Line Integral Methods for Conservative Problems explains the numerical solution of differential equations within the framework of geometric integration, a branch of numerical analysis that devises numerical methods able to reproduce (in the discrete solution) relevant geometric properties of the continuous vector field. The book focuses on a large set of differential systems named conservative problems, particularly Hamiltonian systems. Assuming only basic knowledge of numerical quadrature and Runge-Kutta methods, this self-contained book begins with an introduction to the line integral methods. It describes numerous Hamiltonian problems encountered in a variety of applications and presents theoretical results concerning the main instance of line integral methods: the energy-conserving Runge-Kutta methods, also known as Hamiltonian boundary value methods (HBVMs). The authors go on to address the implementation of HBVMs in order to recover in the numerical solution what was expected from the theory. The book also covers the application of HBVMs to handle the numerical solution of Hamiltonian partial differential equations (PDEs) and explores extensions of the energy-conserving methods. With many examples of applications, this book provides an accessible guide to the subject yet gives you enough details to allow concrete use of the methods. MATLAB codes for implementing the methods are available online.

Partial table of contents:

Preliminary Remarks on Analytical Geometry and Vector Analysis: Rectangular Coordinates and Vectors, Affine Transformations and the Multiplication of Determinants.

Functions of Several Variables and Their Derivatives: Continuity, The Total Differential of a Function and Its Geometrical Meaning.

Developments and Applications of the Differential Calculus: Implicit Functions, Maxima and Minima.

Multiple Integrals: Transformation of Multiple Integrals, Improper Integrals.

Integration over Regions in Several Dimensions: Surface Integrals, Stokes's Theorem in Space.

Differential Equations: Examples on the Mechanics of a Particle, Linear Differential Equations.

Calculus of Variations: Euler's Differential Equation in the Simplest Case, Generalizations.

Functions of a Complex Variable: The Integration of Analytic Functions, Cauchy's Formula and Its Applications.

Appendixes.

Index.

This volume is part of collection of contributions devoted to analytical and experimental techniques of dynamical systems, presented at the 15th International Conference "Dynamical Systems: Theory and Applications", held in Lodz, Poland on December 2-5, 2019. The wide selection of material has been divided into three volumes, each focusing on a different field of applications of dynamical systems. The broadly outlined focus of both the conference and these books includes bifurcations and chaos in dynamical systems, asymptotic methods in nonlinear dynamics, dynamics in life sciences and bioengineering, original numerical methods of vibration analysis, control in dynamical systems, optimization problems in applied sciences, stability of dynamical systems, experimental and industrial studies, vibrations of lumped and continuous systems, non-smooth systems, engineering systems and differential equations, mathematical approaches to dynamical systems, and mechatronics.

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Ito's formula, the optional stopping theorem and Girsanov's theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Ito, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments. Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus.

This volume is part of collection of contributions devoted to analytical and experimental techniques of dynamical systems, presented at the 15th International Conference "Dynamical Systems: Theory and Applications", held in Lodz, Poland on December 2-5, 2019. The wide selection of material has been divided into three volumes, each focusing on a different field of applications of dynamical systems. The broadly outlined focus of both the conference and these books includes bifurcations and chaos in dynamical systems, asymptotic methods in nonlinear dynamics, dynamics in life sciences and bioengineering, original numerical methods of vibration analysis, control in dynamical systems, optimization problems in applied sciences, stability of dynamical systems, experimental and industrial studies, vibrations of lumped and continuous systems, non-smooth systems, engineering systems and differential equations, mathematical approaches to dynamical systems, and mechatronics.

This book provides ideas for implementing Wolfram Mathematica to solve linear integral equations. The book introduces necessary theoretical information about exact and numerical methods of solving integral equations. Every method is supplied with a large number of detailed solutions in Wolfram Mathematica. In addition, the book includes tasks for individual study. This book is a supplement for students studying "Integral Equations". In addition, the structure of the book with individual assignments allows to use it as a base for various courses.

This book is based on a capstone course that the author taught to upper division undergraduate students with the goal to explain and visualize the connections between different areas of mathematics and the way different subject matters flow from one another. In teaching his readers a variety of problem solving techniques as well, the author succeeds in enhancing the readers' hands on knowledge of mathematics and provides glimpses into the world of research and discovery. The connections between different techniques and areas of mathematics are emphasized throughout and constitute one of the most important lessons this book attempts to impart. This book is interesting and accessible to anyone with a basic knowledge of high school mathematics and a curiosity about research mathematics. The author is a professor at the University of Missouri and has maintained a keen interest in teaching at different levels since his undergraduate days at the University of Chicago. He has run numerous summer programs in mathematics for local high school students and undergraduate students at his university.The author gets much of his research inspiration from his teaching activities and looks forward to exploring this wonderful and rewarding symbiosis for years to come.

