The present book carefully studies the blow-up phenomenon of solutions to partial differential equations, including many equations of mathematical physics. The included material is based on lectures read by the authors at the Lomonosov Moscow State University, and the book is addressed to a wide range of researchers and graduate students working in nonlinear partial differential equations, nonlinear functional analysis, and mathematical physics. Contents Nonlinear capacity method of S. I. Pokhozhaev Method of self-similar solutions of V. A. Galaktionov Method of test functions in combination with method of nonlinear capacity Energy method of H. A. Levine Energy method of G. Todorova Energy method of S. I. Pokhozhaev Energy method of V. K. Kalantarov and O. A. Ladyzhenskaya Energy method of M. O. Korpusov and A. G. Sveshnikov Nonlinear Schroedinger equation Variational method of L. E. Payne and D. H. Sattinger Breaking of solutions of wave equations Auxiliary and additional results

This thesis presents profound insights into the origins and dynamics of beam instabilities using both experimental observations and numerical simulations. When the Recycler Ring, a high-intensity proton beam accelerator at Fermi National Accelerator Laboratory, was commissioned, it became evident that the Recycler beam experiences a very fast instability of unknown nature. This instability was so fast that the existing dampers were ineffective at suppressing it. The nature of this phenomenon, alongside several other poorly understood features of the beam, became one of the biggest puzzles in the accelerator community. The author investigated a hypothesis that the instability arises from an interaction with a dense cloud of electrons accompanying the proton beam. He studied the phenomena experimentally by comparing the dynamics of stable and unstable beams, by numerically simulating the build-up of the electron cloud and its interaction with the beam, and by constructing an analytical model of an electron cloud-driven instability with the electrons trapped in combined-function dipole magnets. He has devised a method to stabilize the beam by a clearing bunch, which conclusively revealed that the instability is caused by the electron cloud, trapped in a strong magnetic field. Finally, he conducted measurements of the microwave propagation through a single dipole magnet. These measurements have confirmed the presence of the electron cloud in combined-function magnets.

Automata Theory and Formal Languages: Concepts and Practices presents the difficult concepts of automata theory in a straightforward manner, including discussions on diverse concepts and tools that play major roles in developing computing machines, algorithms and code. Automata theory includes numerous concepts such as finite automata, regular grammar, formal languages, context free and context sensitive grammar, push down automata, Turing machine, and decidability, which constitute the backbone of computing machines. This book enables readers to gain sufficient knowledge and experience to construct and solve complex machines. Each chapter begins with key concepts followed by a number of important examples that demonstrate the solution. The book explains concepts and simultaneously helps readers develop an understanding of their application with real-world examples, including application of Context Free Grammars in programming languages and Artificial Intelligence, and cellular automata in biomedical problems.

The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing and risk management of fixed income securities. Written by two leading practitioners and seasoned industry veterans, this unique series combines finance theory, numerical methods, and approximation techniques to provide the reader with an integrated approach to the process of designing and implementing industrial-strength models for fixed income security valuation and hedging. Aiming to bridge the gap between advanced theoretical models and real-life trading applications, the pragmatic, yet rigorous, approach taken in this book will appeal to students, academics, and professionals working in quantitative finance. The first half of Volume III contains a detailed study of several classes of fixed income securities, ranging from simple vanilla options to highly exotic cancelable and path-dependent derivatives. The analysis is done in product-specific fashion covering, among other subjects, risk characterization, calibration strategies, and valuation methods. In its second half, Volume III studies the general topic of derivative portfolio risk management, with a particular emphasis on the challenging problem of computing smooth price sensitivities to market input perturbations.

This book should be of interest to statistics lecturers who want ready-made data sets complete with notes for teaching.

This book presents a selection of papers based on the XXXIII Bialowieza Workshop on Geometric Methods in Physics, 2014. The Bialowieza Workshops are among the most important meetings in the field and attract researchers from both mathematics and physics. The articles gathered here are mathematically rigorous and have important physical implications, addressing the application of geometry in classical and quantum physics. Despite their long tradition, the workshops remain at the cutting edge of ongoing research. For the last several years, each Bialowieza Workshop has been followed by a School on Geometry and Physics, where advanced lectures for graduate students and young researchers are presented; some of the lectures are reproduced here. The unique atmosphere of the workshop and school is enhanced by its venue, framed by the natural beauty of the Bialowieza forest in eastern Poland.The volume will be of interest to researchers and graduate students in mathematical physics, theoretical physics and mathematmtics.

