The quantitative and qualitative study of the physical world makes use of many mathematical models governed by a great diversity of ordinary, partial differential, integral, and integro-differential equations. An essential step in such investigations is the solution of these types of equations, which sometimes can be performed analytically, while at other times only numerically. This edited, self-contained volume presents a series of state-of-the-art analytic and numerical methods of solution constructed for important problems arising in science and engineering, all based on the powerful operation of (exact or approximate) integration.

The book, consisting of twenty seven selected chapters presented by well-known specialists in the field, is an outgrowth of the Eighth International Conference on Integral Methods in Science and Engineering, held August 2a "4, 2004, in Orlando, FL. Contributors cover a wide variety of topics, from the theoretical development of boundary integral methods to the application of integration-based analytic and numerical techniques that include integral equations, finite and boundary elements, conservation laws, hybrid approaches, and other procedures.

The volume may be used as a reference guide and a practical resource. It is suitable for researchers and practitioners in applied mathematics, physics, and mechanical and electrical engineering, as well as graduate students in these disciplines.

Optimization Theory and Methods can be used as a textbook for an optimization course for graduates and senior undergraduates. It is the result of the author's teaching and research over the past decade. It describes optimization theory and several powerful methods. For most methods, the book discusses an idea 's motivation, studies the derivation, establishes the global and local convergence, describes algorithmic steps, and discusses the numerical performance.

Everything should be made as simple as possible, but not simpler. (Albert Einstein, Readers Digest, 1977) The modern practice of creating technical systems and technological processes of high effi.ciency besides the employment of new principles, new materials, new physical effects and other new solutions ( which is very traditional and plays the key role in the selection of the general structure of the object to be designed) also includes the choice of the best combination for the set of parameters (geometrical sizes, electrical and strength characteristics, etc.) concretizing this general structure, because the Variation of these parameters ( with the structure or linkage being already set defined) can essentially affect the objective performance indexes. The mathematical tools for choosing these best combinations are exactly what is this book about. With the advent of computers and the computer-aided design the pro bations of the selected variants are usually performed not for the real examples ( this may require some very expensive building of sample op tions and of the special installations to test them ), but by the analysis of the corresponding mathematical models. The sophistication of the mathematical models for the objects to be designed, which is the natu ral consequence of the raising complexity of these objects, greatly com plicates the objective performance analysis. Today, the main (and very often the only) available instrument for such an analysis is computer aided simulation of an object's behavior, based on numerical experiments with its mathematical model."

The study of the mechanisms that govern origin and propagation of stellar jets involves the treatment of many concurrent physical processes such as gravitation, hydrodynamics and magnetohydrodynamics, atomic physics and radiation. In the past years, an intensive work has been done looking for so- tions of the ideal MHD equations in the steady state limit as well as studying the stability of out?ows in the linear regime. These kind, of approaches have provided a contribution to the understanding of jets that can hardly be ov- estimated. However, the extension of the analyses to the time-dependent and nonlinear regimes could not be avoided, and the MHD numerical simulations were the only mean to achieve this goal. Intherecentyears,considerableprogresseshavebeenmadebythecom- tational?uiddynamiccommunityinthedevelopmentofnumericaltechniques, theso-calledhighresolutionshockcapturingschemes,wellsuitedforthetre- ment of supersonic ?ows with discontinuities. The numerical simulations of astrophysical jets took advantage of these developments; however new physics needed to be incorporated, such as magnetic ?eld e?ects, radiation losses by diluted gases, and proper astrophysics environments. These needs led to the nontrivial extension of the methods devised for the Euler equations of g- dynamics to the magneto-hydrodynamical system. On the other hand, the possibility of carrying out numerical calculations has been greatly facilitated bytheavailability, ononehand,ofpowerfulsupercomputersand,ontheother hand, of fast processors at low cost. Large scale 3D simulations of jets at high resolution are now possible thanks to supercomputers, but also high reso- tion 2D MHD simulations can be performed routinely on desktop computers.

