von Systemen. Das Werk behandelt Methoden zur Ermittlung dynamischer Modelle aus gemessenen Signalen, die unter dem Begriff Systemidentifikation oder Prozessidentifikation zusammengefasst werden. In "Band 1" werden die grundlegenden Methoden behandelt. Nach einer kurzen Einfuhrung in die benotigten Grundlagen linearer Systeme wird zunachst die Identifikation nichtparametrischer Modelle mit zeitkontinuierlichen Signalen mittels Fourieranalyse, Frequenzgangmessung und Korrelationsanalyse behandelt. Dann folgt eine Einfuhrung in die Parameterschatzung fur parametrische Modelle mit zeitdiskreten Signalen. Dabei steht die Methode der kleinsten Quadrate im Vordergrund, gefolgt von ihren Modifikationen, der Hilfsvariablenmethode und der stochastischen Approximation."

This book presents the concepts and algorithms of advanced industrial process control and on-line optimization within the framework of a multilayer structure. It describes the interaction of three separate layers of process control: direct control, set-point control, and economic optimization. The book features illustrations of the methodologies and algorithms by worked examples and by results of simulations based on industrial process models.

Not many disciplines can c1aim the richness of creative ideas that make up the subject of analytical mechanics. This is not surprising since the beginnings of analyti cal mechanics mark also the beginnings of the theoretical treatment of other physical sciences, and contributors to analytical mechanics have been many, inc1uding the most brilliant mathematicians and theoreticians in the history of mankind. As the foundation for theoretical physics and the associated branches of the engineering sciences, an adequate command of analytical mechanics is an essential tool for any engineer, physicist, and mathematician active in dynamics. A fascinating dis cipline, analytical mechanics is not only indispensable for the solution of certain mechanics problems but also contributes so effectively towards a fundamental under standing of the subject of mechanics and its applications. In analytical mechanics the fundamental laws are expressed in terms of work done and energy exchanged. The extensive use of mathematics is a consequence of the fact that in analytical mechanics problems can be expressed by variational State ments, thus giving rise to the employment of variational methods. Further it can be shown that the independent variables may be either displacements or impulses, thus providing in principle the possibility of two complementary formulations, i.e. a dis placement formulation and an impulse formulation, for each problem. This duality is an important characteristic of mechanics problems and is given special emphasis in the present book."

It is commonly believed that macroeconomic models are not useful for policy analysis because they do not take proper account of agents' expectations. Over the last decade, mainstream macroeconomic models in the UK and elsewhere have taken on board the Rational Expectations Revolution' by explicitly incorporating expectations of the future. In principle, one can perform the same technical exercises on a forward expectations model as on a conventional model -- and more Rational Expectations in Macroeconomic Models deals with the numerical methods necessary to carry out policy analysis and forecasting with these models. These methods are often passed on by word of mouth or confined to obscure journals. Rational Expectations in Macroeconomic Models brings them together with applications which are interesting in their own right. There is no comparable textbook in the literature. The specific subjects include: (i) solving for model consistent expectations; (ii) the choice of terminal condition and time horizon; (iii) experimental design: i.e., the effect of temporary vs permanent, anticipated vs. unanticipated shocks; deterministic vs. stochastic, dynamic vs. static simulation; (iv) the role of exchange rate; (v) optimal control and inflation-output tradeoffs. The models used are those of the Liverpool Research Group in Macroeconomics, the London Business School and the National Institute of Economic and Social Research.