This is the first book devoted to the task of computing integrability structures by computer. The symbolic computation of integrability operator is a computationally hard problem and the book covers a huge number of situations through tutorials. The mathematical part of the book is a new approach to integrability structures that allows to treat all of them in a unified way. The software is an official package of Reduce. Reduce is free software, so everybody can download it and make experiments using the programs available at our website.

This is a book comprising selected papers of colleagues and friends of Heinrich Begehr on the occasion of his 80th birthday. It aims at being a tribute to the excellent achievements of Heinrich Begehr in complex analysis and complex differential equations, and especially to his prominent role as one of the creators and long-time leader of the International Society for Analysis, its Applications and Computation (ISAAC).

This book is devoted to the Beltrami equations that play a significant role in Geometry, Analysis and Physics and, in particular, in the study of quasiconformal mappings and their generalizations, Riemann surfaces, Kleinian groups, Teichmuller spaces, Clifford analysis, meromorphic functions, low dimensional topology, holomorphic motions, complex dynamics, potential theory, electrostatics, magnetostatics, hydrodynamics and magneto-hydrodynamics.

The purpose of this book is to present the recent developments in the theory of Beltrami equations; especiallythose concerning degenerate and alternating Beltrami equations. The authors study a wide circle of problems like convergence, existence, uniqueness, representation, removal of singularities, local distortion estimates and boundary behaviorof solutions to the Beltrami equations. The monographcontains a number of new types of criteria in the given problems, particularly new integral conditions for the existence of regular solutions to the Beltrami equations that turned out to be not only sufficient but also necessary.

The most important feature of this bookconcerns the unified geometric approach based on the modulus method that is effectively applied to solving the mentioned problems. Moreover, it is characteristic for the book application of many new concepts as strong ring solutions, tangent dilatations, weakly flat and strongly accessible boundaries, functions of finite mean oscillations and new integral conditions that make possible to realize a more deep and refined analysis of problems related to the Beltrami equations. Mastering and using these new tools alsogives essential advantages for the reader in the research of modern problems in many other domains. Every mathematics graduate library should have a copy of this book. "

This book is devoted to the study of partial differential equation problems both from the theoretical and numerical points of view. After presenting modeling aspects, it develops the theoretical analysis of partial differential equation problems for the three main classes of partial differential equations: elliptic, parabolic and hyperbolic. Several numerical approximation methods adapted to each of these examples are analyzed: finite difference, finite element and finite volumes methods, and they are illustrated using numerical simulation results. Although parts of the book are accessible to Bachelor students in mathematics or engineering, it is primarily aimed at Masters students in applied mathematics or computational engineering. The emphasis is on mathematical detail and rigor for the analysis of both continuous and discrete problems.

This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a quick review of the main tools from viscosity solutions which allow to overcome all regularity problems. We next address the class of stochastic target problems which extends in a nontrivial way the standard stochastic control problems. Here the theory of viscosity solutions plays a crucial role in the derivation of the dynamic programming equation as the infinitesimal counterpart of the corresponding geometric dynamic programming equation. The various developments of this theory have been stimulated by applications in finance and by relevant connections with geometric flows. Namely, the second order extension was motivated by illiquidity modeling, and the controlled loss version was introduced following the problem of quantile hedging. The third part specializes to an overview of Backward stochastic differential equations, and their extensions to the quadratic case. "

The book "Single variable Differential and Integral Calculus" is an interesting text book for students of mathematics and physics programs, and a reference book for graduate students in any engineering field. This book is unique in the field of mathematical analysis in content and in style. It aims to define, compare and discuss topics in single variable differential and integral calculus, as well as giving application examples in important business fields. Some elementary concepts such as the power of a set, cardinality, measure theory, measurable functions are introduced. It also covers real and complex numbers, vector spaces, topological properties of sets, series and sequences of functions (including complex-valued functions and functions of a complex variable), polynomials and interpolation and extrema of functions. Although analysis is based on the single variable models and applications, theorems and examples are all set to be converted to multi variable extensions. For example, Newton, Riemann, Stieltjes and Lebesque integrals are studied together and compared.

This volume covers selected topics addressed and discussed during the workshop "PDE models for multi-agent phenomena," which was held in Rome, Italy, from November 28th to December 2nd, 2016. The content mainly focuses on kinetic equations and mean field games, which provide a solid framework for the description of multi-agent phenomena. The book includes original contributions on the theoretical and numerical study of the MFG system: the uniqueness issue and finite difference methods for the MFG system, MFG with state constraints, and application of MFG to market competition. The book also presents new contributions on the analysis and numerical approximation of the Fokker-Planck-Kolmogorov equations, the isotropic Landau model, the dynamical approach to the quantization problem and the asymptotic methods for fully nonlinear elliptic equations. Chiefly intended for researchers interested in the mathematical modeling of collective phenomena, the book provides an essential overview of recent advances in the field and outlines future research directions.

