This thesis describes a high-quality, high-precision method for the data analysis of an interesting elementary particle reaction. The data was collected at the Japanese B-meson factory KEKB with the Belle detector, one of the most successful large-scale experiments worldwide. CP violation is a subtle quantum effect that makes the world look different when simultaneously left and right and matter and antimatter are exchanged. This being a prerequisite for our own world to have developed from the big bang, there are only a few experimental indications of such effects, and their detection requires very intricate techniques. The discovery of CP violation in B meson decays garnered Kobayashi and Maskawa, who had predicted these findings as early as 1973, the 2008 Nobel prize in physics. This thesis describes in great detail what are by far the best measurements of branching ratios and CP violation parameters in two special reactions with two charm mesons in the final state. It presents an in-depth but accessible overview of the theory, phenomenology, experimental setup, data collection, Monte Carlo simulations, (blind) statistical data analysis, and systematic uncertainty studies.

This book serves a dual purpose: firstly to combine the treatment of circuits and digital electronics, and secondly, to establish a strong connection with the contemporary world of digital systems. The need for this approach arises from the observation that introducing digital electronics through a course in traditional circuit analysis is fast becoming obsolete. Our world has gone digital. Automata theory helps with the design of digital circuits such as parts of computers, telephone systems and control systems. A complete perspective is emphasized, because even the most elegant computer architecture will not function without adequate supporting circuits. The focus is on explaining the real-world implementation of complete digital systems. In doing so, the reader is prepared to immediately begin design and implementation work. This work serves as a bridge to take readers from the theoretical world to the everyday design world where solutions must be complete to be successful.

In the modern world of gigantic datasets, which scientists and practioners of all fields of learning are confronted with, the availability of robust, scalable and easy-to-use methods for pattern recognition and data mining are of paramount importance, so as to be able to cope with the avalanche of data in a meaningful way. This concise and pedagogical research monograph introduces the reader to two specific aspects - clustering techniques and dimensionality reduction - in the context of complex network analysis. The first chapter provides a short introduction into relevant graph theoretical notation; chapter 2 then reviews and compares a number of cluster definitions from different fields of science. In the subsequent chapters, a first-principles approach to graph clustering in complex networks is developed using methods from statistical physics and the reader will learn, that even today, this field significantly contributes to the understanding and resolution of the related statistical inference issues. Finally, an application chapter examines real-world networks from the economic realm to show how the network clustering process can be used to deal with large, sparse datasets where conventional analyses fail.

Continuing the theme of the first, this second volume continues the study of the uses and techniques of numerical experimentation in the solution of PDEs. It includes topics such as initial-boundary-value problems, a complete survey of theory and numerical methods for conservation laws, and numerical schemes for elliptic PDEs. The author stresses the use of technology and graphics throughout for both illustration and analysis.

Exploring roles critical to environmental toxicology, Modeling and Simulation in Ecotoxicology with Applications in MATLAB (R) and Simulink (R) covers the steps in modeling and simulation from problem conception to validation and simulation analysis. Using the MATLAB and Simulink programming languages, the book presents examples of mathematical functions and simulations, with special emphasis on how to develop mathematical models and run computer simulations of ecotoxicological processes. Designed for students and professionals with little or no experience in modeling, the book includes: General principles of modeling and simulation and an introduction to MATLAB and Simulink Stochastic modeling where variability and uncertainty are acknowledged by making parameters random variables Toxicological processes from the level of the individual organism, with worked examples of process models in either MATLAB or Simulink Toxicological processes at the level of populations, communities, and ecosystems Parameter estimation using least squares regression methods The design of simulation experiments similar to the experimental design applied to laboratory or field experiments Methods of postsimulation analysis, including stability analysis and sensitivity analysis Different levels of model validation and how they are related to the modeling purpose The book also provides three individual case studies. The first involves a model developed to assess the relative risk of mortality following exposure to insecticides in different avian species. The second explores the role of diving behavior on the inhalation and distribution of oil spill naphthalene in bottlenose dolphins. The final case study looks at the dynamics of mercury in Daphnia that are exposed to simulated thermal plumes from a hypothetical power plant cooling system. Presented in a rigorous yet accessible style, the methodology is versatile enough to be readily applicable not only to environmental toxicology but a range of other biological fields.

