This book is the the English Language Version of the very successful German textbook, "Modellbildung und Simulation." It provides a self-contained and complete guide to the methods and mathematical background of modeling and simulation software of dynamic systems. Furthermore, an appropriate simulation software and a collection of dynamic system models (on the accompanying disk) are highlights of the book/software-Package.Dies ist die englischsprachige Ausgabe des sehr erfolgreichen Lehrbuches "Modellbildung und Simulation." Geboten wird eine vollstandige Einfuhrung in die Methoden der Simulation dynamischer Systeme, wobei auch der notwendige mathematische Hintergrund vermittelt wird. Ausserdem ist eine Simulationssoftware Bestandteil des Werkes; auf der beiliegenden Diskette befinden sich ferner 50 Beispielsysteme ("Systemzoo"), die zur spielerischen Einubung der verwendeten Verfahren hilfreich sind."

Komplexe dynamische Systeme werden in verschiedenen Wissenschaftsdisziplinen untersucht - von Physik, Chemie, Biologie und Medizin uber Kognitionswissenschaften und Psychologie bis zu Soziologie und OEkonomie. Dieser Band zieht Bilanz und zeigt kunftige Forschungsperspektiven auf. Gemeinsames methodisches Thema ist die Modellierung komplexer Systeme, deren Dynamik durch Nichtlinearitat bestimmt ist. Mathematische Methoden und Computersimulationen machen aber nur Sinn, wenn sie mit konkreten einzelwissenschaftlichen Analysen verbunden sind. Das Buch liefert nicht nur fachubergreifende Informationen uber den aktuellen Forschungsstand, sondern kann auch von Nichtspezialisten als Einfuhrung in das spannende Gebiet komplexer Systeme und nichtlinearer Dynamik in Natur und Gesellschaft gelesen werden.

This text presents concepts on chaos in discrete time dynamics that are accessible to anyone who has taken a first course in undergraduate calculus. Retaining its commitment to mathematical integrity, the book, originating in a popular one-semester middle level undergraduate course, constitutes the first elementary presentation of a traditionally advanced subject.

In a totally new way of looking at financial economics, Nonlinear Pricing abandons the traditional assumptions of equilibrium in economics and randomness in a time-series. These shortcomings are becoming increasingly awkward given a superior technological infrastructure and advances in mathematics and the sciences. Despite these advances and their empirical proof, much remains confused or muddled. In this groundbreaking new book, leading hedge fund manager Christopher T. May explores the nature and role of nonlinearity, an inherent part of everyday reality, and illustrates a profit-making strategy.

One of the many striking applications of nonlinear technology in recent years, nonlinear pricing uses cutting-edge technology to identify and exploit patterns hidden within the seemingly helter-skelter rise and fall of daily stock prices. Nonlinear Pricing sheds much needed light on the principles behind this innovative view of reality and provides clear explanations of how it is employed to predict—at least partially—the unpredictable.

Beginning with an incisive introduction to the topic, May presents the roots of nonlinearity through the examples of calendrics, geometry, and music. He then illustrates the application and integration of various nonlinear technologies, including genetic algorithms, fuzzy logic, fractal imaging, and nonlinear dynamics, to such essentials as trading strategies, asset allocation, risk management, and derivative pricing and hedging. Along with practical methodologies and a wealth of real-world examples, this comprehensive resource contains a glossary of terms, a bibliography, and in-depth information on:

• Fractal analysis—power law distributions, fractional Brownian motion, and their relationships
• The Hurst Exponent—the KAOS screen and its practical implementation
• Resonance—time domain versus frequency domain, Brownian motion, and the Gaussian distribution
• Advanced concepts—Soros's Reflexivity, nonequilibrium economics, kernel of theoretical nonlinear pricing, May's Law, resolution and resonance.

"Nonlinear Pricing is an eminently readable book which I found satisfied both the theorist and the practitioner in me. For the theorist, there are new insights into the relationship between complexity and the markets. For the practitioner, there are practical ideas on how to fashion investment strategies. I highly recommend Nonlinear Pricing to all students of the markets."—Edgar E. Peters, Chief Investment Strategist, PanAgora Asset Management; author, Chaos and Order in the Capital Markets.

"Nonlinear Pricing goes further than any book I am aware of in drawing a connection between the real world of economics and the new ideas about economics coming from the science of self-organized systems. Written in a lively, informal style, this is a wonderful read for those of us who have been wondering whether anyone understands anything at all about how markets work."—Lee Smolin, PhD, Department of Physics, Pennsylvania State University.

"Required reading for the enlightened financial professional. Enjoyable for the intelligent investor. A dash of physics, bite-sized pieces of nonlinear concepts, and a broth of hands-on experience make this a cookbook for the modern trader."—Richard E. Morley, Potts Medal recipient and founder of the Breakfast Club.

"A real eye-opener—Nonlinear Pricing explains a complex subject in easy terms and makes the reader aware of the many opportunities offered by this new technology."—Richard Olsen, founder, Olsen and Associates, Zurich.

"I, of course, think highly of this book as it credits Dance of the Money Bees with inventing 'swarm theory,' now a discipline in computer science. There are many other splendid insights."—John Train, author and President of the Montrose Fund

"An extraordinary tour d'horizon, this book challenges conventional thinking about finance, investing, and much else besides. Brimming with ideas and eye-opening connections, it makes a powerful case for our need to understand the extent to which nonlinearity shapes our lives."—Andrew Freeman, Managing Editor, Financial Services, The Economist Intelligence Unit; coauthor, Seeing Tomorrow: Rewriting the Rules of Risk.

