For more than five decades Bertram Kostant has been one of the major architects of modern Lie theory. Virtually all his papers are pioneering with deep consequences, many giving rise to whole new fields of activities. His interests span a tremendous range of Lie theory, from differential geometry to representation theory, abstract algebra, and mathematical physics. It is striking to note that Lie theory (and symmetry in general) now occupies an ever increasing larger role in mathematics than it did in the fifties. Now in the sixth decade of his career, he continues to produce results of astonishing beauty and significance for which he is invited to lecture all over the world. This is the second volume (1965-1975) of a five-volume set of Bertram Kostant's collected papers. A distinguished feature of this second volume is Kostant's commentaries and summaries of his papers in his own words.

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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This book is a compilation of the most important and widely applicable methods for evaluating and approximating integrals. It is an indispensable time saver for engineers and scientists needing to evaluate integrals in their work. From the table of contents: - Applications of Integration - Concepts and Definitions - Exact Analytical Methods - Approximate Analytical Methods - Numerical Methods: Concepts - Numerical Methods: Techniques

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.

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.

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.

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 textbook provides the necessary techniques from financial mathematics and stochastic analysis for the valuation of more complex financial products and strategies. The author discusses how to make use of mathematical methods to analyse volatilities in capital markets. Furthermore, he illustrates how to apply and extend the Black-Scholes theory to several fields in finance. In the final section of the book, the author introduces the readers to the fundamentals of stochastic analysis and presents examples of applications. This book builds on the previous volume of the author’s trilogy on quantitative finance. The aim of the second volume is to present and discuss more complex and advanced techniques of modern financial mathematics in a way that is intuitive and easy to follow. As in the previous volume, the author provides financial mathematicians with insights into practical requirements when applying financial mathematical techniques in the real world.  

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.

The revealing of the phenomenon of superhydrophobicity (the "lotus-effect") has stimulated an interest in wetting of real (rough and chemically heterogeneous) surfaces. In spite of the fact that wetting has been exposed to intensive research for more than 200 years, there still is a broad field open for theoretical and experimental research, including recently revealed superhydrophobic, superoleophobic and superhydrophilic surfaces, so-called liquid marbles, wetting transitions, etc. This book integrates all these aspects within a general framework of wetting of real surfaces, where physical and chemical heterogeneity is essential. Wetting of rough/heterogeneous surfaces is discussed through the use of the variational approach developed recently by the author. It allows natural and elegant grounding of main equations describing wetting of solid surfaces, i.e. Young, Wenzel and Cassie-Baxter equations. The problems of superhydrophobicity, wetting transitions and contact angle hysteresis are discussed in much detail, in view of novel models and new experimental data. The second edition surveys the last achievements in the field of wetting of real surfaces, including new chapters devoted to the wetting of lubricated and gradient surfaces and reactive wetting, which have seen the rapid progress in the last decade. Additional reading, surveying the progress across the entire field of wetting of real surfaces, is suggested to the reader. Contents What is surface tension? Wetting of ideal surfaces Contact angle hysteresis Dynamics of wetting Wetting of rough and chemically heterogeneous surfaces: the Wenzel and Cassie Models Superhydrophobicity, superhydrophilicity, and the rose petal effect Wetting transitions on rough surfaces Electrowetting and wetting in the presence of external fields Nonstick droplets Wetting of lubricated surfaces

This book presents a selection of current research results in the field of intelligent systems and draws attention to their practical applications and issues connected with the areas of decision-making, economics, business and finance. The nature of the contributions is interdisciplinary - combining psychological and behavioural aspects with the theory and practice of decision-support, design of intelligent systems and development of machine learning tools. The authors, among other topics, discuss the multi-expert evaluation with intangible criteria, suggest a redefinition of the standard multiple-criteria decision-making framework, propose novel methods for causal map analysis and new feature selection methods. The topics are selected to stress the potential of the up-to-date intelligent methods to deal with practical problems relevant in these areas and to provide inspiration for advanced students, researchers and practitioners in the respective fields.

Measurement techniques form the basis of scientific, engineering, and industrial innovations. The methods and instruments of measurement for different fields are constantly improving, and it's necessary to address not only their significance but also the challenges and issues associated with them. Strategic Applications of Measurement Technologies and Instrumentation is a collection of innovative research on the methods and applications of measurement techniques in medical and scientific discoveries, as well as modern industrial applications. The book is divided into two sections with the first focusing on the significance of measurement strategies in physics and biomedical applications and the second examining measurement strategies in industrial applications. Highlighting a range of topics including material assessment, measurement strategies, and nanoscale materials, this book is ideally designed for engineers, academicians, researchers, scientists, software developers, graduate students, and industry professionals.

