Calculus Essentials For Dummies (9781119591207) was previously published as Calculus Essentials For Dummies (9780470618356). While this version features a new Dummies cover and design, the content is the same as the prior release and should not be considered a new or updated product. Many colleges and universities require students to take at least one math course, and Calculus I is often the chosen option. Calculus Essentials For Dummies provides explanations of key concepts for students who may have taken calculus in high school and want to review the most important concepts as they gear up for a faster-paced college course. Free of review and ramp-up material, Calculus Essentials For Dummies sticks to the point with content focused on key topics only. It provides discrete explanations of critical concepts taught in a typical two-semester high school calculus class or a college level Calculus I course, from limits and differentiation to integration and infinite series. This guide is also a perfect reference for parents who need to review critical calculus concepts as they help high school students with homework assignments, as well as for adult learners headed back into the classroom who just need a refresher of the core concepts. The Essentials For Dummies Series Dummies is proud to present our new series, The Essentials For Dummies. Now students who are prepping for exams, preparing to study new material, or who just need a refresher can have a concise, easy-to-understand review guide that covers an entire course by concentrating solely on the most important concepts. From algebra and chemistry to grammar and Spanish, our expert authors focus on the skills students most need to succeed in a subject.

Business Calculus: Backward and Forward presents calculus lessons "backward"--from definite integrals to limits to derivatives to indefinite integrals. This approach first introduces the concept of area, which is more intuitive for students, before advancing to the concept of slope. Additionally, the text features exercises and problems that are exclusively business related. All solutions to odd-numbered problems are included, as well as answers to even-numbered problems.

There are many mathematics textbooks on real analysis, but they focus on topics not readily helpful for studying economic theory or they are inaccessible to most graduate students of economics. "Real Analysis with Economic Applications" aims to fill this gap by providing an ideal textbook and reference on real analysis tailored specifically to the concerns of such students.

The emphasis throughout is on topics directly relevant to economic theory. In addition to addressing the usual topics of real analysis, this book discusses the elements of order theory, convex analysis, optimization, correspondences, linear and nonlinear functional analysis, fixed-point theory, dynamic programming, and calculus of variations. Efe Ok complements the mathematical development with applications that provide concise introductions to various topics from economic theory, including individual decision theory and games, welfare economics, information theory, general equilibrium and finance, and intertemporal economics. Moreover, apart from direct applications to economic theory, his book includes numerous fixed point theorems and applications to functional equations and optimization theory.

The book is rigorous, but accessible to those who are relatively new to the ways of real analysis. The formal exposition is accompanied by discussions that describe the basic ideas in relatively heuristic terms, and by more than 1,000 exercises of varying difficulty.

This book will be an indispensable resource in courses on mathematics for economists and as a reference for graduate students working on economic theory.

This book deals with topics usually studied in a masters or graduate level course on the theory of measure and integration. It starts with the Riemann integral and points out some of its shortcomings which motivate the theory of measure and the Lebesgue integral. Starting with abstract measures and outermeasures, the Lebesgue measure is constructed and its important properties are highlighted. Measurable functions, different notions of convergence, the Lebesgue integral, the fundamental theorem of calculus, product spaces, and signed measures are studied. There is a separate chapter on the change of variable formula and one on Lp- spaces. Most of the material in this book can be covered in a one semester course. The prerequisite for following this book is familiarity with basic real analysis and elementary topological notions, with special emphasis on the topology of the N- dimensional euclidean space. Each chapter is provided with a variety of exercises.

