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Books > Science & Mathematics > Mathematics > Applied mathematics > Non-linear science
This book is an extended version of lectures given by the ?rst author in 1995-1996 at the Department of Mechanics and Mathematics of Moscow State University. We believe that a major part of the book can be regarded as an additional material to the standard course of Hamiltonian mechanics. In comparison with the original Russian 1 version we have included new material, simpli?ed some proofs and corrected m- prints. Hamiltonian equations ?rst appeared in connection with problems of geometric optics and celestial mechanics. Later it became clear that these equations describe a large classof systemsin classical mechanics, physics, chemistry, and otherdomains. Hamiltonian systems and their discrete analogs play a basic role in such problems as rigid body dynamics, geodesics on Riemann surfaces, quasi-classic approximation in quantum mechanics, cosmological models, dynamics of particles in an accel- ator, billiards and other systems with elastic re?ections, many in?nite-dimensional models in mathematical physics, etc. In this book we study Hamiltonian systems assuming that they depend on some parameter (usually?), where for?= 0 the dynamics is in a sense simple (as a rule, integrable). Frequently such a parameter appears naturally. For example, in celestial mechanics it is accepted to take? equal to the ratio: the mass of Jupiter over the mass of the Sun. In other cases it is possible to introduce the small parameter ar- ?cial
Purpose and Emphasis. Mechanics not only is the oldest branch of physics but was and still is the basis for all of theoretical physics. Quantum mechanics can hardly be understood, perhaps cannot even be formulated, without a good kno- edge of general mechanics. Field theories such as electrodynamics borrow their formal framework and many of their building principles from mechanics. In short, throughout the many modern developments of physics where one frequently turns back to the principles of classical mechanics its model character is felt. For this reason it is not surprising that the presentation of mechanics re?ects to some - tent the development of modern physics and that today this classical branch of theoretical physics is taught rather differently than at the time of Arnold S- merfeld, in the 1920s, or even in the 1950s, when more emphasis was put on the theoryandtheapplicationsofpartial-differentialequations. Today, symmetriesand invariance principles, the structure of the space-time continuum, and the geom- rical structure of mechanics play an important role. The beginner should realize that mechanics is not primarily the art of describing block-and-tackles, collisions of billiard balls, constrained motions of the cylinder in a washing machine, or - cycle riding.
This book on recent investigations of the dynamics of celestial bodies in the solar and extra-Solar System is based on the elaborated lecture notes of a thematic school on the topic, held as a result of cooperation between the SYRTE Department of Paris Observatory and the section of astronomy of the Vienna University. Each chapter corresponds to a lecture of several hours given by its author(s). The book therefore represents a necessary and very precious document for teachers, students, and researchers in the ?eld. The ?rst two chapters by A. Lema ?tre and H. Skokos deal with standard topics of celestial mechanics: the ?rst one explains the basic principles of resonances in mechanics and their studies in the case of the Solar System. The differences between the various cases of resonance (mean motion, secular, etc. ) are emphasized together with resonant effects on celestial bodies moving around the Sun. The second one deals with approximative methods of describing chaos. These methods, some of them being classical, as the Lyapounov exponents, other ones being developed in the very recent past, are explained in full detail. The second one explains the basic principles of resonances in mechanics and their studies in the case of the Solar System. The differences between the various cases of resonance (mean motion, s- ular, etc. ) are emphasized together with resonant effects on celestial bodies moving around the Sun. The following three chapters by A. Cellino, by P. Robutel and J.
The applications of ergodic theory to metric number theory are well known; part of the latter theory turns out to be essentially a special case of general ergodic theorems. In the present book other applications of ergodic concepts are presented. Constructing "flows" of integral points on certain algebraic manifolds given by systems of integral polynomials, we are able to prove individual ergodic theorems and mixing theorems in certain cases. These theorems permit asymptotic calculations of the distributions of integral points on such manifolds, and we arrive at results inaccessible up to now by the usual methods of analytic number theory. Typical in this respect is the theorem concerning the asymptotic distribution and ergodic behavior of the set of integral points on the sphere X2+ y2+z2=m for increasing m. It is not known up until now how to obtain the simple and geometrically obvious regularity of the distribution of integral points on the sphere other than by ergodic methods. Systems of diophantine equations are studied with our method, and flows of integral points introduced for this purpose turn out to be closely connected with the behavior of ideal classes of the corresponding algebraic fields, and this behavior shows certain ergodic regularity in sequences of algebraic fields. However, in this book we examine in this respect only quadratic fields in sufficient detail, studying fields of higher degrees only in chapter VII.
