Lissajous Figures are produced by combining two oscillations at right angles to each other. The figures, drawn by mechanical devices called Harmonographs, have scientific uses, but are also enjoyed for their own beauty. The author has been working with harmonographs since his undergraduate days, has built several of them, lectured about them and has written articles about them. This book is intended for people who enjoy physics or art or both. Certainly physics professionals, both students and faculty members, will enjoy reading about an interesting byway of physics. The book is mainly designed for the reader who has some scientific literacy, but who may not be a scientist. If your mathematics is rusty, a preliminary section on mathematics supplies the necessary background for reading the rest of the book.

There has been much recent progress in global optimization algo rithms for nonconvex continuous and discrete problems from both a theoretical and a practical perspective. Convex analysis plays a fun damental role in the analysis and development of global optimization algorithms. This is due essentially to the fact that virtually all noncon vex optimization problems can be described using differences of convex functions and differences of convex sets. A conference on Convex Analysis and Global Optimization was held during June 5 -9, 2000 at Pythagorion, Samos, Greece. The conference was honoring the memory of C. Caratheodory (1873-1950) and was en dorsed by the Mathematical Programming Society (MPS) and by the Society for Industrial and Applied Mathematics (SIAM) Activity Group in Optimization. The conference was sponsored by the European Union (through the EPEAEK program), the Department of Mathematics of the Aegean University and the Center for Applied Optimization of the University of Florida, by the General Secretariat of Research and Tech nology of Greece, by the Ministry of Education of Greece, and several local Greek government agencies and companies. This volume contains a selective collection of refereed papers based on invited and contribut ing talks presented at this conference. The two themes of convexity and global optimization pervade this book. The conference provided a forum for researchers working on different aspects of convexity and global opti mization to present their recent discoveries, and to interact with people working on complementary aspects of mathematical programming."

This book presents details of a text-to-speech synthesis procedure using epoch synchronous overlap add (ESOLA), and provides a solution for development of a text-to-speech system using minimum data resources compared to existing solutions. It also examines most natural speech signals including random perturbation in synthesis. The book is intended for students, researchers and industrial practitioners in the field of text-to-speech synthesis.

This monograph is devoted to the creation of a comprehensive formalism for quantitative description of polarized modes' linear interaction in modern single-mode optic fibers. The theory of random connections between polarized modes, developed in the monograph, allows calculations of the zero shift deviations for a fiber ring interferometer. The monograph addresses also the Sagnac effect and the Thomas precession. Devices such as gyroscopes, used in navigation and flight control, work based on this technology. Given the ever increasing market for navigation and air traffic, researchers and practitioners in research and industry need a fundamental and sound understanding of the principles. This work presents the underlying physical foundations.

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 thesis examines the Z box contribution to the weak charge of the proton. Here, by combining recent parity-violating electron-deuteron scattering data with our current understanding of parton distribution functions, the author shows that one can limit this model dependence. The resulting construction is a robust model of the and Z structure functions that can also be used to study a variety of low-energy phenomena. Two such cases are discussed in this work, namely, the nucleon's electromagnetic polarizabilities and quark-hadron duality. By using phenomenological information to constrain the input structure functions, this important but previously poorly understood radiative correction is determined at the kinematics of the parity-violating experiment, QWEAK, to a degree of precision more than twice that of the previous best estimate. A detailed investigation into available parametrizations of the electromagnetic and interference cross-sections indicates that earlier analyses suffered from the inability to correctly quantify their model dependence.

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.

A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers. Members of the editorial board of this series consists of following prominent economists and mathematicians: Managing Editors: S. Kusuoka (Univ. Tokyo), A. Yamazaki (Hitotsubashi Univ.) - Editors: R. Anderson (U.C.Berkeley), C. Castaing (Univ. Montpellier II), F. H. Clarke (Univ. Lyon I), E. Dierker (Univ. Vienna), D. Duffie (Stanford Univ.), L.C. Evans (U.C. Berkeley), T. Fujimoto (Fukuoka Univ.), J. -M. Grandmont (CREST-CNRS), N. Hirano (Yokohama National Univ.), L. Hurwicz (Univ. of Minnesota), T. Ichiishi (Hitotsubashi Univ.), A. Ioffe (Israel Institute of Technology), S. Iwamoto (Kyushu Univ.), K. Kamiya (Univ. Tokyo), K. Kawamata (Keio Univ.), N. Kikuchi (Keio Univ.), T. Maruyama (Keio Univ.), H. Matano (Univ. Tokyo), K. Nishimura (Kyoto Univ.), M. K. Richter (Univ. Minnesota), Y. Takahashi (Kyoto Univ.), M. Valadier (Univ. Montpellier II), M. Yano (Keio Univ).