ThisvolumeispublishedastheproceedingsoftheRussian-GermanAdvanced Research workshop on Computational Science and High Performance C- puting in Novosibirsk Academgorodok in September 2003. The contributions of these proceedings were provided and edited by the authors, chosen after a careful selection and reviewing. The workshop was organized by the Institute of Computational Techno- gies SB RAS (Novosibirsk, Russia) and the High Performance Computing Center Stuttgart (Stuttgart, Germany). The objective was the discussion of the latest results in computational science and to develop a close coope- tion between Russian and German specialists in the above-mentioned ?eld. The main directions of the workshop are associated with the problems of computational hydrodynamics, application of mathematical methods to the development of new generation of materials, environment protection pr- lems, development of algorithms, software and hardware support for hi- performance computation, and designing modern facilities for visualization of computational modelling results. The importance of the workshop topics was con?rmed by the partici- tion of representatives of major research organizations engaged in the so- tion of the most complex problems of mathematical modelling, development of new algorithms, programs and key elements of new information techno- gies. Among the Russian participants were researchers of the Institutes of the Siberian Branch of the Russian Academy of Sciences: Institute of Com- tational Technologies, Institute of Computational Mathematics and Mat- matical Geophysics, Institute of Computational Modelling, Russian Federal Nuclear Center, All-Russian Research Institute of Experimental Physics, - merovo State University.

Using simple physical examples, this work by Erhard Scheibe presents an important and powerful approach to the reduction of physical theories. Novel to the approach is that it is not based, as usual, on a single reduction concept that is fixed once and for all, but on a series of recursively constructed reductions, with which all reductions appear as combinations of very specific elementary reductions. This leaves the general notion of theory reduction initially open and is beneficial for the treatment of the difficult cases of reduction from the fields of special and general relativity, thermodynamics, statistical mechanics,and quantum mechanics, which are treated in the second volume. The book is systematically organized and intended for readers interested in philosophy of science as well as physicists without deep philosophical knowledge.

- The book discusses the recent techniques in NGS data analysis which is the most needed material by biologists (students and researchers) in the wake of numerous genomic projects and the trend toward genomic research. - The book includes both theory and practice for the NGS data analysis. So, readers will understand the concept and learn how to do the analysis using the most recent programs. - The steps of application workflows are written in a manner that can be followed for related projects. - Each chapter includes worked examples with real data available on the NCBI databases. Programming codes and outputs are accompanied with explanation. - The book content is suitable as teaching material for biology and bioinformatics students. Meets the requirements of a complete semester course on Sequencing Data Analysis Covers the latest applications for Next Generation Sequencing Covers data reprocessing, genome assembly, variant discovery, gene profiling, epigenetics, and metagenomics

This book is based on the analysis of canonical commutation relations (CCRs) and their possible deformations. In light of the recent interest on PT-quantum mechanics, the author presents a special deformed version of the CCRs, and discusses the consequences of this deformation both from a mathematical side, and for its possible applications to physics. These include the analysis of several non self-adjoint Hamiltonians, a novel view to the position and momentum operators, and a general approach to compute path integrals and transition probabilities using the so-called bi-coherent states. The book is meant for researchers and is also suited for advanced students. It can be used as a gentle introduction to some delicate aspects in functional analysis and in quantum mechanics for non self-adjoint observables.

This is the second of three volumes containing the proceedings of the International Colloquium 'Free Boundary Problems: Theory and Applications', held in Montreal from June 13 to June 22, 1990. The main theme of this volume is the concept of free boundary problems associated with solids. The first free boundary problem, the freezing of water - the Stefan problem - is the prototype of solidification problems which form the main part of this volume. The two sections treting this subject cover a large variety of topics and procedures, ranging from a theoretical mathematical treatment of solvability to numerical procedures for practical problems. Some new and interesting problems in solid mechanics are discussed in the first section while in the last section the important new subject of solid-solid-phase transition is examined.

The book is devoted to the perturbation analysis of matrix equations. The importance of perturbation analysis is that it gives a way to estimate the influence of measurement and/or parametric errors in mathematical models together with the rounding errors done in the computational process. The perturbation bounds may further be incorporated in accuracy estimates for the solution computed in finite arithmetic. This is necessary for the development of reliable computational methods, algorithms and software from the viewpoint of modern numerical analysis.

In this book a general perturbation theory for matrix algebraic equations is presented. Local and non-local perturbation bounds are derived for general types of matrix equations as well as for the most important equations arising in linear algebra and control theory. A large number of examples, tables and figures is included in order to illustrate the perturbation techniques and bounds.

