This monograph is a presentation of a unified approach to a certain class of semimartingale inequalities, which can be regarded as probabilistic extensions of classical estimates for conjugate harmonic functions on the unit disc. The approach, which has its roots in the seminal works of Burkholder in the 80s, enables to deduce a given inequality for semimartingales from the existence of a certain special function with some convex-type properties. Remarkably, an appropriate application of the method leads to the sharp version of the estimate under investigation, which is particularly important for applications. These include the theory of quasiregular mappings (with deep implications to the geometric function theory); the boundedness of two-dimensional Hilbert transform and a more general class of Fourier multipliers; the theory of rank-one convex and quasiconvex functions; and more. The book is divided into a few separate parts. In the introductory chapter we present motivation for the results and relate them to some classical problems in harmonic analysis. The next part contains a general description of the method, which is applied in subsequent chapters to the study of sharp estimates for discrete-time martingales; discrete-time sub- and supermartingales; continuous time processes; the square and maximal functions. Each chapter contains additional bibliographical notes included for reference.

With students of Physics chiefly in mind, we have collected the material on special functions that is most important in mathematical physics and quan tum mechanics. We have not attempted to provide the most extensive collec tion possible of information about special functions, but have set ourselves the task of finding an exposition which, based on a unified approach, ensures the possibility of applying the theory in other natural sciences, since it pro vides a simple and effective method for the independent solution of problems that arise in practice in physics, engineering and mathematics. For the American edition we have been able to improve a number of proofs; in particular, we have given a new proof of the basic theorem ( 3). This is the fundamental theorem of the book; it has now been extended to cover difference equations of hypergeometric type ( 12, 13). Several sections have been simplified and contain new material. We believe that this is the first time that the theory of classical or thogonal polynomials of a discrete variable on both uniform and nonuniform lattices has been given such a coherent presentation, together with its various applications in physics."

The theory of function spaces endowed with the topology of point wise convergence, or Cp-theory, exists at the intersection of three important areas of mathematics: topological algebra, functional analysis, and general topology. Cp-theory has an important role in the classification and unification of heterogeneous results from each of these areas of research. Through over 500 carefully selected problems and exercises, this volume provides a self-contained introduction to Cp-theory and general topology. By systematically introducing each of the major topics in Cp-theory, this volume is designed to bring a dedicated reader from basic topological principles to the frontiers of modern research. Key features include: - A unique problem-based introduction to the theory of function spaces. - Detailed solutions to each of the presented problems and exercises. - A comprehensive bibliography reflecting the state-of-the-art in modern Cp-theory. - Numerous open problems and directions for further research. This volume can be used as a textbook for courses in both Cp-theory and general topology as well as a reference guide for specialists studying Cp-theory and related topics. This book also provides numerous topics for PhD specialization as well as a large variety of material suitable for graduate research.

This text is intended for an honors calculus course or for an introduction to analysis. Involving rigorous analysis, computational dexterity, and a breadth of applications, it is ideal for undergraduate majors. This third edition includes corrections as well as some additional material. Some features of the text include: The text is completely self-contained and starts with the real number axioms; The integral is defined as the area under the graph, while the area is defined for every subset of the plane; There is a heavy emphasis on computational problems, from the high-school quadratic formula to the formula for the derivative of the zeta function at zero; There are applications from many parts of analysis, e.g., convexity, the Cantor set, continued fractions, the AGM, the theta and zeta functions, transcendental numbers, the Bessel and gamma functions, and many more; Traditionally transcendentally presented material, such as infinite products, the Bernoulli series, and the zeta functional equation, is developed over the reals; and There are 385 problems with all the solutions at the back of the text.

