This book collects recent research papers by respected specialists in the field. It presents advances in the field of geometric properties for parabolic and elliptic partial differential equations, an area that has always attracted great attention. It settles the basic issues (existence, uniqueness, stability and regularity of solutions of initial/boundary value problems) before focusing on the topological and/or geometric aspects. These topics interact with many other areas of research and rely on a wide range of mathematical tools and techniques, both analytic and geometric. The Italian and Japanese mathematical schools have a long history of research on PDEs and have numerous active groups collaborating in the study of the geometric properties of their solutions.

In this book the author sets out to answer two important questions: 1. Which numerical methods may be combined together? 2. How can different numerical methods be matched together? In doing so the author presents a number of useful combinations, for instance, the combination of various FEMs, the combinations of FEM-FDM, REM-FEM, RGM-FDM, etc. The combined methods have many advantages over single methods: high accuracy of solutions, less CPU time, less computer storage, easy coupling with singularities as well as the complicated boundary conditions. Since coupling techniques are essential to combinations, various matching strategies among different methods are carefully discussed. The author provides the matching rules so that optimal convergence, even superconvergence, and optimal stability can be achieved, and also warns of the matching pitfalls to avoid. Audience: The book is intended for both mathematicians and engineers and may be used as text for advanced students.

On the 8th of August 1900 outstanding German mathematician David Hilbert delivered a talk "Mathematical problems" at the Second Interna tional Congress of Mathematicians in Paris. The talk covered practically all directions of mathematical thought of that time and contained a list of 23 problems which determined the further development of mathema tics in many respects (1, 119]. Hilbert's Sixteenth Problem (the second part) was stated as follows: Problem. To find the maximum number and to determine the relative position of limit cycles of the equation dy Qn(X, y) -= dx Pn(x, y)' where Pn and Qn are polynomials of real variables x, y with real coeffi cients and not greater than n degree. The study of limit cycles is an interesting and very difficult problem of the qualitative theory of differential equations. This theory was origi nated at the end of the nineteenth century in the works of two geniuses of the world science: of the Russian mathematician A. M. Lyapunov and of the French mathematician Henri Poincare. A. M. Lyapunov set forth and solved completely in the very wide class of cases a special problem of the qualitative theory: the problem of motion stability (154]. In turn, H. Poincare stated a general problem of the qualitative analysis which was formulated as follows: not integrating the differential equation and using only the properties of its right-hand sides, to give as more as possi ble complete information on the qualitative behaviour of integral curves defined by this equation (176]."

The approximation of functions by linear positive operators is an important research topic in general mathematics and it also provides powerful tools to application areas suchas computer-aided geometric design, numerical analysis, and solutions of differential equations. q-Calculus is a generalization of many subjects, such as hypergeometric series, complex analysis, and particle physics. This monograph is an introduction to combining approximation theory and q-Calculus with applications, by usingwell- known operators. The presentation is systematic and the authors include a brief summary of the notations and basicdefinitions ofq-calculus before delving into more advanced material. Themany applications of q-calculus in the theory of approximation, especially onvariousoperators, which includes convergence of operators to functions in real and complex domain forms the gist of the book.

This book is suitable for researchers andstudents in mathematics, physics andengineering, and forprofessionals who would enjoy exploring the host of mathematicaltechniques and ideas that are collected and discussedin thebook."

Many special functions occuring in physics and partial differential equations can be represented by integral transformatIons: the fundamental solutions of many PDE's, Newton-Coulomb potentials, hypergeometric functions, Feynman integrals, initial data of (inverse) tomography problems, etc. The general picture of such transfor- mations is as follows. There is an analytic fibre bundle E --+ T, a differential form w on E, whose restrictions on the fibres are closed, and a family of cycles in these fibres, parametrized by the points of T and depending continuously on these points. Then the integral of the form w along these cycles is a function on the base. The analytic properties of such functions depend on the monodromy action, i.e., on the natural action of the fundamental group of the base in the homology of the fibre: this action on the integration cycles defines the ramification of the analytic continuation of our function. The study of this action (which is a purely topological problem) can answer questions about the analytic behaviour of the integral function, for instance, is this function single-valued or at least algebraic, what are the singular points of this function, and what is its asymptotics close to these points. In this book, we study such analytic properties of three famous classes of func- tions: the volume functions, which appear in the Archimedes-Newton problem on in- tegrable bodies; the Newton-Coulomb potentials, and the Green functions of hyperbolic equations (studied, in particular, in the Hada- mard-Petrovskii-Atiyah-Bott-Garding lacuna theory).

