Clifford Algebras continues to be a fast-growing discipline, with ever-increasing applications in many scientific fields. This volume contains the lectures given at the Fourth Conference on Clifford Algebras and their Applications in Mathematical Physics, held at RWTH Aachen in May 1996. The papers represent an excellent survey of the newest developments around Clifford Analysis and its applications to theoretical physics. Audience: This book should appeal to physicists and mathematicians working in areas involving functions of complex variables, associative rings and algebras, integral transforms, operational calculus, partial differential equations, and the mathematics of physics.

The first formulations of linear boundary value problems for analytic functions were due to Riemann (1857). In particular, such problems exhibit as boundary conditions relations among values of the unknown analytic functions which have to be evaluated at different points of the boundary. Singular integral equations with a shift are connected with such boundary value problems in a natural way. Subsequent to Riemann's work, D. Hilbert (1905), C. Haseman (1907) and T. Carleman (1932) also considered problems of this type. About 50 years ago, Soviet mathematicians began a systematic study of these topics. The first works were carried out in Tbilisi by D. Kveselava (1946-1948). Afterwards, this theory developed further in Tbilisi as well as in other Soviet scientific centers (Rostov on Don, Ka zan, Minsk, Odessa, Kishinev, Dushanbe, Novosibirsk, Baku and others). Beginning in the 1960s, some works on this subject appeared systematically in other countries, e. g., China, Poland, Germany, Vietnam and Korea. In the last decade the geography of investigations on singular integral operators with shift expanded significantly to include such countries as the USA, Portugal and Mexico. It is no longer easy to enumerate the names of the all mathematicians who made contributions to this theory. Beginning in 1957, the author also took part in these developments. Up to the present, more than 600 publications on these topics have appeared."

Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-structure. This self-contained work begins with five introductory chapters on stochastic analysis, making it accessible to readers with little or no prior knowledge of stochastic processes or stochastic analysis. These chapters cover the essentials of Ito's theory of stochastic integration, integration with respect to semimartingales, Girsanov's Theorem, and a brief introduction to stochastic differential equations. Subsequent chapters treat more specialized topics, including option pricing in discrete time, continuous time trading, arbitrage, complete markets, European options (Black and Scholes Theory), American options, Russian options, discrete approximations, and asset pricing with stochastic volatility. In several chapters, new results are presented. A unique feature of the book is its emphasis on arbitrage, in particular, the relationship between arbitrage and equivalent martingale measures (EMM), and the derivation of necessary and sufficient conditions for no arbitrage (NA). {\it Introduction to Option Pricing Theory} is intended for students and researchers in statistics, applied mathematics, business, or economics, who have a background in measure theory and have completed probability theory at the intermediate level. The work lends itself to self-study, as well as to a one-semester course at the graduate level.

Along with the general development of numerical methods in pure and applied to apply integral equations to geophysical modelling has sciences, the ability improved considerably within the last thirty years or so. This is due to the successful derivation of integral equations that are applicable to the modelling of complex structures, and efficient numerical algorithms for their solution. A significant stimulus for this development has been the advent of fast digital computers. The purpose of this book is to give an idea of the principles by which boundary-value problems describing geophysical models can be converted into integral equations. The end results are the integral formulas and integral equations that form the theoretical framework for practical applications. The details of mathematical analysis have been kept to a minimum. Numerical algorithms are discussed only in connection with some illustrative examples involving well-documented numerical modelling results. The reader is assu med to have a background in the fundamental field theories that form the basis for various geophysical methods, such as potential theory, electromagnetic theory, and elastic strain theory. A fairly extensive knowledge of mathematics, especially in vector and tensor calculus, is also assumed."