This book presents the current knowledge about nonlinear localized travelling excitations in crystals. Excitations can be vibrational, electronic, magnetic or of many other types, in many different types of crystals, as silicates, semiconductors and metals. The book is dedicated to the British scientist FM Russell, recently turned 80. He found 50 years ago that a mineral mica muscovite was able to record elementary charged particles and much later that also some kind of localized excitations, he called them quodons, was also recorded. The tracks, therefore, provide a striking experimental evidence of quodons existence. The first chapter by him presents the state of knowledge in this topic. It is followed by about 18 chapters from world leaders in the field, reviewing different aspects, materials and methods including experiments, molecular dynamics and theory and also presenting the latest results. The last part includes a personal narration of FM Russell of the deciphering of the marks in mica. It provides a unique way to present the science in an accessible way and also illustrates the process of discovery in a scientist's mind.

In three main divisions the book covers combinational circuits, latches, and asynchronous sequential circuits. Combinational circuits have no memorising ability, while sequential circuits have such an ability to various degrees. Latches are the simplest sequential circuits, ones with the shortest memory. The presentation is decidedly non-standard. The design of combinational circuits is discussed in an orthodox manner using normal forms and in an unorthodox manner using set-theoretical evaluation formulas relying heavily on Karnaugh maps. The latter approach allows for a new design technique called composition. Latches are covered very extensively. Their memory functions are expressed mathematically in a time-independent manner allowing the use of (normal, non-temporal) Boolean logic in their calculation. The theory of latches is then used as the basis for calculating asynchronous circuits. Asynchronous circuits are specified in a tree-representation, each internal node of the tree representing an internal latch of the circuit, the latches specified by the tree itself. The tree specification allows solutions of formidable problems such as algorithmic state assignment, finding equivalent states non-recursively, and verifying asynchronous circuits.

About 8000 clinical trials are undertaken annually in all areas of medicine, from the treatment of acne to the prevention of cancer. Correct interpretation of the data from such trials depends largely on adequate design and on performing the appropriate statistical analyses. In this book, the statistical aspects of both the design and analysis of trials are described, with particular emphasis on recently developed methods of analysis.

In the field known as "the mathematical theory of shock waves," very exciting and unexpected developments have occurred in the last few years. Joel Smoller and Blake Temple have established classes of shock wave solutions to the Einstein Euler equations of general relativity; indeed, the mathematical and physical con sequences of these examples constitute a whole new area of research. The stability theory of "viscous" shock waves has received a new, geometric perspective due to the work of Kevin Zumbrun and collaborators, which offers a spectral approach to systems. Due to the intersection of point and essential spectrum, such an ap proach had for a long time seemed out of reach. The stability problem for "in viscid" shock waves has been given a novel, clear and concise treatment by Guy Metivier and coworkers through the use of paradifferential calculus. The L 1 semi group theory for systems of conservation laws, itself still a recent development, has been considerably condensed by the introduction of new distance functionals through Tai-Ping Liu and collaborators; these functionals compare solutions to different data by direct reference to their wave structure. The fundamental prop erties of systems with relaxation have found a systematic description through the papers of Wen-An Yong; for shock waves, this means a first general theorem on the existence of corresponding profiles. The five articles of this book reflect the above developments."

"Fractional Dynamics and Control" provides a comprehensive overview of recent advances in the areas of nonlinear dynamics, vibration and control with analytical, numerical, and experimental results. This book provides an overview of recent discoveries in fractional control, delves into fractional variational principles and differential equations, and applies advanced techniques in fractional calculus to solving complicated mathematical and physical problems.Finally, this book also discusses the role that fractional order modeling can play in complex systems for engineering and science.

In this thesis, the author considers quantum gravity to investigate the mysterious origin of our universe and its mechanisms. He and his collaborators have greatly improved the analyticity of two models: causal dynamical triangulations (CDT) and n-DBI gravity, with the space-time foliation which is one common factor shared by these two separate models.