Our everyday life is in?uenced by many unexpected (dif?cult to predict) events usually referred as a chance. Probably, we all are as we are due to the accumulation point of a multitude of chance events. Gambling games that have been known to human beings nearly from the beginning of our civilization are based on chance events. These chance events have created the dream that everybody can easily become rich. This pursuit made gambling so popular. This book is devoted to the dynamics of the mechanical randomizers and we try to solve the problem why mechanical device (roulette) or a rigid body (a coin or a die) operating in the way described by the laws of classical mechanics can behave in such a way and produce a pseudorandom outcome. During mathematical lessons in primary school we are taught that the outcome of the coin tossing experiment is random and that the probability that the tossed coin lands heads (tails) up is equal to 1/2. Approximately, at the same time during physics lessons we are told that the motion of the rigid body (coin is an example of suchabody)isfullydeterministic. Typically,studentsarenotgiventheanswertothe question Why this duality in the interpretation of the simple mechanical experiment is possible? Trying to answer this question we describe the dynamics of the gambling games based on the coin toss, the throw of the die, and the roulette run.
Lectures: J. Guckenheimer: Bifurcations of dynamical systems.- J. Moser: Various aspects of integrable.- S. Newhouse: Lectures on dynamical systems.- Seminars: A. Chenciner: Hopf bifurcation for invariant tori.- M. Misiurewicz: Horseshoes for continuous mappings of an interval.
For the things we have to learn before we can do them, we learn by doing them. Aristotle Teaching should be such that what is offered is perceived as a valuable gift and not as a hard duty. Albert Einstein The second most important job in the world, second only to being a good parent, is being a good teacher. S.G. Ellis The fast technological changes and the resulting shifts of market conditions require the development and use of educational methodologies and opportunities with moderate economic demands. Currently, there is an increasing number of edu- tional institutes that respond to this challenge through the creation and adoption of distance education programs in which the teachers and students are separated by physical distance. It has been verified in many cases that, with the proper methods and tools, teaching and learning at a distance can be as effective as traditional fa- to-face instruction. Today, distance education is primarily performed through the Internet, which is the biggest and most powerful computer network of the World, and the World Wide Web (WWW), which is an effective front-end to the Internet and allows the Internet users to uniformly access a large repertory of resources (text, data, images, sound, video, etc.) available on the Internet.
The study of physics has changed in character, mainly due to the passage from the analyses of linear systems to the analyses of nonlinear systems. Such a change began, it goes without saying, a long time ago but the qualitative change took place and boldly evolved after the understanding of the nature of chaos in nonlinear s- tems. The importance of these systems is due to the fact that the major part of physical reality is nonlinear. Linearity appears as a result of the simpli?cation of real systems, and often, is hardly achievable during the experimental studies. In this book, we focus our attention on some general phenomena, naturally linked with nonlinearity where chaos plays a constructive part. The ?rst chapter discusses the concept of chaos. It attempts to describe the me- ing of chaos according to the current understanding of it in physics and mat- matics. The content of this chapter is essential to understand the nature of chaos and its appearance in deterministic physical systems. Using the Turing machine, we formulate the concept of complexity according to Kolmogorov. Further, we state the algorithmic theory of Kolmogorov-Martin-Lof ] randomness, which gives a deep understanding of the nature of deterministic chaos. Readers will not need any advanced knowledge to understand it and all the necessary facts and de?nitions will be explained."
Emergence and complexity refer to the appearance of higher-level properties and behaviours of a system that obviously comes from the collective dynamics of that system's components. These properties are not directly deducible from the lower-level motion of that system. Emergent properties are properties of the "whole'' that are not possessed by any of the individual parts making up that whole. Such phenomena exist in various domains and can be described, using complexity concepts and thematic knowledges. This book highlights complexity modelling through dynamical or behavioral systems. The pluridisciplinary purposes, developed along the chapters, are able to design links between a wide-range of fundamental and applicative Sciences. Developing such links - instead of focusing on specific and narrow researches - is characteristic of the Science of Complexity that we try to promote by this contribution.
