Chaos occurs widely in both natural and man-made systems. Recently, examples of the potential usefulness of chaotic behavior have caused growing interest among engineers and applied scientists. In this book the new mathematical ideas in nonlinear dynamics are described in such a way that engineers can apply them to real physical systems.
From a review of the first edition by Prof. El Naschie, University of Cambridge: "Small is beautiful and not only that, it is comprehensive as well. These are the spontaneous thoughts which came to my mind after browsing in this latest book by Prof. Thomas Kapitaniak, probably one of the most outstanding scientists working on engineering applications of Nonlinear Dynamics and Chaos today. A more careful reading reinforced this first impression....The presentation is lucid and user friendly with theory, examples, and exercises."

Generalized method of moments (GMM) estimation of nonlinear systems has two important advantages over conventional maximum likelihood (ML) estimation: GMM estimation usually requires less restrictive distributional assumptions and remains computationally attractive when ML estimation becomes burdensome or even impossible. This book presents an in-depth treatment of the conditional moment approach to GMM estimation of models frequently encountered in applied microeconometrics. It covers both large sample and small sample properties of conditional moment estimators and provides an application to empirical industrial organization. With its comprehensive and up-to-date coverage of the subject which includes topics like bootstrapping and empirical likelihood techniques, the book addresses scientists, graduate students and professionals in applied econometrics.

This book examines the control problem for wheeled mobile robots. Several novel control strategies are developed and the stability of each controller is examined utilizing Lyapunov techniques. The performance of each controller is either illustrated through simulation results or experimental results. The final chapter describes how the control techniques developed for wheeled mobile robots can be applied to solve other problems with similar governing differential equations (e.g., twin rotor helicopters, surface vessels). Several appendices are included to provide the reader with the mathematical background utilized in the control development and stability analysis. Two appendices are also included that provide specific details with regard to the modifications that were done to commercially available mobile robots (e.g., a K2A manufactured by Cybermotion Inc. and a Pioneer II manufactured by Activemedia) to experimentally demonstrate the performance of the torque input controllers.

A coherent treatment of nonlinear systems covering chaos, fractals, and bifurcation, as well as equilibrium, stability, and nonlinear oscillations. The systems treated are mostly of difference and differential equations. The author introduces the mathematical properties of nonlinear systems as an integrated theory, rather than simply presenting isolated fashionable topics. The topics are discussed in as concrete a way as possible, worked examples and problems are used to motivate and illustrate the general principles. More advanced parts of the text are denoted by asterisks, thus making it ideally suited to both undergraduate and graduate courses.

Flow line design is one of the major tasks in production management. The decision to install a set of machines and buffers is often highly irreversible. It determines both cost and revenue to a large extent. In order to assess the economic impact of any possible flow line design, production rates and inventory levels have to be estimated. These performance measures depend on the allocation of buffers whenever the flow of material is occasionally disrupted, for example due to machine failures or quality problems. The book describes analytical methods that can be used to evaluate flow lines much faster than with simulation techniques. Based on these fast analytical techniques, it is possible to determine a flow line design that maximizes the net present value of the flow line investment. The flow of material through the line may be non-linear, for example due to assembly operations or quality inspections.

The past decade has witnessed an increasing interest in observers for nonlinear systems. This subject is relevant in different contexts such as synchronization of complex dynamical systems, fault detection and isolation, and output feedback control. This book contains the contributions that are to be presented at the workshop "New Directions in Nonlinear Observer Design", to be held from June 24-26, 1999, in Geiranger Fjord, Norway. The workshop has been organised by Olav Egeland, Thor I. Fossen and Henk Nijmeijer; it will include participants from Africa, Asia, Europe and USA and it will focus on recent developments in the above mentioned areas. The contributions form a good review of present achievements and challenges in nonlinear observer design. The workshop is supported by the Strategic University Program on Marine Cybernetics at the Norwegian University of Science and Technology and ABB.