This book introduces the basic concepts and methods that are useful in the statistical analysis and modeling of the DNA-based marker and phenotypic data that arise in agriculture, forestry, experimental biology, and other fields. It concentrates on the linkage analysis of markers, map construction and quantitative trait locus (QTL) mapping, and assumes a background in regression analysis and maximum likelihood approaches. The strength of this book lies in the construction of general models and algorithms for linkage analysis, as well as in QTL mapping in any kind of crossed pedigrees initiated with inbred lines of crops.

The study of wall-bounded turbulent ows is of considerable interest from both scienti c and practical view points. As such it has attracted a great deal of research over the last 100 years. Much research has concentratedon ows over smooth walls since these are simpler from experimental, numerical and theoretical standpoints. The ow over rough walls has still received considerable attention but progress has necessarilybeenslower.Perhapsthemostessentialproblem(certainlyfromaprac- cal point of view) is to be able to predict the skin-frictiondrag acting on a plate (or a body) given a certain known roughness characteristic of the surface. Unfortunately this has proved to be very dif cult since even the simplest rough surfaces can be characterised by a number of different parameters and we still cannot directly c- nectthese tothe uiddynamicdragin a givensituation.Varioustheoriesandmodels have been proposed in order to make progress but there is still some disagreement in the community as to the correct understanding of these important ows.

Pulsed-Power Systems describes the physical and technical foundations for the production and application of high-voltage pulses of very high-power and high-energy character. In the initial chapters, it addresses materials, components and the most common diagnostics. In the second part, three categories of applications with scientific and industrial relevance are detailed: production of strong pulsed electric and magnetic fields, intense radiation sources and pulsed electric (plasma) discharges.

This book on canonical duality theory provides a comprehensive review of its philosophical origin, physics foundation, and mathematical statements in both finite- and infinite-dimensional spaces. A ground-breaking methodological theory, canonical duality theory can be used for modeling complex systems within a unified framework and for solving a large class of challenging problems in multidisciplinary fields in engineering, mathematics, and the sciences. This volume places a particular emphasis on canonical duality theory's role in bridging the gap between non-convex analysis/mechanics and global optimization. With 18 total chapters written by experts in their fields, this volume provides a nonconventional theory for unified understanding of the fundamental difficulties in large deformation mechanics, bifurcation/chaos in nonlinear science, and the NP-hard problems in global optimization. Additionally, readers will find a unified methodology and powerful algorithms for solving challenging problems in complex systems with real-world applications in non-convex analysis, non-monotone variational inequalities, integer programming, topology optimization, post-buckling of large deformed structures, etc. Researchers and graduate students will find explanation and potential applications in multidisciplinary fields.

This thesis focuses on the theoretical foundation of the Standard Model valid up to the Planck scale, based on the current experimental facts from the Large Hadron Collider. The thesis consists of two themes: (1) to open up a new window of the Higgs inflation scenario, and (2) to explore a new solution to the naturalness problem in particle physics. In the first area, on the Higgs inflation scenario, the author successfully improves a large value problem on a coupling constant relevant to the Higgs mass in the Standard Model, in which the coupling value of the order of 105 predicted in a conventional scenario is reduced to the order of 10. This result makes the Higgs inflation more attractive because the small value of coupling is natural in the context of ultraviolet completion such as string theory. In the second area, the author provides a new answer to the naturalness problem, of why the cosmological constant and the Higgs mass are extremely small compared with the Planck scale. Based on the baby universe theory originally proposed by Coleman, the smallness of those quantities is successfully explained without introducing any additional new particles relevant at the TeV energy scale.