Nilsystems play a key role in the structure theory of measure preserving systems, arising as the natural objects that describe the behavior of multiple ergodic averages. This book is a comprehensive treatment of their role in ergodic theory, covering development of the abstract theory leading to the structural statements, applications of these results, and connections to other fields. Starting with a summary of the relevant dynamical background, the book methodically develops the theory of cubic structures that give rise to nilpotent groups and reviews results on nilsystems and their properties that are scattered throughout the literature. These basic ingredients lay the groundwork for the ergodic structure theorems, and the book includes numerous formulations of these deep results, along with detailed proofs. The structure theorems have many applications, both in ergodic theory and in related fields; the book develops the connections to topological dynamics, combinatorics, and number theory, including an overview of the role of nilsystems in each of these areas. The final section is devoted to applications of the structure theory, covering numerous convergence and recurrence results. The book is aimed at graduate students and researchers in ergodic theory, along with those who work in the related areas of arithmetic combinatorics, harmonic analysis, and number theory.

This is a widely accessible introductory treatment of infinite series of real numbers, bringing the reader from basic definitions and tests to advanced results. An up-to-date presentation is given, making infinite series accessible, interesting, and useful to a wide audience, including students, teachers, and researchers. Included are elementary and advanced tests for convergence or divergence, the harmonic series, the alternating harmonic series, and closely related results. One chapter offers 107 concise, crisp, surprising results about infinite series. Another gives problems on infinite series, and solutions, which have appeared on the annual William Lowell Putnam Mathematical Competition. The lighter side of infinite series is treated in the concluding chapter where three puzzles, eighteen visuals, and several fallacious proofs are made available. Three appendices provide a listing of true or false statements, answers to why the harmonic series is so named, and an extensive list of published works on infinite series.

Over the past two decades, it has been recognized that advanced image processing techniques provide valuable information to physicians for the diagnosis, image guided therapy and surgery, and monitoring of human diseases. This book introduces novel and sophisticated mathematical problems which encourage the development of advanced optimisation and computing methods, especially convex optimisation. The authors go on to study Steffensen-King-type methods of convergence to approximate a locally unique solution of a nonlinear equation and also in problems of convex optimisation. Real-world applications are also provided. The following study is focused on the design and testing of a Matlab code of the Frank-Wolfe algorithm. The Nesterov step is proposed in order to accelerate the algorithm, and the results of some numerical experiments of constraint optimization are also provided. Lagrangian methods for numerical solutions to constrained convex programs are also explored. For enhanced algorithms, the traditional Lagrange multiplier update is modified to take a soft reflection across the zero boundary. This, coupled with a modified drift expression, is shown to yield improved performance. Next, Newtons mesh independence principle was used to solve a certain class of optimal design problems from earlier studies. Motivated by optimization considerations, the authors show that under the same computational cost, a finer mesh independence principle can be given than before. This compilation closes with a presentation on a local convergence analysis for eighthorder variants of HansenPatricks family for approximating a locally unique solution of a nonlinear equation. The radius of convergence and computable error bounds on the distances involved are also provided.

An operator $C$ on a Hilbert space $\mathcal H$ dilates to an operator $T$ on a Hilbert space $\mathcal K$ if there is an isometry $V:\mathcal H\to \mathcal K$ such that $C= V^* TV$. A main result of this paper is, for a positive integer $d$, the simultaneous dilation, up to a sharp factor $\vartheta (d)$, expressed as a ratio of $\Gamma $ functions for $d$ even, of all $d\times d$ symmetric matrices of operator norm at most one to a collection of commuting self-adjoint contraction operators on a Hilbert space.

This book encompasses recent developments of variational calculus for time scales. It is intended for use in the field of variational calculus and dynamic calculus for time scales. It is also suitable for graduate courses in the above fields. This book contains eight chapters, and these chapters are pedagogically organized. This book is specially designed for those who wish to understand variational calculus on time scales without having extensive mathematical background.The aim of this book is to present a clear and well-organized treatment of the concept behind the development of mathematics and solution techniques. The text material of this book is presented in a highly readable and mathematically solid format. Many practical problems are illustrated displaying a wide variety of solution techniques.

What does style mean in mathematics? Style is both how one does something and how one communicates what was done. In this book, the author investigates the worlds of the well-known numbers, the binomial coefficients. The author follows the example of Raymond Queneau’s Exercises in Style. Offering the reader 99 stories in various styles. The book celebrates the joy of mathematics and the joy of writing mathematics by exploring the rich properties of this familiar collection of numbers. For any one interested in mathematics, from high school students on up.