Exactly one hundred years ago, in 1895, G. de Vries, under the supervision of D. J. Korteweg, defended his thesis on what is now known as the Korteweg-de Vries Equation. They published a joint paper in 1895 in the Philosophical Magazine, entitled On the change of form of long waves advancing in a rectangular canal, and on a new type of long stationary wave', and, for the next 60 years or so, no other relevant work seemed to have been done. In the 1960s, however, research on this and related equations exploded. There are now some 3100 papers in mathematics and physics that contain a mention of the phrase Korteweg-de Vries equation' in their title or abstract, and there are thousands more in other areas, such as biology, chemistry, electronics, geology, oceanology, meteorology, etc. And, of course, the KdV equation is only one of what are now called (Liouville) completely integrable systems. The KdV and its relatives continually turn up in situations when one wishes to incorporate nonlinear and dispersive effects into wave-type phenomena. This centenary provides a unique occasion to survey as many different aspects of the KdV and related equations. The KdV equation has depth, subtlety, and a breadth of applications that make it a rarity deserving special attention and exposition.

Limit theorems for random sequences may conventionally be divided into two large parts, one of them dealing with convergence of distributions (weak limit theorems) and the other, with almost sure convergence, that is to say, with asymptotic prop erties of almost all sample paths of the sequences involved (strong limit theorems). Although either of these directions is closely related to another one, each of them has its own range of specific problems, as well as the own methodology for solving the underlying problems. This book is devoted to the second of the above mentioned lines, which means that we study asymptotic behaviour of almost all sample paths of linearly transformed sums of independent random variables, vectors, and elements taking values in topological vector spaces. In the classical works of P.Levy, A.Ya.Khintchine, A.N.Kolmogorov, P.Hartman, A.Wintner, W.Feller, Yu.V.Prokhorov, and M.Loeve, the theory of almost sure asymptotic behaviour of increasing scalar-normed sums of independent random vari ables was constructed. This theory not only provides conditions of the almost sure convergence of series of independent random variables, but also studies different ver sions of the strong law of large numbers and the law of the iterated logarithm. One should point out that, even in this traditional framework, there are still problems which remain open, while many definitive results have been obtained quite recently."

This book is an outgrowth of the sixth international conference on integral methods in science and engineering. The chapters focus on the solution of mathematical models from various physical domains, using integral methods in conjunction with approximation schemes. Integral Methods in Science and Engineering describes the construction and application of various analytic and numerical integration techniques. Problem solving in areas such as solid mechanics, fluid dynamics, thermoelasticity, plates and shells, liquid crystals, diffusion and diffraction theory, Hamiltonian systems, resonance, nonlinear waves, plasma, flight dynamics, and structural networks are presented in an accessible manner. The book offers a vehicle for the quick dissemination of new results in these domains, and will help create an ideal environment for investigative interdisciplinary study among a variety of research areas.Topics: * Offers an illustration by prominent researchers of efficient methods of solution with numerical results and rigorous analytic methods * Presents applications of integral methods to a wide variety of mathematical and physical problems * Provides new results in the study of various physical and mechanical models * A clear, concise focus on a class of methodologies rather than a specific field of study This book is a practical resource for a broad audience of professionals, researchers, and practitioners in applied mathematics, mechanical engineering, and theoretical physics, who are interested in current research in ordinary and partial differential equations, integral equations, numerical analysis, mechanics of solids, fluid mechanics, and mathematical physics. Graduate students will find this a helpful guide to the wide range of applications that integral methods have in science and engineering.

Integral equations have wide applications in various fields, including continuum mechanics, potential theory, geophysics, electricity and magnetism, kinetic theory of gases, hereditary phenomena in physics and biology, renewal theory, quantum mechanics, radiation, optimization, optimal control systems, communication theory, mathematical economics, population genetics, queueing theory, and medicine. Computational Methods for Linear Integral Equations presents basic theoretical material that deals with numerical analysis, convergence, error estimates, and accuracy. The unique computational aspect leads the reader from theoretical and practical problems all the way through to computation with hands-on guidance for input files and the execution of computer programs. Features: * Offers all supporting Mathematica(R) files related to the book via the Internet at the authors' Web sites: www.math.uno.edu/fac/pkythe.html or www.math.uno.edu/fac/ppuri.html * Contains identification codes for problems, related methods, and computer programs that are cross-referenced throughout the book to make the connections easy to understand * Illustrates a how-to approach to computational work in the development of algorithms, construction of input files, timing, and accuracy analysis * Covers linear integral equations of Fredholm and Volterra types of the first and second kinds as well as associated singular integral equations, integro-differential equations, and eigenvalue problems * Provides clear, step-by-step guidelines for solving difficult and complex computational problems This book is an essential reference and authoritative resource for all professionals, graduate students, and researchers in mathematics, physical sciences, and engineering.Researchers interested in the numerical solution of integral equations will find its practical problem-solving style both accessible and useful for their work.