"Nonlinear Pricing: Theory & Applications by Christopher T. May makes nice reading even for people like me who are not economists. This is an ambitious book as it presents economics starting from fundamental physics. It deserves a large readership."—Ilya Prigogine, 1977 Nobel Laureate, Chemistry; author, The End of Certainty; and world's foremost non-equilibrium scientist.

Written by one of the few practitioners using this breakthrough methodology to trade the markets successfully, Nonlinear Pricing fills an important niche in investment literature. It is a must read for anyone seeking to understand—and capitalize on—twenty-first century financial economics.

Das Buch wendet sich an Leser, die - uber die rein computergraphische Darstellung hinaus - an einer analytischen Untersuchung von chaotischen und nichtchaotischen Differenzen- und Differentialgleichungssystemen interessiert sind. Breiter Raum wird der Durchrechnung von Beispielen gegeben. Dargestellt werden zunachst qualitative Methoden als auch solche, die das Auffinden von Attraktoren, Bifurkationen etc. und deren Klassifikation in Abhangigkeit von den Systemparametern gestatten. Der letzte Teil schliesslich widmet sich der quantitativen Beschreibung chaotischer Systeme. Dazu werden zuerst die Begriffe Chaos und Fraktal exakt definiert und dann die verschiedenen fraktalen Dimensionen, Lyapunov-Exponenten, Entropien etc. eingefuhrt und durch Beispiele begrundet."

indie Regelungstechnik Lineare und nichtlineare Regelvorgange tur Elektrotechniker, Physiker und Maschinenbauer ab 5. Semester Mit 378 Bildern Friedr. Vieweg & Sohn Braunschweig /Wiesbaden CIP-Kurztitelaufnahme der Deutschen Bibliothek Leonhard, Werner: Einfuhrung in die Regelungstechnik: lineare u. nichtlineare Regelvorgange fur Elektrotechniker, Physiker u. Maschinenbauer ab 5. Semester/ Werner Leonhard. - Braunschweig, Wiesbaden: Vieweg, 1981. Das Buch enthalt die 4., durchgesehene Auflage des uni-texts "Lineare Regelvorgange" und die 3., durchgesehene Auflage des uni-texts "Nichtlineare Regelvorgange," die bisher getrennt erschienen sind. ISBN 978-3-663-00009-9 ISBN 978-3-663-00158-4 (eBook) DOI 10.1007/978-3-663-00158-4 Alle Rechte vorbehalten (c) Friedr. Vieweg & Sohn Verlagsgesellschaft mbH, Braunschweig 1981 Satz: Friedr. Vieweg & Sohn, Braunschweig Umschlaggestaltung: Peter Neitzke, Koln Vorwort Die Regelungslehre stellt ein technisches Grundlagenfach dar, das auf alle Gebiete unseres Lebens ausstrahlt. An den Technischen Hochschulen tragt man dieser Tatsache durch allgemeine Vorlesungen im Rahmen der Elektrotechnik und des Maschinenbaus Rechnung, die durch Wahlvorlesungen im weiteren Verlauf des Studiums erganzt werden. Es kommt bei den einflihrenden Vorlesungen nicht auf die Behandlung spezieller Ausflihrungsformen an; diese sind den begleitenden Praktika vorbehalten. Dagegen ist es wichtig, die Grundlagen moglichst umfassend darzu stellen, um gegebenenfalls ein spateres Fachstudium darauf aufbauen zu konnen."

This textbook is aimed at newcomers to nonlinear dynamics and chaos, especially students taking a first course in the subject. The presentation stresses analytical methods, concrete examples, and geometric intuition. The theory is developed systematically, starting with first-order differential equations and their bifurcations, followed by phase plane analysis, limit cycles and their bifurcations, and culminating with the Lorenz equations, chaos, iterated maps, period doubling, renormalization, fractals, and strange attractors. A unique feature of the book is its emphasis on applications. These include mechanical vibrations, lasers, biological rhythms, superconducting circuits, insect outbreaks, chemical oscillators, genetic control systems, chaotic waterwheels, and even a technique for using chaos to send secret messages. In each case, the scientific background is explained at an elementary level and closely integrated with mathematical theory. In the twenty years since the first edition of this book appeared, the ideas and techniques of nonlinear dynamics and chaos have found application to such exciting fields as systems biology, evolutionary game theory, and socio-physics. This second edition includes new exercises on these cutting-edge developments, on topics as varied as curiosities of visual perception and the tumultuous love dynamics in Gone with the Wind.

What is life? Is it just the biologically familiar--birds, trees, snails, people--or is it an infinitely complex set of patterns that a computer could simulate? What role does intelligence play in separating the organic from the inorganic, the living from the inert? Does life evolve along a predestined path, or does it suddenly emerge from what appeared lifeless and programmatic?

In this easily accessible and wide-ranging survey, Claus Emmeche outlines many of the challenges and controversies involved in the dynamic and curious science of artificial life. Emmeche describes the work being done by an international network of biologists, computer scientists, and physicists who are using computers to study life as it could be, or as it might evolve under conditions different from those on earth.

Many artificial-life researchers believe that they can create new life in the computer by simulating the processes observed in traditional, biological life-forms. The flight of a flock of birds, for example, can be reproduced faithfully and in all its complexity by a relatively simple computer program that is designed to generate electronic "boids." Are these "boids" then alive? The central problem, Emmeche notes, lies in defining the salient differences between biological life and computer simulations of its processes. And yet, if we can breathe life into a computer, what might this mean for our other assumptions about what it means to be alive?

"The Garden in the Machine" touches on every aspect of this complex and rapidly developing discipline, including its connections to artificial intelligence, chaos theory, computational theory, and studies of emergence. Drawing on the most current work in the field, this book is a major overview of artificial life. Professionals and nonscientists alike will find it an invaluable guide to concepts and technologies that may forever change our definition of life.