Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard.

Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications.

The book:

Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials.

Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls.

Features numerous exercises and solved problems to help illustrate the applications.

Is authored by leading sensitivityanalysis practitioners, combining a range of disciplinary backgrounds.

Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.

In response to scientific needs for more diverse and structured explanations of statistical data, researchers have discovered how to model individual data points as belonging to multiple groups. Handbook of Mixed Membership Models and Their Applications shows you how to use these flexible modeling tools to uncover hidden patterns in modern high-dimensional multivariate data. It explores the use of the models in various application settings, including survey data, population genetics, text analysis, image processing and annotation, and molecular biology. Through examples using real data sets, you'll discover how to characterize complex multivariate data in: Studies involving genetic databases Patterns in the progression of diseases and disabilities Combinations of topics covered by text documents Political ideology or electorate voting patterns Heterogeneous relationships in networks, and much more The handbook spans more than 20 years of the editors' and contributors' statistical work in the field. Top researchers compare partial and mixed membership models, explain how to interpret mixed membership, delve into factor analysis, and describe nonparametric mixed membership models. They also present extensions of the mixed membership model for text analysis, sequence and rank data, and network data as well as semi-supervised mixed membership models.

First published in 1967, this book explores the theme of geographical generalization, or model building. It is composed of eight of the chapters from the original Models in Geography, published in 1967. The first chapter broadly outlines geographical generalization and examines the nature and function of generalized statements, ranging from conceptual models to scale models, in a geographical context. The following chapter deals with model theory in a wider scientific framework and the rest of the book discusses models of physical systems and information models. The book considers model-type generalizations that are applied in the three fields of geomorphology, meteorology and climatology, and hydrology before focusing on the transference of information and ideas in geography. This text represents a robustly anti-idiographic statement of modern work in one of the major branches of geography.

In this book Lee Rudolph brings together international contributors who combine psychological and mathematical perspectives to analyse how qualitative mathematics can be used to create models of social and psychological processes. Bridging the gap between the fields with an imaginative and stimulating collection of contributed chapters, the volume updates the current research on the subject, which until now has been rather limited, focussing largely on the use of statistics.

Qualitative Mathematics for the Social Sciences contains a variety of useful illustrative figures, introducing readers from the social sciences to the rich contribution that modern mathematics has made to our knowledge of logic, structures, and dynamic systems. A beguiling array of conceptual systems, topological models and fractals are discussed which transcend the application of statistics, and bring a fresh perspective to the study of social representations.

The wide selection of qualitative mathematical methodologies discussed in this volume will be hugely valuable to higher-level undergraduate and postgraduate students of psychology, sociology and mathematics. It will also be useful for researchers, academics and professionals from the social sciences who want a firmer grasp on the use of qualitative mathematics.

Introduction to Mathematical Modeling and Computer Simulations is written as a textbook for readers who want to understand the main principles of Modeling and Simulations in settings that are important for the applications, without using the profound mathematical tools required by most advanced texts. It can be particularly useful for applied mathematicians and engineers who are just beginning their careers. The goal of this book is to outline Mathematical Modeling using simple mathematical descriptions, making it accessible for first- and second-year students. Chapter 1 and the Preface of this book is freely available as a downloadable Open Access PDF under a Creative Commons Attribution-Non Commercial-No Derivatives 4.0 license available at http://www.taylorfrancis.com/books/e/9781315277240

First published in 1967, this book explores the theme of geographical generalization, or model building. It is composed of five of the chapters from the original Models in Geography, published in 1967. The first chapter broadly outlines this theme and examines the nature and function of generalized statements, ranging from conceptual models to scale models, in a geographical context. The following chapters deal with mixed-system model building in geography, wherein data, techniques and concepts in both physical and human geography are integrated. The book contains chapters on organisms and ecosystems as geographical models as well as spatial patterns in human geography. This text represents a robustly anti-idiographic statement of modern work in one of the major branches of geography.

Data Assimilation comprehensively covers data assimilation and inverse methods, including both traditional state estimation and parameter estimation. This text and reference focuses on various popular data assimilation methods, such as weak and strong constraint variational methods and ensemble filters and smoothers. It is demonstrated how the different methods can be derived from a common theoretical basis, as well as how they differ and/or are related to each other, and which properties characterize them, using several examples.