The paradigm of complexity is pervading both science and engineering, le- ing to the emergence of novel approaches oriented at the development of a systemic view of the phenomena under study; the de?nition of powerful tools for modelling, estimation, and control; and the cross-fertilization of di?erent disciplines and approaches. One of the most promising paradigms to cope with complexity is that of networked systems. Complex, dynamical networks are powerful tools to model, estimate, and control many interesting phenomena, like agent coordination, synch- nization, social and economics events, networks of critical infrastructures, resourcesallocation, informationprocessing, controlovercommunicationn- works, etc. Advances in this ?eld are highlighting approaches that are more and more oftenbasedondynamicalandtime-varyingnetworks, i.e.networksconsisting of dynamical nodes with links that can change over time. Moreover, recent technological advances in wireless communication and decreasing cost and size of electronic devices are promoting the appearance of large inexpensive interconnected systems, each with computational, sensing and mobile ca- bilities. This is fostering the development of many engineering applications, which exploit the availability of these systems of systems to monitor and control very large-scale phenomena with ?ne resoluti
The last decades have marked the beginning of a new era in Celestial Mech- ics. The challenges came from several di?erent directions. The stability theory of nearly-integrable systems (a class of problems which includes many models of - lestial Mechanics) pro?ted from the breakthrough represented by the Kolmogorov- Arnold-Moser theory, which also provides tools for determining explicitly the - rameter values allowing for stability. A con?nement of the actions for exponential times was guaranteed by Nekhoroshev's theorem, which gives much information about the geography of the resonances. Performing ever-faster computer simu- tionsallowedustohavedeeperinsightsintomanyquestionsofDynamicalSystems, most notably chaos theory. In this context several techniques have been developed to distinguish between ordered and chaotic behaviors. Modern tools for computing spacecraft trajectories made possible the realization of many space missions, es- cially the interplanetary tours, which gave a new shape to the solar system with a lot of new satellites and small bodies. Finally, the improvement of observational techniques allowed us to make two revolutions in the sky: the solar system does not end with Pluto, but it extends to the Kuiper belt, and the solar system is not unique, but the universe has plenty of extrasolar planetary systems. Cookingalltheseingredientstogetherwiththeclassicaltheoriesdevelopedfrom the 17th to the 19th centuries, one obtains themodern Celestial Mechanics.
How is free will possible in the light of the physical and chemical underpinnings of brain activity and recent neurobiological experiments? How can the emergence of complexity in hierarchical systems such as the brain, based at the lower levels in physical interactions, lead to something like genuine free will? The nature of our understanding of free will in the light of present-day neuroscience is becoming increasingly important because of remarkable discoveries on the topic being made by neuroscientists at the present time, on the one hand, and its crucial importance for the way we view ourselves as human beings, on the other. A key tool in understanding how free will may arise in this context is the idea of downward causation in complex systems, happening coterminously with bottom up causation, to form an integral whole. Top-down causation is usually neglected, and is therefore emphasized in the other part of the book's title. The concept is explored in depth, as are the ethical and legal implications of our understanding of free will. This book arises out of a workshop held in California in April of 2007, which was chaired by Dr. Christof Koch. It was unusual in terms of the breadth of people involved: they included physicists, neuroscientists, psychiatrists, philosophers, and theologians. This enabled the meeting, and hence the resulting book, to attain a rather broader perspective on the issue than is often attained at academic symposia. The book includes contributions by Sarah-Jayne Blakemore, George F. R. Ellis , Christopher D. Frith, Mark Hallett, David Hodgson, Owen D. Jones, Alicia Juarrero, J. A. Scott Kelso, Christof Koch, Hans Kung, Hakwan C. Lau, Dean Mobbs, Nancey Murphy, William Newsome, Timothy O'Connor, Sean A.. Spence, and Evan Thompson.
This short but complicated book is very demanding of any reader. The scope and style employed preserve the nature of its subject: the turbulence phe nomena in gas and liquid flows which are believed to occur at sufficiently high Reynolds numbers. Since at first glance the field of interest is chaotic, time-dependent and three-dimensional, spread over a wide range of scales, sta tistical treatment is convenient rather than a description of fine details which are not of importance in the first place. When coupled to the basic conserva tion laws of fluid flow, such treatment, however, leads to an unclosed system of equations: a consequence termed, in the scientific community, the closure problem. This is the central and still unresolved issue of turbulence which emphasizes its chief peculiarity: our inability to do reliable predictions even on the global flow behavior. The book attempts to cope with this difficult task by introducing promising mathematical tools which permit an insight into the basic mechanisms involved. The prime objective is to shed enough light, but not necessarily the entire truth, on the turbulence closure problem. For many applications it is sufficient to know the direction in which to go and what to do in order to arrive at a fast and practical solution at minimum cost. The book is not written for easy and attractive reading."