This volume comprises both research and survey articles originating from the conference on Arithmetic and Geometry around Quantization held in Istanbul in 2006. A wide range of topics related to quantization are covered, thus aiming to give a glimpse of a broad subject in very different perspectives.

The aim of this book is to bring students of economics and finance who have only an introductory background in mathematics up to a quite advanced level in the subject, thus preparing them for the core mathematical demands of econometrics, economic theory, quantitative finance and mathematical economics, which they are likely to encounter in their final-year courses and beyond. The level of the book will also be useful for those embarking on the first year of their graduate studies in Business, Economics or Finance. The book also serves as an introduction to quantitative economics and finance for mathematics students at undergraduate level and above. In recent years, mathematics graduates have been increasingly expected to have skills in practical subjects such as economics and finance, just as economics graduates have been expected to have an increasingly strong grounding in mathematics. The authors avoid the pitfalls of many texts that become too theoretical. The use of mathematical methods in the real world is never lost sight of and quantitative analysis is brought to bear on a variety of topics including foreign exchange rates and other macro level issues.

Iterative Splitting Methods for Differential Equations explains how to solve evolution equations via novel iterative-based splitting methods that efficiently use computational and memory resources. It focuses on systems of parabolic and hyperbolic equations, including convection-diffusion-reaction equations, heat equations, and wave equations.

In the theoretical part of the book, the author discusses the main theorems and results of the stability and consistency analysis for ordinary differential equations. He then presents extensions of the iterative splitting methods to partial differential equations and spatial- and time-dependent differential equations.

The practical part of the text applies the methods to benchmark and real-life problems, such as waste disposal, elastics wave propagation, and complex flow phenomena. The book also examines the benefits of equation decomposition. It concludes with a discussion on several useful software packages, including r3t and FIDOS.

Covering a wide range of theoretical and practical issues in multiphysics and multiscale problems, this book explores the benefits of using iterative splitting schemes to solve physical problems. It illustrates how iterative operator splitting methods are excellent decomposition methods for obtaining higher-order accuracy.

STRUCTURAL ANALYSIS WITH THE FINITE ELEMENT METHOD

Linear Statics

Volume 1: The Basis and Solids

Eugenio Onate

The two volumes of this book cover most of the theoretical and computational aspects of the linear static analysis of structures with the Finite Element Method (FEM). The content of the book is based on the lecture notes of a basic course on Structural Analysis with the FEM taught by the author at the Technical University of Catalonia (UPC) in Barcelona, Spain for the last 30 years.

Volume1 presents the basis of the FEM for structural analysis and a detailed description of the finite element formulation for axially loaded bars, plane elasticity problems, axisymmetric solids and general three dimensional solids. Each chapter describes the background theory for each structural model considered, details of the finite element formulation and guidelines for the application to structural engineering problems. The book includes a chapter on miscellaneous topics such as treatment of inclined supports, elastic foundations, stress smoothing, error estimation and adaptive mesh refinement techniques, among others. The text concludes with a chapter on the mesh generation and visualization of FEM results.

The book will be useful for students approaching the finite element analysis of structures for the first time, as well as for practising engineers interested in the details of the formulation and performance of the different finite elements for practical structural analysis.

STRUCTURAL ANALYSIS WITH THE FINITE ELEMENT METHOD

Linear Statics

Volume 2: Beams, Plates and Shells

Eugenio Onate

The two volumes of this book cover most of the theoretical and computational aspects of the linear static analysis of structures with the Finite Element Method (FEM).The content of the book is based on the lecture notes of a basic course on Structural Analysis with the FEM taught by the author at the Technical University of Catalonia (UPC) in Barcelona, Spain for the last 30 years.

Volume 2 presents a detailed description of the finite element formulation for analysis of slender and thick beams, thin and thick plates, folded plate structures, axisymmetric shells, general curved shells, prismatic structures and three dimensional beams. Each chapter describes the background theory for each structural model considered, details of the finite element formulation and guidelines for the application to structural engineering problems Emphasis is put on the treatment of structures with layered composite materials.

