This volume contains papers written by participants of the 6th Workshop on - erator Theory in Krein Spaces and Operator Polynomials, which was held at the Technische Universit. at Berlin, Germany, December 14 to 17, 2006. This workshop was attended by 67 participants from 14 countries. The lectures covered topics from spectral and perturbation theory of linear operators in inner product spaces and from operator polynomials. They included the theory of generalized Nevanlinna and Schur functions, di?erential operators, singular perturbations, de Branges spaces, scattering problems, block numerical ranges, nonnegative matrices and relations. All these topics are re?ected in the present volume. Besides, it contains an after dinner speech from an earlier wo- shop, which we think may be of interest for the reader, as well as a speech on the occasion of the retirement of Peter Jonas. It is a pleasure to acknowledge the substantial ?nancial support received from the - Deutsche Forschungsgemeinschaft (DFG), - Berlin Mathematical School (BMS), - DFG-Forschungszentrum MATHEON "Mathematik fur .. Schlussel- .. technologien", - Institute of Mathematics of the Technische Universit. at Berlin. WewouldalsoliketothankPetraGrimbergerforhergreathelpintheorganisation. Without her assistance the workshop might not have taken place.

These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. There are three approaches to analyze SPDE: the "martingale measure approach," the "mild solution approach" and the "variational approach." The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach." A large part of necessary background material is included in appendices.

The 2nd edition of LNM 523 is based on the two first authors' mathematical approach of this theory presented in its 1st edition in 1976. An entire new chapter on the current forefront of research has been added. Except for this new chapter and the correction of a few misprints, the basic material and presentation of the first edition has been maintained. At the end of each chapter the reader will also find notes with further bibliographical information.

This book is intended to give an introduction to the theory of forwa- backward stochastic di erential equations (FBSDEs, for short) which has received strong attention in recent years because of its interesting structure and its usefulness in various applied elds. The motivation for studying FBSDEs comes originally from stochastic optimal control theory, that is, the adjoint equation in the Pontryagin-type maximum principle. The earliest version of such an FBSDE was introduced by Bismut 1] in 1973, with a decoupled form, namely, a system of a usual (forward)stochastic di erential equation and a (linear) backwardstochastic dieren tial equation (BSDE, for short). In 1983, Bensoussan 1] proved the well-posedness of general linear BSDEs by using martingale representation theorem. The r st well-posedness result for nonlinear BSDEs was proved in 1990 by Pardoux{Peng 1], while studying the general Pontryagin-type maximum principle for stochastic optimal controls. A little later, Peng 4] discovered that the adapted solution of a BSDE could be used as a pr- abilistic interpretation of the solutions to some semilinear or quasilinear parabolic partial dieren tial equations (PDE, for short), in the spirit of the well-known Feynman-Kac formula. After this, extensive study of BSDEs was initiated, and potential for its application was found in applied and t- oretical areas such as stochastic control, mathematical n ance, dieren tial geometry, to mention a few. The study of (strongly) coupled FBSDEs started in early 90s. In his Ph.

A breakthrough approach to the theory and applications of stochastic integration The theory of stochastic integration has become an intensely studied topic in recent years, owing to its extraordinarily successful application to financial mathematics, stochastic differential equations, and more. This book features a new measure theoretic approach to stochastic integration, opening up the field for researchers in measure and integration theory, functional analysis, probability theory, and stochastic processes. World-famous expert on vector and stochastic integration in Banach spaces Nicolae Dinculeanu compiles and consolidates information from disparate journal articles-including his own results-presenting a comprehensive, up-to-date treatment of the theory in two major parts. He first develops a general integration theory, discussing vector integration with respect to measures with finite semivariation, then applies the theory to stochastic integration in Banach spaces. Vector Integration and Stochastic Integration in Banach Spaces goes far beyond the typical treatment of the scalar case given in other books on the subject. Along with such applications of the vector integration as the Reisz representation theorem and the Stieltjes integral for functions of one or two variables with finite semivariation, it explores the emergence of new classes of summable processes that make applications possible, including square integrable martingales in Hilbert spaces and processes with integrable variation or integrable semivariation in Banach spaces. Numerous references to existing results supplement this exciting, breakthrough work.

The study of variational problems showing multi-scale behaviour with oscillation or concentration phenomena is a challenging topic of very active research. This volume collects lecture notes on the asymptotic analysis of such problems when multi-scale behaviour derives from scale separation in the passage from atomistic systems to continuous functionals, from competition between bulk and surface energies, from various types of homogenization processes, and on concentration effects in Ginzburg-Landau energies and in subcritical growth problems.