This volume contains a collection of papers based on lectures and presentations delivered at the International Conference on Constructive Nonsmooth Analysis (CNSA) held in St. Petersburg (Russia) from June 18-23, 2012. This conference was organized to mark the 50th anniversary of the birth of nonsmooth analysis and nondifferentiable optimization and was dedicated to J.-J. Moreau and the late B.N. Pshenichnyi, A.M. Rubinov, and N.Z. Shor, whose contributions to NSA and NDO remain invaluable. The first four chapters of the book are devoted to the theory of nonsmooth analysis. Chapters 5-8 contain new results in nonsmooth mechanics and calculus of variations. Chapters 9-13 are related to nondifferentiable optimization, and the volume concludes with four chapters containing interesting and important historical chapters, including tributes to three giants of nonsmooth analysis, convexity, and optimization: Alexandr Alexandrov, Leonid Kantorovich, and Alex Rubinov. The last chapter provides an overview and important snapshots of the 50-year history of convex analysis and optimization.

A collection of different lectures presented by experts in the field of nonlinear science provides the reader with contemporary, cutting-edge, research works that bridge the gap between theory and device realizations of nonlinear phenomena.

Representative examples of topics covered include: chaos gates, social networks, communication, sensors, lasers, molecular motors, biomedical anomalies, stochastic resonance, nano-oscillators for generating microwave signals and related complex systems. A common theme among these and many other related lectures is to model, study, understand, and exploit the rich behavior exhibited by nonlinear systems to design and fabricate novel technologies with superior characteristics. Consider, for instance, the fact that a shark s sensitivity to electric fields is 400 times more powerful than the most sophisticated electric-field sensor. In spite of significant advances in material properties, in many cases it remains a daunting task to duplicate the superior signal processing capabilities of most animals. Since nonlinear systems tend to be highly sensitive to perturbations when they occur near the onset of a bifurcation, there are also lectures on the general topic of bifurcation theory and on how to exploit such bifurcations for signal enhancements purposes. This manuscript will appeal to researchers interested in both theory and implementations of nonlinear systems.

This book explores topics that are central to the field of spacecraft attitude determination and control. The authors provide rigorous theoretical derivations of significant algorithms accompanied by a generous amount of qualitative discussions of the subject matter. The book documents the development of the important concepts and methods in a manner accessible to practicing engineers, graduate-level engineering students and applied mathematicians. It includes detailed examples from actual mission designs to help ease the transition from theory to practice and also provides prototype algorithms that are readily available on the author's website.

Subject matter includes both theoretical derivations and practical implementation of spacecraft attitude determination and control systems. It provides detailed derivations for attitude kinematics and dynamics and provides detailed description of the most widely used attitude parameterization, the quaternion. This title alsoprovides a thorough treatise of attitude dynamics including Jacobian elliptical functions. It is the first known book to provide detailed derivations and explanations of state attitude determination and gives readers real-world examples from actual working spacecraft missions. The subject matter is chosen to fill the void of existing textbooks and treatises, especially in state and dynamics attitude determination. MATLAB code of all examples will be provided through an external website."

The emphasis of the book is given in how to construct different types of solutions (exact, approximate analytical, numerical, graphical) of numerous nonlinear PDEs correctly, easily, and quickly. The reader can learn a wide variety of techniques and solve numerous nonlinear PDEs included and many other differential equations, simplifying and transforming the equations and solutions, arbitrary functions and parameters, presented in the book). Numerous comparisons and relationships between various types of solutions, different methods and approaches are provided, the results obtained in Maple and Mathematica, facilitates a deeper understanding of the subject. Among a big number of CAS, we choose the two systems, Maple and Mathematica, that are used worldwide by students, research mathematicians, scientists, and engineers. As in the our previous books, we propose the idea to use in parallel both systems, Maple and Mathematica, since in many research problems frequently it is required to compare independent results obtained by using different computer algebra systems, Maple and/or Mathematica, at all stages of the solution process. One of the main points (related to CAS) is based on the implementation of a whole solution method (e.g. starting from an analytical derivation of exact governing equations, constructing discretizations and analytical formulas of a numerical method, performing numerical procedure, obtaining various visualizations, and comparing the numerical solution obtained with other types of solutions considered in the book, e.g. with asymptotic solution).

This book contains several contemporary topics in the areas of mathematical modelling and computation for complex systems. The readers find several new mathematical methods, mathematical models and computational techniques having significant relevance in studying various complex systems. The chapters aim to enrich the understanding of topics presented by carefully discussing the associated problems and issues, possible solutions and their applications or relevance in other scientific areas of study and research. The book is a valuable resource for graduate students, researchers and educators in understanding and studying various new aspects associated with complex systems. Key Feature * The chapters include theory and application in a mix and balanced way. * Readers find reasonable details of developments concerning a topic included in this book. * The text is emphasized to present in self-contained manner with inclusion of new research problems and questions.