The book will be useful for students approaching the finite element analysis of beam, plate and shell structures for the first time, as well as for practising engineers interested in the details of the formulation and performance of the different finite elements for practical structural analysis.

"

In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing. Intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level with extensive exercises and a solutions manual available for professors, the book is also an essential reference for financial researchers and professionals, as it includes detailed proofs and calculations as section appendices. The first two parts of the book explain portfolio choice and asset pricing theory in single-period, discrete-time, and continuous-time models. For valuation, the focus throughout is on stochastic discount factors and their properties. A section on derivative securities covers the usual derivatives (options, forwards and futures, and term structure models) and also applications of perpetual options to corporate debt, real options, and optimal irreversible investment. A chapter on "explaining puzzles " and the last part of the book provide introductions to a number of additional current topics in asset pricing research, including rare disasters, long-run risks, external and internal habits, asymmetric and incomplete information, heterogeneous beliefs, and non-expected-utility preferences. Each chapter includes a "Notes and References" section providing additional pathways to the literature. Each chapter also includes extensive exercises.

This book discusses the application of independent continuous mapping method in predicting and the optimization of the mechanical performance of buckling with displacement, stress and static constrains. Each model is explained by mathematical theories and followed by simulation with frequently-used softwares. With abundant project data, the book is an essential reference for mechanical engineers, structural engineers and industrial designers.

"...The authors of this remarkable book are among the very few who have faced up to the challenge of explaining what an asymptotic expansion is, and of systematizing the handling of asymptotic series. The idea of using distributions is an original one, and we recommend that you read the book...[it] should be on your bookshelf if you are at all interested in knowing what an asymptotic series is." -"The Bulletin of Mathematics Books" (Review of the 1st edition) ** "...The book is a valuable one, one that many applied mathematicians may want to buy. The authors are undeniably experts in their field...most of the material has appeared in no other book." -"SIAM News" (Review of the 1st edition) This book is a modern introduction to asymptotic analysis intended not only for mathematicians, but for physicists, engineers, and graduate students as well. Written by two of the leading experts in the field, the text provides readers with a firm grasp of mathematical theory, and at the same time demonstrates applications in areas such as differential equations, quantum mechanics, noncommutative geometry, and number theory. Key features of this significantly expanded and revised second edition: * addition of a new chapter and many new sections * wide range of topics covered, including the Ces.ro behavior of distributions and their connections to asymptotic analysis, the study of time-domain asymptotics, and the use of series of Dirac delta functions to solve boundary value problems * novel approach detailing the interplay between underlying theories of asymptotic analysis and generalized functions * extensive examples and exercises at the end of each chapter * comprehensive bibliography and index This work is an excellent tool for the classroom and an invaluable self-study resource that will stimulate application of asymptotic

Today, a major component of any project management effort is the combined use of qualitative and quantitative tools. While publications on qualitative approaches to project management are widely available, few project management books have focused on the quantitative approaches. This book represents the first major project management book with a practical focus on the quantitative approaches to project management. The book organizes quantitative techniques into an integrated framework for project planning, scheduling, and control. Numerous illustrative examples are presented. Topics covered in the book include PERT/CPM/PDM and extensions, mathematical project scheduling, heuristic project scheduling, project economics, statistical data analysis for project planning, computer simulation, assignment and transportation problems, and learning curve analysis. Chapter one gives a brief overview of project management, presenting a general-purpose project management model. Chapter two covers CPM, PERT, and PDM network techniques. Chapter three covers project scheduling subject to resource constraints. Chapter four covers project optimization. Chapter five discusses economic analysis for project planning and control. Chapter six discusses learning curve analysis. Chapter seven covers statistical data analysis for project planning and control. Chapter eight presents techniques for project analysis and selection. Tables and figures are used throughout the book to enhance the effectiveness of the discussions. This book is excellent as a textbook for upper-level undergraduate and graduate courses in Industrial Engineering, Engineering Management, and Business, and as a detailed, comprehensive guidefor corporate management.

