This book is devoted to biased sampling problems (also called choice-based sampling in Econometrics parlance) and over-identified parameter estimation problems. Biased sampling problems appear in many areas of research, including Medicine, Epidemiology and Public Health, the Social Sciences and Economics. The book addresses a range of important topics, including case and control studies, causal inference, missing data problems, meta-analysis, renewal process and length biased sampling problems, capture and recapture problems, case cohort studies, exponential tilting genetic mixture models etc. The goal of this book is to make it easier for Ph. D students and new researchers to get started in this research area. It will be of interest to all those who work in the health, biological, social and physical sciences, as well as those who are interested in survey methodology and other areas of statistical science, among others.

Quantum mechanics forms the foundation of all modern physics, including atomic, nuclear, and molecular physics, the physics of the elementary particles, condensed matter physics. Modern astrophysics also relies heavily on quantum mechanics. Quantum theory is needed to understand the basis for new materials, new devices, the nature of light coming from stars, the laws which govern the atomic nucleus, and the physics of biological systems. As a result the subject of this book is a required course for most physics graduate students. While there are many books on the subject, this book targets specifically graduate students and it is written with modern advances in various fields in mind. Many examples treated in the various chapters as well as the emphasis of the presentation in the book are designed from the perspective of such problems. For example, the book begins by putting the Schroedinger equation on a spatial discrete lattice and the continuum limit is also discussed, inspired by Hamiltonian lattice gauge theories. The latter and advances in quantum simulations motivated the inclusion of the path integral formulation. This formulation is applied to the imaginary-time evolution operator to project the exact ground state of the harmonic oscillator as is done in quantum simulations. As an example of how to take advantage of symmetry in quantum mechanics, one-dimensional periodic potentials are discussed, inspired by condensed matter physics. Atoms and molecules are discussed within mean-field like treatment (Hartree-Fock) and how to go beyond it. Motivated by the recent intense activity in condensed matter and atomic physics to study the Hubbard model, the electron correlations in the hydrogen molecule are taken into account by solving the two-site Hubbard model analytically. Using the canonical Hamiltonian quantization of quantum electrodynamics, the photons emerge as the quanta of the normal modes, in the same way as the phonons emerge in the treatment of the normal modes of the coupled array of atoms. This is used later to treat the interaction of radiation with atomic matter.

The fourth edition of Gene H. Golub and Charles F. Van Loan's classic is an essential reference for computational scientists and engineers in addition to researchers in the numerical linear algebra community. Anyone whose work requires the solution to a matrix problem and an appreciation of its mathematical properties will find this book to be an indispensible tool. This revision is a cover-to-cover expansion and renovation of the third edition. It now includes an introduction to tensor computations and brand new sections on: fast transforms; parallel LU; discrete Poisson solvers; pseudospectra; structured linear equation problems; structured eigenvalue problems; large-scale SVD methods; and, polynomial eigenvalue problems. Matrix Computations is packed with challenging problems, insightful derivations, and pointers to the literature-everything needed to become a matrix-savvy developer of numerical methods and software.

PRACTICAL MATH APPLICATIONS, 3E offers users math skills needed for business and personal applications. The text begins with a comprehensive review of the basic math functions (addition, subtraction, multiplication, and division) and progresses to fractions and decimals. Once the students have mastered the basics, they are introduced to practical applications that develop critical thinking skills. These applications include bank records, purchasing and pricing merchandise, payroll, taxes, insurance, consumer credit, and interest (simple and compound). This easy-to-follow, step-by-step approach allows students to work at their own pace. Numerous self-help tips, practice activities, and self-assessments are provided so that each student feels competent in their newly acquired skill before moving on to the next.

This book is based upon lectures presented in the summer of 2009 at the INFN-Laboratori Nazionali di Frascati School on Attractor Mechanism, directed by Stefano Bellucci. The symposium included such prestigious lecturers as S. Ferrara, G. Dall'Agata, J.F. Morales, J. Simon and M. Trigiante. All lectures were given at a pedagogical, introductory level, which is reflected in the specific "flavor" of this volume. The book also benefits from extensive discussions about, and the related reworking of, the various contributions. It is the fifth volume in a series of books on the general topics of supersymmetry, supergravity, black holes and the attractor mechanism.