This volume is part of the collaboration agreement between Springer and the ISAAC society. This is the first in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis" (OTHA), Southern Federal University in Rostov-on-Don, Russia. This volume is focused on general harmonic analysis and its numerous applications. The two volumes cover new trends and advances in several very important fields of mathematics, developed intensively over the last decade. The relevance of this topic is related to the study of complex multiparameter objects required when considering operators and objects with variable parameters.

Integrals and sums are not generally considered for evaluation using complex integration. This book proposes techniques that mainly use complex integration and are quite different from those in the existing texts. Such techniques, ostensibly taught in Complex Analysis courses to undergraduate students who have had two semesters of calculus, are usually limited to a very small set of problems. Few practitioners consider complex integration as a tool for computing difficult integrals. While there are a number of books on the market that provide tutorials on this subject, the existing texts in this field focus on real methods. Accordingly, this book offers an eye-opening experience for computation enthusiasts used to relying on clever substitutions and transformations to evaluate integrals and sums. The book is the result of nine years of providing solutions to difficult calculus problems on forums such as Math Stack Exchange or the author's website, residuetheorem.com. It serves to detail to the enthusiastic mathematics undergraduate, or the physics or engineering graduate student, the art and science of evaluating difficult integrals, sums, and products.

Differential and integral equations involve important mathematical techniques, and as such will be encountered by mathematicians, and physical and social scientists, in their undergraduate courses. This text provides a clear, comprehensive guide to first- and second-order ordinary and partial
differential equations, whilst introducing important and useful basic material on integral equations. Readers will encounter detailed discussion of the wave, heat and Laplace equations, of Green's functions and their application to the Sturm-Liouville equation, and how to use series solutions,
transform methods and phase-plane analysis. The calculus of variations will take them further into the world of applied analysis.
Providing a wealth of techniques, but yet satisfying the needs of the pure mathematician, and with numerous carefully worked examples and exercises, the text is ideal for any undergraduate with basic calculus to gain a thorough grounding in 'analysis for applications'.

This book provides a self-contained introduction to convex geometry in Euclidean space. After covering the basic concepts and results, it develops Brunn-Minkowski theory, with an exposition of mixed volumes, the Brunn-Minkowski inequality, and some of its consequences, including the isoperimetric inequality. Further central topics are then treated, such as surface area measures, projection functions, zonoids, and geometric valuations. Finally, an introduction to integral-geometric formulas in Euclidean space is provided. The numerous exercises and the supplementary material at the end of each section form an essential part of the book. Convexity is an elementary and natural concept. It plays a key role in many mathematical fields, including functional analysis, optimization, probability theory, and stochastic geometry. Paving the way to the more advanced and specialized literature, the material will be accessible to students in the third year and can be covered in one semester.

This work results from a selection of the contributions presented in the mini symposium "Applications of Multiresolution Analysis with "Wavelets", presented at the ICIAM 19, the International Congress on Industrial and Applied Mathematics held at Valencia, Spain, in July 2019. The presented developments and applications cover different areas, including filtering, signal analysis for damage detection, time series analysis, solutions to boundary value problems and fractional calculus. This bunch of examples highlights the importance of multiresolution analysis to face problems in several and varied disciplines. The book is addressed to researchers in the field.

In this book, Hawkins elegantly places Lebesgue's early work on integration theory within in proper historical context by relating it to the developments during the nineteenth century that motivated it and gave it significance and also to the contributions made in this field by Lebesgue's contemporaries. Hawkins was awarded the 1997 MAA Chauvenet Prize and the 2001 AMS Albert Leon Whiteman Memorial Prize for notable exposition and exceptional scholarship in the history of mathematics.

The objective of this book is to construct a rigorous mathematical approach to linear hereditary problems of wave propagation theory and demonstrate the efficiency of mathematical theorems in hereditary mechanics. By using both real end complex Tauberian techniques for the Laplace transform, a classification of near-front asymptotics of solutions to considered equations is given-depending on the singularity character of the memory function. The book goes on to derive the description of the behavior of these solutions and demonstrates the importance of nonlinear Laplace transform in linear hereditary elasticity. This book is of undeniable value to researchers working in areas of mathematical physics and related fields.

This volume is part of the collaboration agreement between Springer and the ISAAC society. This is the second in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis" (OTHA), Southern Federal University, Rostov-on-Don, Russia. This volume focuses on mathematical methods and applications of probability and statistics in the context of general harmonic analysis and its numerous applications. The two volumes cover new trends and advances in several very important fields of mathematics, developed intensively over the last decade. The relevance of this topic is related to the study of complex multi-parameter objects required when considering operators and objects with variable parameters.

