This book considers a problem of block-oriented nonlinear dynamic system identification in the presence of random disturbances. This class of systems includes various interconnections of linear dynamic blocks and static nonlinear elements, e.g., Hammerstein system, Wiener system, Wiener-Hammerstein ("sandwich") system and additive NARMAX systems with feedback. Interconnecting signals are not accessible for measurement. The combined parametric-nonparametric algorithms, proposed in the book, can be selected dependently on the prior knowledge of the system and signals. Most of them are based on the decomposition of the complex system identification task into simpler local sub-problems by using non-parametric (kernel or orthogonal) regression estimation. In the parametric stage, the generalized least squares or the instrumental variables technique is commonly applied to cope with correlated excitations. Limit properties of the algorithms have been shown analytically and illustrated in simple experiments.

This book is devoted to modeling of multi-level complex systems, a challenging domain for engineers, researchers and entrepreneurs, confronted with the transition from learning and adaptability to evolvability and autonomy for technologies, devices and problem solving methods. Chapter 1 introduces the multi-scale and multi-level systems and highlights their presence in different domains of science and technology. Methodologies as, random systems, non-Archimedean analysis, category theory and specific techniques as model categorification and integrative closure, are presented in chapter 2. Chapters 3 and 4 describe polystochastic models, PSM, and their developments. Categorical formulation of integrative closure offers the general PSM framework which serves as a flexible guideline for a large variety of multi-level modeling problems. Focusing on chemical engineering, pharmaceutical and environmental case studies, the chapters 5 to 8 analyze mixing, turbulent dispersion and entropy production for multi-scale systems. Taking inspiration from systems sciences, chapters 9 to 11 highlight multi-level modeling potentialities in formal concept analysis, existential graphs and evolvable designs of experiments. Case studies refer to separation flow-sheets, pharmaceutical pipeline, drug design and development, reliability management systems, security and failure analysis. Perspectives and integrative points of view are discussed in chapter 12. Autonomous and viable systems, multi-agents, organic and autonomic computing, multi-level informational systems, are revealed as promising domains for future applications. Written for: engineers, researchers, entrepreneurs and students in chemical, pharmaceutical, environmental and systems sciences engineering, and for applied mathematicians.

In this book the authors take a rigorous look at the infinite-horizon discrete-time optimal control theory from the viewpoint of Pontryagin's principles. Several Pontryagin principles are described which govern systems and various criteria which define the notions of optimality, along with a detailed analysis of how each Pontryagin principle relate to each other. The Pontryagin principle is examined in a stochastic setting and results are given which generalize Pontryagin's principles to multi-criteria problems. Infinite-Horizon Optimal Control in the Discrete-Time Framework is aimed toward researchers and PhD students in various scientific fields such as mathematics, applied mathematics, economics, management, sustainable development (such as, of fisheries and of forests), and Bio-medical sciences who are drawn to infinite-horizon discrete-time optimal control problems.

The emphasis throughout the present volume is on the practical application of theoretical mathematical models helping to unravel the underlying mechanisms involved in processes from mathematical physics and biosciences. It has been conceived as a unique collection of abstract methods dealing especially with nonlinear partial differential equations (either stationary or evolutionary) that are applied to understand concrete processes involving some important applications related to phenomena such as: boundary layer phenomena for viscous fluids, population dynamics,, dead core phenomena, etc. It addresses researchers and post-graduate students working at the interplay between mathematics and other fields of science and technology and is a comprehensive introduction to the theory of nonlinear partial differential equations and its main principles also presents their real-life applications in various contexts: mathematical physics, chemistry, mathematical biology, and population genetics. Based on the authors' original work, this volume provides an overview of the field, with examples suitable for researchers but also for graduate students entering research. The method of presentation appeals to readers with diverse backgrounds in partial differential equations and functional analysis. Each chapter includes detailed heuristic arguments, providing thorough motivation for the material developed later in the text. The content demonstrates in a firm way that partial differential equations can be used to address a large variety of phenomena occurring in and influencing our daily lives. The extensive reference list and index make this book a valuable resource for researchers working in a variety of fields and who are interested in phenomena modeled by nonlinear partial differential equations.