This book gives the reader a survey of hundreds results in the field of the cell and cell associated objects modeling. Applications to modeling in the areas of AIDS, cancers and life longevity are investigated in this book.
- Introduces and proves fundamental properties of evolutionary systems on optimal distribution of their various resources on their internal and external functions
- Gives detailed analysis of applications to modeling AIDS, cancers, and life longevity
- Introducing and grounding the respective numerical algorithms and software
- Detailed analysis of hundreds of scientific works in the field of mathematical modeling of the cell and cell associated objects

This proceedings volume documents the contributions presented at the CONIAPS XXVII international Conference on Recent Advances in Pure and Applied Algebra. The entries focus on modern trends and techniques in various branches of pure and applied Algebra and highlight their applications in coding theory, cryptography, graph theory, and fuzzy theory.

Discover the relevance of mathematics in your own life as you master important concepts and skills in Waner/Costenoble’s APPLIED CALCULUS, 8th Edition. Updated, numerous examples and applications use real data from well-known businesses, current economic and life events -- from cryptocurrency to COVID -- to demonstrate how the principles you are learning impact you. Readable, streamlined content clearly presents concepts while numerous learning features and tools help you review and practice. Spreadsheet and TI graphing calculator instructions appear where needed. In addition, WebAssign online tools and an interactive eTextbook include teaching videos by an award-winning instructor. You can refine your skills in the necessary math prerequisites with additional examples and powerful adaptive practice sessions. A helpful website from the authors also offers online tutorials and videos on every topic to support your learning, no matter what your learning style.

Building on the success of the first edition, An Introduction to Number Theory with Cryptography, Second Edition, increases coverage of the popular and important topic of cryptography, integrating it with traditional topics in number theory. The authors have written the text in an engaging style to reflect number theory's increasing popularity. The book is designed to be used by sophomore, junior, and senior undergraduates, but it is also accessible to advanced high school students and is appropriate for independent study. It includes a few more advanced topics for students who wish to explore beyond the traditional curriculum. Features of the second edition include Over 800 exercises, projects, and computer explorations Increased coverage of cryptography, including Vigenere, Stream, Transposition,and Block ciphers, along with RSA and discrete log-based systems "Check Your Understanding" questions for instant feedback to students New Appendices on "What is a proof?" and on Matrices Select basic (pre-RSA) cryptography now placed in an earlier chapter so that the topic can be covered right after the basic material on congruences Answers and hints for odd-numbered problems About the Authors: Jim Kraft received his Ph.D. from the University of Maryland in 1987 and has published several research papers in algebraic number theory. His previous teaching positions include the University of Rochester, St. Mary's College of California, and Ithaca College, and he has also worked in communications security. Dr. Kraft currently teaches mathematics at the Gilman School. Larry Washington received his Ph.D. from Princeton University in 1974 and has published extensively in number theory, including books on cryptography (with Wade Trappe), cyclotomic fields, and elliptic curves. Dr. Washington is currently Professor of Mathematics and Distinguished Scholar-Teacher at the University of Maryland.

This book gives a systematic investigation of convection in systems comprised of liquid layers with deformatable interfaces.

This new edition includes completely updated and new material on flows in ultra thin films and brings up to date progress made in the technology on micro and nano scales. Also, this revised edition will reflect progress in thedynamics of complex fluids."

This monograph provides a careful review of the major statistical techniques used to analyze regression data with nonconstant variability and skewness. The authors have developed statistical techniques--such as formal fitting methods and less formal graphical techniques-- that can be applied to many problems across a range of disciplines, including pharmacokinetics, econometrics, biochemical assays, and fisheries research.

While the main focus of the book in on data transformation and weighting, it also draws upon ideas from diverse fields such as influence diagnostics, robustness, bootstrapping, nonparametric data smoothing, quasi-likelihood methods, errors-in-variables, and random coefficients. The authors discuss the computation of estimates and give numerous examples using real data. The book also includes an extensive treatment of estimating variance functions in regression.