Key features:

The first book in this field
Can be used by a variety of specialists
Material is self-contained
Results can be used in the development of reliable computational algorithms
A large number of examples and graphical illustrations are given
Written by prominent specialists in the field
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In this monograph the authors present detailed and pedagogic proofs of persistence theorems for normally hyperbolic invariant manifolds and their stable and unstable manifolds for classes of perturbations of the NLS equation, as well as for the existence and persistence of fibrations of these invariant manifolds. Their techniques are based on an infinite dimensional generalisation of the graph transform and can be viewed as an infinite dimensional generalisation of Fenichels results. As such, they may be applied to a broad class of infinite dimensional dynamical systems.

These two volumes consist of chapters written by students and colleagues of W.K. Estes. The books' contributors -- themselves eminent figures in the field -- reflect on Estes' sweeping contributions to mathematical as well as cognitive and experimental psychology. As indicated by their titles, Volume I features mathematical and theoretical essays, and Volume II presents cognitive and experimental essays. Both volumes contain insightful literature reviews as well as descriptions of exciting new theoretical and empirical advances. Many of the essays also incorporate personal reminiscences reflecting the authors' fond affection for their illustrious mentor.

Semidefinite programs constitute one of the largest classes of optimization problems that can be solved with reasonable efficiency - both in theory and practice. They play a key role in a variety of research areas, such as combinatorial optimization, approximation algorithms, computational complexity, graph theory, geometry, real algebraic geometry and quantum computing. This book is an introduction to selected aspects of semidefinite programming and its use in approximation algorithms. It covers the basics but also a significant amount of recent and more advanced material.

There are many computational problems, such as MAXCUT, for which one cannot reasonably expect to obtain an exact solution efficiently, and in such case, one has to settle for approximate solutions. For MAXCUT and its relatives, exciting recent results suggest that semidefinite programming is probably the ultimate tool. Indeed, assuming the Unique Games Conjecture, a plausible but as yet unproven hypothesis, it was shown that for these problems, known algorithms based on semidefinite programming deliver the best possible approximation ratios among all polynomial-time algorithms.

This book follows the "semidefinite side" of these developments, presenting some of the main ideas behind approximation algorithms based on semidefinite programming. It develops the basic theory of semidefinite programming, presents one of the known efficient algorithms in detail, and describes the principles of some others. It also includes applications, focusing on approximation algorithms."

This text provides an application oriented introduction to the numerical methods for partial differential equations. It covers finite difference, finite element and finite volume methods, interweaving theory and applications throughout. Extensive exercises are provided throughout the text. Graduate students in mathematics, engineering and physics will find this book useful.

A state-of-the-art edited survey covering all aspects of sampling theory. Theory, methods and applications are discussed in authoritative expositions ranging from multi-dimensional signal analysis to wavelet transforms. The book is an essential up-to-date resource.

This book is a collection of contributions presented at the 16th Conference on Acoustic and Vibration of Mechanical Structure held in Timisoara, Romania, May 28, 2021. The conference focused on a broad range of topics related to acoustics and vibration, such as noise and vibration control, noise and vibration generation and propagation, effects of noise and vibration, condition monitoring and vibration testing, modelling, prediction and simulation of noise and vibration, environmental and occupational noise and vibration, noise and vibration attenuators, biomechanics and bioacoustics. The book also discusses analytical, numerical and experimental techniques applicable to analyze linear and non-linear noise and vibration problems (including strong nonlinearity) and it is primarily intended to emphasize the actual trends and state-of-the-art developments in the above mentioned topics. The primary audience of this book consist of academics, researchers and professionals, as well as PhD students concerned with various fields of acoustics and vibration of mechanical structures.

In 1988, E. Verlinde gave a remarkable conjectural formula for the dimension of conformal blocks over a smooth curve in terms of representations of affine Lie algebras. Verlinde's formula arose from physical considerations, but it attracted further attention from mathematicians when it was realized that the space of conformal blocks admits an interpretation as the space of generalized theta functions. A proof followed through the work of many mathematicians in the 1990s. This book gives an authoritative treatment of all aspects of this theory. It presents a complete proof of the Verlinde formula and full details of the connection with generalized theta functions, including the construction of the relevant moduli spaces and stacks of G-bundles. Featuring numerous exercises of varying difficulty, guides to the wider literature and short appendices on essential concepts, it will be of interest to senior graduate students and researchers in geometry, representation theory and theoretical physics.