In a number of famous works, M. Kac showed that various methods of probability theory can be fruitfully applied to important problems of analysis. The interconnection between probability and analysis also plays a central role in the present book. However, our approach is mainly based on the application of analysis methods (the method of operator identities, integral equations theory, dual systems, integrable equations) to probability theory (Levy processes, M. Kac's problems, the principle of imperceptibility of the boundary, signal theory). The essential part of the book is dedicated to problems of statistical physics (classical and quantum cases). We consider the corresponding statistical problems (Gibbs-type formulas, non-extensive statistical mechanics, Boltzmann equation) from the game point of view (the game between energy and entropy). One chapter is dedicated to the construction of special examples instead of existence theorems (D. Larson's theorem, Ringrose's hypothesis, the Kadison-Singer and Gohberg-Krein questions). We also investigate the Bezoutiant operator. In this context, we do not make the assumption that the Bezoutiant operator is normally solvable, allowing us to investigate the special classes of the entire functions.

This book deals with nonsmooth structures arising within the optimization setting. It considers four optimization problems, namely, mathematical programs with complementarity constraints, general semi-infinite programming problems, mathematical programs with vanishing constraints and bilevel optimization. The author uses the topological approach and topological invariants of corresponding feasible sets are investigated. Moreover, the critical point theory in the sense of Morse is presented and parametric and stability issues are considered. The material progresses systematically and establishes a comprehensive theory for a rather broad class of optimization problems tailored to their particular type of nonsmoothness. Topological Aspects of Nonsmooth Optimization will benefit researchers and graduate students in applied mathematics, especially those working in optimization theory, nonsmooth analysis, algebraic topology and singularity theory.

Degenerate and singular parabolic equations have been the subject of extensive research for the last 25 years. Despite important achievements, the issue of the Harnack inequality for non-negative solutions to these equations, both of p-Laplacian and porous medium type, while raised by several authors, has remained basically open. Recently considerable progress has been made on this issue, to the point that, except for the singular sub-critical range, both for the p-laplacian and the porous medium equations, the theory is reasonably complete. It seemed therefore timely to trace a comprehensive overview, that would highlight the main issues and also the problems that still remain open. The authors give a comprehensive treatment of the Harnack inequality for non-negative solutions to p-laplace and porous medium type equations, both in the degenerate (p2 or m1) and in the singular range (1p<2 or 0m<1), starting from the notion of solution and building all the necessary technical tools. The book is self-contained. Building on a similar monograph by the first author, the authors of the present book focus entirely on the Harnack estimates and on their applications: indeed a number of known regularity results are given a new proof, based on the Harnack inequality. It is addressed to all professionals active in the field, and also to advanced graduate students, interested in understanding the main issues of this fascinating research field.

In volume I we developed the tools of "Multivalued Analysis. " In this volume we examine the applications. After all, the initial impetus for the development of the theory of set-valued functions came from its applications in areas such as control theory and mathematical economics. In fact, the needs of control theory, in particular the study of systems with a priori feedback, led to the systematic investigation of differential equations with a multi valued vector field (differential inclusions). For this reason, we start this volume with three chapters devoted to set-valued differential equations. However, in contrast to the existing books on the subject (i. e. J. -P. Aubin - A. Cellina: "Differential Inclusions," Springer-Verlag, 1983, and Deimling: "Multivalued Differential Equations," W. De Gruyter, 1992), here we focus on "Evolution Inclusions," which are evolution equations with multi valued terms. Evolution equations were raised to prominence with the development of the linear semigroup theory by Hille and Yosida initially, with subsequent im portant contributions by Kato, Phillips and Lions. This theory allowed a successful unified treatment of some apparently different classes of nonstationary linear par tial differential equations and linear functional equations. The needs of dealing with applied problems and the natural tendency to extend the linear theory to the nonlinear case led to the development of the nonlinear semigroup theory, which became a very effective tool in the analysis of broad classes of nonlinear evolution equations.

Second Order Differential Equations presents a classical piece of theory concerning hypergeometric special functions as solutions of second-order linear differential equations. The theory is presented in an entirely self-contained way, starting with an introduction of the solution of the second-order differential equations and then focusingon the systematic treatment and classification of these solutions. Each chapter contains a set of problems which help reinforce the theory. Some of the preliminaries are covered in appendices at the end of the book, one of which provides an introduction to Poincare-Perron theory, and the appendix also contains a new way of analyzing the asymptomatic behavior of solutions of differential equations. This textbook is appropriate for advanced undergraduate and graduate students in Mathematics, Physics, and Engineering interested in Ordinary and Partial Differntial Equations. A solutions manual is available online.