Functional analysis is a central subject of mathematics with applications in many areas of geometry, analysis, and physics. This book provides a comprehensive introduction to the field for graduate students and researchers. It begins in Chapter 1 with an introduction to the necessary foundations, including the Arzela-Ascoli theorem, elementary Hilbert space theory, and the Baire Category Theorem. Chapter 2 develops the three fundamental principles of functional analysis (uniform boundedness, open mapping theorem, Hahn-Banach theorem) and discusses reflexive spaces and the James space. Chapter 3 introduces the weak and weak$^*$ topologies and includes the theorems of Banach-Alaoglu, Banach-Dieudonne, Eberlein-Smulyan, Krein-Milman, as well as an introduction to topological vector spaces and applications to ergodic theory. Chapter 4 is devoted to Fredholm theory. It includes an introduction to the dual operator and to compact operators, and it establishes the closed image theorem. Chapter 5 deals with the spectral theory of bounded linear operators. It introduces complex Banach and Hilbert spaces, the continuous functional calculus for self-adjoint and normal operators, the Gelfand spectrum, spectral measures, cyclic vectors, and the spectral theorem. Chapter 6 introduces unbounded operators and their duals. It establishes the closed image theorem in this setting and extends the functional calculus and spectral measure to unbounded self-adjoint operators on Hilbert spaces. Chapter 7 gives an introduction to strongly continuous semigroups and their infinitesimal generators. It includes foundational results about the dual semigroup and analytic semigroups, an exposition of measurable functions with values in a Banach space, and a discussion of solutions to the inhomogeneous equation and their regularity properties. The appendix establishes the equivalence of the Lemma of Zorn and the Axiom of Choice, and it contains a proof of Tychonoff's theorem. With 10 to 20 elaborate exercises at the end of each chapter, this book can be used as a text for a one-or-two-semester course on functional analysis for beginning graduate students. Prerequisites are first-year analysis and linear algebra, as well as some foundational material from the second-year courses on point set topology, complex analysis in one variable, and measure and integration.

Stroock, Daniel W.: Some applications of stochastic calculus to partial differential equations.- Ikeda, Nobuyuki: Probabilistic methods in the study of asymptotics.- Nualart, David: Analysis on Wiener space and anticipating stochastic calculus. "

The nineteenth century saw the paradoxes and obscurities of eighteenth-century calculus gradually replaced by the exact theorems and statements of rigorous analysis. It became clear that all analysis could be deduced from the properties of the real numbers. But what are the real numbers and why do they have the properties we claim they do? In this charming and influential book, Richard Dedekind (1831-1916), Professor at the Technische Hochschule in Braunschweig, showed how to resolve this problem starting from elementary ideas. His method of constructing the reals from the rationals (the Dedekind cut) remains central to this day and was generalised by Conway in his construction of the 'surreal numbers'. This reissue of Dedekind's 1888 classic is of the 'second, unaltered' 1893 edition.

In recent years, technological progress created a great need for complex mathematical models. Many practical problems can be formulated using optimization theory and they hope to obtain an optimal solution. In most cases, such optimal solution can not be found. So, non-convex optimization problems (arising, e.g., in variational calculus, optimal control, nonlinear evolutions equations) may not possess a classical minimizer because the minimizing sequences have typically rapid oscillations. This behavior requires a relaxation of notion of solution for such problems; often we can obtain such a relaxation by means of Young measures. This monograph is a self-contained book which gathers all theoretical aspects related to the defining of Young measures (measurability, disintegration, stable convergence, compactness), a book which is also a useful tool for those interested in theoretical foundations of the measure theory. It provides a complete set of classical and recent compactness results in measure and function spaces. The book is organized in three chapters: The first chapter covers background material on measure theory in abstract frame. In the second chapter the measure theory on topological spaces is presented. Compactness results from the first two chapters are used to study Young measures in the third chapter. All results are accompanied by full demonstrations and for many of these results different proofs are given. All statements are fully justified and proved.