A best-seller in its French edition, the construction of this book is original and its success in the French market demonstrates its appeal. It is based on three principles: 1. An organization of the chapters by families of algorithms : exhaustive search, divide and conquer, etc. At the contrary, there is no chapter only devoted to a systematic exposure of, say, algorithms on strings. Some of these will be found in different chapters. 2. For each family of algorithms, an introduction is given to the mathematical principles and the issues of a rigorous design, with one or two pedagogical examples. 3. For its most part, the book details 150 problems, spanning on seven families of algorithms. For each problem, a precise and progressive statement is given. More important, a complete solution is detailed, with respect to the design principles that have been presented ; often, some classical errors are pointed at. Roughly speaking, two thirds of the book are devoted to the detailed rational construction of the solutions.

Provides a comprehensive and accessible introduction to general insurance pricing, based on the author’s many years of experience as both a teacher and practitioner. Suitable for students taking a course in general insurance pricing, notably if they are studying to become an actuary through the UK Institute of Actuaries exams. No other title quite like this on the market that is perfect for teaching/study, and is also an excellent guide for practitioners.

Inequalities for polynomials and their derivatives are very important in many areas of mathematics, as well as in other computational and applied sciences; in particular they play a fundamental role in approximation theory. Here, not only Extremal Problems and Inequalities of Markov-Bernstein Type for Algebraic Polynomials, but also ones for trigonometric polynomials and related functions, are treated in an integrated and comprehensive style in different metrics, both on general classes of polynomials and on important restrictive classes of polynomials. Primarily for graduate and PhD students, this book is useful for any researchers exploring problems which require derivative estimates. It is particularly useful for those studying inverse problems in approximation theory.

Eschewing a more theoretical approach, Portfolio Optimization shows how the mathematical tools of linear algebra and optimization can quickly and clearly formulate important ideas on the subject. This practical book extends the concepts of the Markowitz "budget constraint only" model to a linearly constrained model.

Only requiring elementary linear algebra, the text begins with the necessary and sufficient conditions for optimal quadratic minimization that is subject to linear equality constraints. It then develops the key properties of the efficient frontier, extends the results to problems with a risk-free asset, and presents Sharpe ratios and implied risk-free rates. After focusing on quadratic programming, the author discusses a constrained portfolio optimization problem and uses an algorithm to determine the entire (constrained) efficient frontier, its corner portfolios, the piecewise linear expected returns, and the piecewise quadratic variances. The final chapter illustrates infinitely many implied risk returns for certain market portfolios.

Drawing on the author 's experiences in the academic world and as a consultant to many financial institutions, this text provides a hands-on foundation in portfolio optimization. Although the author clearly describes how to implement each technique by hand, he includes several MATLAB programs designed to implement the methods and offers these programs on the accompanying CD-ROM.

This IMA Volume in Mathematics and its Applications RANDOM SETS: THEORY AND APPLICATIONS is based on the proceedings of a very successful 1996 three-day Summer Program on "Application and Theory of Random Sets." We would like to thank the scientific organizers: John Goutsias (Johns Hopkins University), Ronald P.S. Mahler (Lockheed Martin), and Hung T. Nguyen (New Mexico State University) for their excellent work as organizers of the meeting and for editing the proceedings. We also take this opportunity to thank the Army Research Office (ARO), the Office ofNaval Research (0NR), and the Eagan, MinnesotaEngineering Center ofLockheed Martin Tactical Defense Systems, whose financial support made the summer program possible. Avner Friedman Robert Gulliver v PREFACE "Later generations will regard set theory as a disease from which one has recovered. " - Henri Poincare Random set theory was independently conceived by D.G. Kendall and G. Matheron in connection with stochastic geometry. It was however G.