T his book provides an introduction to recent developments in the theory of generalized harmonic analysis and its applications. It is well known that convolutions, differential operators and diffusion processes are interconnected: the ordinary convolution commutes with the Laplacian, and the law of Brownian motion has a convolution semigroup property with respect to the ordinary convolution. Seeking to generalize this useful connection, and also motivated by its probabilistic applications, the book focuses on the following question: given a diffusion process Xt on a metric space E, can we construct a convolution-like operator * on the space of probability measures on E with respect to which the law of Xt has the *-convolution semigroup property? A detailed analysis highlights the connection between the construction of convolution-like structures and disciplines such as stochastic processes, ordinary and partial differential equations, spectral theory, special functions and integral transforms. The book will be valuable for graduate students and researchers interested in the intersections between harmonic analysis, probability theory and differential equations.

This work treats quantitative aspects of the approximation of functions using positive linear operators. The theory of these operators has been an important area of research in the last few decades, particularly as it affects computer-aided geometric design. In this book, the crucial role of the second order moduli of continuity in the study of such operators is emphasized. New and efficient methods, applicable to general operators and to diverse concrete moduli, are presented. The advantages of these methods consist in obtaining improved and even optimal estimates, as well as in broadening the applicability of the results.

*Additional Topics and Features:

* Examination of the multivariate approximation case

* Special focus on the Bernstein operators, including applications, and on two new classes of Bernstein-type operators

* Many general estimates, leaving room for future applications (e.g. the B-spline case)

* Extensions to approximation operators acting on spaces of vector functions

* Historical perspective in the form of previous significant results

This monograph will be of interest to those working in the field of approximation or functional analysis. Requiring only familiarity with the basics of approximation theory, the book may serve as a good supplementary text for courses in approximation theory, or as a reference text on the subject.

The field of convex geometry has become a fertile subject of mathematical activity in the past few decades. This exposition, examining in detail those topics in convex geometry that are concerned with Euclidean space, is enriched by numerous examples, illustrations, and exercises, with a good bibliography and index.

The theory of intrinsic volumes for convex bodies, along with the Hadwiger characterization theorems, whose proofs are based on beautiful geometric ideas such as the rounding theorems and the Steiner formula, are treated in Part 1. In Part 2 the reader is given a survey on curvature and surface area measures and extensions of the class of convex bodies. Part 3 is devoted to the important class of star bodies and selectors for convex and star bodies, including a presentation of two famous problems of geometric tomography: the Shephard problem and the Busemanna "Petty problem.

Selected Topics in Convex Geometry requires of the reader only a basic knowledge of geometry, linear algebra, analysis, topology, and measure theory. The book can be used in the classroom setting for graduates courses or seminars in convex geometry, geometric and convex combinatorics, and convex analysis and optimization. Researchers in pure and applied areas will also benefit from the book.

This book describes integration and measure theory for readers interested in analysis, engineering, and economics. It gives a systematic account of Riemann-Stieltjes integration and deduces the Lebesgue-Stieltjes measure from the Lebesgue-Stieltjes integral.

This book provides a modern and up-to-date treatment of the Hilbert transform of distributions and the space of periodic distributions. Taking a simple and effective approach to a complex subject, this volume is a first-rate textbook at the graduate level as well as an extremely useful reference for mathematicians, applied scientists, and engineers.
The author, a leading authority in the field, shares with the reader many new results from his exhaustive research on the Hilbert transform of Schwartz distributions. He describes in detail how to use the Hilbert transform to solve theoretical and physical problems in a wide range of disciplines; these include aerofoil problems, dispersion relations, high-energy physics, potential theory problems, and others.
Innovative at every step, J. N. Pandey provides a new definition for the Hilbert transform of periodic functions, which is especially useful for those working in the area of signal processing for computational purposes. This definition could also form the basis for a unified theory of the Hilbert transform of periodic, as well as nonperiodic, functions.
The Hilbert transform and the approximate Hilbert transform of periodic functions are worked out in detail for the first time in book form and can be used to solve Laplace's equation with periodic boundary conditions. Among the many theoretical results proved in this book is a Paley-Wiener type theorem giving the characterization of functions and generalized functions whose Fourier transforms are supported in certain orthants of Rn.
Placing a strong emphasis on easy application of theory and techniques, the book generalizes the Hilbert problem in higher dimensions and solves it in function spaces as well as in generalized function spaces. It simplifies the one-dimensional transform of distributions; provides solutions to the distributional Hilbert problems and singular integral equations; and covers the intrinsic definition of the testing function spaces and its topology.
The book includes exercises and review material for all major topics, and incorporates classical and distributional problems into the main text. Thorough and accessible, it explores new ways to use this important integral transform, and reinforces its value in both mathematical research and applied science.
The Hilbert transform made accessible with many new formulas and definitions
Written by today's foremost expert on the Hilbert transform of generalized functions, this combined text and reference covers the Hilbert transform of distributions and the space of periodic distributions. The author provides a consistently accessible treatment of this advanced-level subject and teaches techniques that can be easily applied to theoretical and physical problems encountered by mathematicians, applied scientists, and graduate students in mathematics and engineering.
Introducing many new inversion formulas that have been developed and applied by the author and his research associates, the book:
* Provides solutions to the distributional Hilbert problem and singular integral equations
* Focuses on the Hilbert transform of Schwartz distributions, giving intrinsic definitions of the space H(D) and its topology
* Covers the Paley-Wiener theorem and provides many important theoretical results of importance to research mathematicians
* Provides the characterization of functions and generalized functions whose Fourier transforms are supported in certain orthants of Rn
* Offers a new definition of the Hilbert transform of the periodic function that can be used for computational purposes in signal processing
* Develops the theory of the Hilbert transform of periodic distributions and the approximate Hilbert transform of periodic distributions
* Provides exercises at the end of each chapter--useful to professors in planning assignments, tests, and problems