This book provides a comprehensive guide to analyzing and solving optimal design problems in continuous media by means of the so-called sub-relaxation method. Though the underlying ideas are borrowed from other, more classical approaches, here they are used and organized in a novel way, yielding a distinct perspective on how to approach this kind of optimization problems. Starting with a discussion of the background motivation, the book broadly explains the sub-relaxation method in general terms, helping readers to grasp, from the very beginning, the driving idea and where the text is heading. In addition to the analytical content of the method, it examines practical issues like optimality and numerical approximation. Though the primary focus is on the development of the method for the conductivity context, the book's final two chapters explore several extensions of the method to other problems, as well as formal proofs. The text can be used for a graduate course in optimal design, even if the method would require some familiarity with the main analytical issues associated with this type of problems. This can be addressed with the help of the provided bibliography.

Many technological applications exploit a variety of magnetic structures, or magnetic phases, to produce and optimise solid-state functionality. However, most research advances are restricted to a reduced number of phases owing to computational and resource constraints. This thesis presents an ab-initio theory to efficiently describe complex magnetic phases and their temperature-dependent properties. The central assumption is that magnetic phases evolve slowly compared with the underlying electronic structure from which they emerge. By describing how the electronic structure adapts to the type and extent of magnetic order, a theory able to describe multi-spin correlations and their effect on the magnetism at finite temperature is obtained. It is shown that multi-spin correlations are behind the temperature and magnetic field dependence of the diverse magnetism in the heavy rare earth elements. Magnetically frustrated Mn-based materials and the effect of strain are also investigated. These studies demonstrate that the performance of solid-state refrigeration can be enhanced by multi-spin effects.

Quantum trajectory theory is largely employed in theoretical quantum optics and quantum open system theory and is closely related to the conceptual formalism of quantum mechanics (quantum measurement theory). However, even research articles show that not all the features of the theory are well known or completely exploited. We wrote this monograph mainly for researchers in theoretical quantum optics and related ?elds with the aim of giving a self-contained and solid p- sentation of a part of quantum trajectory theory (the diffusive case) together with some signi?cant applications (mainly with purposes of illustration of the theory, but which in part have been recently developed). Another aim of the monograph is to introduce to this subject post-graduate or PhD students. To help them, in the most mathematical and conceptual chapters, summaries are given to ?x ideas. Moreover, as stochastic calculus is usually not in the background of the studies in physics, we added Appendix A to introduce these concepts. The book is written also for ma- ematicians with interests in quantum theories. Quantum trajectory theory is a piece of modern theoretical physics which needs an interplay of various mathematical subjects, such as functional analysis and probability theory (stochastic calculus), and offers to mathematicians a beautiful ?eld for applications, giving suggestions for new mathematical developments.

This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple but widely used financial derivatives for managing market risks. Only a basic knowledge of probability, real analysis, ordinary differential equations, linear algebra and some common sense are required to utilise this book. Financial mathematics is an application of advanced mathematical and statistical methods to financial management and markets, with a main objective to quantify and hedge risks. Since the book aims to present the basics of financial mathematics to the reader, only essential elements of probability and stochastic analysis are given to explain ideas on derivative pricing and hedging. To keep the reader intrigued and motivated, the book has a sandwich structure: Probability and stochastics are given on the spot, at places where mathematics can almost immediately be illustrated by an application to finance. The first part of the book introduces one of the main principles in finance - no arbitrage pricing.It also introduces main financial instruments such as forward and futures contracts, bonds and swaps, and options. This part is not mathematical. The second part deals with pricing and hedging of European- and American-type options in the discrete time setting. In addition, the concept of complete and incomplete markets is discussed. Elementary probability is briefly revised and discrete-time - discrete-space stochastic processes used in financial modelling are considered. The third part discusses stochastic analysis and introduces the Wiener process, Ito integrals, and stochastic differential equations. The main feature of this final part of the book is the famous Black - Scholes formula for pricing European options. Some guidance for further study of this exciting and rapidly changing subject is given in the last chapter. The book has approximately 100 exercises, for which most solutions have been provided.

Since the early eighties, Ali Suleyman Ustunelhas beenone of the main contributors to the field of Malliavin calculus. In a workshop held in Paris, June 2010 several prominent researchers gave exciting talks in honor of his 60th birthday. The present volume includes scientific contributions from this workshop.
Probability theory is first and foremost aimed at solving real-life problems containing randomness. Markov processes are one of the key tools for modeling that plays a vital part concerning such problems. Contributions on inventory control, mutation-selection in genetics and public-private partnerships illustrate several applications in this volume. Stochastic differential equations, be they partial or ordinary, also play a key role in stochastic modeling. Two of the contributions analyze examples that share a focus on probabilistic tools, namely stochastic analysis and stochastic calculus. Three other papers are devoted more to the theoretical development of these aspects. The volume addresses graduate students and researchers interested in stochastic analysis and its applications."