Rather than emphasize a particular discipline such as oceanography or meteorology, it presents the mathematical framework and derivations in a way which is common for any discipline where dynamics is merged with measurements. The mathematics level is modest, although it requires knowledge of basic spatial statistics, Bayesian statistics, and calculus of variations. Readers will also appreciate the introduction to the mathematical methods used and detailed derivations, which should be easy to follow, are given throughout the book. The codes used in several of the data assimilation experiments are available on a web page. In particular, this webpage contains a complete ensemble Kalman filter assimilation system, which forms an ideal starting point for a user who wants to implement the ensemble Kalman filter with his/her own dynamical model.

The focus on ensemble methods, such as the ensemble Kalman filter and smoother, also makes it a solid reference to the derivation, implementation and application of such techniques. Much new material, in particular related to the formulation and solution of combined parameter and state estimation problems and the general properties of the ensemble algorithms, is available here for the first time.

The 2nd edition includes a partial rewrite of Chapters 13 an 14, and the Appendix. In addition, there is a completely new Chapter on "Spurious correlations, localization and inflation," and an updated and improved sampling discussion in Chap 11.

A Mezze of Mathematical Methods is Volume 1 of Science by Simulation. It is a recipe book of mathematical models that can be enlivened by the transmutation of equations into computer code. In this volume, the examples chosen are an eclectic mix of systems and stories rooted in common experience, rather than those normally associated with constrained courses on Physics, Chemistry or Biology which are taught in isolation and susceptible to going out of date in a few years. Rather than a 'what' of Science, this book is aimed at the 'how', readily applied to projects by students and professionals. Written in a friendly style based upon the author's expertise in teaching and pedagogy, this mathematically rigorous book is designed for readers to follow arguments step-by-step with stand-alone chapters which can be read independently. This approach will provide a tangible and readily accessible context for the development of a wide range of interconnected mathematical ideas and computing methods that underpin the practice of Science.

This book focuses on theoretical aspects of the affine projection algorithm (APA) for adaptive filtering. The APA is a natural generalization of the classical, normalized least-mean-squares (NLMS) algorithm. The book first explains how the APA evolved from the NLMS algorithm, where an affine projection view is emphasized. By looking at those adaptation algorithms from such a geometrical point of view, we can find many of the important properties of the APA, e.g., the improvement of the convergence rate over the NLMS algorithm especially for correlated input signals. After the birth of the APA in the mid-1980s, similar algorithms were put forward by other researchers independently from different perspectives. This book shows that they are variants of the APA, forming a family of APAs. Then it surveys research on the convergence behavior of the APA, where statistical analyses play important roles. It also reviews developments of techniques to reduce the computational complexity of the APA, which are important for real-time processing. It covers a recent study on the kernel APA, which extends the APA so that it is applicable to identification of not only linear systems but also nonlinear systems. The last chapter gives an overview of current topics on variable parameter APAs. The book is self-contained, and is suitable for graduate students and researchers who are interested in advanced theory of adaptive filtering.

Many historical processes are dynamic. Populations grow and decline. Empires expand and collapse. Religions spread and wither. Natural scientists have made great strides in understanding dynamical processes in the physical and biological worlds using a synthetic approach that combines mathematical modeling with statistical analyses. Taking up the problem of territorial dynamics--why some polities at certain times expand and at other times contract--this book shows that a similar research program can advance our understanding of dynamical processes in history. Peter Turchin develops hypotheses from a wide range of social, political, economic, and demographic factors: geopolitics, factors affecting collective solidarity, dynamics of ethnic assimilation/religious conversion, and the interaction between population dynamics and sociopolitical stability. He then translates these into a spectrum of mathematical models, investigates the dynamics predicted by the models, and contrasts model predictions with empirical patterns. Turchin's highly instructive empirical tests demonstrate that certain models predict empirical patterns with a very high degree of accuracy. For instance, one model accounts for the recurrent waves of state breakdown in medieval and early modern Europe. And historical data confirm that ethno-nationalist solidarity produces an aggressively expansive state under certain conditions (such as in locations where imperial frontiers coincide with religious divides). The strength of Turchin's results suggests that the synthetic approach he advocates can significantly improve our understanding of historical dynamics.

The cell cycle is a sequence of biochemical events that are controlled by complex but robust molecular machinery. This enables cells to achieve accurate self-reproduction under a broad range of conditions. Environmental changes are transmitted by molecular signaling networks, which coordinate their actions with the cell cycle. This work presents the first description of two complementary computational models describing the influence of osmotic stress on the entire cell cycle of S. cerevisiae. Our models condense a vast amount of experimental evidence on the interaction of the cell cycle network components with the osmotic stress pathway. Importantly, it is only by considering the entire cell cycle that we are able to make a series of novel predictions which emerge from the coupling between the molecular components of different cell cycle phases. The model-based predictions are supported by experiments in S. cerevisiae and, moreover, have recently been observed in other eukaryotes. Furthermore our models reveal the mechanisms that emerge as a result of the interaction between the cell cycle and stress response networks.