This book offers a modern way of dealing with the problems of equilibrium states of Bose systems. Starting with the variation principle of statistical mechanics and the energy-entropy balance principle as equilibrium criteria, results for general boson systems and models are explicitly derived using simple functional analytic calculus.

Bridging the gap between general theoretical physics and the phenomenological research in the field of Bose systems, this book provides an insight into the fascinating quantum world of bosons. Key topics include the occurrence of BEC and its intimate structural relation with the phenomena of spontaneous symmetry breaking and off-diagonal long range order; the condensate equation; the issue concerning the choice of boundary conditions; solvable versus non-solvable boson models; the set of quasi-free boson states; the role of dissipative perturbations; and the surprising but general relation between general quantum fluctuations and boson systems.

Only some knowledge of quantum mechanics and undergraduate algebra and analysis is assumed. This textbook brings students and researchers smoothly from general concepts to vivid applications.

The purpose of this book is to provide an integrated course in real and complex analysis for those who have already taken a preliminary course in real analysis. It particularly emphasises the interplay between analysis and topology. Beginning with the theory of the Riemann integral (and its improper extension) on the real line, the fundamentals of metric spaces are then developed, with special attention being paid to connectedness, simple connectedness and various forms of homotopy. The final chapter develops the theory of complex analysis, in which emphasis is placed on the argument, the winding number, and a general (homology) version of Cauchy's theorem which is proved using the approach due to Dixon. Special features are the inclusion of proofs of Montel's theorem, the Riemann mapping theorem and the Jordan curve theorem that arise naturally from the earlier development. Extensive exercises are included in each of the chapters, detailed solutions of the majority of which are given at the end. From Real to Complex Analysis is aimed at senior undergraduates and beginning graduate students in mathematics. It offers a sound grounding in analysis; in particular, it gives a solid base in complex analysis from which progress to more advanced topics may be made.

The Virasoro algebra is an infinite dimensional Lie algebra that plays an increasingly important role in mathematics and theoretical physics. This book describes some fundamental facts about the representation theory of the Virasoro algebra in a self-contained manner. Topics include the structure of Verma modules and Fock modules, the classification of (unitarizable) Harish-Chandra modules, tilting equivalence, and the rational vertex operator algebras associated to the so-called minimal series representations.

Covering a wide range of material, this book has three appendices which provide background information required for some of the chapters. The authors organize fundamental results in a unified way and refine existing proofs. For instance in chapter three, a generalization of Jantzen filtration is reformulated in an algebraic manner, and geometric interpretation is provided. Statements, widely believed to be true, are collated, and results which are known but not verified are proven, such as the corrected structure theorem of Fock modules in chapter eight.

This book will be of interest to a wide range of mathematicians and physicists from the level of graduate students to researchers.

Pseudodifferential methods are central to the study of partial differential equations, because they permit an "algebraization." The main purpose of this book is to set up an operational calculus for operators defined from differential and pseudodifferential boundary values problems via a resolvent construction. A secondary purposed is to give a complete treatment of the properties of the calculus of pseudodifferential boundary problems with transmission, both the first version by Boutet de Monvel (brought completely up to date in this edition) and in version containing a parameter running in an unbounded set. And finally, the book presents some applications to evolution problems, index theory, fractional powers, spectral theory and singular perturbation theory. Thus the book's improved proofs and modern points of view will be useful to research mathematicians and to graduate students studying partial differential equations and pseudodifferential operators.