Grid-based Nonlinear Estimation and its Applications presents new Bayesian nonlinear estimation techniques developed in the last two decades. Grid-based estimation techniques are based on efficient and precise numerical integration rules to improve performance of the traditional Kalman filtering based estimation for nonlinear and uncertainty dynamic systems. The unscented Kalman filter, Gauss-Hermite quadrature filter, cubature Kalman filter, sparse-grid quadrature filter, and many other numerical grid-based filtering techniques have been introduced and compared in this book. Theoretical analysis and numerical simulations are provided to show the relationships and distinct features of different estimation techniques. To assist the exposition of the filtering concept, preliminary mathematical review is provided. In addition, rather than merely considering the single sensor estimation, multiple sensor estimation, including the centralized and decentralized estimation, is included. Different decentralized estimation strategies, including consensus, diffusion, and covariance intersection, are investigated. Diverse engineering applications, such as uncertainty propagation, target tracking, guidance, navigation, and control, are presented to illustrate the performance of different grid-based estimation techniques.

Harmonic and biharmonic boundary value problems (BVP) arising in physical situations in fluid mechanics are, in general, intractable by analytic techniques. In the last decade there has been a rapid increase in the application of integral equation techniques for the numerical solution of such problems [1,2,3]. One such method is the boundary integral equation method (BIE) which is based on Green's Formula [4] and enables one to reformulate certain BVP as integral equations. The reformulation has the effect of reducing the dimension of the problem by one. Because discretisation occurs only on the boundary in the BIE the system of equations generated by a BIE is considerably smaller than that generated by an equivalent finite difference (FD) or finite element (FE) approximation [5]. Application of the BIE in the field of fluid mechanics has in the past been limited almost entirely to the solution of harmonic problems concerning potential flows around selected geometries [3,6,7]. Little work seems to have been done on direct integral equation solution of viscous flow problems. Coleman [8] solves the biharmonic equation describing slow flow between two semi infinite parallel plates using a complex variable approach but does not consider the effects of singularities arising in the solution domain. Since the vorticity at any singularity becomes unbounded then the methods presented in [8] cannot achieve accurate results throughout the entire flow field.

Social systems are among the most complex known. This poses particular problems for those who wish to understand them. The complexity often makes analytic approaches infeasible and natural language approaches inadequate for relating intricate cause and effect. However, individual- and agent-based computational approaches hold out the possibility of new and deeper understanding of such systems.

Simulating Social Complexity examines all aspects of using agent- or individual-based simulation. This approach represents systems as individual elements having each their own set of differing states and internal processes. The interactions between elements in the simulation represent interactions in the target systems. What makes these elements "social" is that they are usefully interpretable as interacting elements of an observed society. In this, the focus is on human society, but can be extended to include social animals or artificial agents where such work enhances our understanding of human society.

The phenomena of interest then result (emerge) from the dynamics of the interaction of social actors in an essential way and are usually not easily simplifiable by, for example, considering only representative actors.

The introduction of accessible agent-based modelling allows the representation of social complexity in a more natural and direct manner than previous techniques. In particular, it is no longer necessary to distort a model with the introduction of overly strong assumptions simply in order to obtain analytic tractability. This makes agent-based modelling relatively accessible to a range of scientists. The outcomes of such models can be displayed and animated in ways that also make them more interpretable by experts and stakeholders.

This handbook is intended to help in the process of maturation of this new field. It brings together, through the collaborative effort of many leading researchers, summaries of the best thinking and practice in this area and constitutes a reference point for standards against which future methodological advances are judged.

This book will help those entering into the field to avoid "reinventing the wheel" each time, but it will also help those already in the field by providing accessible overviews of current thought. The material is divided into four sections: Introductory, Methodology, Mechanisms, and Applications. Each chapter starts with a very brief section called 'Why read this chapter?' followed by an abstract, which summarizes the content of the chapter. Each chapter also ends with a section of 'Further Reading' briefly describing three to eight items that a newcomer might read next.

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Dedicated to the Memory of Rufus Bowen (1947-1978)

This self-contained textbook provides the basic, abstract tools used in nonlinear analysis and their applications to semilinear elliptic boundary value problems and displays how various approaches can easily be applied to a range of model cases.