Waves and defect modes in structures media.- Piezoelectric superlattices and shunted periodic arrays as tunable periodic structures and metamaterials.- Topology optimization.- Map-based approaches for periodic structures.- Methodologies for nonlinear periodic media. The contributions in this volume present both the theoretical background and an overview of the state-of-the art in wave propagation in linear and nonlinear periodic media in a consistent format. They combine the material issued from a variety of engineering applications, spanning a wide range of length scale, characterized by structures and materials, both man-made and naturally occurring, featuring geometry, micro-structural and/or materials properties that vary periodically in space, including periodically stiffened plates, shells and beam-like as well as bladed disc assemblies, phononic metamaterials, photonic crystals and ordered granular media. Along with linear models and applications, analytical methodologies for analyzing and exploiting complex dynamical phenomena arising in nonlinear periodic systems are also presented.

Recently, the subject of nonlinear control systems analysis has grown rapidly and this book provides a simple and self-contained presentation of their stability and feedback stabilization which enables the reader to learn and understand major techniques used in mathematical control theory. In particular: the important techniques of proving global stability properties are presented closely linked with corresponding methods of nonlinear feedback stabilization; a general framework of methods for proving stability is given, thus allowing the study of a wide class of nonlinear systems, including finite-dimensional systems described by ordinary differential equations, discrete-time systems, systems with delays and sampled-data systems; approaches to the proof of classical global stability properties are extended to non-classical global stability properties such as non-uniform-in-time stability and input-to-output stability; and new tools for stability analysis and control design of a wide class of nonlinear systems are introduced. The presentational emphasis of Stability and Stabilization of Nonlinear Systems is theoretical but the theory's importance for concrete control problems is highlighted with a chapter specifically dedicated to applications and with numerous illustrative examples. Researchers working on nonlinear control theory will find this monograph of interest while graduate students of systems and control can also gain much insight and assistance from the methods and proofs detailed in this book.

This volume contains the proceedings of the Summer Program on Nonlinear Conservation Laws and Applications held at the IMA on July 13--31, 2009. Hyperbolic conservation laws is a classical subject, which has experienced vigorous growth in recent years. The present collection provides a timely survey of the state of the art in this exciting field, and a comprehensive outlook on open problems. Contributions of more theoretical nature cover the following topics: global existence and uniqueness theory of one-dimensional systems, multidimensional conservation laws in several space variables and approximations of their solutions, mathematical analysis of fluid motion, stability and dynamics of viscous shock waves, singular limits for viscous systems, basic principles in the modeling of turbulent mixing, transonic flows past an obstacle and a fluid dynamic approach for isometric embedding in geometry, models of nonlinear elasticity, the Monge problem, and transport equations with rough coefficients. In addition, there are a number of papers devoted to applications. These include: models of blood flow, self-gravitating compressible fluids, granular flow, charge transport in fluids, and the modeling and control of traffic flow on networks.

The materials in the book and on the accompanying disc are not solely developed with only the researcher and professional in mind, but also with consideration for the student: most of this material has been class-tested by the authors. The book is packed with some 100 computer graphics to illustrate the material, and the CD-ROM contains full-colour animations tied directly to the subject matter of the book itself. The cross-platform CD also contains the program ENDO, which enables users to create their own 2-D imagery with X-Windows. Maple scripts are provided to allow readers to work directly with the code from which the graphics in the book were taken.

These notes introduce a new class of algebraic curves on Hilbert modular surfaces. These curves are called twisted Teichmuller curves, because their construction is very reminiscent of Hirzebruch-Zagier cycles. These new objects are analyzed in detail and their main properties are described. In particular, the volume of twisted Teichmuller curves is calculated and their components are partially classified. The study of algebraic curves on Hilbert modular surfaces has been widely covered in the literature due to their arithmetic importance. Among these, twisted diagonals (Hirzebruch-Zagier cycles) are some of the most important examples.

