The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial systems governed by partial differential equations (e.g. the Black-Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support financial engineers in decision making. The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of financial systems to be established. Covering the following key areas of financial engineering: (i) control and stabilization of financial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in financial engineering. It is also a useful resource for the engineering and computer science community

This book presents a collection of research findings and proposals on computer science and computer engineering, introducing readers to essential concepts, theories, and applications. It also shares perspectives on how cutting-edge and established methodologies and techniques can be used to obtain new and interesting results. Each chapter focuses on a specific aspect of computer science or computer engineering, such as: software engineering, complex systems, computational intelligence, embedded systems, and systems engineering. As such, the book will bring students and professionals alike up to date on key advances in these areas.

This book is devoted to the issue of how we can learn to live together in the face of division and conflict. It is dedicated to the life and work of a remarkable human being, Dr Epimenidis Haidemenakis, scientist, statesman, visionary leader, President Emeritus of the International S.T.E.P.S. Foundation and founding father of The Olympiads of the Mind (OM). The monograph consists of a collection of papers presented at the 8th and 9th Olympiads of the Mind held in Washington, DC and Chania, Crete respectively. Distinguished international scholars, government and corporate representatives, leading researchers and academics from multiple disciplines and Nobel Laureates Leon Lederman (Physics, 1988), Martin Perl (Physics, 1995) and Yuan T. Lee (Chemistry, 1986) address a broad range of issues all with the aim of improving the human condition and achieving cooperation among the people of the world. The topics include the environment, sustainability and security; diversity and how to achieve integration and peace among people in a fractured world; the important role of brain research; how to overcome poverty and inequality; how to enhance creativity and improve education at all levels; and how new technologies and tools can be used for common benefit. The culmination of the book is a call to action, to join what one might call the "OM Movement"-bringing the best minds in the world together to create solutions to world issues so that we can all live together in harmony.

This volume developed from a Workshop on Natural Locomotion in Fluids and on Surfaces: Swimming, Flying, and Sliding which was held at the Institute for Mathematics and its Applications (IMA) at the University of Minnesota, from June 1-5, 2010. The subject matter ranged widely from observational data to theoretical mechanics, and reflected the broad scope of the workshop. In both the prepared presentations and in the informal discussions, the workshop engaged exchanges across disciplines and invited a lively interaction between modelers and observers. The articles in this volume were invited and fully refereed. They provide a representative if necessarily incomplete account of the field of natural locomotion during a period of rapid growth and expansion. The papers presented at the workshop, and the contributions to the present volume, can be roughly divided into those pertaining to swimming on the scale of marine organisms, swimming of microorganisms at low Reynolds numbers, animal flight, and sliding and other related examples of locomotion.

Since 1950, the "Highway Capacity Manual" has been a standard used in the planning, design, analysis and operation of virtually any highway traffic facility in the United States. It has also been widely used abroad and has spurred the development of similar manuals in other countries.

The twin concepts of capacity and level of service have been developed in the manual and methodologies have been presented that allow highway traffic facilities to be designed on a common basis and allow for the analysis of operational quality under various traffic demand scenarios. The manual also addresses related pedestrian, bicycle and transit issues. There have been five full editions of the "Highway Capacity Manual" 1950, 1975, 1985, 2000 and 2010, with interim updates in 1994 and 1997.

The manual has a rich conceptual and research history that should be understood both by users of the manual and by those who contribute to it through basic research and development of methodologies.I has become increasingly complex, as our understanding of complex interactions among drivers, vehicles and roadways improves. Through it all, there are common threads of understanding that have not changed a great deal since 1950.

This book details the fundamental development of the concepts of capacity and level of service and of the specific methodologies developed to describe them over a wide range of facility types.The book is comprised of two volumes.Volume 1 (this book) focuses on the development of basic principles and their application to uninterrupted flow facilities: freeways, multilane highways and two-lane highways. Weaving, merging and diverging segments on freeways and multilane highways are also discussed in detail. Volume 2 (expected to be completed in late 2014) focuses on interrupted flow facilities: signalized and unsignalized intersections, urban streets and arterials. It is intended to help users of the manual understand how concepts, approaches and specific methodologies were developed and to understand the underlying principles that each embodies.It is also intended to act as a basic reference for current and future researchers who will continue to develop new and improved capacity analysis methodologies for many years to come."

This book presents theoretical and practical findings on the state estimation, diagnosis and control of complex systems, especially in the mathematical form of descriptor systems. The research is fully motivated by real-world applications (i.e., Barcelona's water distribution network), which require control systems capable of taking into account their specific features and the limits of operations in the presence of uncertainties stemming from modeling errors and component malfunctions. Accordingly, the book first introduces a complete set-based framework for explicitly describing the effects of uncertainties in the descriptor systems discussed. In turn, this set-based framework is used for state estimation and diagnosis. The book also presents a number of application results on economic model predictive control from actual water distribution networks and smart grids. Moreover, the book introduces a fault-tolerant control strategy based on virtual actuators and sensors for such systems in the descriptor form.