Hysteresis effects occur in science and engineering: plasticity, ferromagnetism, ferroelectricity are well-known examples. Modelling and mathematical analysis of hysteresis phenomena have been addressed by mathematicians only recently, but are now in full development.
This volume provides a self-contained and comprehensive introduction to the analysis of hysteresis models, and illustrates several new results in this field. First the classical models of Prandtl, Ishlinskii, Preisach and Duhem are formulated and studied, using the concept of "hysteresis operator." A new model of discontinuous hysteresis is introduced. Several partial differential equations containing hysteresis operators are studied in the framework of Sobolev spaces.

Boundary problems constitute an essential field of common mathematical interest. The intention of this volume is to highlight several analytic and geometric aspects of boundary problems with special emphasis on their interplay. It includes surveys on classical topics presented from a modern perspective as well as reports on current research.

The collection splits into two related groups:

- analysis and geometry of geometric operators and their index theory

- elliptic theory of boundary value problems and the Shapiro-Lopatinsky condition

This corrected third printing retains the authors'main emphasis on ordinary differential equations. It is most appropriate for upper level undergraduate and graduate students in the fields of mathematics, engineering, and applied mathematics, as well as the life sciences, physics and economics. The authors have taken the view that a differential equations theory defines functions; the object of the theory is to understand the behaviour of these functions. The tools the authors use include qualitative and numerical methods besides the traditional analytic methods, and the companion software, MacMath, is designed to bring these notions to life.

In some domains of mechanics, physics and control theory boundary value problems arise for nonlinear first order PDEs. A well-known classical result states a sufficiency condition for local existence and uniqueness of twice differentiable solution. This result is based on the method of characteristics (MC). Very often, and as a rule in control theory, the continuous nonsmooth (non-differentiable) functions have to be treated as a solutions to the PDE. At the points of smoothness such solutions satisfy the equation in classical sense. But if a function satisfies this condition only, with no requirements at the points of nonsmoothness, the PDE may have nonunique solutions. The uniqueness takes place if an appropriate matching principle for smooth solution branches defined in neighboring domains is applied or, in other words, the notion of generalized solution is considered. In each field an appropriate matching principle are used. In Optimal Control and Differential Games this principle is the optimality of the cost function. In physics and mechanics certain laws must be fulfilled for correct matching. A purely mathematical approach also can be used, when the generalized solution is introduced to obtain the existence and uniqueness of the solution, without being aimed to describe (to model) some particular physical phenomenon. Some formulations of the generalized solution may meet the modelling of a given phenomenon, the others may not.

For several decades developments in porous media have taken place in almost independent areas. In civilengineering, many papers were publisheddealing with the foundations offlow and transport through porous media. The method used in most cases is called averaging, and the notion ofa representative elementary vol- ume(REV)playsanimportantrole. Inchemicalengineering,papersonconceptual models were written on the theory ofmixtures. Intheoretical physics and stochas- tic analysis, percolation theory has emerged, providing probabilistic models for systems where theconnectedness propertiesofsomecomponentdominatethebe- havior. In mathematics, atheoryhasbeendevelopedcalled homogenizationwhich deals with partial differential equations having rapidly oscillating coefficients. Early work in these and related areas was - among others - done by the fol- lowing scientists: Maxwell [Max81] and Rayleigh [Ray92] studied the effective conductivity of media with small concentrations of randomly and periodically, respectively, arranged inclusions. Einstein [Ein06] investigated the effective vis- cosityofsuspensions with hard spherical particles in compressible viscous fluids. Marchenko and Khrouslov [MK64] looked at the asymptotic nature of homog- enization; they introduced a general approach of averaging based on asymptotic tools which can handle a variety ofdifferent physical problems. Unfortunately, up to now, little efforthas been made to bridge the gap between these different fields of research. Consequently, many results were and are dis- covered independently, and scientists are almost unable to understand each other because the respective languages have been developing in different directions.

This book presents current research on Ulam stability for functional equations and inequalities. Contributions from renowned scientists emphasize fundamental and new results, methods and techniques. Detailed examples are given to theories to further understanding at the graduate level for students in mathematics, physics, and engineering. Key topics covered in this book include: Quasi means Approximate isometries Functional equations in hypergroups Stability of functional equations Fischer-Muszely equation Haar meager sets and Haar null sets Dynamical systems Functional equations in probability theory Stochastic convex ordering Dhombres functional equation Nonstandard analysis and Ulam stability This book is dedicated in memory of Stanilsaw Marcin Ulam, who posed the fundamental problem concerning approximate homomorphisms of groups in 1940; which has provided the stimulus for studies in the stability of functional equations and inequalities.

Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance.
As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still in its infancy, the study of singular filtering models has yielded exciting results.
In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability.