Density Functional Theory (DFT) has firmly established itself as the workhorse for atomic-level simulations of condensed phases, pure or composite materials and quantum chemical systems. This work offers a rigorous and detailed introduction to the foundations of this theory, up to and including such advanced topics as orbital-dependent functionals as well as both time-dependent and relativistic DFT. Given the many ramifications of contemporary DFT, the text concentrates on the self-contained presentation of the basics of the most widely used DFT variants: this implies a thorough discussion of the corresponding existence theorems and effective single particle equations, as well as of key approximations utilized in implementations. The formal results are complemented by selected quantitative results, which primarily aim at illustrating the strengths and weaknesses of particular approaches or functionals. The structure and content of this book allow a tutorial and modular self-study approach: the reader will find that all concepts of many-body theory which are indispensable for the discussion of DFT - such as the single-particle Green's function or response functions - are introduced step by step, along with the actual DFT material. The same applies to basic notions of solid state theory, such as the Fermi surface of inhomogeneous, interacting systems. In fact, even the language of second quantization is introduced systematically in an Appendix for readers without formal training in many-body theory.

This book, based on a graduate course given by the authors, is a pedagogic and self-contained introduction to the renormalization group with special emphasis on the functional renormalization group. The functional renormalization group is a modern formulation of the Wilsonian renormalization group in terms of formally exact functional differential equations for generating functionals.

In Part I the reader is introduced to the basic concepts of the renormalization group idea, requiring only basic knowledge of equilibrium statistical mechanics. More advanced methods, such as diagrammatic perturbation theory, are introduced step by step.

Part II then gives a self-contained introduction to the functional renormalization group. After a careful definition of various types of generating functionals, the renormalization group flow equations for these functionals are derived. This procedure is shown to encompass the traditional method of the mode elimination steps of the Wilsonian renormalization group procedure. Then, approximate solutions of these flow equations using expansions in powers of irreducible vertices or in powers of derivatives are given.

Finally, in Part III the exact hierarchy of functional renormalization group flow equations for the irreducible vertices is used to study various aspects of non-relativistic fermions, including the so-called BCS-BEC crossover, thereby making the link to contemporary research topics.

Special relativity is the basis of many fields in modern physics: particle physics, quantum field theory, high-energy astrophysics, etc. This theory is presented here by adopting a four-dimensional point of view from the start. An outstanding feature of the book is that it doesn't restrict itself to inertial frames but considers accelerated and rotating observers. It is thus possible to treat physical effects such as the Thomas precession or the Sagnac effect in a simple yet precise manner. In the final chapters, more advanced topics like tensorial fields in spacetime, exterior calculus and relativistic hydrodynamics are addressed. In the last, brief chapter the author gives a preview of gravity and shows where it becomes incompatible with Minkowsky spacetime. Well illustrated and enriched by many historical notes, this book also presents many applications of special relativity, ranging from particle physics (accelerators, particle collisions, quark-gluon plasma) to astrophysics (relativistic jets, active galactic nuclei), and including practical applications (Sagnac gyrometers, synchrotron radiation, GPS). In addition, the book provides some mathematical developments, such as the detailed analysis of the Lorentz group and its Lie algebra. The book is suitable for students in the third year of a physics degree or on a masters course, as well as researchers and any reader interested in relativity. Thanks to the geometric approach adopted, this book should also be beneficial for the study of general relativity. "A modern presentation of special relativity must put forward its essential structures, before illustrating them using concrete applications to specific dynamical problems. Such is the challenge (so successfully met!) of the beautiful book by Eric Gourgoulhon." (excerpt from the Foreword by Thibault Damour)

Examining recent mathematical developments in the study of Fredholm operators, spectral theory and block operator matrices, with a rigorous treatment of classical Riesz theory of polynomially-compact operators, this volume covers both abstract and applied developments in the study of spectral theory. These topics are intimately related to the stability of underlying physical systems and play a crucial role in many branches of mathematics as well as numerous interdisciplinary applications. By studying classical Riesz theory of polynomially compact operators in order to establish the existence results of the second kind operator equations, this volume will assist the reader working to describe the spectrum, multiplicities and localization of the eigenvalues of polynomially-compact operators.

Throughout my whole career including student time I have had a feeling that leaning and teaching electromagnetism, especially macroscopic Maxwell equations (M-eqs) is dif?cult. In order to make a good use of these equations, it seemed necessary to be able to use certain empirical knowledges and model-dependent concepts, rather than pure logics. Many of my friends, colleagues and the physicists I have met on various occasions have expressed similar impressions. This is not the case with microscopic M-eqs and quantum mechanics, which do not make us feel reluctant to teach, probably because of the clear logical structure. What makes us hesitate to teach is probably because we have to explain what we ourselves do not completely understand. Logic is an essential element in physics, as well as in mathematics, so that it does not matter for physicists to experience dif?culties at the initial phase, as far as the logical structure is clear. As the we- known principles of physics say, "a good theory should be logically consistent and explain relevant experiments." Our feeling about macroscopic M-eqs may be related with some incompleteness of their logical structure.

