This text emphasizes the physical interpretation of mathematical solutions and introduces applied mathematics while presenting differential equations. Coverage includes Fourier series, orthogonal functions, boundary value problems, Green's functions, and transform methods. This text is ideal for students in science, engineering, and applied mathematics.

The conference Operator Theory, Analysis and Mathematical Physics - OTAMP is a regular biennial event devoted to mathematical problems on the border between analysis and mathematical physics. The current volume presents articles written by participants, mostly invited speakers, and is devoted to problems at the forefront of modern mathematical physics such as spectral properties of CMV matrices and inverse problems for the non-classical Schroedinger equation. Other contributions deal with equations from mathematical physics and study their properties using methods of spectral analysis. The volume explores several new directions of research and may serve as a source of new ideas and problems for all scientists interested in modern mathematical physics.

In the first part of this EMS volume Yu.V. Egorov gives an account of microlocal analysis as a tool for investigating partial differential equations. This method has become increasingly important in the theory of Hamiltonian systems. Egorov discusses the evolution of singularities of a partial differential equation and covers topics like integral curves of Hamiltonian systems, pseudodifferential equations and canonical transformations, subelliptic operators and Poisson brackets. The second survey written by V.Ya. Ivrii treats linear hyperbolic equations and systems. The author states necessary and sufficient conditions for C?- and L2 -well-posedness and he studies the analogous problem in the context of Gevrey classes. He also gives the latest results in the theory of mixed problems for hyperbolic operators and a list of unsolved problems. Both parts cover recent research in an important field, which before was scattered in numerous journals. The book will hence be of immense value to graduate students and researchers in partial differential equations and theoretical physics.

This self-contained monograph presents matrix algorithms and their analysis. The new technique enables not only the solution of linear systems but also the approximation of matrix functions, e.g., the matrix exponential. Other applications include the solution of matrix equations, e.g., the Lyapunov or Riccati equation. The required mathematical background can be found in the appendix. The numerical treatment of fully populated large-scale matrices is usually rather costly. However, the technique of hierarchical matrices makes it possible to store matrices and to perform matrix operations approximately with almost linear cost and a controllable degree of approximation error. For important classes of matrices, the computational cost increases only logarithmically with the approximation error. The operations provided include the matrix inversion and LU decomposition. Since large-scale linear algebra problems are standard in scientific computing, the subject of hierarchical matrices is of interest to scientists in computational mathematics, physics, chemistry and engineering.

This volume contains 23 articles on algebraic analysis of differential equations and related topics, most of which were presented as papers at the conference "Algebraic Analysis of Differential Equations - from Microlocal Analysis to Exponential Asymptotics" at Kyoto University in 2005. This volume is dedicated to Professor Takahiro Kawai, who is one of the creators of microlocal analysis and who introduced the technique of microlocal analysis into exponential asymptotics.

This book addresses several mathematical models from the most relevant class of kp-Schroedinger systems. Both mathematical models and state-of-the-art numerical methods for adequately solving the arising systems of differential equations are presented. The operational principle of modern semiconductor nano structures, such as quantum wells, quantum wires or quantum dots, relies on quantum mechanical effects. The goal of numerical simulations using quantum mechanical models in the development of semiconductor nano structures is threefold: First they are needed for a deeper understanding of experimental data and of the operational principle. Secondly, they allow us to predict and optimize in advance the qualitative and quantitative properties of new devices in order to minimize the number of prototypes needed. Semiconductor nano structures are embedded as an active region in semiconductor devices. Thirdly and finally, the results of quantum mechanical simulations of semiconductor nano structures can be used with upscaling methods to deliver parameters needed in semi-classical models for semiconductor devices, such as quantum well lasers. This book covers in detail all these three aspects using a variety of illustrative examples. Readers will gain detailed insights into the status of the multiband effective mass method for semiconductor nano structures. Both users of the kp method as well as advanced researchers who want to advance the kp method further will find helpful information on how to best work with this method and use it as a tool for characterizing the physical properties of semiconductor nano structures. The book is primarily intended for graduate and Ph.D. students in applied mathematics, mathematical physics and theoretical physics, as well as all those working in quantum mechanical research or the semiconductor / opto-electronic industry who are interested in new mathematical aspects.

This book provides an account for the non-specialist of the circle of ideas, results and techniques, which grew out in the study of Brownian motion and random obstacles. It also includes an overview of known results and connections with other areas of random media, taking a highly original and personal approach throughout.

Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.