The 5th edition of Model Building in Mathematical Programming discusses the general principles of model building in mathematical programming and demonstrates how they can be applied by using several simplified but practical problems from widely different contexts. Suggested formulations and solutions are given together with some computational experience to give the reader a feel for the computational difficulty of solving that particular type of model. Furthermore, this book illustrates the scope and limitations of mathematical programming, and shows how it can be applied to real situations. By emphasizing the importance of the building and interpreting of models rather than the solution process, the author attempts to fill a gap left by the many works which concentrate on the algorithmic side of the subject. In this article, H.P. Williams explains his original motivation and objectives in writing the book, how it has been modified and updated over the years, what is new in this edition and why it has maintained its relevance and popularity over the years: http://www.statisticsviews.com/details/feature/4566481/Model-Building-in-Mathematical-Programming-published-in-fifth-edition.html

Current mathematical models are notoriously unreliable in describing the time evolution of unexpected social phenomena, from financial crashes to revolution. Can such events be forecast? Can we compute probabilities about them? Can we model them? This book investigates and attempts to answer these questions through Goedel's two incompleteness theorems, and in doing so demonstrates how influential Goedel is in modern logical and mathematical thinking. Many mathematical models are applied to economics and social theory, while Goedel's theorems are able to predict their limitations for more accurate analysis and understanding of national and international events.This unique discussion is written for graduate level mathematicians applying their research to the social sciences, including economics, social studies and philosophy, and also for formal logicians and philosophers of science.

This is a timely book in light of increasing concern over global warming and environmental pollution. It describes a simulation system based on sets of computer algorithms for comprehensive analysis of data from global and regional monitoring systems. Chapters in the theoretical part of the book contain descriptions of rigorous algorithms and global environmental models. The applied part considers specific problems of environmental dynamics in areas such as the Arctic and the Caspian-Aral Seas. The purpose of this book is to develop a universal information technology to estimate the state of environmental subsystems functioning under various climatic and anthropogenic conditions. Applied mathematicians, hydrologists, geophysicists, socio-economists and other researchers of global change will find a wealth of information in this book.

The first edition of "Integrated Methods for Optimization" was published in January 2007. Because the book covers a rapidly developing field, the time is right for a second edition. The book provides a unified treatment of optimization methods. It brings ideas from mathematical programming (MP), constraint programming (CP), and global optimization (GO)into a single volume. There is no reason these must be learned as separate fields, as they normally are, and there are three reasons they should be studied together. (1) There is much in common among them intellectually, and to a large degree they can be understood as special cases of a single underlying solution technology. (2) A growing literature reports how they can be profitably integrated to formulate and solve a wide range of problems. (3) Several software packages now incorporate techniques from two or more of these fields.

The book provides a unique resource for graduate students and practitioners who want a well-rounded background in optimization methods within a single course of study. Engineering students are a particularly large potential audience, because engineering optimization problems often benefit from a combined approach-particularly where design, scheduling, or logistics are involved. The text is also of value to those studying operations research, because their educational programs rarely cover CP, and to those studying computer science and artificial intelligence (AI), because their curricula typically omit MP and GO. The text is also useful for practitioners in any of these areas who want to learn about another, because it provides a more concise and accessible treatment than other texts.

The book can cover so wide a range of material because it focuses on ideas that arerelevant to the methods used in general-purpose optimization and constraint solvers. The book focuses on ideas behind the methods that have proved useful in general-purpose optimization and constraint solvers, as well as integrated solvers of the present and foreseeable future. The second edition updates results in this area and includes several major new topics: Background material in linear, nonlinear, and dynamic programming.Network flow theory, due to its importance in filtering algorithms.A chapter on generalized duality theory that more explicitly develops a unifying primal-dual algorithmic structure for optimization methods.An extensive survey of search methods from both MP and AI, using the primal-dual framework as an organizing principle.Coverage of several additional global constraints used in CP solvers.

The book continues to focus on exact as opposed to heuristic methods. It is possible to bring heuristic methods into the unifying scheme described in the book, and the new edition will retain the brief discussion of how this might be done."