This work describes the propagation properties of the so-called symmetric interior penalty discontinuous Galerkin (SIPG) approximations of the 1-d wave equation. This is done by means of linear approximations on uniform meshes. First, a careful Fourier analysis is constructed, highlighting the coexistence of two Fourier spectral branches or spectral diagrams (physical and spurious) related to the two components of the numerical solution (averages and jumps). Efficient filtering mechanisms are also developed by means of techniques previously proved to be appropriate for classical schemes like finite differences or P1-classical finite elements. In particular, the work presents a proof that the uniform observability property is recovered uniformly by considering initial data with null jumps and averages given by a bi-grid filtering algorithm. Finally, the book explains how these results can be extended to other more sophisticated conforming and non-conforming finite element methods, in particular to quadratic finite elements, local discontinuous Galerkin methods and a version of the SIPG method adding penalization on the normal derivatives of the numerical solution at the grid points. This work is the first publication to contain a rigorous analysis of the discontinuous Galerkin methods for wave control problems. It will be of interest to a range of researchers specializing in wave approximations.

"Concrete Functional Calculus" focuses primarily on differentiability of some nonlinear operators on functions or pairs of functions. This includes composition of two functions, and the product integral, taking a matrix- or operator-valued coefficient function into a solution of a system of linear differential equations with the given coefficients. In this book existence and uniqueness of solutions are proved under suitable assumptions for nonlinear integral equations with respect to possibly discontinuous functions having unbounded variation. Key features and topics: Extensive usage of p-variation of functions, and applications to stochastic processes.

This work will serve as a thorough reference on its main topics for researchers and graduate students with a background in real analysis and, for Chapter 12, in probability."

Previous publications on the generalization of the Thomae formulae to "Zn" curves have emphasized the theory's implications in mathematical physics and depended heavily on applied mathematical techniques. This book redevelops these previous results demonstrating how they can be derived directly from the basic properties of theta functions as functions on compact Riemann surfaces.

"Generalizations of Thomae's Formulafor "Zn" Curves" includes several refocused proofs developed in a generalized context that is more accessible to researchers in related mathematical fields such as algebraic geometry, complex analysis, and number theory.

This book is intended for mathematicians with an interest in complex analysis, algebraic geometry or number theory as well as physicists studying conformal field theory."

In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the "explicit" rather than the "concise" where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics.
A distinctive feature of the methods used is the ubiquitous appearance of stopping time. The book contains much original research by the authors (some of which published here for the first time) as well as detailed and improved versions of relevant important results by other authors, not easily accessible in existing literature.

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.

This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus.

The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.

Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. Ustunel"

The evolution of systems in random media is a broad and fruitful field for the applica tions of different mathematical methods and theories. This evolution can be character ized by a semigroup property. In the abstract form, this property is given by a semigroup of operators in a normed vector (Banach) space. In the practically boundless variety of mathematical models of the evolutionary systems, we have chosen the semi-Markov ran dom evolutions as an object of our consideration. The definition of the evolutions of this type is based on rather simple initial assumptions. The random medium is described by the Markov renewal processes or by the semi Markov processes. The local characteristics of the system depend on the state of the ran dom medium. At the same time, the evolution of the system does not affect the medium. Hence, the semi-Markov random evolutions are described by two processes, namely, by the switching Markov renewal process, which describes the changes of the state of the external random medium, and by the switched process, i.e., by the semigroup of oper ators describing the evolution of the system in the semi-Markov random medium.

This book deals with the constructive Weierstrassian approach to the theory of function spaces and various applications. The first chapter is devoted to a detailed study of quarkonial (subatomic) decompositions of functions and distributions on euclidean spaces, domains, manifolds and fractals. This approach combines the advantages of atomic and wavelet representations. It paves the way to sharp inequalities and embeddings in function spaces, spectral theory of fractal elliptic operators, and a regularity theory of some semi-linear equations. The book is self-contained, although some parts may be considered as a continuation of the author's book Fractals and Spectra. It is directed to mathematicians and (theoretical) physicists interested in the topics indicated and, in particular, how they are interrelated. - - - The book under review can be regarded as a continuation of [his book on "Fractals and spectra", 1997] (...) There are many sections named: comments, preparations, motivations, discussions and so on. These parts of the book seem to be very interesting and valuable. They help the reader to deal with the main course. (Mathematical Reviews)