This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control problems for this type of system are explained in detail. Interestingly enough, one has to develop new mathematical tools to solve some problems in this field, such as the global Carleman estimate for stochastic partial differential equations and the stochastic transposition method for backward stochastic evolution equations. In a certain sense, the stochastic distributed parameter control system is the most general control system in the context of classical physics. Accordingly, studying this field may also yield valuable insights into quantum control systems. A basic grasp of functional analysis, partial differential equations, and control theory for deterministic systems is the only prerequisite for reading this book.

This book provides its reader with a good understanding of the stabilization of switched nonlinear systems (SNS), systems that are of practical use in diverse situations: design of fault-tolerant systems in space- and aircraft; traffic control; and heat propagation control of semiconductor power chips. The practical background is emphasized throughout the book; interesting practical examples frequently illustrate the theoretical results with aircraft and spacecraft given particular prominence.

Stabilization of Switched Nonlinear Systems with Unstable Modes treats several different subclasses of SNS according to the characteristics of the individual system (time-varying and distributed parameters, for example), the state composition of individual modes and the degree and distribution of instability in its various modes. Achievement and maintenance of stability across the system as a whole is bolstered by trading off between individual modes which may be either stable or unstable or by exploiting areas of partial stability within all the unstable modes.

The book can be used as a reference for academic research on switched systems or used by graduate students of control theory and engineering. Readers should have studied linear and nonlinear system theory and have some knowledge of switched and hybrid systems to get the most from this monograph.

The volume will consist of about 40 articles written by some very influential mathematicians of our time and will expose the latest achievements in the broad area of nonlinear analysis and its various interdisciplinary applications.

This volume applies a systems science perspective to complex policy making dynamics, using the case of Indonesia to illustrate the concepts. Indonesia is an archipelago with a high heterogeneity. Her people consist of 1,340 tribes who are scattered over 17,508 islands. Every region has different natural strengths and conditions. In the national development process all regions depend on one another other while optimizing their own conditions. In addition to this diversity, Indonesia also employs a democratic system of government with high regional autonomy. A democratic government puts a high value on individual freedom, but on the other hand, conflicts of interest also occur frequently. High regional autonomy also often causes problems in coordination among agencies and regional governments. This uniqueness creates a kind of complexity that is rarely found in other countries.These daily complexities requires intensive interaction, negotiation processes, and coordination. Such necessities should be considered in public policy making and in managing the implementation of national development programs. In this context, common theories and best practices generated on the basis of more simplified assumptions often fail. Systems science offer a way of thinking that can take into account and potentially overcome these complexities. However, efforts to apply systems science massively and continuously in real policy making by involving many stakeholders are still rarely carried out. The first part of the book discusses the gap between the existing public policy-making approach and needs in the real world. After that, the characteristics of the appropriate policy-making process in a complex environment and how this process can be carried are described. In later sections, important systems science concepts that can be applied in managing these complexities are discussed. Finally, the efforts to apply these concepts in real cases in Indonesia are described.

This edited volume offers a clear in-depth overview of research covering a variety of issues in social search and recommendation systems. Within the broader context of social network analysis it focuses on important and up-coming topics such as real-time event data collection, frequent-sharing pattern mining, improvement of computer-mediated communication, social tagging information, search system personalization, new detection mechanisms for the identification of online user groups, and many more. The twelve contributed chapters are extended versions of conference papers as well as completely new invited chapters in the field of social search and recommendation systems. This first-of-its kind survey of current methods will be of interest to researchers from both academia and industry working in the field of social networks.

This book addresses the question of how to achieve social coordination in Socio-Cognitive Technical Systems (SCTS). SCTS are a class of Socio-Technical Systems that are complex, open, systems where several humans and digital entities interact in order to achieve some collective endeavour. The book approaches the question from the conceptual background of regulated open multiagent systems, with the question being motivated by their design and construction requirements. The book captures the collective effort of eight groups from leading research centres and universities, each of which has developed a conceptual framework for the design of regulated multiagent systems and most have also developed technological artefacts that support the processes from specification to implementation of that type of systems. The first, introductory part of the book describes the challenge of developing frameworks for SCTS and articulates the premises and the main concepts involved in those frameworks. The second part discusses the eight frameworks and contrasts their main components. The final part maps the new field by discussing the types of activities in which SCTS are likely to be used, the features that such uses will exhibit, and the challenges that will drive the evolution of this field.