The book deals with linear time-invariant delay-differential equations with commensurated point delays in a control-theoretic context. The aim is to show that with a suitable algebraic setting a behavioral theory for dynamical systems described by such equations can be developed. The central object is an operator algebra which turns out to be an elementary divisor domain and thus provides the main tool for investigating the corresponding matrix equations. The book also reports the results obtained so far for delay-differential systems with noncommensurate delays. Moreover, whenever possible it points out similarities and differences to the behavioral theory of multidimensional systems, which is based on a great deal of algebraic structure itself. The presentation is introductory and self-contained. It should also be accessible to readers with no background in delay-differential equations or behavioral systems theory. The text should interest researchers and graduate students.

This book consists of six survey contributions that are focused on several open problems of theoretical fluid mechanics both for incompressible and compressible fluids. The first article "Viscous flows in Besov spaces" by M area Cannone ad dresses the problem of global existence of a uniquely defined solution to the three-dimensional Navier-Stokes equations for incompressible fluids. Among others the following topics are intensively treated in this contribution: (i) the systematic description of the spaces of initial conditions for which there exists a unique local (in time) solution or a unique global solution for small data, (ii) the existence of forward self-similar solutions, (iii) the relation of these results to Leray's weak solutions and backward self-similar solutions, (iv) the extension of the results to further nonlinear evolutionary problems. Particular attention is paid to the critical spaces that are invariant under the self-similar transform. For sufficiently small Reynolds numbers, the conditional stability in the sense of Lyapunov is also studied. The article is endowed by interesting personal and historical comments and an exhaustive bibliography that gives the reader a complete picture about available literature. The papers "The dynamical system approach to the Navier-Stokes equa tions for compressible fluids" by Eduard Feireisl, and "Asymptotic problems and compressible-incompressible limits" by Nader Masmoudi are devoted to the global (in time) properties of solutions to the Navier-Stokes equa and three tions for compressible fluids. The global (in time) analysis of two dimensional motions of compressible fluids were left open for many years."

This book treats the general theory of Poisson structures and integrable systems on affine varieties in a systematic way. Special attention is drawn to algebraic completely integrable systems. Several integrable systems are constructed and studied in detail and a few applications of integrable systems to algebraic geometry are worked out.In the second edition some of the concepts in Poisson geometry are clarified by introducting Poisson cohomology; the Mumford systems are constructed from the algebra of pseudo-differential operators, which clarifies their origin; a new explanation of the multi Hamiltonian structure of the Mumford systems is given by using the loop algebra of sl(2); and finally Goedesic flow on SO(4) is added to illustrate the linearizatin algorith and to give another application of integrable systems to algebraic geometry.

This is a new approach to the theory of non-holomorphic modular forms, based on ideas from quantization theory or pseudodifferential analysis. Extending the Rankin-Selberg method so as to apply it to the calculation of the Roelcke-Selberg decomposition of the product of two Eisenstein series, one lets Maass cusp-forms appear as residues of simple, Eisenstein-like, series. Other results, based on quantization theory, include a reinterpretation of the Lax-Phillips scattering theory for the automorphic wave equation, in terms of distributions on R2 automorphic with respect to the linear action of SL(2, Z)

The average-case analysis of numerical problems is the counterpart of the more traditional worst-case approach. The analysis of average error and cost leads to new insight on numerical problems as well as to new algorithms. The book provides a survey of results that were mainly obtained during the last 10 years and also contains new results. The problems under consideration include approximation/optimal recovery and numerical integration of univariate and multivariate functions as well as zero-finding and global optimization. Background material, e.g. on reproducing kernel Hilbert spaces and random fields, is provided.

The book provides a self-contained introduction to the mathematical theory of non-smooth dynamical problems, as they frequently arise from mechanical systems with friction and/or impacts. It is aimed at applied mathematicians, engineers, and applied scientists in general who wish to learn the subject.