In this book Lee Rudolph brings together international contributors who combine psychological and mathematical perspectives to analyse how qualitative mathematics can be used to create models of social and psychological processes. Bridging the gap between the fields with an imaginative and stimulating collection of contributed chapters, the volume updates the current research on the subject, which until now has been rather limited, focussing largely on the use of statistics. Qualitative Mathematics for the Social Sciences contains a variety of useful illustrative figures, introducing readers from the social sciences to the rich contribution that modern mathematics has made to our knowledge of logic, structures, and dynamic systems. A beguiling array of conceptual systems, topological models and fractals are discussed which transcend the application of statistics, and bring a fresh perspective to the study of social representations. The wide selection of qualitative mathematical methodologies discussed in this volume will be hugely valuable to higher-level undergraduate and postgraduate students of psychology, sociology and mathematics. It will also be useful for researchers, academics and professionals from the social sciences who want a firmer grasp on the use of qualitative mathematics.

These days, computer-based simulation is considered the quintessential approach to exploring new ideas in the different disciplines of science, engineering and technology (SET). To perform simulations, a physical system needs to be modeled using mathematics; these models are often represented by linear time-invariant (LTI) continuous-time (CT) systems. Oftentimes these systems are subject to additional algebraic constraints, leading to first- or second-order differential-algebraic equations (DAEs), otherwise known as descriptor systems. Such large-scale systems generally lead to massive memory requirements and enormous computational complexity, thus restricting frequent simulations, which are required by many applications. To resolve these complexities, the higher-dimensional system may be approximated by a substantially lower-dimensional one through model order reduction (MOR) techniques. Computational Methods for Approximation of Large-Scale Dynamical Systems discusses computational techniques for the MOR of large-scale sparse LTI CT systems. Although the book puts emphasis on the MOR of descriptor systems, it begins by showing and comparing the various MOR techniques for standard systems. The book also discusses the low-rank alternating direction implicit (LR-ADI) iteration and the issues related to solving the Lyapunov equation of large-scale sparse LTI systems to compute the low-rank Gramian factors, which are important components for implementing the Gramian-based MOR. Although this book is primarly aimed at post-graduate students and researchers of the various SET disciplines, the basic contents of this book can be supplemental to the advanced bachelor's-level students as well. It can also serve as an invaluable reference to researchers working in academics and industries alike. Features: Provides an up-to-date, step-by-step guide for its readers. Each chapter develops theories and provides necessary algorithms, worked examples, numerical experiments and related exercises. With the combination of this book and its supplementary materials, the reader gains a sound understanding of the topic. The MATLAB (R) codes for some selected algorithms are provided in the book. The solutions to the exercise problems, experiment data sets and a digital copy of the software are provided on the book's website; The numerical experiments use real-world data sets obtained from industries and research institutes.

The damages and hardships caused by floods and flooding remain an issue and are continuously increasing in the Chi River Basin, Thailand. It is difficult to make an accurate assessment of the costs and consequences associated with floods. However, flood hazards can also be seen as an opportunity, a chance to correct possible flaws and ambiguities in the flood management. The Chi River system cannot handle the regularly occurring floods, consequently, flooding of the low-lying areas occurs on a regular basis. Therefore, an integrated flood management framework needs to be developed to minimize the negative effects of floods of different magnitude. In response, a hydrological model (SWAT) and a hydraulic (1D/2D SOBEK) model were integrated to simulate floods in detailed way and to analyse the current system. A reliable simulation of the river flows and inundated areas is an essential component of a holistic flood management plan. The developed modelling framework enabled to analyse the impact of different structural measures such as river normalisation, green river (bypass), and retention basin. In addition, non-structural measures including reservoir operation and spatial land use planning were assessed in their capability to protect people and valuable infrastructure. For each measure, several possible scenarios were tested and evaluated based on economic and technical efficiency criteria to determine the most promising and efficient scenario. However, effective interventions may involve a judicious combination of flood mitigation approaches, rather than reliance on a stand-alone solution. A truly optimum combination of aforesaid measures was then chosen since it could considerably reduce flood extent and its damage. Finally, the study illustrates the effects of land use changes on floods, which indicated little or no significant potential impact on flood regime at river basin level, but rather at sub-basin scale. This finding is important for a better understanding of the scale and direction of impacts of developments in the future. Integrated land use planning was shown to be an essential component of a comprehensive flood management framework.

The book presents the underlying theories of the different approaches for modeling cracking of concrete and provides a critical survey of the state-of-the-art in computational concrete mechanics. It covers a broad spectrum of topics related to modeling of cracks, including continuum-based and discrete crack models, meso-scale models, advanced discretization strategies to capture evolving cracks based on the concept of finite elements with embedded discontinuities and on the extended finite element method, and extensions to coupled problems such a hygro-mechanical problems as required in computational durability analyses of concrete structures.