This book covers facts and methods for the reconstruction of a function in a real affine or projective space from data of integrals, particularly over lines, planes, and spheres. Recent results stress explicit analytic methods. Coverage includes the relations between algebraic integral geometry and partial differential equations. The first half of the book includes the ray, the spherical mean transforms in the plane or in 3-space, and inversion from incomplete data.

This is the first publication which follows an agreement by Kluwer Publishers with the Caribbean Mathematics Foundation (CMF), to publish the proceedings of its mathematical activities. To which one should add a disclaimer of sorts, namely that this volume is not the first in a series, because it is not first, and be cause neither party to the agreement construes these publications as elements of a series. Like the work of CMF, the arrangement between it and Kluwer Publishers, evolved gradually, empirically. CMF was created in 1988, and inaugurated with a conference on Ordered Algebraic Structures. Every year since there have been gatherings on a variety of mathematical topics: Locales and Topological Groups in 1989; Positive Operators in 1990; Finite Geometry and Abelian Groups in 1991; Semigroups of Operators last year. It should be stressed, however that in preparing for the first conference, there was no plan which might have augured what came after. One could say that one thing led to another, and one would be right enough.

The aim of this work is to present in a unified approach a series of results concerning totally convex functions on Banach spaces and their applications to building iterative algorithms for computing common fixed points of mea surable families of operators and optimization methods in infinite dimen sional settings. The notion of totally convex function was first studied by Butnariu, Censor and Reich [31] in the context of the space lRR because of its usefulness for establishing convergence of a Bregman projection method for finding common points of infinite families of closed convex sets. In this finite dimensional environment total convexity hardly differs from strict convexity. In fact, a function with closed domain in a finite dimensional Banach space is totally convex if and only if it is strictly convex. The relevancy of total convexity as a strengthened form of strict convexity becomes apparent when the Banach space on which the function is defined is infinite dimensional. In this case, total convexity is a property stronger than strict convexity but weaker than locally uniform convexity (see Section 1.3 below). The study of totally convex functions in infinite dimensional Banach spaces was started in [33] where it was shown that they are useful tools for extrapolating properties commonly known to belong to operators satisfying demanding contractivity requirements to classes of operators which are not even mildly nonexpansive.

The theory of integral and integrodifferential equations has ad vanced rapidly over the last twenty years. Of course the question of existence is an age-old problem of major importance. This mono graph is a collection of some of the most advanced results to date in this field. The book is organized as follows. It is divided into twelve chap ters. Each chapter surveys a major area of research. Specifically, some of the areas considered are Fredholm and Volterra integral and integrodifferential equations, resonant and nonresonant problems, in tegral inclusions, stochastic equations and periodic problems. We note that the selected topics reflect the particular interests of the authors. Donal 0 'Regan Maria Meehan CHAPTER 1 INTRODUCTION AND PRELIMINARIES 1.1. Introduction The aim of this book is firstly to provide a comprehensive existence the ory for integral and integrodifferential equations, and secondly to present some specialised topics in integral equations which we hope will inspire fur ther research in the area. To this end, the first part of the book deals with existence principles and results for nonlinear, Fredholm and Volterra inte gral and integrodifferential equations on compact and half-open intervals, while selected topics (which reflect the particular interests of the authors) such as nonresonance and resonance problems, equations in Banach spaces, inclusions, and stochastic equations are presented in the latter part."