These Lecture Notes contain the material relative to the courses given at the CIME summer school held in Cetraro, Italy from August 29 to September 3, 2011. The topic was "Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications". The courses dealt mostly with the following subjects: first order and second order Hamilton-Jacobi-Bellman equations, properties of viscosity solutions, asymptotic behaviors, mean field games, approximation and numerical methods, idempotent analysis. The content of the courses ranged from an introduction to viscosity solutions to quite advanced topics, at the cutting edge of research in the field. We believe that they opened perspectives on new and delicate issues. These lecture notes contain four contributions by Yves Achdou (Finite Difference Methods for Mean Field Games), Guy Barles (An Introduction to the Theory of Viscosity Solutions for First-order Hamilton-Jacobi Equations and Applications), Hitoshi Ishii (A Short Introduction to Viscosity Solutions and the Large Time Behavior of Solutions of Hamilton-Jacobi Equations) and Grigory Litvinov (Idempotent/Tropical Analysis, the Hamilton-Jacobi and Bellman Equations).

This monograph provides an introduction to the concept of invariance entropy, the central motivation of which lies in the need to deal with communication constraints in networked control systems. For the simplest possible network topology, consisting of one controller and one dynamical system connected by a digital channel, invariance entropy provides a measure for the smallest data rate above which it is possible to render a given subset of the state space invariant by means of a symbolic coder-controller pair. This concept is essentially equivalent to the notion of topological feedback entropy introduced by Nair, Evans, Mareels and Moran (Topological feedback entropy and nonlinear stabilization. IEEE Trans. Automat. Control 49 (2004), 1585-1597). The book presents the foundations of a theory which aims at finding expressions for invariance entropy in terms of dynamical quantities such as Lyapunov exponents. While both discrete-time and continuous-time systems are treated, the emphasis lies on systems given by differential equations.

Nonlinear physics continues to be an area of dynamic modern research, with applications to physics, engineering, chemistry, mathematics, computer science, biology, medicine and economics. In this text extensive use is made of the Mathematica computer algebra system. No prior knowledge of Mathematica or programming is assumed. This book includes 33 experimental activities that are designed to deepen and broaden the reader's understanding of nonlinear physics. These activities are correlated with Part I, the theoretical framework of the text.

Discrete periodic structures play an important role in physics, and have opened up an exciting new area of investigation in recent years. Questions relating to the control of light in such structures still represent a major challenge. It is this highly active field that is addressed in the present thesis. Using the model system of a photorefractive nonlinearity that allows one to simultaneously create and control photonic lattices by light, the author obtains a comprehensive picture of the control of nonlinear and quantum optics phenomena in photonic lattices. He describes and demonstrates experimentally for the first time resonant transitions in two-dimensional hexagonal lattices, including Rabi oscillations and Landau-Zener tunneling, as well as the direct control and exploitation of these transitions. A particular highlight of this thesis is the study of soliton-cluster switching and control of Zener tunneling.

In a coherent, exhaustive and progressive way, this book presents the tools for studying local bifurcations of limit cycles in families of planar vector fields. A systematic introduction is given to such methods as division of an analytic family of functions in its ideal of coefficients, and asymptotic expansion of non-differentiable return maps and desingularisation. The exposition moves from classical analytic geometric methods applied to regular limit periodic sets to more recent tools for singular limit sets.

The methods can be applied to theoretical problems such as Hilbert's 16th problem, but also for the purpose of establishing bifurcation diagrams of specific families as well as explicit computations.

- - -

"The book as a whole is awell-balanced exposition that can be recommended to all those who want to gain a thorough understanding and proficiency in therecently developed methods. The book, reflecting the currentstate of the art, can also be used for teaching special courses."
(Mathematical Reviews)"

This self-contained monograph presents a unified exposition of the thermodynamic formalism and some of its main extensions, with emphasis on the relation to dimension theory and multifractal analysis of dynamical systems. In particular, the book considers three different flavors of the thermodynamic formalism, namely nonadditive, subadditive, and almost additive, and provides a detailed discussion of some of the most significant results in the area, some of them quite recent. It also includes a discussion of the most substantial applications of these flavors of the thermodynamic formalism to dimension theory and multifractal analysis of dynamical systems.