Almost all materials posses a microstructure, which cannot be accounted for in detail in structural engineering calculations. Instead, effective material properties are used. These are obtained by homogenization methods. This book provides

This book constitutes an up-to-date account of principles, methods, and tools for mathematical and statistical modelling in a wide range of research fields, including medicine, health sciences, biology, environmental science, engineering, physics, chemistry, computation, finance, economics, and social sciences. It presents original solutions to real-world problems, emphasizes the coordinated development of theories and applications, and promotes interdisciplinary collaboration among mathematicians, statisticians, and researchers in other disciplines. Based on a highly successful meeting, the International Conference on Applied Mathematics, Modeling and Computational Science, AMMCS 2019, held from August 18 to 23, 2019, on the main campus of Wilfrid Laurier University, Waterloo, Canada, the contributions are the results of submissions from the conference participants. They provide readers with a broader view of the methods, ideas and tools used in mathematical, statistical and computational sciences.

Humans have moved organisms around the world for centuries but it is only relatively recently that invasion ecology has grown into a mainstream research field. This book examines both the spread and impact dynamics of invasive species, placing the science of invasion biology on a new, more rigorous, theoretical footing, and proposing a concept of adaptive networks as the foundation for future research. Biological invasions are considered not as simple actions of invaders and reactions of invaded ecosystems, but as co-evolving complex adaptive systems with emergent features of network complexity and invasibility. Invasion Dynamics focuses on the ecology of invasive species and their impacts in recipient social-ecological systems. It discusses not only key advances and challenges within the traditional domain of invasion ecology, but introduces approaches, concepts, and insights from many other disciplines such as complexity science, systems science, and ecology more broadly. It will be of great value to invasion biologists analyzing spread and/or impact dynamics as well as other ecologists interested in spread processes or habitat management.

Bringing together idiomatic Python programming, foundational numerical methods, and physics applications, this is an ideal standalone textbook for courses on computational physics. All the frequently used numerical methods in physics are explained, including foundational techniques and hidden gems on topics such as linear algebra, differential equations, root-finding, interpolation, and integration. The second edition of this introductory book features several new codes and 140 new problems (many on physics applications), as well as new sections on the singular-value decomposition, derivative-free optimization, Bayesian linear regression, neural networks, and partial differential equations. The last section in each chapter is an in-depth project, tackling physics problems that cannot be solved without the use of a computer. Written primarily for students studying computational physics, this textbook brings the non-specialist quickly up to speed with Python before looking in detail at the numerical methods often used in the subject.

Complex Analysis with Applications to Flows and Fields presents the theory of functions of a complex variable, from the complex plane to the calculus of residues to power series to conformal mapping. The book explores numerous physical and engineering applications concerning potential flows, the gravity field, electro- and magnetostatics, steady heat conduction, and other problems. It provides the mathematical results to sufficiently justify the solution of these problems, eliminating the need to consult external references. The book is conveniently divided into four parts. In each part, the mathematical theory appears in odd-numbered chapters while the physical and engineering applications can be found in even-numbered chapters. Each chapter begins with an introduction or summary and concludes with related topics. The last chapter in each section offers a collection of many detailed examples. This self-contained book gives the necessary mathematical background and physical principles to build models for technological and scientific purposes. It shows how to formulate problems, justify the solutions, and interpret the results.

This monograph explores the modeling of conservation and balance laws of one-dimensional hyperbolic systems using partial differential equations. It presents typical examples of hyperbolic systems for a wide range of physical engineering applications, allowing readers to understand the concepts in whichever setting is most familiar to them. With these examples, it also illustrates how control boundary conditions may be defined for the most commonly used control devices. The authors begin with the simple case of systems of two linear conservation laws and then consider the stability of systems under more general boundary conditions that may be differential, nonlinear, or switching. They then extend their discussion to the case of nonlinear conservation laws and demonstrate the use of Lyapunov functions in this type of analysis. Systems of balance laws are considered next, starting with the linear variety before they move on to more general cases of nonlinear ones. They go on to show how the problem of boundary stabilization of systems of two balance laws by both full-state and dynamic output feedback in observer-controller form is solved by using a "backstepping" method, in which the gains of the feedback laws are solutions of an associated system of linear hyperbolic PDEs. The final chapter presents a case study on the control of navigable rivers to emphasize the main technological features that may occur in real live applications of boundary feedback control. Stability and Boundary Stabilization of 1-D Hyperbolic Systems will be of interest to graduate students and researchers in applied mathematics and control engineering. The wide range of applications it discusses will help it to have as broad an appeal within these groups as possible.