This book considers signal processing and physical modeling meth ods for sound synthesis. Such methods are useful for example in mu sic synthesizers, computer sound cards, and computer games. Physical modeling synthesis has been commercialized for the first time about 10 years ago. Recently, it has been one of the most active research topics in musical acoustics and computer music. The authors of this book, Dr. Lutz Trautmann and Dr. Rudolf Rabenstein, are active researchers and inventors in the field of sound synthesis. Together they have developed a new synthesis technique, called the functional transformation method, which can be used for pro ducing musical sound in real time. Before this book, they have published over 20 papers on the topic in journals and conference proceedings. In this excellent textbook, the results are combined in a single volume. I believe that this will be considered an important step forward for the whole community.

Many problems arising in the physical sciences, engineering, biology and ap plied mathematics lead to mathematical models described by nonlinear integral equations in abstract spaces. The theory of nonlinear integral equations in ab stract spaces is a fast growing field with important applications to a number of areas of analysis as well as other branches of science. This book is devoted to a comprehensive treatment of nonlinear integral equations in abstract spaces. It is the first book that is dedicated to a systematic development of this subject, and it includes the developments during recent years. Chapter 1 introduces some basic results in analysis, which will be used in later chapters. Chapter 2, which is a main portion of this book, deals with nonlin ear integral equations in Banach spaces, including equations of Fredholm type, of Volterra type and equations of Hammerstein type. Some applica equations tions to nonlinear differential equations in Banach spaces are given. We also discuss an integral equation modelling infectious disease as a typical applica tion. In Chapter 3, we investigate the first order and second order nonlinear integro-differential equations in Banach spaces including equations of Volterra type and equations of mixed type. Chapter 4 is devoted to nonlinear impulsive integral equations in Banach spaces and their applications to nonlinear impul sive differential equations in Banach spaces."

Since from more than a century, the study of various types of integral equations and inequalities has been focus of great attention by many researchers, interested both in theory and its applications. In particular, there exists a very rich literature related to the integral equations and inequalities and their applications. The present monograph is an attempt to organize recent progress related to the Multidimensional integral equations and inequalities, which we hope will widen the scope of their new applications. The field to be covered is extremely wide and it is nearly impossible to treat all of them here. The material included in the monograph is recent and hard to find in other books. It is accessible to any reader with reasonable background in real analysis and acquaintance with its related areas. All results are presented in an elementary way and the book could also serve as a textbook for an advanced graduate course. The book deserves a warm welcome to those who wish to learn the subject and it will also be most valuable as a source of reference in the field. It will be an invaluable reading for mathematicians, physicists and engineers and also for graduate students, scientists and scholars wishing to keep abreast of this important area of research.

Integral transforms are among the main mathematical methods for the solution of equations describing physical systems, because, quite generally, the coupling between the elements which constitute such a system-these can be the mass points in a finite spring lattice or the continuum of a diffusive or elastic medium-prevents a straightforward "single-particle" solution. By describing the same system in an appropriate reference frame, one can often bring about a mathematical uncoupling of the equations in such a way that the solution becomes that of noninteracting constituents. The "tilt" in the reference frame is a finite or integral transform, according to whether the system has a finite or infinite number of elements. The types of coupling which yield to the integral transform method include diffusive and elastic interactions in "classical" systems as well as the more common quantum-mechanical potentials. The purpose of this volume is to present an orderly exposition of the theory and some of the applications of the finite and integral transforms associated with the names of Fourier, Bessel, Laplace, Hankel, Gauss, Bargmann, and several others in the same vein. The volume is divided into four parts dealing, respectively, with finite, series, integral, and canonical transforms. They are intended to serve as independent units. The reader is assumed to have greater mathematical sophistication in the later parts, though.