This volume gathers contributions reflecting topics presented during an INDAM workshop held in Rome in May 2016. The event brought together many prominent researchers in both Mathematical Analysis and Numerical Computing, the goal being to promote interdisciplinary collaborations. Accordingly, the following thematic areas were developed: 1. Lagrangian discretizations and wavefront tracking for synchronization models; 2. Astrophysics computations and post-Newtonian approximations; 3. Hyperbolic balance laws and corrugated isometric embeddings; 4. "Caseology" techniques for kinetic equations; 5. Tentative computations of compressible non-standard solutions; 6. Entropy dissipation, convergence rates and inverse design issues. Most of the articles are presented in a self-contained manner; some highlight new achievements, while others offer snapshots of the "state of the art" in certain fields. The book offers a unique resource, both for young researchers looking to quickly enter a given area of application, and for more experienced ones seeking comprehensive overviews and extensive bibliographic references.

These proceedings provide methods, techniques, different mathematical tools and recent results in the study of formal and analytic solutions to Diff. (differential, partial differential, difference, q-difference, q-difference-differential.... ) Equations. They consist of selected contributions from the conference "Formal and Analytic Solutions of Diff. Equations", held at Alcala de Henares, Spain during September 4-8, 2017. Their topics include summability and asymptotic study of both ordinary and partial differential equations. The volume is divided into four parts. The first paper is a survey of the elements of nonlinear analysis. It describes the algorithms to obtain asymptotic expansion of solutions of nonlinear algebraic, ordinary differential, partial differential equations, and of systems of such equations. Five works on formal and analytic solutions of PDEs are followed by five papers on the study of solutions of ODEs. The proceedings conclude with five works on related topics, generalizations and applications. All contributions have been peer reviewed by anonymous referees chosen among the experts on the subject. The volume will be of interest to graduate students and researchers in theoretical and applied mathematics, physics and engineering seeking an overview of the recent trends in the theory of formal and analytic solutions of functional (differential, partial differential, difference, q-difference, q-difference-differential) equations in the complex domain.

The idea of modeling the behaviour of phenomena at multiple scales has become a useful tool in both pure and applied mathematics. Fractal-based techniques lie at the heart of this area, as fractals are inherently multiscale objects; they very often describe nonlinear phenomena better than traditional mathematical models. In many cases they have been used for solving inverse problems arising in models described by systems of differential equations and dynamical systems.

"Fractal-Based Methods in Analysis" draws together, for the first time in book form, methods and results from almost twenty years of research in this topic, including new viewpoints and results in many of the chapters. For each topic the theoretical framework is carefully explained using examples and applications.

The second chapter on basic iterated function systems theory is designed to be used as the basis for a course and includes many exercises. This chapter, along with the three background appendices on topological and metric spaces, measure theory, and basic results from set-valued analysis, make the book suitable for self-study or as a source book for a graduate course. The other chapters illustrate many extensions and applications of fractal-based methods to different areas. This book is intended for graduate students and researchers in applied mathematics, engineering and social sciences.

Herb Kunze is a professor of mathematics at the University of Guelph in Ontario. Davide La Torre is an associate professor of mathematics in the Department of Economics, Management and Quantitative Methods of the University of Milan. Franklin Mendivil is a professor of mathematics at Acadia University in Nova Scotia. Edward Vrscay is a professor in the department of Applied Mathematics at the University of Waterloo in Ontario. The major focus of their research is on fractals and the applications of fractals.

"

This volume consists of twenty peer-reviewed papers from the special session on pseudodifferential operators and the special session on generalized functions and asymptotics at the Eighth Congress of ISAAC held at the Peoples' Friendship University of Russia in Moscow on August 22-27, 2011. The category of papers on pseudo-differential operators contains such topics as elliptic operators assigned to diffeomorphisms of smooth manifolds, analysis on singular manifolds with edges, heat kernels and Green functions of sub-Laplacians on the Heisenberg group and Lie groups with more complexities than but closely related to the Heisenberg group, Lp-boundedness of pseudo-differential operators on the torus, and pseudo-differential operators related to time-frequency analysis. The second group of papers contains various classes of distributions and algebras of generalized functions with applications in linear and nonlinear differential equations, initial value problems and boundary value problems, stochastic and Malliavin-type differential equations. This second group of papers are related to the third collection of papers via the setting of Colombeau-type spaces and algebras in which microlocal analysis is developed by means of techniques in asymptotics. The volume contains the synergies of the three areas treated and is a useful complement to volumes 155, 164, 172, 189, 205 and 213 published in the same series in, respectively, 2004, 2006, 2007, 2009, 2010 and 2011.