This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions. In the final chapter, applications to mathematical finance are given. The preliminary knowledge needed by the reader is linear algebra and measure theory. Rigorous proofs are provided for theorems, propositions, and lemmas. In this book, the definition of conditional expectations is slightly different than what is usually found in other textbooks. For the Doob-Meyer decomposition theorem, only square integrable submartingales are considered, and only elementary facts of the square integrable functions are used in the proof. In stochastic differential equations, the Euler-Maruyama approximation is used mainly to prove the uniqueness of martingale problems and the smoothness of solutions of stochastic differential equations.

The 2nd edition of this book is essentially an extended version of the 1st and provides a very sound overview of the most important special functions of Fractional Calculus. It has been updated with material from many recent papers and includes several surveys of important results known before the publication of the 1st edition, but not covered there. As a result of researchers' and scientists' increasing interest in pure as well as applied mathematics in non-conventional models, particularly those using fractional calculus, Mittag-Leffler functions have caught the interest of the scientific community. Focusing on the theory of Mittag-Leffler functions, this volume offers a self-contained, comprehensive treatment, ranging from rather elementary matters to the latest research results. In addition to the theory the authors devote some sections of the work to applications, treating various situations and processes in viscoelasticity, physics, hydrodynamics, diffusion and wave phenomena, as well as stochastics. In particular, the Mittag-Leffler functions make it possible to describe phenomena in processes that progress or decay too slowly to be represented by classical functions like the exponential function and related special functions. The book is intended for a broad audience, comprising graduate students, university instructors and scientists in the field of pure and applied mathematics, as well as researchers in applied sciences like mathematical physics, theoretical chemistry, bio-mathematics, control theory and several other related areas.

The inverse scattering problem is central to many areas of science and technology such as radar, sonar, medical imaging, geophysical exploration and nondestructive testing. This book is devoted to the mathematical and numerical analysis of the inverse scattering problem for acoustic and electromagnetic waves. In this fourth edition, a number of significant additions have been made including a new chapter on transmission eigenvalues and a new section on the impedance boundary condition where particular attention has been made to the generalized impedance boundary condition and to nonlocal impedance boundary conditions. Brief discussions on the generalized linear sampling method, the method of recursive linearization, anisotropic media and the use of target signatures in inverse scattering theory have also been added.

Introduction to integration provides a unified account of integration theory, giving a practical guide to the Lebesgue integral and its uses, with a wealth of illustrative examples and exercises. The book begins with a simplified Lebesgue-style integral (in lieu of the more traditional Riemann integral), intended for a first course in integration. This suffices for elementary applications, and serves as an introduction to the core of the book. The final chapters present selected applications, mostly drawn from Fourier analysis. The emphasis throughout is on integrable functions rather than on measure. The book is designed primarily as an undergraduate or introductory graduate textbook. It is similar in style and level to Priestley's Introduction to complex analysis, for which it provides a companion volume, and is aimed at both pure and applied mathematicians. Prerequisites are the rudiments of integral calculus and a first course in real analysis.

This book is among the first concise presentations of the set-valued stochastic integration theory as well as its natural applications, as well as the first to contain complex approach theory of set-valued stochastic integrals. Taking particular consideration of set-valued Ito , set-valued stochastic Lebesgue, and stochastic Aumann integrals, the volume is divided into nine parts. It begins with preliminaries of mathematical methods that are then applied in later chapters containing the main results and some of their applications, and contains many new problems. Methods applied in the book are mainly based on functional analysis, theory of probability processes, and theory of set-valued mappings. The volume will appeal to students of mathematics, economics, and engineering, as well as to mathematics professionals interested in applications of the theory of set-valued stochastic integrals.

In this book, the optimal transportation problem (OT) is described as a variational problem for absolutely continuous stochastic processes with fixed initial and terminal distributions. Also described is Schroedinger's problem, which is originally a variational problem for one-step random walks with fixed initial and terminal distributions. The stochastic optimal transportation problem (SOT) is then introduced as a generalization of the OT, i.e., as a variational problem for semimartingales with fixed initial and terminal distributions. An interpretation of the SOT is also stated as a generalization of Schroedinger's problem. After the brief introduction above, the fundamental results on the SOT are described: duality theorem, a sufficient condition for the problem to be finite, forward-backward stochastic differential equations (SDE) for the minimizer, and so on. The recent development of the superposition principle plays a crucial role in the SOT. A systematic method is introduced to consider two problems: one with fixed initial and terminal distributions and one with fixed marginal distributions for all times. By the zero-noise limit of the SOT, the probabilistic proofs to Monge's problem with a quadratic cost and the duality theorem for the OT are described. Also described are the Lipschitz continuity and the semiconcavity of Schroedinger's problem in marginal distributions and random variables with given marginals, respectively. As well, there is an explanation of the regularity result for the solution to Schroedinger's functional equation when the space of Borel probability measures is endowed with a strong or a weak topology, and it is shown that Schroedinger's problem can be considered a class of mean field games. The construction of stochastic processes with given marginals, called the marginal problem for stochastic processes, is discussed as an application of the SOT and the OT.