This is an introductory book on supercomputer applications written by a researcher who is working on solving scientific and engineering application problems on parallel computers. The book is intended to quickly bring researchers and graduate students working on numerical solutions of partial differential equations with various applications into the area of parallel processing.The book starts from the basic concepts of parallel processing, like speedup, efficiency and different parallel architectures, then introduces the most frequently used algorithms for solving PDEs on parallel computers, with practical examples. Finally, it discusses more advanced topics, including different scalability metrics, parallel time stepping algorithms and new architectures and heterogeneous computing networks which have emerged in the last few years of high performance computing. Hundreds of references are also included in the book to direct interested readers to more detailed and in-depth discussions of specific topics.

This volume of the Proceedings of the congress ISAAC '97 collects the con tributions of the four sections 1. Function theoretic and functional analytic methods for pde, 2. Applications of function theory of several complex variables to pde, 3. Integral equations and boundary value problems, 4. Partial differential equations. Most but not all of the authors have participated in the congress. Unfortunately some from Eastern Europe and Asia have not managed to come because of lack of financial support. Nevertheless their manuscripts of the proposed talks are included in this volume. The majority of the papers deal with complex methods. Among them boundary value problems in particular the Riemann-Hilbert, the Riemann (Hilbert) and related problems are treated. Boundary behaviour of vector-valued functions are studied too. The Riemann-Hilbert problem is solved for elliptic complex equations, for mixed complex equations, and for several complex variables. It is considered in a general topological setting for mappings into q;n and related to Toeplitz operators. Convolution operators are investigated for nilpotent Lie groups leading to some consequences for the null space of the tangential Cauchy Riemann operator. Some boundary value problems for overdetermined systems in balls of q;n are solved explicitly. A survey is given for the Gauss-Manin connection associated with deformations of curve singularities. Several papers deal with generalizations of analytic functions with various applications to mathematical physics. Singular integrals in quaternionic anal ysis are studied which are applied to the time-harmonic Maxwell equations."

An up-to-date and unified treatment of bifurcation theory for variational inequalities in reflexive spaces and the use of the theory in a variety of applications, such as: obstacle problems from elasticity theory, unilateral problems; torsion problems; equations from fluid mechanics and quasilinear elliptic partial differential equations. The tools employed are those of modern nonlinear analysis. Accessible to graduate students and researchers who work in nonlinear analysis, nonlinear partial differential equations, and additional research disciplines that use nonlinear mathematics.

In this book the theory of hyperbolic sets is developed, both for diffeomorphisms and flows, with an emphasis on shadowing. We show that hyperbolic sets are expansive and have the shadowing property. Then we use shadowing to prove that hyperbolic sets are robust under perturbation, that they have an asymptotic phase property and also that the dynamics near a transversal homoclinic orbit is chaotic. It turns out that chaotic dynamical systems arising in practice are not quite hyperbolic. However, they possess enough hyperbolicity to enable us to use shadowing ideas to give computer-assisted proofs that computed orbits of such systems can be shadowed by true orbits for long periods of time, that they possess periodic orbits of long periods and that it is really true that they are chaotic. Audience: This book is intended primarily for research workers in dynamical systems but could also be used in an advanced graduate course taken by students familiar with calculus in Banach spaces and with the basic existence theory for ordinary differential equations.

Extending the well-known connection between classical linear potential theory and probability theory (through the interplay between harmonic functions and martingales) to the nonlinear case of tug-of-war games and their related partial differential equations, this unique book collects several results in this direction and puts them in an elementary perspective in a lucid and self-contained fashion.

Multigrid Methods for Finite Elements combines two rapidly developing fields: finite element methods, and multigrid algorithms. At the theoretical level, Shaidurov justifies the rate of convergence of various multigrid algorithms for self-adjoint and non-self-adjoint problems, positive definite and indefinite problems, and singular and spectral problems. At the practical level these statements are carried over to detailed, concrete problems, including economical constructions of triangulations and effective work with curvilinear boundaries, quasilinear equations and systems. Great attention is given to mixed formulations of finite element methods, which allow the simplification of the approximation of the biharmonic equation, the steady-state Stokes, and Navier--Stokes problems.

This book, intended for researchers and graduate students in physics, applied mathematics and engineering, presents a detailed comparison of the important methods of solution for linear differential and difference equations - variation of constants, reduction of order, Laplace transforms and generating functions - bringing out the similarities as well as the significant differences in the respective analyses. Equations of arbitrary order are studied, followed by a detailed analysis for equations of first and second order. Equations with polynomial coefficients are considered and explicit solutions for equations with linear coefficients are given, showing significant differences in the functional form of solutions of differential equations from those of difference equations. An alternative method of solution involving transformation of both the dependent and independent variables is given for both differential and difference equations. A comprehensive, detailed treatment of Green's functions and the associated initial and boundary conditions is presented for differential and difference equations of both arbitrary and second order. A dictionary of difference equations with polynomial coefficients provides a unique compilation of second order difference equations obeyed by the special functions of mathematical physics. Appendices augmenting the text include, in particular, a proof of Cramer's rule, a detailed consideration of the role of the superposition principal in the Green's function, and a derivation of the inverse of Laplace transforms and generating functions of particular use in the solution of second order linear differential and difference equations with linear coefficients.