In the first part, the analytic method of coupling matters to CDT in 2-dimensional toy models is proposed to uncover the underlying mechanisms of the universe and to remove ambiguities remaining in CDT. As a result, the wave function of the 2-dimensional universe where matters are coupled is derived. The behavior of the wave function reveals that the Hausdorff dimension can be changed when the matter is non-unitary.

In the second part, the n-DBI gravity model is considered. The author mainly investigates two effects driven by the space-time foliation: the appearance of a new conserved charge in black holes and an extra scalar mode of the graviton. The former implies a breakdown of the black-hole uniqueness theorem while the latter does not show any pathological behavior.

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Polynomial extremal problems (PEP) constitute one of the most important subclasses of nonlinear programming models. Their distinctive feature is that an objective function and constraints can be expressed by polynomial functions in one or several variables. Let: e = {: e 1, ...: en} be the vector in n-dimensional real linear space Rn; n PO(: e), PI (: e), ..., Pm (: e) are polynomial functions in R with real coefficients. In general, a PEP can be formulated in the following form: (0.1) find r = inf Po(: e) subject to constraints (0.2) Pi (: e) =0, i=l, ..., m (a constraint in the form of inequality can be written in the form of equality by introducing a new variable: for example, P( x) 0 is equivalent to P(: e) + y2 = 0). Boolean and mixed polynomial problems can be written in usual form by adding for each boolean variable z the equality: Z2 - Z = O. Let a = {al, ..., a } be integer vector with nonnegative entries {a;}f=l. n Denote by R a](: e) monomial in n variables of the form: n R a](: e) = IT: ef';;=1 d(a) = 2:7=1 ai is the total degree of monomial R a]. Each polynomial in n variables can be written as sum of monomials with nonzero coefficients: P(: e) = L caR a](: e), aEA{P) IX x Nondifferentiable optimization and polynomial problems where A(P) is the set of monomials contained in polynomial P

Quadratic programs and affine variational inequalities represent two fundamental, closely-related classes of problems in the t, heories of mathematical programming and variational inequalities, resp- tively. This book develops a unified theory on qualitative aspects of nonconvex quadratic programming and affine variational inequ- ities. The first seven chapters introduce the reader step-by-step to the central issues concerning a quadratic program or an affine variational inequality, such as the solution existence, necessary and sufficient conditions for a point to belong to the solution set, and properties of the solution set. The subsequent two chapters discuss briefly two concrete nlodels (linear fractional vector optimization and the traffic equilibrium problem) whose analysis can benefit a lot from using the results on quadratic programs and affine variational inequalities. There are six chapters devoted to the study of conti- ity and/or differentiability properties of the characteristic maps and functions in quadratic programs and in affine variational inequa- ties where all the components of the problem data are subject to perturbation. Quadratic programs and affine variational inequa- ties under linear perturbations are studied in three other chapters. One special feature of the presentation is that when a certain pr- erty of a characteristic map or function is investigated, we always try first to establish necessary conditions for it to hold, then we go on to study whether the obtained necessary conditions are suf- cient ones. This helps to clarify the structures of the two classes of problems under consideration

In the pages of this text readers will find nothing less than a unified treatment of linear programming. Without sacrificing mathematical rigor, the main emphasis of the book is on models and applications. The most important classes of problems are surveyed and presented by means of mathematical formulations, followed by solution methods and a discussion of a variety of "what-if" scenarios. Non-simplex based solution methods and newer developments such as interior point methods are covered.

This volume contains a selection of papers presented at the first conference of the Society for Computational Economics held at ICC Institute, Austin, Texas, May 21-24, 1995. Twenty-two papers are included in this volume, devoted to applications of computational methods for the empirical analysis of economic and financial systems; the development of computing methodology, including software, related to economics and finance; and the overall impact of developments in computing. The various contributions represented in the volume indicate the growing interest in the topic due to the increased availability of computational concepts and tools and the necessity of analyzing complex decision problems. The papers in this volume are divided into four sections: Computational methods in econometrics, Computational methods in finance, Computational methods for a social environment and New computational methods.GBP/LISTGBP

The Virasoro algebra is an infinite dimensional Lie algebra that plays an increasingly important role in mathematics and theoretical physics. This book describes some fundamental facts about the representation theory of the Virasoro algebra in a self-contained manner. Topics include the structure of Verma modules and Fock modules, the classification of (unitarizable) Harish-Chandra modules, tilting equivalence, and the rational vertex operator algebras associated to the so-called minimal series representations.