This two-volume work introduces the theory and applications of Schur-convex functions. The first volume introduces concepts and properties of Schur-convex functions, including Schur-geometrically convex functions, Schur-harmonically convex functions, Schur-power convex functions, etc. and also discusses applications of Schur-convex functions in symmetric function inequalities.

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.

Control theory methods in economics have historically developed over three phases. The first involved basically the feedback control rules in a deterministic framework which were applied in macrodynamic models for analyzing stabilization policies. The second phase raised the issues of various types of inconsistencies in deterministic optimal control models due to changing information and other aspects of stochasticity. Rational expectations models have been extensively used in this plan to resolve some of the inconsistency problems. The third phase has recently focused on the various aspects of adaptive control. where stochasticity and information adaptivity are introduced in diverse ways e.g . risk adjustment and risk sensitivity of optimal control, recursive updating rules via Kalman filtering and weighted recursive least squares and variable structure control methods in nonlinear framework. Problems of efficient econometric estimation of optimal control models have now acquired significant importance. This monograph provides an integrated view of control theory methods, synthesizing the three phases from feedback control to stochastic control and from stochastic control to adaptive control. Aspects of econometric estimation are strongly emphasized here, since these are very important in empirical applications in economics."

Invariant, or coordinate-free methods provide a natural framework for many geometric questions. Invariant Methods in Discrete and Computational Geometry provides a basic introduction to several aspects of invariant theory, including the supersymmetric algebra, the Grassmann-Cayler algebra, and Chow forms. It also presents a number of current research papers on invariant theory and its applications to problems in geometry, such as automated theorem proving and computer vision. Audience: Researchers studying mathematics, computers and robotics.

The first part of a self-contained, elementary textbook, combining linear functional analysis, nonlinear functional analysis, numerical functional analysis, and their substantial applications with each other. As such, the book addresses undergraduate students and beginning graduate students of mathematics, physics, and engineering who want to learn how functional analysis elegantly solves mathematical problems which relate to our real world. Applications concern ordinary and partial differential equations, the method of finite elements, integral equations, special functions, both the Schroedinger approach and the Feynman approach to quantum physics, and quantum statistics. As a prerequisite, readers should be familiar with some basic facts of calculus. The second part has been published under the title, Applied Functional Analysis: Main Principles and Their Applications.