This textbook is suitable for a course in advanced calculus that promotes active learning through problem solving. It can be used as a base for a Moore method or inquiry based class, or as a guide in a traditional classroom setting where lectures are organized around the presentation of problems and solutions. This book is appropriate for any student who has taken (or is concurrently taking) an introductory course in calculus. The book includes sixteen appendices that review some indispensable prerequisites on techniques of proof writing with special attention to the notation used the course.

Why do solutions of linear analytic PDE suddenly break down? What is the source of these mysterious singularities, and how do they propagate? Is there a mean value property for harmonic functions in ellipsoids similar to that for balls? Is there a reflection principle for harmonic functions in higher dimensions similar to the Schwarz reflection principle in the plane? How far outside of their natural domains can solutions of the Dirichlet problem be extended? Where do the continued solutions become singular and why? This book invites graduate students and young analysts to explore these and many other intriguing questions that lead to beautiful results illustrating a nice interplay between parts of modern analysis and themes in ``physical'' mathematics of the nineteenth century. To make the book accessible to a wide audience including students, the authors do not assume expertise in the theory of holomorphic PDE, and most of the book is accessible to anyone familiar with multivariable calculus and some basics in complex analysis and differential equations.

The first systematic theory of generalized functions (also known as distributions) was created in the early 1950s, although some aspects were developed much earlier, most notably in the definition of the Green's function in mathematics and in the work of Paul Dirac on quantum electrodynamics in physics. The six-volume collection, Generalized Functions, written by I. M. Gelfand and co-authors and published in Russian between 1958 and 1966, gives an introduction to generalized functions and presents various applications to analysis, PDE, stochastic processes, and representation theory. Volume 1 is devoted to basics of the theory of generalized functions. The first chapter contains main definitions and most important properties of generalized functions as functional on the space of smooth functions with compact support. The second chapter talks about the Fourier transform of generalized functions. In Chapter 3, definitions and properties of some important classes of generalized functions are discussed; in particular, generalized functions supported on submanifolds of lower dimension, generalized functions associated with quadratic forms, and homogeneous generalized functions are studied in detail. Many simple basic examples make this book an excellent place for a novice to get acquainted with the theory of generalized functions. A long appendix presents basics of generalized functions of complex variables.

Fourier Analysis is an important area of mathematics, especially in light of its importance in physics, chemistry, and engineering. Yet it seems that this subject is rarely offered to undergraduates. This book introduces Fourier Analysis in its three most classical settings: The Discrete Fourier Transform for periodic sequences, Fourier Series for periodic functions, and the Fourier Transform for functions on the real line. The presentation is accessible for students with just three or four terms of calculus, but the book is also intended to be suitable for a junior-senior course, for a capstone undergraduate course, or for beginning graduate students. Material needed from real analysis is quoted without proof, and issues of Lebesgue measure theory are treated rather informally. Included are a number of applications of Fourier Series, and Fourier Analysis in higher dimensions is briefly sketched. A student may eventually want to move on to Fourier Analysis discussed in a more advanced way, either by way of more general orthogonal systems, or in the language of Banach spaces, or of locally compact commutative groups, but the experience of the classical setting provides a mental image of what is going on in an abstract setting.

The material presented in this book is suited for a first course in Functional Analysis which can be followed by masters students. While covering all the standard material expected of such a course, efforts have been made to illustrate the use of various theorems via examples taken from differential equations and the calculus of variations, either through brief sections or through exercises. In fact, this book will be particularly useful for students who would like to pursue a research career in the applications of mathematics. The book includes a chapter on weak and weak*topologies and their applications to the notions of reflexivity, separability and uniform convexity. The chapter on the Lebesgue spaces also presents the theory of one of the simplest classes of Sobolev spaces. The book includes a chapter on compact operators and the spectral theory for compact self-adjoint operators on a Hilbert space. Each chapter has large collection of exercises at the end. These illustrate the results of the text, show the optimality of the hypotheses of various theorems via examples or counterexamples, or develop simple versions of theories not elaborated upon in the text.