This book is based upon my monograph Index Theory for Hamiltonian Systems with Applications published in 1993 in Chinese, and my notes for lectures and courses given at Nankai University, Brigham Young University, ICTP-Trieste, and the Institute of Mathematics of Academia Sinica during the last ten years. The aim of this book is twofold: (1) to give an introduction to the index theory for symplectic matrix paths and its iteration theory, which form a basis for the Morse theoretical study on Hamilto nian systems, and to give applications of this theory to periodic boundary value problems of nonlinear Hamiltonian systems. Here the iteration theory means the index theory of iterations of periodic solutions and symplectic matrix paths. (2) to serve as a reference book on these topics. There are many different ways to introduce the index theory for symplectic paths in order to establish Morse type index theory of Hamiltonian systems. In this book, I have chosen a relatively elementary way, i.e., the homotopy classification method of symplectic matrix paths. It depends only on linear algebra, point set topology, and certain basic parts of linear functional analysis. I have tried to make this part of the book self-contained and at the same time include all of the major results on these topics so that researchers and students interested in them can read it without substantial difficulties, and can learn the main results in this area for their possible applications."

This book describes numerical methods for partial differential equations (PDEs) coupling advection, diffusion and reaction terms, encompassing methods for hyperbolic, parabolic and stiff and nonstiff ordinary differential equations (ODEs). The emphasis lies on time-dependent transport-chemistry problems, describing e.g. the evolution of concentrations in environmental and biological applications. Along with the common topics of stability and convergence, much attention is paid on how to prevent spurious, negative concentrations and oscillations, both in space and time. Many of the theoretical aspects are illustrated by numerical experiments on models from biology, chemistry and physics. A unified approach is followed by emphasizing the method of lines or semi-discretization. In this regard this book differs substantially from more specialized textbooks which deal exclusively with either PDEs or ODEs. This book treats integration methods suitable for both classes of problems and thus is of interest to PDE researchers unfamiliar with advanced numerical ODE methods, as well as to ODE researchers unaware of the vast amount of interesting results on numerical PDEs.

The first formulations of linear boundary value problems for analytic functions were due to Riemann (1857). In particular, such problems exhibit as boundary conditions relations among values of the unknown analytic functions which have to be evaluated at different points of the boundary. Singular integral equations with a shift are connected with such boundary value problems in a natural way. Subsequent to Riemann's work, D. Hilbert (1905), C. Haseman (1907) and T. Carleman (1932) also considered problems of this type. About 50 years ago, Soviet mathematicians began a systematic study of these topics. The first works were carried out in Tbilisi by D. Kveselava (1946-1948). Afterwards, this theory developed further in Tbilisi as well as in other Soviet scientific centers (Rostov on Don, Ka zan, Minsk, Odessa, Kishinev, Dushanbe, Novosibirsk, Baku and others). Beginning in the 1960s, some works on this subject appeared systematically in other countries, e. g., China, Poland, Germany, Vietnam and Korea. In the last decade the geography of investigations on singular integral operators with shift expanded significantly to include such countries as the USA, Portugal and Mexico. It is no longer easy to enumerate the names of the all mathematicians who made contributions to this theory. Beginning in 1957, the author also took part in these developments. Up to the present, more than 600 publications on these topics have appeared."

Inverse problems have a long history in acoustics, optics, electromagnetics and geophysics, but only recently have the signals provided by ocean acoustic sensors become numerous and sophisticated enough to allow for realistic identification of the ocean parameters. Acoustic signals propagating for long distances in the water column and reflections of underwater sound from the ocean boundaries provide novel problems of interpretation and inversion. The chapters in this volume discuss some of the contemporary aspects of these problems. They provide recent and useful results for bottom recognition, inverse scattering in acoustic wave guides, and ocean acoustic tomography, as well as a discussion of some of the new algorithms, such as those related to matched-field processing, that have recently been used for inverting experimental data. Each chapter is by a noted expert in the field and represents the state of the art. The chapters have all been edited to provide a uniform format and level of presentation.

Over the past ten years, the asymptotic theory of one-parameter semigroups of operators has witnessed an explosive development. A number oflong-standing open problems have recently been solved and the theory seems to have obtained a certain degree of maturity. These notes, based on a course delivered at the University of Tiibingen in the academic year 1994-1995, represent a first attempt to organize the available material, most of which exists only in the form of research papers. If A is a bounded linear operator on a complex Banach space X, then it is an easy consequence of the spectral mapping theorem exp(tO"(A)) = O"(exp(tA)), t E JR, and Gelfand's formula for the spectral radius that the uniform growth bound of the wt family {exp(tA)h~o, i. e. the infimum of all wE JR such that II exp(tA)II :::: Me for some constant M and all t 2: 0, is equal to the spectral bound s(A) = sup{Re A : A E O"(A)} of A. This fact is known as Lyapunov's theorem. Its importance resides in the fact that the solutions of the initial value problem du(t) =A () dt u t , u(O) = x, are given by u(t) = exp(tA)x. Thus, Lyapunov's theorem implies that the expo- nential growth of the solutions of the initial value problem associated to a bounded operator A is determined by the location of the spectrum of A.