Complete with a preliminary chapter, an appendix that includes further results on weak derivatives, and chapter-by-chapter exercises, this book is a practical text for an introductory course or seminar on nonlinear functional analysis.

This is a semi-popular mathematics book aimed at a broad readership of mathematically literate scientists, especially mathematicians and physicists who are not experts in classical mechanics or KAM theory, and scientific-minded readers. Parts of the book should also appeal to less mathematically trained readers with an interest in the history or philosophy of science.The scope of the book is broad: it not only describes KAM theory in some detail, but also presents its historical context (thus showing why it was a "breakthrough"). Also discussed are applications of KAM theory (especially to celestial mechanics and statistical mechanics) and the parts of mathematics and physics in which KAM theory resides (dynamical systems, classical mechanics, and Hamiltonian perturbation theory).Although a number of sources on KAM theory are now available for experts, this book attempts to fill a long-standing gap at a more descriptive level. It stands out very clearly from existing publications on KAM theory because it leads the reader through an accessible account of the theory and places it in its proper context in mathematics, physics, and the history of science.

A unique and accessible book providing a unified framework for studying quantum and classical dynamical systems, both finite and infinite, conservative and dissipative. Many examples and references are included throughout, making it an ideal text for graduate students in physics and mathematics.

This popular textbook, now in a revised and expanded third edition, presents a comprehensive course in modern probability theory.Probability plays an increasingly important role not only in mathematics, but also in physics, biology, finance and computer science, helping to understand phenomena such as magnetism, genetic diversity and market volatility, and also to construct efficient algorithms. Starting with the very basics, this textbook covers a wide variety of topics in probability, including many not usually found in introductory books, such as: limit theorems for sums of random variables martingales percolation Markov chains and electrical networks construction of stochastic processes Poisson point process and infinite divisibility large deviation principles and statistical physics Brownian motion stochastic integrals and stochastic differential equations. The presentation is self-contained and mathematically rigorous, with the material on probability theory interspersed with chapters on measure theory to better illustrate the power of abstract concepts. This third edition has been carefully extended and includes new features, such as concise summaries at the end of each section and additional questions to encourage self-reflection, as well as updates to the figures and computer simulations. With a wealth of examples and more than 290 exercises, as well as biographical details of key mathematicians, it will be of use to students and researchers in mathematics, statistics, physics, computer science, economics and biology.

The focus of this book is on open conformal dynamical systems corresponding to the escape of a point through an open Euclidean ball. The ultimate goal is to understand the asymptotic behavior of the escape rate as the radius of the ball tends to zero. In the case of hyperbolic conformal systems this has been addressed by various authors. The conformal maps considered in this book are far more general, and the analysis correspondingly more involved. The asymptotic existence of escape rates is proved and they are calculated in the context of (finite or infinite) countable alphabets, uniformly contracting conformal graph-directed Markov systems, and in particular, conformal countable alphabet iterated function systems. These results have direct applications to interval maps, rational functions and meromorphic maps. Towards this goal the authors develop, on a purely symbolic level, a theory of singular perturbations of Perron--Frobenius (transfer) operators associated with countable alphabet subshifts of finite type and Hoelder continuous summable potentials. This leads to a fairly full account of the structure of the corresponding open dynamical systems and their associated surviving sets.

Dynamical systems and the twin field ergodic theory have their roots in the qualitative theory of differential equations, developed by the great mathematician Henri Poincare, and in the kinetic theory of gases built in mathematical terms by physicists James Clerk Maxwell and Ludwig Boltzmann. Together, they aim to model, explain and predict the behavior of natural and artificial phenomena which evolve in time. For more than three decades, Marcelo Viana has been making several outstanding contributions to this area of mathematics. This volume contains a selection of his research papers, covering a wide range of topics: rigorous theory of strange attractors, physical measures, bifurcation theory, homoclinic phenomena, fractal dimensions, partial hyperbolicity, thermodynamic formalism, non-uniform hyperbolicity, interval exchange maps Teichmuller flows, and the modern theory of Lyapunov exponents. Marcelo Viana, a world leader in this field, has been the object of several academic distinctions, such as the inaugural Ramanujan prize of the International Centre for Theoretical Physics, and the Louis D. Scientific Grand Prix of the Institut de France. He is also recognized for his broad contribution to the mathematical community, in his country and region as well as in the international arena.