1 Grundlagen.- 1.1 Allgemeine Grundlagen.- 1.1.1 Ziele und Aufgaben.- 1.1.2 Methoden.- 1.1.3 Geschichte und Einordnung.- 1.1.3.1 Geschichte der Bauwerksvermessung.- 1.1.3.2 Geschichte des Vermessungswesens.- 1.1.3.3 Geschichte der Architekturphotogrammetrie.- 1.1.4 Rechtliche Grundlagen und Rahmenbedingungen.- 1.1.4.1 Internationale Vereinbarungen und Organisationen.- 1.1.4.2 Baugesetzbuch, Denkmalpflegegesetze, Vermessungsgesetze.- 1.2 Messgroessen und Masseinheiten.- 1.2.1 Strecken.- 1.2.2 Winkel.- 1.3 Bezugssysteme und Koordinaten.- 1.3.1 Bezugsflachen.- 1.3.2 Koordinaten.- 1.3.3 Koordinatensysteme.- 1.3.3.1 Polarkoordinaten.- 1.3.3.2 Lokale Koordinatensysteme.- 1.3.3.3 Regionale Koordinatensysteme.- 1.3.3.4 Globale Koordinatensysteme.- 1.3.3.5 Geographische Koordinaten.- 1.3.3.6 Geozentrische Koordinaten.- 1.3.4 Koordinatentransformationen.- 1.3.4.1 Translation (2D).- 1.3.4.2 Massstabslose Transformation (2D).- 1.3.4.3 AEhnlichkeitstransformation (2D).- 1.3.4.4 Vereinfachte AEhnlichkeitstransformation mit 2 Passpunkten (2D).- 1.3.4.5 Affintransformation (2D).- 1.3.4.6 Weitere ebene Koordinatentransformationen.- 1.3.4.7 Raumliche Koordinatentransformation (3D).- 1.3.5 Festpunktfelder.- 1.3.5.1 Netz trigonometrischer Punkte zur Lagedefinition.- 1.3.5.2 Hoehennetz.- 1.3.6 Vermessungsnetze fur die Bauwerksvermessung.- 1.3.6.1 Netzdesign.- 1.3.6.2 Vermarkung.- 1.3.6.3 Design und Fertigung von Punktsignalisierungen.- 1.3.6.4 Auswahl naturlicher Passpunkte.- 1.3.6.5 Schnurnetz zur temporaren Vermarkung.- 1.3.6.6 Punktubersichten und Einmessskizzen.- 1.4 Fehlerlehre und Statistik.- 1.4.1 Fehlerarten und ihre Wirkung.- 1.4.1.1 Zufallige Fehler.- 1.4.1.2 Systematische Fehler.- 1.4.1.3 Grobe Fehler.- 1.4.2 Fehlerfortpflanzung und Ausgleichsrechnung.- 1.4.3 Rechenscharfe und Rundung.- 1.4.4 Toleranzen im Bauwesen.- 2 Dokumentation von Gebauden und Ensembles.- 2.1 Amtliche Dokumentation.- 2.1.1 Katasterunterlagen.- 2.1.2 Amtliche Karten.- 2.1.3 Lageplan.- 2.1.4 Geoinformationssysteme (GIS).- 2.2 Plane.- 2.2.1 Grundriss.- 2.2.2 Schnitt.- 2.2.3 Ansicht.- 2.2.4 Detaildarstellungen.- 2.2.5 Massstabe und Detaillierungsgrad.- 2.2.6 Materialien und Aufbewahrung.- 2.3 3D-Beschreibungen.- 2.3.1 CAD-Modell.- 2.3.2 Animation.- 2.3.3 Virtual Reality.- 2.3.4 Augmented Reality.- 2.4 Fotografie.- 2.4.1 Analoge Fotografie.- 2.4.1.1 Fotografisches Material.- 2.4.1.2 Kameras.- 2.4.1.3 Objektive.- 2.4.1.4 Licht.- 2.4.1.5 Belichtung.- 2.4.1.6 Archivierungen von Fotomaterialien.- 2.4.2 Digitale Bilder.- 2.4.2.1 Flachensensoren.- 2.4.2.2 Zeilenkameras.- 2.4.2.3 Spezialkameras.- 2.4.3 Scannen analoger Fotovorlagen.- 2.4.4 Digitale Bildverarbeitung.- 2.5 Textliche und hybride Beschreibungen.- 2.5.1 Raumbuch.- 2.5.2 Hypertext Dokumente.- 2.5.3 Informationssystem.- 2.6 Archivierung digitaler Daten.- 2.6.1 Datentrager.- 2.6.2 Datenformate.- 2.6.2.1 Texte.- 2.6.2.2 Datenbanken.- 2.6.2.3 Vektordaten.- 2.6.2.4 Rasterdaten.- 2.6.2.5 Hypermedia.- 3 Erfassung von Messelementen.- 3.1 Messprinzipien.- 3.1.1 Vom-Grossen-ins-Kleine.- 3.1.2 UEberbestimmungen.- 3.1.3 Vermeidung von systematischen Fehlern.- 3.2 Gerate und Instrumente.- 3.2.1 Bauteile, Kleingerate und Zubehoer.- 3.2.1.1 Lote und Libellen.- 3.2.1.2 Fernrohr.- 3.2.1.3 Stative.- 3.2.1.4 Fluchtstab.- 3.2.1.5 Nivellierlatten und Kleingerat.- 3.2.1.6 Aufstellen eines Instruments.- 3.2.2 Winkelmessung.- 3.2.2.1 Bestimmung rechter Winkel.- 3.2.2.2 Theodolit.- 3.2.2.3 Satzmessung.- 3.2.2.4 Berechnung von Richtungswinkeln aus Koordinaten.- 3.2.3 Streckenmessung.- 3.2.3.1 Streckenmessung mit dem Messband.- 3.2.3.2 Optische Streckenmessung.- 3.2.3.3 Elektro-optische Entfernungsmessung (EDM).- 3.2.4 Hoehenmessung.- 3.2.4.1 Einfache Werkzeuge.- 3.2.4.2 Nivellement.- 3.2.4.3 Rotationslaser.- 3.3 Beschaffung einer Vermessungsausrustung.- 4 Messverfahren.- 4.1 Schrittskizze.- 4.2 Handaufmass.- 4.3 Punktbestimmung ohne Theodolit.- 4.3.1 Bogenschlag.- 4.3.2 Einbindeverfahren.- 4.3.3 Orthogonalverfahren.- 4.3.4