Nonlinear partial differential equations abound in modern physics. The problems arising in these fields lead to fascinating questions and, at the same time, progress in understanding the mathematical structures is of great importance to the models. Nevertheless, activity in one of the approaches is not always sufficiently in touch with developments in the other field. The book presents the joint efforts of mathematicians and physicists involved in modelling reactive flows, in particular superconductivity and superfluidity. Certain contributions are fundamental to an understanding of such cutting-edge research topics as rotating Bose-Einstein condensates, Kolmogorov-Zakharov solutions for weak turbulence equations, and the propagation of fronts in heterogeneous media.

This volume contains the proceedings of the 19th International Conference on Difference Equations and Applications, held at Sultan Qaboos University, Muscat, Oman in May 2013. The conference brought together experts and novices in the theory and applications of difference equations and discrete dynamical systems. The volume features papers in difference equations and discrete time dynamical systems with applications to mathematical sciences and, in particular, mathematical biology, ecology, and epidemiology. It includes four invited papers and eight contributed papers. Topics covered include: competitive exclusion through discrete time models, Benford solutions of linear difference equations, chaos and wild chaos in Lorenz-type systems, advances in periodic difference equations, the periodic decomposition problem, dynamic selection systems and replicator equations, and asymptotic equivalence of difference equations in Banach Space. This book will appeal to researchers, scientists, and educators who work in the fields of difference equations, discrete time dynamical systems and their applications.

One service mathematics has rendered the 'Et moi, ..., si j'avait su comment en revenir, je n'y serais point aIle: ' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canister labelled 'discarded non- The series is divergent; therefore we may be sense'. able to do something with it. Eric T. Bell O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics ... '; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics ... '. All arguably true. And all statements obtainable this way form part of the raison d'elre of this series."

The last thirty years were a period of continuous and intense growth in the subject of dynamical systems. New concepts and techniques and at the same time new areas of applications of the theory were found. The 31st session of the Seminaire de Mathematiques Superieures (SMS) held at the Universite de Montreal in July 1992 was on dynamical systems having as its center theme "Bifurcations and periodic orbits of vector fields." This session of the SMS was a NATO Advanced Study Institute (ASI). This ASI had the purpose of acquainting the participants with some of the most recent developments and of stimulating new research around the chosen center theme. These developments include the major tools of the new resummation techniques with applications, in particular to the proof of the non-accumulation of limit-cycles for real-analytic plane vector fields. One of the aims of the ASI was to bring together methods from real and complex dy namical systems. There is a growing awareness that an interplay between real and complex methods is both useful and necessary for the solution of some of the problems. Complex techniques become powerful tools which yield valuable information when applied to the study of the dynamics of real vector fields. The recent developments show that no rigid frontiers between disciplines exist and that interesting new developments occur when ideas and techniques from diverse disciplines are married. One of the aims of the ASI was to show these multiple interactions at work."

This volume presents a carefully written introduction to nonlinear waves in the natural sciences and engineering. It contains many classical results as well as more recent results, dealing with topics such as the forced Korteweg--de Vries equation and material relating to X-ray crystallography. The volume contains nine chapters. Chapter 1 concerns asymptotics and nonlinear ordinary differential equations. Conservation laws are discussed in Chapter 2, and Chapter 3 considers water waves. The scattering and inverse scattering method is described in Chapter 4, which also contains a full explanation of using the inverse scattering method for finding 1-, 2- and 3-soliton solutions of the Korteweg--de Vries equation. After dealing with the Burgers equation in Chapter 5, Chapter 6 discusses the forced Korteweg--de Vries equations. Here the emphasis is on steady-state bifurcations and unsteady-state periodic soliton generation. The Sine--Gordon and nonlinear SchrAdinger equations are the subject of Chapter 7. The final two chapters consider wave instability and resonance. Every chapter contains problems and exercises, together with guidance for their solution. The volume concludes with some appendices which describe symbolic derivations of certain results on solitons. Several user-friendly MATHEMATICA packages are included. The prerequisite for using this book is a background knowledge of basic physics, linear algebra and differential equations. For graduates and researchers in mathematics, physics and engineering wishing to have a good introduction to nonlinear wave theory and its applications. This volume is also highly recommended as a course book.