Although the Partial Differential Equations (PDE) models that are now studied are usually beyond traditional mathematical analysis, the numerical methods that are being developed and used require testing and validation. This is often done with PDEs that have known, exact, analytical solutions. The development of analytical solutions is also an active area of research, with many advances being reported recently, particularly traveling wave solutions for nonlinear evolutionary PDEs. Thus, the current development of analytical solutions directly supports the development of numerical methods by providing a spectrum of test problems that can be used to evaluate numerical methods.

This book surveys some of these new developments in analytical and numerical methods, and relates the two through a series of PDE examples. The PDEs that have been selected are largely "named'' since they carry the names of their original contributors. These names usually signify that the PDEs are widely recognized and used in many application areas. The authors intention is to provide a set of numerical and analytical methods based on the concept of a traveling wave, with a central feature of conversion of the PDEs to ODEs.

The Matlab and Maple software will be available for download from this website shortly.

www.pdecomp.net
Includes a spectrum of applications in science, engineering, applied mathematicsPresents a combination of numerical and analytical methodsProvides transportable computer codes in Matlab and Maple"

Approximation theory and numerical analysis are central to the creation of accurate computer simulations and mathematical models. Research in these areas can influence the computational techniques used in a variety of mathematical and computational sciences.

This collection of contributed chapters, dedicated to renowned mathematician Gradimir V. Milovanovi, represent the recent work of experts in the fields of approximation theory and numerical analysis. These invited contributions describe new trends in these important areas of research including theoretic developments, new computational algorithms, and multidisciplinary applications.

Special features of this volume:

- Presents results and approximation methods in various computational settings including: polynomial and orthogonal systems, analytic functions, and differential equations.

- Provides a historical overview of approximation theory and many of its subdisciplines;

- Contains new results from diverse areas of research spanning mathematics, engineering, and the computational sciences.

"Approximation and Computation" is intended for mathematicians and researchers focusing on approximation theory and numerical analysis, but can also be a valuable resource to students and researchers in the computational and applied sciences."

The behavior of materials at the nanoscale is a key aspect of modern nanoscience and nanotechnology. This book presents rigorous mathematical techniques showing that some very useful phenomenological properties which can be observed at the nanoscale in many nonlinear reaction-diffusion processes can be simulated and justified mathematically by means of homogenization processes when a certain critical scale is used in the corresponding framework.

Exactly 100 years ago, in 1895, G. de Vries, under the supervision of D.J. Korteweg, defended his thesis on what is now known as the Korteweg-de Vries Equation. They published a joint paper in 1895 in the "Philosophical Magazine", entitled "On the change of form of long waves advancing in a rectangular canal, and on a new type of long stationary wave". In the 1960s research on this and related equations exploded. There are now some 3100 papers in mathematics and physics that contain a mention of the phrase "Korteweg-de Vries equation" in their title or abstract, and there are thousands more in other areas, such as biology, chemistry, electronics, geology, oceanology, meteorology, and so forth. And, of course, the KdV equation is only one of what are now called (Liouville) completely integrable systems. The KdV and its relatives continually turn up in situations when one wishes to incorporate nonlinear and dispersive effects into wave-type phenomena.

PMThis work presents a thorough treatment of boundary element methods (BEM) for solving strongly elliptic boundary integral equations obtained from boundary reduction of elliptic boundary value problems?? in $\mathbb{R}^3$. The book is self-contained, the prerequisites on elliptic partial differential and integral equations being presented in Chapters 2 and 3. The main focus is on the development, analysis, and implementation of Galerkin boundary element methods, which is one of the most flexible and robust numerical discretization methods for integral equations. For the efficient realization of the Galerkin BEM, it is essential to replace time-consuming steps in the numerical solution process with fast algorithms. In Chapters 5-9 these methods are developed, analyzed, and formulated in an algorithmic wa

The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE's. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.

This monograph is a unified presentation of several theories of finding explicit formulas for heat kernels for both elliptic and sub-elliptic operators. These kernels are important in the theory of parabolic operators because they describe the distribution of heat on a given manifold as well as evolution phenomena and diffusion processes.
Heat Kernels for Elliptic and Sub-elliptic Operators is an ideal reference for graduate students, researchers in pure and applied mathematics, and theoretical physicists interested in understanding different ways of approaching evolution operators.

This book examines in detail the nonlinear Ginzburg-Landau functional, the model most commonly used in the study of superconductivity. Specifically covered are cases in the presence of a strong magnetic field and with a sufficiently large Ginzburg-Landau parameter kappa. Spectral Methods in Surface Superconductivity is intended for students and researchers with a graduate-level understanding of functional analysis, spectral theory, and the analysis of partial differential equations. The book also includes an overview of all nonstandard material as well as important semi-classical techniques in spectral theory that are involved in the nonlinear study of superconductivity.