This IMA Volume in Mathematics and its Applications AMORPHOUS POLYMERS AND NON-NEWTONIAN FLUIDS is in part the proceedings of a workshop which was an integral part of the 1984-85 IMA program on CONTINUUM PHYSICS AND PARTIAL DIFFERENTIAL EQUATIONS We are grateful to the Scientific Committee: Haim Brezis Constantine Dafermos Jerry Ericksen David Kinderlehrer for planning and implementing an exciting and stimulating year-long program. We espe cially thank the Program Organizers, Jerry Ericksen, David Kinderlehrer, Stephen Prager and Matthew Tirrell for organizing a workshop which brought together scientists and mathematicians in a variety of areas for a fruitful exchange of ideas. George R. Sell Hans Weinberger Preface Experiences with amorphous polymers have supplied much of the motivation for developing novel kinds of molecular theory, to try to deal with the more significant features of systems involving very large molecules with many degrees offreedom. Similarly, the observations of many unusual macroscopic phenomena has stimulated efforts to develop linear and nonlinear theories of viscoelasticity to describe them. In either event, we are confronted not with a well-established, specific set of equations, but with a variety of equations, conforming to a loose pattern and suggested by general kinds of reasoning. One challenge is to devise techniques for finding equations capable of delivering definite and reliable predictions. Related to this is the issue of discovering ways to better grasp the nature of solutions ofthose equations showing some promise."

Hybrid dynamical systems, both continuous and discrete dynamics and variables, have attracted considerable interest recently. This emerging area is found at the interface of control theory and computer engineering, focusing on the analogue and digital aspects of systems and devices. They are essential for advances in modern digital- controller technology. "Qualitative Theory of Hybrid Dynamical Systems" provides a thorough development and systematic presentation of the foundations and framework for hybrid dynamical systems. The presentation offers an accessible, but precise, development of the mathematical models, conditions for existence of limit cycles, and criteria of their stability. The book largely concentrates on the case of discretely controlled continuous-time systems and their relevance for modeling aspects of flexible manufacturing systems and dynamically routed queuing networks. Features and topics: *differential automata*development and use of the concept "cyclic linear differential automata" (CLDA)*switched single-server flow networks coverage*application to specific models of manufacturing systems and queuing networks*select collection of open problems for the subject*self-contained presentation of topics, with the necessary background This new book is an excellent resource for the study and analysis of hybrid dynamical systems used in systems and control engineering. Researchers, postgraduates and professionals in control engineering and computer engineering will find the book an up-to-date development of the relevant new concepts and tools.

The two-volume work is intended to function as a textbook for graduate students in economics as well as a reference work for economic scholars. Assuming only the minimal mathematics background required of every second-year graduate student in economics, these two volumes provide a self-contained and careful development of mathematics through locally convex topological vector spaces, and fixed-point, separation, and selection theorems in such spaces. Volume One covers basic set theory, sequences and series, continuous and semi-continuous functions, an introduction to general linear spaces, basic convexity theory, and applications to economics. Volume Two introduces general topology, the theory of correspondences on and into topological spaces, Banach spaces, topological vector spaces, and maximum, fixed-point, and selection theorems for such spaces.

This volume contains the proceedings of the IUTAM Symposium on Model Order Reduction of Coupled System, held in Stuttgart, Germany, May 22-25, 2018. For the understanding and development of complex technical systems, such as the human body or mechatronic systems, an integrated, multiphysics and multidisciplinary view is essential. Many problems can be solved within one physical domain. For the simulation and optimization of the combined system, the different domains are connected with each other. Very often, the combination is only possible by using reduced order models such that the large-scale dynamical system is approximated with a system of much smaller dimension where the most dominant features of the large-scale system are retained as much as possible. The field of model order reduction (MOR) is interdisciplinary. Researchers from Engineering, Mathematics and Computer Science identify, explore and compare the potentials, challenges and limitations of recent and new advances.