This book describes the solution of electrodynamic boundary problems, which arose in the practical life of a designer. Only a few problems can be solved analytically and some of these solutions are given in the book, for example, the computation of a strip line in a rectangular or circular cylinder capacitance. Practical lines' configurations require computational work. As the authors' practice shows, the use of Green functions, leading to singular integral equations, is a powerful and pretty universal method to solve different boundary problems, including electrodynamic ones. The book presents the results of computations of microstrip lines on magnetized (longitudinally and transversally) ferrite and semiconductor substrates taking into account all the geometric sizes. The properties of gyrotropic media are described in the book for the reader's convenience. The geometrical shape may be practically any. The integral equations are exact and give the proper field near the edges. Actually, the use of singular integral equations reduces the experimental verification to minimum. The book will be useful for students, engineers, designers and researchers. It contains a lot of computed results, which are verified experimentally and can be used immediately.

This textbook, designed for a single semester course, begins with basic set theory, and moves briskly through fundamental, exponential, and logarithmic functions. Limits and derivatives finish the preparation for economic applications, which are introduced in chapters on univariate functions, matrix algebra, and the constrained and unconstrained optimization of univariate and multivariate functions. The text finishes with chapters on integrals, the mathematics of finance, complex numbers, and differential and difference equations.

Rich in targeted examples and explanations, Mathematical Economics offers the utility of a handbook and the thorough treatment of a text. While the typical economics text is written for two semester applications, this text is focused on the essentials. Instructors and students are given the concepts in conjunction with specific examples and their solutions.

Unlike other books that focus only on selected specific subjects this book provides both a broad and rich cross-section of contemporary approaches to stochastic modeling in finance and economics; it is decision making oriented. The material ranges from common tools to solutions of sophisticated system problems and applications.
In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities.
Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects.
Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study. Selected examples of successful applications in finance, production planning and management of technological processes and electricity generation are presented. Throughout, the emphasis is on the appropriate use of the techniques, rather than on the underlying mathematical proofs and theories.
In Part IV, the sections devoted tostochastic calculus cover also more advanced topics such as DDS Theorem or extremal martingale measures, which make it possible to treat more delicate models in Mathematical Finance (complete markets, optimal control, etc.)
Audience: Students and researchers in probability and statistics, econometrics, operations research and various fields of finance, economics, engineering, and insurance.

This book presents, in a methodical way, updated and comprehensive descriptions and analyses of some of the most relevant problems in the context of fluid-structure interaction (FSI). Generally speaking, FSI is among the most popular and intriguing problems in applied sciences and includes industrial as well as biological applications. Various fundamental aspects of FSI are addressed from different perspectives, with a focus on biomedical applications. More specifically, the book presents a mathematical analysis of basic questions like the well-posedness of the relevant initial and boundary value problems, as well as the modeling and the numerical simulation of a number of fundamental phenomena related to human biology. These latter research topics include blood flow in arteries and veins, blood coagulation and speech modeling. We believe that the variety of the topics discussed, along with the different approaches used to address and solve the corresponding problems, will help readers to develop a more holistic view of the latest findings on the subject, and of the relevant open questions. For the same reason we expect the book to become a trusted companion for researchers from diverse disciplines, such as mathematics, physics, mathematical biology, bioengineering and medicine."

The numerical treatment of partial differential equations with particle methods and meshfree discretization techniques is an extremely active research field, both in the mathematics and engineering communities. Meshfree methods are becoming increasingly mainstream in various applications. Due to their independence of a mesh, particle schemes and meshfree methods can deal with large geometric changes of the domain more easily than classical discretization techniques. Furthermore, meshfree methods offer a promising approach for the coupling of particle models to continuous models. This volume of LNCSE is a collection of the papers from the proceedings of the Fifth International Workshop on Meshfree Methods, held in Bonn in August 2009. The articles address the different meshfree methods and their use in applied mathematics, physics and engineering. The volume is intended to foster this highly active and exciting area of interdisciplinary research and to present recent advances and findings in this field.