This contributed volume is based on talks given at the August 2016 summer school "Fluids Under Pressure," held in Prague as part of the "Prague-Sum" series. Written by experts in their respective fields, chapters explore the complex role that pressure plays in physics, mathematical modeling, and fluid flow analysis. Specific topics covered include: Oceanic and atmospheric dynamics Incompressible flows Viscous compressible flows Well-posedness of the Navier-Stokes equations Weak solutions to the Navier-Stokes equations Fluids Under Pressure will be a valuable resource for graduate students and researchers studying fluid flow dynamics.

This book brings together 12 chapters on a new stream of research examining complex phenomena in nonlinear systems-including engineering, physics, and social science. Complex Motions and Chaos in Nonlinear Systems provides readers a particular vantage of the nature and nonlinear phenomena in nonlinear dynamics that can develop the corresponding mathematical theory and apply nonlinear design to practical engineering as well as the study of other complex phenomena including those investigated within social science.

This book presents applications of hypercomplex analysis to boundary value and initial-boundary value problems from various areas of mathematical physics. Given that quaternion and Clifford analysis offer natural and intelligent ways to enter into higher dimensions, it starts with quaternion and Clifford versions of complex function theory including series expansions with Appell polynomials, as well as Taylor and Laurent series. Several necessary function spaces are introduced, and an operator calculus based on modifications of the Dirac, Cauchy-Fueter, and Teodorescu operators and different decompositions of quaternion Hilbert spaces are proved. Finally, hypercomplex Fourier transforms are studied in detail. All this is then applied to first-order partial differential equations such as the Maxwell equations, the Carleman-Bers-Vekua system, the Schroedinger equation, and the Beltrami equation. The higher-order equations start with Riccati-type equations. Further topics include spatial fluid flow problems, image and multi-channel processing, image diffusion, linear scale invariant filtering, and others. One of the highlights is the derivation of the three-dimensional Kolosov-Mushkelishvili formulas in linear elasticity. Throughout the book the authors endeavor to present historical references and important personalities. The book is intended for a wide audience in the mathematical and engineering sciences and is accessible to readers with a basic grasp of real, complex, and functional analysis.

The analysis of PDEs is a prominent discipline in mathematics research, both in terms of its theoretical aspects and its relevance in applications. In recent years, the geometric properties of linear and nonlinear second order PDEs of elliptic and parabolic type have been extensively studied by many outstanding researchers. This book collects contributions from a selected group of leading experts who took part in the INdAM meeting "Geometric methods in PDEs", on the occasion of the 70th birthday of Ermanno Lanconelli. They describe a number of new achievements and/or the state of the art in their discipline of research, providing readers an overview of recent progress and future research trends in PDEs. In particular, the volume collects significant results for sub-elliptic equations, potential theory and diffusion equations, with an emphasis on comparing different methodologies and on their implications for theory and applications.

This monograph presents some theoretical and computational aspects of the parameterization method for invariant manifolds, focusing on the following contexts: invariant manifolds associated with fixed points, invariant tori in quasi-periodically forced systems, invariant tori in Hamiltonian systems and normally hyperbolic invariant manifolds. This book provides algorithms of computation and some practical details of their implementation. The methodology is illustrated with 12 detailed examples, many of them well known in the literature of numerical computation in dynamical systems. A public version of the software used for some of the examples is available online. The book is aimed at mathematicians, scientists and engineers interested in the theory and applications of computational dynamical systems.

The goal in putting together this unique compilation was to present the current status of the solutions to some of the most essential open problems in pure and applied mathematics. Emphasis is also given to problems in interdisciplinary research for which mathematics plays a key role. This volume comprises highly selected contributions by some of the most eminent mathematicians in the international mathematical community on longstanding problems in very active domains of mathematical research. A joint preface by the two volume editors is followed by a personal farewell to John F. Nash, Jr. written by Michael Th. Rassias. An introduction by Mikhail Gromov highlights some of Nash's legendary mathematical achievements. The treatment in this book includes open problems in the following fields: algebraic geometry, number theory, analysis, discrete mathematics, PDEs, differential geometry, topology, K-theory, game theory, fluid mechanics, dynamical systems and ergodic theory, cryptography, theoretical computer science, and more. Extensive discussions surrounding the progress made for each problem are designed to reach a wide community of readers, from graduate students and established research mathematicians to physicists, computer scientists, economists, and research scientists who are looking to develop essential and modern new methods and theories to solve a variety of open problems.