How do we measure happiness? Focusing on subjective measures as a proxy for welfare and well-being, this book finds ways to do that. Subjective measures have been used by psychologists, sociologists, political scientists, and, more recently, economists to answer a variety of scientifically and politically relevant questions. Van Praag, a pioneer in this field since 1971, and Ferrer-i-Carbonell present in this book a generally applicable methodology for the analysis of subjective satisfaction. Drawing on a range of surveys on people's satisfaction with their jobs, income, housing, marriages, and government policy, among other areas of life, this book shows how satisfaction with life "as a whole" is an aggregate of these domain satisfactions. Using German, British, Dutch, and Russian data, the authors cover a wide range of topics, even some not usually considered part of economic study. The book makes a distinction between actual satisfaction levels and individual norms, and in this way complements Van Praag's earlier work within the Leyden School with his later work in "happiness research". Among the many topics covered, the authors discuss: individuals' memory and anticipation processes and the estimation of adaptation phenomena (how individuals adapt to changing circumstances); the effect of reference groups on income norms and satisfaction with income; the importance of climate for well-being, including the development of a climate-equivalence index; the trade-offs between chronic diseases and income when well-being is kept constant; the damage of aircraft noise on well-being; the construction of a new talent tax tariff; and inequality from a satisfaction perspective, including the definition of "satisfaction inequalities", a natural extension of income inequality and poverty. This groundbreaking book presents new and fruitful methodology that consitutes a welcome addition to the social sciences.

The study of high-dimensional convex bodies from a geometric and analytic point of view, with an emphasis on the dependence of various parameters on the dimension stands at the intersection of classical convex geometry and the local theory of Banach spaces. It is also closely linked to many other fields, such as probability theory, partial differential equations, Riemannian geometry, harmonic analysis and combinatorics. It is now understood that the convexity assumption forces most of the volume of a high-dimensional convex body to be concentrated in some canonical way and the main question is whether, under some natural normalisation, the answer to many fundamental questions should be independent of the dimension. The aim of this book is to introduce a number of well-known questions regarding the distribution of volume in high-dimensional convex bodies, which are exactly of this nature: among them are the slicing problem, the thin-shell conjecture and the Kannan-Lovasz-Simonovits conjecture. This book provides a self-contained and up to date account of the progress that has been made in the last fifteen years.

"The Calculus of Friendship" is the story of an extraordinary connection between a teacher and a student, as chronicled through more than thirty years of letters between them. What makes their relationship unique is that it is based almost entirely on a shared love of calculus. For them, calculus is more than a branch of mathematics; it is a game they love playing together, a constant when all else is in flux. The teacher goes from the prime of his career to retirement, competes in whitewater kayaking at the international level, and loses a son. The student matures from high school math whiz to Ivy League professor, suffers the sudden death of a parent, and blunders into a marriage destined to fail. Yet through it all they take refuge in the haven of calculus--until a day comes when calculus is no longer enough.

Like calculus itself, "The Calculus of Friendship" is an exploration of change. It's about the transformation that takes place in a student's heart, as he and his teacher reverse roles, as they age, as they are buffeted by life itself. Written by a renowned teacher and communicator of mathematics, "The Calculus of Friendship" is warm, intimate, and deeply moving. The most inspiring ideas of calculus, differential equations, and chaos theory are explained through metaphors, images, and anecdotes in a way that all readers will find beautiful, and even poignant. Math enthusiasts, from high school students to professionals, will delight in the offbeat problems and lucid explanations in the letters.

For anyone whose life has been changed by a mentor, "The Calculus of Friendship" will be an unforgettable journey.

This text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus. The Black-Scholes pricing formula is first derived in the simplest financial context. Subsequent chapters are devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A large number of exercises and examples illustrate how the methods and concepts can be applied to realistic financial questions.