In topological measure theory, Radon measures are the most important objects. In the context of locally compact spaces, there are two equivalent canonical definitions. As a set function, a Radon measure is an inner compact regular Borel measure, finite on compact sets. As a functional, it is simply a positive linear form, defined on the vector lattice of continuous real-valued functions with compact support. During the last few decades, in particular because of the developments of modem probability theory and mathematical physics, attention has been focussed on measures on general topological spaces which are no longer locally compact, e.g. spaces of continuous functions or Schwartz distributions. For a Radon measure on an arbitrary Hausdorff space, essentially three equivalent definitions have been proposed: As a set function, it was defined by L. Schwartz as an inner compact regular Borel measure which is locally bounded. G. Choquet considered it as a strongly additive right continuous content on the lattice of compact subsets. Following P.A. Meyer, N. Bourbaki defined a Radon measure as a locally uniformly bounded family of compatible positive linear forms, each defined on the vector lattice of continuous functions on some compact subset.

This thesis is devoted to the study of the basic equations of fluid dynamics. First Matthias Kohne focuses on the derivation of a class of boundary conditions, which is based on energy estimates, and, thus, leads to physically relevant conditions. The derived class thereby contains many prominent artificial boundary conditions, which have proved to be suitable for direct numerical simulations involving artificial boundaries. The second part is devoted to the development of a complete Lp-theory for the resulting initial boundary value problems in bounded smooth domains, i.e. the Navier-Stokes equations complemented by one of the derived energy preserving boundary conditions. Finally, the third part of this thesis focuses on the corresponding theory for bounded, non-smooth domains, where the boundary of the domain is allowed to contain a finite number of edges, provided the smooth components of the boundary that meet at such an edge are locally orthogonal.

This book constitutes the proceedings of the International Conference on Integrable Systems in memory of J.-L. Verdier. It was held on July 1-5, 1991 at the Centre International de Recherches Mathematiques (C.I.R.M.) at Luminy, near Marseille (France). This collection of articles, covering many aspects of the theory of integrable Hamiltonian systems, both finite- and infinite-dimensional, with an emphasis on the algebro-geometric meth- ods, is published here as a tribute to Verdier who had planned this confer- ence before his death in 1989 and whose active involvement with this topic brought integrable systems to the fore as a subject for active research in France. The death of Verdier and his wife on August 25, 1989, in a car accident near their country house, was a shock to all of us who were acquainted with them, and was very deeply felt in the mathematics community. We knew of no better way to honor Verdier's memory than to proceed with both the School on Integrable Systems at the C.I.M.P.A. (Centre International de Mathematiques Pures et Appliquees in Nice), and the Conference on the same theme that was to follow it, as he himself had planned them.

Fractal geometry is used to model complicated natural and technical phenomena in various disciplines like physics, biology, finance, and medicine. Since most convincing models contain an element of randomness, stochastics enters the area in a natural way. This book documents the establishment of fractal geometry as a substantial mathematical theory. As in the previous volumes, which appeared in 1998 and 2000, leading experts known for clear exposition were selected as authors. They survey their field of expertise, emphasizing recent developments and open problems. Main topics include multifractal measures, dynamical systems, stochastic processes and random fractals, harmonic analysis on fractals.

Analytic and Geometric Inequalities and Applications is devoted to recent advances in a variety of inequalities of Mathematical Analysis and Geo metry. Subjects dealt with in this volume include: Fractional order inequalities of Hardy type, differential and integral inequalities with initial time differ ence, multi-dimensional integral inequalities, Opial type inequalities, Gruss' inequality, Furuta inequality, Laguerre-Samuelson inequality with extensions and applications in statistics and matrix theory, distortion inequalities for ana lytic and univalent functions associated with certain fractional calculus and other linear operators, problem of infimum in the positive cone, alpha-quasi convex functions defined by convolution with incomplete beta functions, Chebyshev polynomials with integer coefficients, extremal problems for poly nomials, Bernstein's inequality and Gauss-Lucas theorem, numerical radii of some companion matrices and bounds for the zeros of polynomials, degree of convergence for a class of linear operators, open problems on eigenvalues of the Laplacian, fourth order obstacle boundary value problems, bounds on entropy measures for mixed populations as well as controlling the velocity of Brownian motion by its terminal value. A wealth of applications of the above is also included. We wish to express our appreciation to the distinguished mathematicians who contributed to this volume. Finally, it is our pleasure to acknowledge the fine cooperation and assistance provided by the staff of Kluwer Academic Publishers. June 1999 Themistocles M. Rassias Hari M."