This book aims to bring together researchers and practitioners from diverse disciplines-from sociology, biology, physics, and computer science-who share a passion to better understand the interdependencies within and across systems. This volume contains contributions presented at the 11th International Conference on Complex Networks (CompleNet) in Exeter, United Kingdom, 31 March - 3 April 2020. CompleNet is a venue for discussing ideas and findings about all types of networks, from biological, to technological, to informational and social. It is this interdisciplinary nature of complex networks that CompleNet aims to explore and celebrate.

This book covers a wide spectrum of systems such as linear and nonlinear multivariable systems as well as control problems such as disturbance, uncertainty and time-delays. The purpose of this book is to provide researchers and practitioners a manual for the design and application of advanced discrete-time controllers. The book presents six different control approaches depending on the type of system and control problem. The first and second approaches are based on Sliding Mode control (SMC) theory and are intended for linear systems with exogenous disturbances. The third and fourth approaches are based on adaptive control theory and are aimed at linear/nonlinear systems with periodically varying parametric uncertainty or systems with input delay. The fifth approach is based on Iterative learning control (ILC) theory and is aimed at uncertain linear/nonlinear systems with repeatable tasks and the final approach is based on fuzzy logic control (FLC) and is intended for highly uncertain systems with heuristic control knowledge. Detailed numerical examples are provided in each chapter to illustrate the design procedure for each control method. A number of practical control applications are also presented to show the problem solving process and effectiveness with the advanced discrete-time control approaches introduced in this book.

This book explores Probabilistic Cellular Automata (PCA) from the perspectives of statistical mechanics, probability theory, computational biology and computer science. PCA are extensions of the well-known Cellular Automata models of complex systems, characterized by random updating rules. Thanks to their probabilistic component, PCA offer flexible computing tools for complex numerical constructions, and realistic simulation tools for phenomena driven by interactions among a large number of neighboring structures. PCA are currently being used in various fields, ranging from pure probability to the social sciences and including a wealth of scientific and technological applications. This situation has produced a highly diversified pool of theoreticians, developers and practitioners whose interaction is highly desirable but can be hampered by differences in jargon and focus. This book - just as the workshop on which it is based - is an attempt to overcome these difference and foster interest among newcomers and interaction between practitioners from different fields. It is not intended as a treatise, but rather as a gentle introduction to the role and relevance of PCA technology, illustrated with a number of applications in probability, statistical mechanics, computer science, the natural sciences and dynamical systems. As such, it will be of interest to students and non-specialists looking to enter the field and to explore its challenges and open issues.

This book presents recent developments in nonlinear dynamics and physics with an emphasis on complex systems. The contributors provide recent theoretic developments and new techniques to solve nonlinear dynamical systems and help readers understand complexity, stochasticity, and regularity in nonlinear dynamical systems. This book covers integro-differential equation solvability, Poincare recurrences in ergodic systems, orientable horseshoe structure, analytical routes of periodic motions to chaos, grazing on impulsive differential equations, from chaos to order in coupled oscillators, and differential-invariant solutions for automorphic systems, inequality under uncertainty.

This thesis focuses on the dynamics of autonomous Boolean networks, on the basis of Boolean logic functions in continuous time without external clocking. These networks are realized with integrated circuits on an electronic chip as a field programmable gate array (FPGA) with roughly 100,000 logic gates, offering an extremely flexible model system. It allows fast and cheap design cycles and large networks with arbitrary topologies and coupling delays. The author presents pioneering results on theoretical modeling, experimental realization, and selected applications. In this regard, three classes of novel dynamic behavior are investigated: (i) Chaotic Boolean networks are proposed as high-speed physical random number generators with high bit rates. (ii) Networks of periodic Boolean oscillators are home to long-living transient chimera states, i.e., novel patterns of coexisting domains of spatially coherent (synchronized) and incoherent (desynchronized) dynamics. (iii) Excitable networks exhibit cluster synchronization and can be used as fast artificial Boolean neurons whose spiking patterns can be controlled. This work presents the first experimental platform for large complex networks, which will facilitate exciting future developments.

Computational and mathematical models provide us with the opportunities to investigate the complexities of real world problems. They allow us to apply our best analytical methods to define problems in a clearly mathematical manner and exhaustively test our solutions before committing expensive resources. This is made possible by assuming parameter(s) in a bounded environment, allowing for controllable experimentation, not always possible in live scenarios. For example, simulation of computational models allows the testing of theories in a manner that is both fundamentally deductive and experimental in nature. The main ingredients for such research ideas come from multiple disciplines and the importance of interdisciplinary research is well recognized by the scientific community. This book provides a window to the novel endeavours of the research communities to present their works by highlighting the value of computational modelling as a research tool when investigating complex systems. We hope that the readers will have stimulating experiences to pursue research in these directions.