Scattering theory is, roughly speaking, perturbation theory of self-adjoint operators on the (absolutely) continuous spectrum. It has its origin in mathematical problems of quantum mechanics and is intimately related to the theory of partial differential equations. Some recently solved problems, such as asymptotic completeness for the Schrödinger operator with long-range and multiparticle potentials, as well as open problems, are discussed. Potentials for which asymptotic completeness is violated are also constructed. This corresponds to a new class of asymptotic solutions of the time-dependent Schrödinger equation. Special attention is paid to the properties of the scattering matrix, which is the main observable of the theory. The book is addressed to readers interested in a deeper study of the subject.

The book develops "Classical Microlocal Analysis" in the spaces of hyperfunctions and microfunctions, which makes it possible to apply the methods in the distribution category to the studies on partial differential equations in the hyperfunction category. Here "Classical Microlocal Analysis" means that it does not use "Algebraic Analysis." The main tool in the text is, in some sense, integration by parts. The studies on microlocal uniqueness, analytic hypoellipticity and local solvability are reduced to the problems to derive energy estimates (or a priori estimates). The author assumes basic understanding of theory of pseudodifferential operators in the distribution category.

This book is about the explicit elimination of fast oscillatory scales in dynamical systems, which is important for efficient computer-simulations and our understanding of model hierarchies. The author presents his new direct method, homogenization in time, based on energy principles and weak convergence techniques. How to use this method is shown in several general cases taken from classical and quantum mechanics. The results are applied to special problems from plasma physics, molecular dynamics and quantum chemistry. Background material from functional analysis is provided and explained to make this book accessible for a general audience of graduate students and researchers.

This book contributes to the mathematical theory of systems of differential equations consisting of the partial differential equations resulting from conservation of mass and momentum, and of constitutive equations with internal variables. The investigations are guided by the objective of proving existence and uniqueness, and are based on the idea of transforming the internal variables and the constitutive equations. A larger number of constitutive equations from the engineering sciences are presented. The book is therefore suitable not only for specialists, but also for mathematicians seeking for an introduction in the field, and for engineers with a sound mathematical background.

The object of homogenization theory is the description of the macroscopic properties of structures with fine microstructure, covering a wide range of applications that run from the study of properties of composites to optimal design. The structures under consideration may model cellular elastic materials, fibred materials, stratified or porous media, or materials with many holes or cracks. In mathematical terms, this study can be translated in the asymptotic analysis of fast-oscillating differential equations or integral functionals. The book presents an introduction to the mathematical theory of homogenization of nonlinear integral functionals, with particular regard to those general results that do not rely on smoothness or convexity assumptions. Homogenization results and appropriate descriptive formulas are given for periodic and almost- periodic functionals. The applications include the asymptotic behaviour of oscillating energies describing cellular hyperelastic materials, porous media, materials with stiff and soft inclusions, fibered media, homogenization of HamiltonJacobi equations and Riemannian metrics, materials with multiple scales of microstructure and with multi-dimensional structure. The book includes a specifically designed, self-contained and up-to-date introduction to the relevant results of the direct methods of Gamma-convergence and of the theory of weak lower semicontinuous integral functionals depending on vector-valued functions. The book is based on various courses taught at the advanced graduate level. Prerequisites are a basic knowledge of Sobolev spaces, standard functional analysis and measure theory. The presentation is completed by several examples and exercises.

This monograph gives a description of all algorithmic steps and a mathematical foundation for a special numerical method, namely the boundary-domain integral method (BDIM). This method is a generalization of the well-known boundary element method, but it is also applicable to linear elliptic systems with variable coefficients, especially to shell equations. The text should be understandable at the beginning graduate-level. It is addressed to researchers in the fields of numerical analysis and computational mechanics, and will be of interest to everyone looking at serious alternatives to the well-established finite element methods.

This book studies the large-time asymptotic behavior of solutions of the pure initial value problem for linear dispersive equations with constant coefficients and homogeneous symbols in one space dimension. Complete matched and uniformly-valid asymptotic expansions are obtained and sharp error estimates are proved. Using the method of steepest descent much new information on the regularity and spatial asymptotics of the solutions are also obtained. Applications to nonlinear dispersive equations are discussed. This monograph is intended for researchers and graduate students of partial differential equations. Familiarity with basic asymptotic, complex and Fourier analysis is assumed.

A comprehensive, up-to-date, and accessible introduction to the numerical solution of a large class of integral equations, this book builds an important foundation for the numerical analysis of these equations. It provides a general framework for the degenerate kernel, projection, and Nyström methods and includes an introduction to the numerical solution of boundary integral equations (also known as boundary element methods). It is an excellent resource for graduate students and researchers trying to solve integral equation problems and for engineers using boundary element methods.