The calculus has been one ofthe areas of mathematics with a large number of significant applications since its formal development in the seventeenth century. With the recent development of the digital computer, the range of applications of mathematics, including the calculus, has increased greatly and now includes many disciplines that were formerly thought to be non quantitative. Some of the more traditional applications have been altered, by the presence of a computer, to an extent such that many problems hitherto felt to be intractable are now solvable. This book has been written as a reaction to events that have altered the applications of the calculus. The use of the computer is made possible at an early point, although the extent to which the computer is used in the course is subject to the decision of the instructor. Some less traditional applications are included in order to provide some insight into the breadth of problems that are now susceptible to mathematical solution. The Stieltjes integral is introduced to provide for easier transition from the stated problem to its mathematical formulation, and also to permit the use of functions like step functions in later courses (such as statistics) with relative ease. The course is designed to include all the background material ordinarily associa ted with the first course in the calculus, but it is also designed with the user in mind.

This book deals with evolutionary systems whose equation of state can be formulated as a linear Volterra equation in a Banach space. The main feature of the kernels involved is that they consist of unbounded linear operators. The aim is a coherent presentation of the state of art of the theory including detailed proofs and its applications to problems from mathematical physics, such as viscoelasticity, heat conduction, and electrodynamics with memory. The importance of evolutionary integral equations - which form a larger class than do evolution equations - stems from such applications and therefore special emphasis is placed on these. A number of models are derived and, by means of the developed theory, discussed thoroughly. An annotated bibliography containing 450 entries increases the book's value as an incisive reference text. --- This excellent book presents a general approach to linear evolutionary systems, with an emphasis on infinite-dimensional systems with time delays, such as those occurring in linear viscoelasticity with or without thermal effects. It gives a very natural and mature extension of the usual semigroup approach to a more general class of infinite-dimensional evolutionary systems. This is the first appearance in the form of a monograph of this recently developed theory. A substantial part of the results are due to the author, or are even new. (...) It is not a book that one reads in a few days. Rather, it should be considered as an investment with lasting value. (Zentralblatt MATH) In this book, the author, who has been at the forefront of research on these problems for the last decade, has collected, and in many places extended, the known theory for these equations. In addition, he has provided a framework that allows one to relate and evaluate diverse results in the literature. (Mathematical Reviews) This book constitutes a highly valuable addition to the existing literature on the theory of Volterra (evolutionary) integral equations and their applications in physics and engineering. (...) and for the first time the stress is on the infinite-dimensional case. (SIAM Reviews)

This book highlights new, previously unpublished results obtained in the last years in integral geometry and theory of convolution equations on bounded domains. All results included here are definitive and include for example the definitive version of the two-radii theorem, the solution of the support problem for ball mean values, the extreme variants of the Pompeiu problem, the definitive versions of uniqueness theorems for multiple trigonometric series with gaps.

In order to make this book as self-contained as possible, we have gathered all prerequisites needed in the first part. In addition, each part of the book ends with comments in which not only other investigations are documented but also open problems dealing with a broader perspective are posed.

A great number of applications to various branches of mathematics are also considered, for example, applications to the theory of approximations, discrete geometry, harmonic analysis, measure-preserving transformations, harmonic functions.

Some of the material in this book has been the subject of lectures delivered by the author for advanced students, doctors and professors of mathematical faculty in various universities and so this book should be of interest to the graduate students and researchers in this area.