This book bridges fundamental gaps between control theory and formal methods. Although it focuses on discrete-time linear and piecewise affine systems, it also provides general frameworks for abstraction, analysis, and control of more general models. The book is self-contained, and while some mathematical knowledge is necessary, readers are not expected to have a background in formal methods or control theory. It rigorously defines concepts from formal methods, such as transition systems, temporal logics, model checking and synthesis. It then links these to the infinite state dynamical systems through abstractions that are intuitive and only require basic convex-analysis and control-theory terminology, which is provided in the appendix. Several examples and illustrations help readers understand and visualize the concepts introduced throughout the book.

The last decades have seen the emergence of Complex Networks as the language with which a wide range of complex phenomena in fields as diverse as Physics, Computer Science, and Medicine (to name just a few) can be properly described and understood. This book provides a view of the state of the art in this dynamic field and covers topics ranging from network controllability, social structure, online behavior, recommendation systems, and network structure. This book includes the peer-reviewed list of works presented at the 7th Workshop on Complex Networks CompleNet 2016 which was hosted by the Universite de Bourgogne, France, from March 23-25, 2016. The 28 carefully reviewed and selected contributions in this book address many topics related to complex networks and have been organized in seven major groups: (1) Theory of Complex Networks, (2) Multilayer networks, (3) Controllability of networks, (4) Algorithms for networks, (5) Community detection, (6) Dynamics and spreading phenomena on networks, (7) Applications of Networks.

This book originated at a workshop by the same name held in May 2018 at the University of Pavia. The aim was to encourage a cross-disciplinary discussion on the limits of cognition. When venturing into cognitive science, notwithstanding the approach, one of the first riddles to be solved is the definition of cognition. Any definition immediately sparks the ascription debate: who/what cognizes? Definitions may appear either too loose, or too demanding. Are bacteria included? What about plants? Is it a human prerogative? We engage in the quest for artificial intelligence, but is artificial cognition already the case? And if it was a human prerogative, are we doing it all the time? Is cognition a process, or the sum of countless sub processes? Is it in the brain, or also in the body? Or does it go beyond the body? Where does it start? Where does it end? We tried answering these questions each from our own perspectives, as philosophers, ethnographers, psychologists and rhetoricians, handing each other our peculiar insight.

This fascinating, colourful book offers in-depth insights and first-hand working experiences in the production of art works, using simple computational models with rich morphological behaviour, at the edge of mathematics, computer science, physics and biology. It organically combines ground breaking scientific discoveries in the theory of computation and complex systems with artistic representations of the research results. In this appealing book mathematicians, computer scientists, physicists, and engineers brought together marvelous and esoteric patterns generated by cellular automata, which are arrays of simple machines with complex behavior. Configurations produced by cellular automata uncover mechanics of dynamic patterns formation, their propagation and interaction in natural systems: heart pacemaker, bacterial membrane proteins, chemical rectors, water permeation in soil, compressed gas, cell division, population dynamics, reaction-diffusion media and self-organisation. The book inspires artists to take on cellular automata as a tool of creativity and it persuades scientists to convert their research results into the works of art. The book is lavishly illustrated with visually attractive examples, presented in a lively and easily accessible manner.

This book addresses recent technological progress that has led to an increased complexity in many natural and artificial systems. The resulting complexity research due to the emergence of new properties and spatio-temporal interactions among a large number of system elements - and between the system and its environment - is the primary focus of this text. This volume is divided into three parts: Part one focuses on societal and ecological systems, Part two deals with approaches for understanding, modeling, predicting and mastering socio-technical systems, and Part three includes real-life examples. Each chapter has its own special features; it is a self-contained contribution of distinguished experts working on different fields of science and technology relevant to the study of complex systems. Advances in Complex Systems of Contemporary Reality: Societal, Environmental and Engineered Systems will provide postgraduate students, researchers and managers with qualitative and quantitative methods for handling the many features of complex contemporary reality.

This book presents the proceedings of the "5th International Interdisciplinary Chaos Symposium on Chaos and Complex Systems (CCS)." All Symposia in the series bring together scientists, engineers, economists and social scientists, creating a vivid forum for discussions on the latest insights and findings obtained in the areas of complexity, nonlinear dynamics and chaos theory, as well as their interdisciplinary applications. The scope of the latest Symposium was enriched with a variety of contemporary, interdisciplinary topics, including but not limited to: fundamental theory of nonlinear dynamics, networks, circuits, systems, biology, evolution and ecology, fractals and pattern formation, nonlinear time series analysis, neural networks, sociophysics and econophysics, complexity management and global systems.

This volume presents some recent and principal developments related to computational intelligence and optimization methods in control. Theoretical aspects and practical applications of control engineering are covered by 14 self-contained contributions. Additional gems include the discussion of future directions and research perspectives designed to add to the reader's understanding of both the challenges faced in control engineering and the insights into the developing of new techniques. With the knowledge obtained, readers are encouraged to determine the appropriate control method for specific applications.