Covering a wide range of material, this book has three appendices which provide background information required for some of the chapters. The authors organize fundamental results in a unified way and refine existing proofs. For instance in chapter three, a generalization of Jantzen filtration is reformulated in an algebraic manner, and geometric interpretation is provided. Statements, widely believed to be true, are collated, and results which are known but not verified are proven, such as the corrected structure theorem of Fock modules in chapter eight.

This book will be of interest to a wide range of mathematicians and physicists from the level of graduate students to researchers.

Group sequential methods answer the needs of clinical trial monitoring committees who must assess the data available at an interim analysis. These interim results may provide grounds for terminating the study-effectively reducing costs-or may benefit the general patient population by allowing early dissemination of its findings. Group sequential methods provide a means to balance the ethical and financial advantages of stopping a study early against the risk of an incorrect conclusion.
Group Sequential Methods with Applications to Clinical Trials describes group sequential stopping rules designed to reduce average study length and control Type I and II error probabilities. The authors present one-sided and two-sided tests, introduce several families of group sequential tests, and explain how to choose the most appropriate test and interim analysis schedule. Their topics include placebo-controlled randomized trials, bio-equivalence testing, crossover and longitudinal studies, and linear and generalized linear models.
Research in group sequential analysis has progressed rapidly over the past 20 years. Group Sequential Methods with Applications to Clinical Trials surveys and extends current methods for planning and conducting interim analyses. It provides straightforward descriptions of group sequential hypothesis tests in a form suited for direct application to a wide variety of clinical trials. Medical statisticians engaged in any investigations planned with interim analyses will find this book a useful and important tool.

Overtheyears, research inthelifescienceshasbenefitedgreatlyfromthequantita tive toolsofmathematics and modeling. Many aspectsofcomplex biological systems can be more deeply understood when mathematical techniques are incorporated into a scientific investigation. Modelingcanbefruitfully applied in many typesofbiological research, from studies on the molecular, cellular, and organ level, to experiments in wholeanimalsandinpopulations. Using the field of nutrition as an example, one can find many cases of recent advances in knowledge and understanding that were facilitated by the application of mathematical modelingtokineticdata. Theavailabilityofbiologicallyimportantstable isotope-labeled compounds, developments in sensitive mass spectrometry and other analytical techniques, and advances in the powerful modeling software applied to data haveeachcontributed toourability tocarryoutevermoresophisticated kinetic studies that are relevant to nutrition and the health sciences at many levels oforganization. Furthermore, weanticipatethatmodeling isonthebrinkofanothermajoradvance: the application of kinetic modeling to clinical practice. With advances in the abilityof modelstoaccesslargedatabases(e. g., apopulationofindividualpatientrecords)andthe developmentofuserinterfaces thatare"friendly"enough tobeused byclinicians who arenotmodelers, wepredictthathealthapplicationsmodeling willbeanimportantnew 51 directionformodelinginthe21 century. This book contains manuscripts that are based on presentations at the seventh conference in a series focused on advancing nutrition and health research by fostering exchange among scientists from such disciplines as nutrition, biology, mathematics, statistics, kinetics, andcomputing. Thethemesofthesixpreviousconferencesincluded general nutritionmodeling(CanoltyandCain, 1985;Hoover-PlowandChandra, 1988), amino acids and carbohydrates (Aburnrad, 1991), minerals (Siva Subramanian and Wastney, 1995), vitamins, proteins, andmodelingtheory(CoburnandTownsend, 1996), and physiological compartmental modeling (Clifford and Muller, 1998). The seventh conference in the series was held at The Pennsylvania State University from July 29 throughAugust1,2000. Themeetingbeganwithaninstructiveandentertainingkeynote address by Professor Britton Chance, Eldridge Reeves Johnson University Professor Emeritus of Biophysics, Physical Chemistry, and Radiologic Physics, University of Pennsylvania. Dr."