Order stars is a recently developed technique to analyze and explain the behaviour of numerical methods. The main idea is to explore different features of numerical algorithms as properties of analytical functions in various portions of the complex plane. Thus, for example, the order of some numerical methods for ordinary differential equations can be translated to the language of approximation theory - specifically, to the question of how well a given rational function R approximates the exponential. Likewise, stability properties of the underlying method can be expressed as some other features of the function R. In this formulation, order stars establish the relationship between order and stability, helping in the search for better and more efficient computational algorithms.

Ginzburg-Landau theory is an important tool in condensed matter physics research, describing the ordered phases of condensed matter, including the dynamics, elasticity, and thermodynamics of the condensed configurations. In this systematic introduction to Ginzberg-Landau theory, both common and topological excitations are considered on the same footing (including their thermodynamics and dynamical phenomena). The role of the topological versus energetic considerations is made clear. Required mathematics (symmetry, including lattice translation, topology, and perturbative techniques) are introduced as needed. The results are illustrated using arguably the most fascinating class of such systems, high Tc superconductors subject to magnetic field. This book is an important reference for both researchers and graduate students working in condensed matter physics or can act as a textbook for those taking advanced courses on these topics.

Despite successes of modern physics, the existence of dark energy and matter is indicative that conventional mechanical accounting is lacking. The most basic of all mechanical principles is Newton's second law, and conventionally, energy is just energy whether particle or wave energy. In this monograph, Louis de Broglie's idea of simultaneous existence of both particle and associated wave is developed, with a novel proposal to account for mass and energy through a combined particle-wave theory. Newton's second law of motion is replaced by a fully Lorentz invariant reformulation inclusive of both particles and waves. The model springs from continuum mechanics and forms a natural extension of special relativistic mechanics. It involves the notion of "force in the direction of time" and every particle has both particle and wave energies, arising as characteristics of space and time respectively. Dark matter and energy then emerge as special or privileged states occurring for alignments of spatial forces with the force in the direction of time. Dark matter is essentially a backward wave and dark energy a forward wave, both propagating at the speed of light. The model includes special relativistic mechanics and Schroedinger's quantum mechanics, and the major achievements of mechanics and quantum physics. Our ideas of particles and waves are not yet properly formulated, and are bound up with the speed of light as an extreme limit and particle-wave demarcation. Sub-luminal particles have an associated superluminal wave, so if sub-luminal waves have an associated superluminal particle, then there emerges the prospect for faster than light travel with all the implications for future humanity. Carefully structured over special relativity and quantum mechanics, Mathematics of Particle-Wave Mechanical Systems is not a completed story, but perhaps the first mechanical model within which such exalted notions might be realistically and soberly examined. If ultimately the distant universe become accessible, this will necessitate thinking differently about particles, waves and the role imposed by the speed of light. The text constitutes a single proposal in that direction and a depository for mathematically related results. It will appeal to researchers and students of mathematical physics, applied mathematics and engineering mechanics.

Your Essential Guide to Quantitative Hedge Fund Investing provides a conceptual framework for understanding effective hedge fund investment strategies. The book offers a mathematically rigorous exploration of different topics, framed in an easy to digest set of examples and analogies, including stories from some legendary hedge fund investors. Readers will be guided from the historical to the cutting edge, while building a framework of understanding that encompasses it all. Features Filled with novel examples and analogies from within and beyond the world of finance Suitable for practitioners and graduate-level students with a passion for understanding the complexities that lie behind the raw mechanics of quantitative hedge fund investment A unique insight from an author with experience of both the practical and academic spheres.

Features Provides a uniquely historical perspective on the mathematical underpinnings of a comprehensive list of games Suitable for a broad audience of differing mathematical levels. Anyone with a passion for games, game theory, and mathematics will enjoy this book, whether they be students, academics, or game enthusiasts Covers a wide selection of topics at a level that can be appreciated on a historical, recreational, and mathematical level.

If you know a little bit about financial mathematics but don't yet know a lot about programming, then C++ for Financial Mathematics is for you. C++ is an essential skill for many jobs in quantitative finance, but learning it can be a daunting prospect. This book gathers together everything you need to know to price derivatives in C++ without unnecessary complexities or technicalities. It leads the reader step-by-step from programming novice to writing a sophisticated and flexible financial mathematics library. At every step, each new idea is motivated and illustrated with concrete financial examples. As employers understand, there is more to programming than knowing a computer language. As well as covering the core language features of C++, this book teaches the skills needed to write truly high quality software. These include topics such as unit tests, debugging, design patterns and data structures. The book teaches everything you need to know to solve realistic financial problems in C++. It can be used for self-study or as a textbook for an advanced undergraduate or master's level course.