The "Dynamical Systems Semester" took place at the Euler International Mathematical Institute in St. Petersburg, Russia, in the autumn of 1991. There were two workshops, October 14-25 and November 18-29, with more than 60 participants giving 70 talks. The titles of all talks are given at the end of this volume. Here we included 22 papers prepared by the authors especially for this volume, while the material of the other talks are published elsewhere. The semester was sponsored by the Soviet Academy of Sciences and UN ESCO. Since the new building of the Euler Institute was not ready at that moment, the sessions were held in the old building of the Steklov Mathemati cal Institute in the very center of St. Petersburg. Members of the staff of the Euler Institute were doing their best to organize properly the normal processing of the conference-not a simple task at that time because of the complications in the political and economical life in Russia just between the coup d'etat in August and the dismantling of the Soviet Union in December. We are thankful to all of them."

A renowned mathematician who considers himself both applied and theoretical in his approach, Peter Lax has spent most of his professional career at NYU, making significant contributions to both mathematics and computing. He has written several important published works and has received numerous honors including the National Medal of Science, the Lester R. Ford Award, the Chauvenet Prize, the Semmelweis Medal, the Wiener Prize, and the Wolf Prize. Several students he has mentored have become leaders in their fields.

Two volumes span the years from 1952 up until 1999, and cover many varying topics, from functional analysis, partial differential equations, and numerical methods to conservation laws, integrable systems andscattering theory.After each paper, or collection of papers, is a commentary placing the paper in context and where relevant discussing more recent developments.Many of the papers in these volumes have become classics and should be read by any serious student of these topics.In terms of insight, depth, and breadth, Lax has few equals.The reader of this selecta will quickly appreciate his brilliance as well as his masterful touch.Having this collection of papers in one place allows one to follow the evolution of his ideas and mathematical interests and to appreciate how many of these papers initiated topics that developed lives of their own."

A renowned mathematician who considers himself both applied and theoretical in his approach, Peter Lax has spent most of his professional career at NYU, making significant contributions to both mathematics and computing. He has written several important published works and has received numerous honors including the National Medal of Science, the Lester R. Ford Award, the Chauvenet Prize, the Semmelweis Medal, the Wiener Prize, and the Wolf Prize. Several students he has mentored have become leaders in their fields.

Two volumes span the years from 1952 up until 1999, and cover many varying topics, from functional analysis, partial differential equations, and numerical methods to conservation laws, integrable systems and scattering theory. After each paper, or collection of papers, is a commentary placing the paper in context and where relevant discussing more recent developments. Many of the papers in these volumes have become classics and should be read by any serious student of these topics. In terms of insight, depth, and breadth, Lax has few equals. The reader of this selecta will quickly appreciate his brilliance as well as his masterful touch. Having this collection of papers in one place allows one to follow the evolution of his ideas and mathematical interests and to appreciate how many of these papers initiated topics that developed lives of their own.

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.

This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus.

The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.

Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. Ustunel"

The theory of dynamical systems is a broad and active research subject with connections to most parts of mathematics. Dynamical Systems: An Introduction undertakes the difficult task to provide a self-contained and compact introduction. Topics covered include topological, low-dimensional, hyperbolic and symbolic dynamics, as well as a brief introduction to ergodic theory. In particular, the authors consider topological recurrence, topological entropy, homeomorphisms and diffeomorphisms of the circle, Sharkovski's ordering, the Poincare-Bendixson theory, and the construction of stable manifolds, as well as an introduction to geodesic flows and the study of hyperbolicity (the latter is often absent in a first introduction). Moreover, the authors introduce the basics of symbolic dynamics, the construction of symbolic codings, invariant measures, Poincare's recurrence theorem and Birkhoff's ergodic theorem. The exposition is mathematically rigorous, concise and direct: all statements (except for some results from other areas) are proven. At the same time, the text illustrates the theory with many examples and 140 exercises of variable levels of difficulty. The only prerequisites are a background in linear algebra, analysis and elementary topology. This is a textbook primarily designed for a one-semester or two-semesters course at the advanced undergraduate or beginning graduate levels. It can also be used for self-study and as a starting point for more advanced topics.