Along with the traditional material concerning linear programming (the simplex method, the theory of duality, the dual simplex method), In-Depth Analysis of Linear Programming contains new results of research carried out by the authors. For the first time, the criteria of stability (in the geometrical and algebraic forms) of the general linear programming problem are formulated and proved. New regularization methods based on the idea of extension of an admissible set are proposed for solving unstable (ill-posed) linear programming problems. In contrast to the well-known regularization methods, in the methods proposed in this book the initial unstable problem is replaced by a new stable auxiliary problem. This is also a linear programming problem, which can be solved by standard finite methods. In addition, the authors indicate the conditions imposed on the parameters of the auxiliary problem which guarantee its stability, and this circumstance advantageously distinguishes the regularization methods proposed in this book from the existing methods. In these existing methods, the stability of the auxiliary problem is usually only presupposed but is not explicitly investigated. In this book, the traditional material contained in the first three chapters is expounded in much simpler terms than in the majority of books on linear programming, which makes it accessible to beginners as well as those more familiar with the area.

Technological, economic, and regulatory changes are some of the driving forces in the modern world of finance. For instance, financial markets now trade twenty-four hours a day and securities are increasingly being traded via real-time computer-based systems in contrast to trading floor-based systems. Equally important, new security forms and pricing models are coming into existence in response to changes in domestic and international regulatory action. Accounting and risk management systems now enable financial and investment firms to manage risk more efficiently while meeting regulatory concerns. The challenge for academics and practitioners alike is how to keep themselves, and others, current with these changing markets, as well as the technology and current investment and risk management tools. Applications in Finance, Investments, and Banking offers presentations by twelve leading investment professionals and academics on a wide range of finance, investment and banking issues. Chapters include analysis of the basic foundations of financial analysis, as well as current approaches to managing risk. Presentations also include reviews of the means of measuring the volatility of the underlying return process and how investment performance measurement can be used to better understand the benefits of active management. Finally, articles also present advances in the pricing of the new financial assets (e.g., swaps), as well as the understanding of the factors (e.g., earnings estimates) affecting pricing of the traditional assets (e.g., stocks). Applications in Finance, Investments, and Banking provides beneficial information to the understanding of both traditional and modern approaches of financial and investment management.

All phenomena in nature are characterized by motion. Mechanics deals with the objective laws of mechanical motion of bodies, the simplest form of motion. In the study of a science of nature, mathematics plays an important role. Mechanics is the first science of nature which has been expressed in terms of mathematics, by considering various mathematical models, associated to phenomena of the surrounding nature. Thus, its development was influenced by the use of a strong mathematical tool. As it was already seen in the first two volumes of the present book, its guideline is precisely the mathematical model of mechanics. The classical models which we refer to are in fact models based on the Newtonian model of mechanics, that is on its five principles, i.e.: the inertia, the forces action, the action and reaction, the independence of the forces action and the initial conditions principle, respectively. Other models, e.g., the model of attraction forces between the particles of a discrete mechanical system, are part of the considered Newtonian model. Kepler's laws brilliantly verify this model in case of velocities much smaller then the light velocity in vacuum."