This proceedings volume gathers selected, revised papers presented at the X International Meeting on Lorentzian Geometry (GeLoCor 2021), virtually held at the University of Cordoba, Spain, on February 1-5, 2021. It includes surveys describing the state-of-the-art in specific areas, and a selection of the most relevant results presented at the conference. Taken together, the papers offer an invaluable introduction to key topics discussed at the conference and an overview of the main techniques in use today. This volume also gathers extended revisions of key studies in this field. Bringing new results and examples, these unique contributions offer new perspectives to the original problems and, in most cases, extend and reinforce the robustness of previous findings. Hosted every two years since 2001, the International Meeting on Lorentzian Geometry has become one of the main events bringing together the leading experts on Lorentzian geometry. In this volume, the reader will find studies on spatial and null hypersurfaces, low regularity in general relativity, conformal structures, Lorentz-Finsler spacetimes, and more. Given its scope, the book will be of interest to both young and experienced mathematicians and physicists whose research involves general relativity and semi-Riemannian geometry.

The theory of complex functions is a strikingly beautiful and powerful area of mathematics. Some particularly fascinating examples are seemingly complicated integrals which are effortlessly computed after reshaping them into integrals along contours, as well as apparently difficult differential and integral equations, which can be elegantly solved using similar methods. To use them is sometimes routine but in many cases it borders on an art. The goal of the book is to introduce the reader to this beautiful area of mathematics and to teach him or her how to use these methods to solve a variety of problems ranging from computation of integrals to solving difficult integral equations. This is done with a help of numerous examples and problems with detailed solutions.

The International Symposium on Computational & Applied PDEs was held at Zhangjiajie National Park of China from July 1-7, 2001. The main goal of this conference is to bring together computational, applied and pure mathematicians on different aspects of partial differential equations to exchange ideas and to promote collaboration. Indeed, it attracted a number of leading scientists in computational PDEs including Doug Arnold (Minnesota), Jim Bramble (Texas A & M), Achi Brandt (Weizmann), Franco Brezzi (Pavia), Tony Chan (UCLA), Shiyi Chen (John Hopkins), Qun Lin (Chinese Academy of Sciences), Mitch Luskin (Minnesota), Tom Manteuffel (Colorado), Peter Markowich (Vienna), Mary Wheeler (Texas Austin) and Jinchao Xu (Penn State); in applied and theoretical PDEs including Weinan E (Princeton), Shi Jin (Wisconsin), Daqian Li (Fudan) and Gang Tian (MIT). It also drew an international audience of size 100 from Austria, China, Germany, Hong Kong, Iseael, Italy, Singapore and the United States. The conference was organized by Yunqing Huang of Xiangtan University, Jinchao Xu of Penn State University, and Tony Chan of UCLA through ICAM (Institute for Computational and Applied Mathematics) of Xiangtan university which was founded in January 1997 and directed by Jinchao Xu. The scientific committee of this conference consisted of Randy Bank of UCSD, Tony Chan of UCLA, K. C.

The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last section, the book includes numerous case studies based on the author's own work as a fund manager, court-appointed expert and consultant in the field of quantitative finance. This book is the third volume of the quantitative finance trilogy by the author and builds on the theoretical groundwork introduced in the previous books. The volume presents real-life examples of the successful application of the introduced techniques and methods in financial services and capital markets.

This book facilitates both the theoretical background and applications of fuzzy, intuitionistic fuzzy and rough, fuzzy rough sets in the area of data science. This book provides various individual, soft computing, optimization and hybridization techniques of fuzzy and intuitionistic fuzzy sets with rough sets and their applications including data handling and that of type-2 fuzzy systems. Machine learning techniques are effectively implemented to solve a diversity of problems in pattern recognition, data mining and bioinformatics. To handle different nature of problems, including uncertainty, the book highlights the theory and recent developments on uncertainty, fuzzy systems, feature extraction, text categorization, multiscale modeling, soft computing, machine learning, deep learning, SMOTE, data handling, decision making, Diophantine fuzzy soft set, data envelopment analysis, centrally measures, social networks, Volterra–Fredholm integro-differential equation, Caputo fractional derivative, interval optimization, decision making, classification problems. This book is predominantly envisioned for researchers and students of data science, medical scientists and professional engineers.

Written as a textbook, A First Course in Functional Analysis is an introduction to basic functional analysis and operator theory, with an emphasis on Hilbert space methods. The aim of this book is to introduce the basic notions of functional analysis and operator theory without requiring the student to have taken a course in measure theory as a prerequisite. It is written and structured the way a course would be designed, with an emphasis on clarity and logical development alongside real applications in analysis. The background required for a student taking this course is minimal; basic linear algebra, calculus up to Riemann integration, and some acquaintance with topological and metric spaces.