This book is based on a course given at the University of Chicago in 1980-81. As with the course, the main motivation of this work is to present an accessible treatment, assuming minimal background, of the profound work of G. A. Margulis concerning rigidity, arithmeticity, and structure of lattices in semi simple groups, and related work of the author on the actions of semisimple groups and their lattice subgroups. In doing so, we develop the necessary prerequisites from earlier work of Borel, Furstenberg, Kazhdan, Moore, and others. One of the difficulties involved in an exposition of this material is the continuous interplay between ideas from the theory of algebraic groups on the one hand and ergodic theory on the other. This, of course, is not so much a mathematical difficulty as a cultural one, as the number of persons comfortable in both areas has not traditionally been large. We hope this work will also serve as a contribution towards improving that situation. While there are a number of satisfactory introductory expositions of the ergodic theory of integer or real line actions, there is no such exposition of the type of ergodic theoretic results with which we shall be dealing (concerning actions of more general groups), and hence we have assumed absolutely no knowledge of ergodic theory (not even the definition of "ergodic") on the part of the reader. All results are developed in full detail."

During the past decade model predictive control (MPC), also referred to as receding horizon control or moving horizon control, has become the preferred control strategy for quite a number of industrial processes. There have been many significant advances in this area over the past years, one of the most important ones being its extension to nonlinear systems. This book gives an up-to-date assessment of the current state of the art in the new field of nonlinear model predictive control (NMPC). The main topic areas that appear to be of central importance for NMPC are covered, namely receding horizon control theory, modeling for NMPC, computational aspects of on-line optimization and application issues. The book consists of selected papers presented at the International Symposium on Nonlinear Model Predictive Control Assessment and Future Directions, which took place from June 3 to 5, 1998, in Ascona, Switzerland.
The book is geared towards researchers and practitioners in the area of control engineering and control theory. It is also suited for postgraduate students as the book contains several overview articles that give a tutorial introduction into the various aspects of nonlinear model predictive control, including systems theory, computations, modeling and applications."

This illustrated book provides a modern investigation into the bifurcation phenomena of physical and engineering problems. Systematic methods are used to examine experimental and computational data from numerous examples (soil, sand, kaolin, concrete, domes).

Descriptor linear systems theory is an important part in the general field of control systems theory, and has attracted much attention in the last two decades. In spite of the fact that descriptor linear systems theory has been a topic very rich in content, there have been only a few books on this topic. This book provides a systematic introduction to the theory of continuous-time descriptor linear systems and aims to provide a relatively systematic introduction to the basic results in descriptor linear systems theory. The clear representation of materials and a large number of examples make this book easy to understand by a large audience. General readers will find in this book a comprehensive introduction to the theory of descriptive linear systems. Researchers will find a comprehensive description of the most recent results in this theory and students will find a good introduction to some important problems in linear systems theory.

Foliations, groups and pseudogroups are objects which are closely related via the notion of holonomy. In the 1980s they became considered as general dynamical systems. This book deals with their dynamics. Since "dynamics is a very extensive term, we focus on some of its aspects only. Roughly speaking, we concentrate on notions and results related to different ways of measuring complexity of the systems under consideration. More precisely, we deal with different types of growth, entropies and dimensions of limiting objects. Invented in the 1980s (by E. Ghys, R. Langevin and the author) geometric entropy of a foliation is the principal object of interest among all of them.

Throughout the book, the reader will find a good number of inspirating problems related to the topics covered."