The Levy Laplacian is an infinite-dimensional generalization of the well-known classical Laplacian. The theory has become well developed in recent years and this 2005 book was the first systematic treatment of the Levy-Laplace operator. The book describes the infinite-dimensional analogues of finite-dimensional results, and more especially those features which appear only in the generalized context. It develops a theory of operators generated by the Levy Laplacian and the symmetrized Levy Laplacian, as well as a theory of linear and nonlinear equations involving it. There are many problems leading to equations with Levy Laplacians and to Levy-Laplace operators, for example superconductivity theory, the theory of control systems, the Gauss random field theory, and the Yang Mills equation. The book is complemented by an exhaustive bibliography. The result is a work that will be valued by those working in functional analysis, partial differential equations and probability theory.

The study of disorder has generated enormous research activity in mathematics and physics. Over the past 15 years various aspects of the subject have changed a number of paradigms and have inspired the discovery of deep mathematical techniques to deal with complex problems arising from the effects of disorder. One important effect is a phenomenon called localization, which describes the very strange behavior of waves in random media---the fact that waves, instead of traveling through space as they do in ordered environments, stay in a confined region (caught by disorder). To date, there is no treatment of this subject in monograph or textbook form. This book fills that gap.Caught by Disorder presents: * an introduction to disorder that can be grasped by graduate students in a hands-on way * a concise, mathematically rigorous examination of some particular models of disordered systems * a detailed application of the localization phenomenon, worked out in two typical model classes that keep the technicalities at a reasonable level * a thorough examination of new mathematical machinery, in particular, the method of multiscale analysis * a number of key unsolved problems * an appendix containing the prerequisites of operator theory, as well as other proofs * examples, illustrations, comprehensive bibliography, author and keyword index Mathematical background for this book requires only a knowledge of partial differential equations, functional analysis---mainly operator theory and spectral theory---and elementary probability theory. The work is an excellent text for a graduate course or seminar in mathematical physics or serves as a standard reference for specialists.

The aim of this work is to initiate a systematic study of those properties of Banach space complexes that are stable under certain perturbations. A Banach space complex is essentially an object of the form 1 op-l oP +1 ... --+ XP- --+ XP --+ XP --+ ... , where p runs a finite or infiniteinterval ofintegers, XP are Banach spaces, and oP : Xp ..... Xp+1 are continuous linear operators such that OPOp-1 = 0 for all indices p. In particular, every continuous linear operator S : X ..... Y, where X, Yare Banach spaces, may be regarded as a complex: O ..... X ~ Y ..... O. The already existing Fredholm theory for linear operators suggested the possibility to extend its concepts and methods to the study of Banach space complexes. The basic stability properties valid for (semi-) Fredholm operators have their counterparts in the more general context of Banach space complexes. We have in mind especially the stability of the index (i.e., the extended Euler characteristic) under small or compact perturbations, but other related stability results can also be successfully extended. Banach (or Hilbert) space complexes have penetrated the functional analysis from at least two apparently disjoint directions. A first direction is related to the multivariable spectral theory in the sense of J. L.

Many problems in operator theory lead to the consideration ofoperator equa tions, either directly or via some reformulation. More often than not, how ever, the underlying space is too 'small' to contain solutions of these equa tions and thus it has to be 'enlarged' in some way. The Berberian-Quigley enlargement of a Banach space, which allows one to convert approximate into genuine eigenvectors, serves as a classical example. In the theory of operator algebras, a C*-algebra A that turns out to be small in this sense tradition ally is enlarged to its (universal) enveloping von Neumann algebra A". This works well since von Neumann algebras are in many respects richer and, from the Banach space point of view, A" is nothing other than the second dual space of A. Among the numerous fruitful applications of this principle is the well-known Kadison-Sakai theorem ensuring that every derivation 8 on a C*-algebra A becomes inner in A", though 8 may not be inner in A. The transition from A to A" however is not an algebraic one (and cannot be since it is well known that the property of being a von Neumann algebra cannot be described purely algebraically). Hence, ifthe C*-algebra A is small in an algebraic sense, say simple, it may be inappropriate to move on to A". In such a situation, A is typically enlarged by its multiplier algebra M(A).