As the telecommunication industry introduces new sophisticated technologies, the nature of services and the volume of demands have changed. Indeed, a broad range of new services for users appear, combining voice, data, graphics, video, etc. This implies new planning issues. Fiber transmission systems that can carry large amounts of data on a few strands of wire were introduced. These systems have such a large bandwidth that the failure of even a single transmission link: in the network can create a severe service loss to customers. Therefore, a very high level of service reliability is becoming imperative for both system users and service providers. Since equipment failures and accidents cannot be avoided entirely, networks have to be designed so as to "survive" failures. This is done by judiciously installing spare capacity over the network so that all traffic interrupted by a failure may be diverted around that failure by way of this spare or reserve capacity. This of course translates into huge investments for network operators. Designing such survivable networks while minimizing spare capacity costs is, not surprisingly, a major concern of operating companies which gives rise to very difficult combinatorial problems. In order to make telecommunication networks survivable, one can essentially use two different strategies: protection or restoration. The protection approach preas signs spare capacity to protect each element of the network independently, while the restoration approach spreads the redundant capacity over the whole network and uses it as required in order to restore the disrupted traffic."

In the paper we propose a model of tax incentives optimization for inve- ment projects with a help of the mechanism of accelerated depreciation. Unlike the tax holidays which influence on effective income tax rate, accelerated - preciation affects on taxable income. In modern economic practice the state actively use for an attraction of - vestment into the creation of new enterprises such mechanisms as accelerated depreciation and tax holidays. The problem under our consideration is the following. Assume that the state (region) is interested in realization of a certain investment project, for ex- ple, the creation of a new enterprise. In order to attract a potential investor the state decides to use a mechanism of accelerated tax depreciation. The foll- ing question arise. What is a reasonable principle for choosing depreciation rate? From the state's point of view the future investor's behavior will be rat- nal. It means that while looking at economic environment the investor choose such a moment for investment which maximizes his expected net present value (NPV) from the given project. For this case both criteria and "investment rule" depend on proposed (by the state) depreciation policy. For the simplicity we will suppose that the purpose of the state for a given project is a maximi- tion of a discounted tax payments into the budget from the enterprise after its creation. Of course, these payments depend on the moment of investor's entry and, therefore, on the depreciation policy established by the state.

This book covers the topic of eddy current nondestructive evaluation, the most commonly practiced method of electromagnetic nondestructive evaluation (NDE). It emphasizes a clear presentation of the concepts, laws and relationships of electricity and magnetism upon which eddy current inspection methods are founded. The chapters include material on signals obtained using many common eddy current probe types in various testing environments. Introductory mathematical and physical concepts in electromagnetism are introduced in sufficient detail and summarized in the Appendices for easy reference. Worked examples and simple calculations that can be done by hand are distributed throughout the text. These and more complex end-of-chapter examples and assignments are designed to impart a working knowledge of the connection between electromagnetic theory and the practical measurements described. The book is intended to equip readers with sufficient knowledge to optimize routine eddy current NDE inspections, or design new ones. It is useful for graduate engineers and scientists seeking a deeper understanding of electromagnetic methods of NDE than can be found in a guide for practitioners.

Introduction to Dynamical Systems and Geometric Mechanics provides a comprehensive tour of two fields that are intimately entwined: dynamical systems is the study of the behavior of physical systems that may be described by a set of nonlinear first-order ordinary differential equations in Euclidean space, whereas geometric mechanics explore similar systems that instead evolve on differentiable manifolds. The first part discusses the linearization and stability of trajectories and fixed points, invariant manifold theory, periodic orbits, Poincare maps, Floquet theory, the Poincare-Bendixson theorem, bifurcations, and chaos. The second part of the book begins with a self-contained chapter on differential geometry that introduces notions of manifolds, mappings, vector fields, the Jacobi-Lie bracket, and differential forms.

This book presents simple interdisciplinary stochastic models meant as a gentle introduction to the field of non-equilibrium statistical physics. It focuses on the analysis of two-state models with cooperative effects, which are versatile enough to be applied to many physical and social systems. The book also explores a variety of mathematical techniques to solve the master equations that govern these models: matrix theory, empty-interval methods, mean field theory, a quantum approach, and mapping onto classical Ising models. The models discussed are at the confluence of nanophysics, biology, mathematics, and the social sciences and provide a pedagogical path toward understanding the complex dynamics of particle self-assembly with the tools of statistical physics.