The theory and applications of infinite dimensional dynamical systems have attracted the attention of scientists for quite some time. Dynamical issues arise in equations which attempt to model phenomena that change with time, and the infinite dimensional aspects occur when forces that describe the motion depend on spatial variables. This book may serve as an entree for scholars beginning their journey into the world of dynamical systems, especially infinite dimensional spaces. The main approach involves the theory of evolutionary equations. It begins with a brief essay on the evolution of evolutionary equations and introduces the origins of the basic elements of dynamical systems, flow and semiflow.

This book provides analytical solutions to a number of classical problems in transport processes, i.e. in fluid mechanics, heat and mass transfer. Expanding computing power and more efficient numerical methods have increased the importance of computational tools. However, the interpretation of these results is often difficult and the computational results need to be tested against the analytical results, making analytical solutions a valuable commodity. Furthermore, analytical solutions for transport processes provide a much deeper understanding of the physical phenomena involved in a given process than do corresponding numerical solutions. Though this book primarily addresses the needs of researchers and practitioners, it may also be beneficial for graduate students just entering the field.

As far as the number of new results and quoted papers is concerned the present book may be considered a monograph. However, it also has some features of a textbook. Firstly, it proceeds from concrete problems to abstract ones, and secondly, all considerations and procedures are presented in much detail when met for the first time (such very elementary expositions can be found especially at the beginning of Chapters III and V). Finally, the authors focus their attention on elementary problems which can be dealt with by relatively simple methods. The authors hope that all this will make it possible also for an applied or technical research worker with some mathematical training to read this book. Naturally, the reader is supposed to be familiar with some basic notions from mathematical analysis, functional analysis and theory of partial differential equations. Also, the arguments and procedures which are repeated in the book are presented more briefly when met again, the reader being expected to become gradually more thoroughly acquainted with them. The authors have tried to provide a complete bibliography of all relevant publications (their number reaches about 500) from the theory of time-periodic solutions to non-linear partial and abstract differential equations whose origin may be put in the early thirties of this century.

The aim of this book is a detailed study of topological effects related to continuity of the dependence of solutions on initial values and parameters. This allows us to develop cheaply a theory which deals easily with equations having singularities and with equations with multivalued right hand sides (differential inclusions). An explicit description of corresponding topological structures expands the theory in the case of equations with continuous right hand sides also. In reality, this is a new science where Ordinary Differential Equations, General Topology, Integration theory and Functional Analysis meet. In what concerns equations with discontinuities and differential inclu sions, we do not restrict the consideration to the Cauchy problem, but we show how to develop an advanced theory whose volume is commensurable with the volume of the existing theory of Ordinary Differential Equations. The level of the account rises in the book step by step from second year student to working scientist."

This volume provides a comprehensive review of the developments which have taken place during the last thirty years concerning the asymptotic properties of solutions of nonautonomous ordinary differential equations. The conditions of oscillation of solutions are established, and some general theorems on the classification of equations according to their oscillatory properties are proved. In addition, the conditions are found under which nonlinear equations do not have singular, proper, oscillatory and monotone solutions. The book has five chapters: Chapter I deals with linear differential equations; Chapter II with quasilinear equations; Chapter III with general nonlinear differential equations; and Chapter IV and V deal, respectively, with higher-order and second-order differential equations of the Emden-Fowler type. Each section contains problems, including some which presently remain unsolved. The volume concludes with an extensive list of references. For researchers and graduate students interested in the qualitative theory of differential equations.

Many physical problems are meaningfully formulated in a cylindrical domain. When the size of the cylinder goes to infinity, the solutions, under certain symmetry conditions, are expected to be identical in every cross-section of the domain. The proof of this, however, is sometimes difficult and almost never given in the literature. The present book partially fills this gap by providing proofs of the asymptotic behaviour of solutions to various important cases of linear and nonlinear problems in the theory of elliptic and parabolic partial differential equations.
The book is a valuable resource for graduates and researchers in applied mathematics and for engineers. Many results presented here are original and have not been published elsewhere. They will motivate and enable the reader to apply the theory to other problems in partial differential equations.