This volume reflects "New Trends in Shape Optimization" and is based on a workshop of the same name organized at the Friedrich-Alexander University Erlangen-Nurnberg in September 2013. During the workshop senior mathematicians and young scientists alike presented their latest findings. The format of the meeting allowed fruitful discussions on challenging open problems, and triggered a number of new and spontaneous collaborations. As such, the idea was born to produce this book, each chapter of which was written by a workshop participant, often with a collaborator. The content of the individual chapters ranges from survey papers to original articles; some focus on the topics discussed at the Workshop, while others involve arguments outside its scope but which are no less relevant for the field today. As such, the book offers readers a balanced introduction to the emerging field of shape optimization.

The production of heavy quarks in high-energy experiments offers a rich field to study, both experimentally and theoretically. Due to the additional quark mass, the description of these processes in the framework of perturbative QCD is much more demanding than it is for those involving only massless partons. In the last two decades, a large amount of precision data has been collected by the deep inelastic HERA experiment. In order to make full use of these data, a more precise theoretical description of charm quark production in deep inelastic scattering is needed. This work deals with the first calculation of fixed moments of the NNLO heavy flavor corrections to the proton structure function F2 in the limit of a small charm-quark mass. The correct treatment of these terms will allow not only a more precise analysis of the HERA data, but starting from there also a more precise determination of the parton distribution functions and the strong coupling constant, which is an essential input for LHC physics. The complexity of this calculation requires the application and development of technical and mathematical methods, which are also explained here in detail.

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.

This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis and from risk management of interest-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives of electricity market. The book illustrates some of the most recent research tools in these areas and will be of interest to economists working in economic dynamics and financial market modelling, to mathematicians who are interested in applying complexity theory to economics and finance and to market practitioners and researchers in quantitative finance interested in limit order, futures and electricity market modelling, derivative pricing and risk management.

This thesis establishes a multifaceted extension of the deterministic control framework that has been a workhorse of nonequilibrium statistical mechanics, to stochastic, discrete, and autonomous control mechanisms. This facilitates the application of ideas from stochastic thermodynamics to the understanding of molecular machines in nanotechnology and in living things. It also gives a scale on which to evaluate the nonequilibrium energetic efficiency of molecular machines, guidelines for designing effective synthetic machines, and a perspective on the engineering principles that govern efficient microscopic energy transduction far from equilibrium. The thesis also documents the author's design, analysis, and interpretation of the first experimental demonstration of the utility of this generally applicable method for designing energetically-efficient control in biomolecules. Protocols designed using this framework systematically reduced dissipation, when compared to naive protocols, in DNA hairpins across a wide range of experimental unfolding speeds and between sequences with wildly different physical characteristics.

Image processing algorithms based on the mammalian visual cortex are powerful tools for extraction information and manipulating images. This book reviews the neural theory and translates them into digital models. Applications are given in areas of image recognition, foveation, image fusion and information extraction. The third edition reflects renewed international interest in pulse image processing with updated sections presenting several newly developed applications. This edition also introduces a suite of Python scripts that assist readers in replicating results presented in the text and to further develop their own applications.

This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012.

The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory and to stimulate discussions and possibly new collaborations among researchers with different backgrounds.

The book contains lecture notes written by Francois Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navier-Stokes) from the Boltzmann equation, and several short papers written by some of the participants in the conference. Among the topics covered by the short papers are hydrodynamic limits; fluctuations; phase transitions; motions of shocks and anti shocks in exclusion processes; large number asymptotics for systems with self-consistent coupling; quasi-variational inequalities; unique continuation properties for PDEs and others.

The book will benefit probabilists, analysts and mathematicians who are interested in statistical physics, stochastic processes, partial differential equations and kinetics theory, along with physicists."

The increasing complexity of telecommunication networks requires us to develop adequate mathematical models. We must find their characteristics, optimize them subject to chosen criteria, and develop the corresponding control algorithms. Multidimensional queueing models are used to design and optimize modern and next-generation networks (NGN). The central problem of the related mathematical theory is to apply multidimensional and large-size queueing models to improve efficiency. In this book new methods are successively developed and applied to solve related problems. The book is recommended for researchers engaged with the mathematical theory of telecommunications traffic.