This thesis contains results of Dr. Guilong Gui during his PhD period with the aim to understand incompressible Navier-Stokes equations. It is devoted to the study of the stability to the incompressible Navier-Stokes equations. There is great potential for further theoretical and numerical research in this field. The techniques developed in carrying out this work are expected to be useful for other physical model equations. It is also hopeful that the thesis could serve as a valuable reference on current developments in research topics related to the incompressible Navier-Stokes equations. It was nominated by the Graduate University of Chinese Academy of Sciences as an outstanding PhD thesis.

The study of surfaces with constant mean curvature (CMC) is one of the main topics in classical differential geometry. Moreover, CMC surfaces are important mathematical models for the physics of interfaces in the absence of gravity, where they separate two different media or for capillary phenomena. Further, as most techniques used in the theory of CMC surfaces not only involve geometric methods but also PDE and complex analysis, the theory is also of great interest for many other mathematical fields.

While minimal surfaces and CMC surfaces in general have already been treated in the literature, the present work is the first to present a comprehensive study of compact surfaces with boundaries, narrowing its focus to a geometric view. Basic issues include the discussion whether the symmetries of the curve inherit to the surface; the possible values of the mean curvature, area and volume; stability; the circular boundary case and the existence of the Plateau problem in the non-parametric case. The exposition provides an outlook on recent research but also a set of techniques that allows the results to be expanded to other ambient spaces. Throughout the text, numerous illustrations clarify the results and their proofs.

The book is intended for graduate students and researchers in the field of differential geometry and especially theory of surfaces, including geometric analysis and geometric PDEs. It guides readers up to the state-of-the-art of the theory and introduces them to interesting open problems."

This book contains detailed lecture notes on six topics at the forefront of current research in numerical analysis and applied mathematics. Each set of notes presents a self-contained guide to a current research area and has an extensive bibliography. In addition, most of the notes contain detailed proofs of the key results. The notes start from a level suitable for first year graduate students in applied mathematics, mathematical analysis or numerical analysis, and proceed to current research topics. The reader should therefore be able to gain quickly an insight into the important results and techniques in each area without recourse to the large research literature. Current (unsolved) problems are also described and directions for future research are given. This book is also suitable for professional mathematicians who require a succinct and accurate account of recent research in areas parallel to their own, and graduates in mathematical sciences.

The numerous applications of optimal control theory have given an incentive to the development of approximate techniques aimed at the construction of control laws and the optimization of dynamical systems. These constructive approaches rely on small parameter methods (averaging, regular and singular perturbations), which are well-known and have been proven to be efficient in nonlinear mechanics and optimal control theory (maximum principle, variational calculus and dynamic programming). An essential feature of the procedures for solving optimal control problems consists in the necessity for dealing with two-point boundary-value problems for nonlinear and, as a rule, nonsmooth multi-dimensional sets of differential equations. This circumstance complicates direct applications of the above-mentioned perturbation methods which have been developed mostly for investigating initial-value (Cauchy) problems. There is now a need for a systematic presentation of constructive analytical per turbation methods relevant to optimal control problems for nonlinear systems. The purpose of this book is to meet this need in the English language scientific literature and to present consistently small parameter techniques relating to the constructive investigation of some classes of optimal control problems which often arise in prac tice. This book is based on a revised and modified version of the monograph: L. D. Akulenko "Asymptotic methods in optimal control." Moscow: Nauka, 366 p. (in Russian)."

Periodic differential operators have a rich mathematical theory as well as important physical applications. They have been the subject of intensive development for over a century and remain a fertile research area. This book lays out the theoretical foundations and then moves on to give a coherent account of more recent results, relating in particular to the eigenvalue and spectral theory of the Hill and Dirac equations. The book will be valuable to advanced students and academics both for general reference and as an introduction to active research topics.

This engaging text describes the development of singular perturbations, including its history, accumulating literature, and its current status. While the approach of the text is sophisticated, the literature is accessible to a broad audience. A particularly valuable bonus are the historical remarks. These remarks are found throughout the manuscript. They demonstrate the growth of mathematical thinking on this topic by engineers and mathematicians. The book focuses on detailing how the various methods are to be applied. These are illustrated by a number and variety of examples. Readers are expected to have a working knowledge of elementary ordinary differential equations, including some familiarity with power series techniques, and of some advanced calculus. Dr. O'Malley has written a number of books on singular perturbations. This book has developed from many of his works in the field of perturbation theory.