Bifurcation originally meant "splitting into two parts. " Namely, a system under goes a bifurcation when there is a qualitative change in the behavior of the sys tem. Bifurcation in the context of dynamical systems, where the time evolution of systems are involved, has been the subject of research for many scientists and engineers for the past hundred years simply because bifurcations are interesting. A very good way of understanding bifurcations would be to see them first and study theories second. Another way would be to first comprehend the basic concepts and theories and then see what they look like. In any event, it is best to both observe experiments and understand the theories of bifurcations. This book attempts to provide a general audience with both avenues toward understanding bifurcations. Specifically, (1) A variety of concrete experimental results obtained from electronic circuits are given in Chapter 1. All the circuits are very simple, which is crucial in any experiment. The circuits, however, should not be too simple, otherwise nothing interesting can happen. Albert Einstein once said "as simple as pos sible, but no more" . One of the major reasons for the circuits discussed being simple is due to their piecewise-linear characteristics. Namely, the voltage current relationships are composed of several line segments which are easy to build. Piecewise-linearity also simplifies rigorous analysis in a drastic man ner. (2) The piecewise-linearity of the circuits has far reaching consequences."
Written for mathematicians, engineers, and researchers in experimental science, as well as anyone interested in fractals, this book explains the geometrical and analytical properties of trajectories, aggregate contours, geographical coastlines, profiles of rough surfaces, and other curves of finite and fractal length. The approach is by way of precise definitions from which properties are deduced and applications and computational methods are derived. Written without the traditional heavy symbolism of mathematics texts, this book requires two years of calculus while also containing material appropriate for graduate coursework in curve analysis and/or fractal dimension.
Controlling Chaos achieves three goals: the suppression, synchronisation and generation of chaos, each of which is the focus of a separate part of the book. The text deals with the well-known Lorenz, Roessler and Henon attractors and the Chua circuit and with less celebrated novel systems. Modelling of chaos is accomplished using difference equations and ordinary and time-delayed differential equations. The methods directed at controlling chaos benefit from the influence of advanced nonlinear control theory: inverse optimal control is used for stabilization; exact linearization for synchronization; and impulsive control for chaotification. Notably, a fusion of chaos and fuzzy systems theories is employed. Time-delayed systems are also studied. The results presented are general for a broad class of chaotic systems. This monograph is self-contained with introductory material providing a review of the history of chaos control and the necessary mathematical preliminaries for working with dynamical systems.
The editors felt that the time was right for a book on an important topic, the history and development of the notions of chaotic attractors and their "natu ral" invariant measures. We wanted to bring together a coherent collection of readable, interesting, outstanding papers for detailed study and comparison. We hope that this book will allow serious graduate students to hold seminars to study how the research in this field developed. Limitation of space forced us painfully to exclude many excellent, relevant papers, and the resulting choice reflects the interests of the editors. Since James Alan Yorke was born August 3, 1941, we chose to have this book commemorate his sixtieth birthday, honoring his research in this field. The editors are four of his collaborators. We would particularly like to thank Achi Dosanjh (senior editor math ematics), Elizabeth Young (assistant editor mathematics), Joel Ariaratnam (mathematics editorial), and Yong-Soon Hwang (book production editor) from Springer Verlag in New York for their efforts in publishing this book."
About 60 scientists and students attended the 96' International Conference on Nonlinear Programming, which was held September 2-5 at Institute of Compu tational Mathematics and Scientific/Engineering Computing (ICMSEC), Chi nese Academy of Sciences, Beijing, China. 25 participants were from outside China and 35 from China. The conference was to celebrate the 60's birthday of Professor M.J.D. Powell (Fellow of Royal Society, University of Cambridge) for his many contributions to nonlinear optimization. On behalf of the Chinese Academy of Sciences, vice president Professor Zhi hong Xu attended the opening ceremony of the conference to express his warm welcome to all the participants. After the opening ceremony, Professor M.J.D. Powell gave the keynote lecture "The use of band matrices for second derivative approximations in trust region methods." 13 other invited lectures on recent advances of nonlinear programming were given during the four day meeting: "Primal-dual methods for nonconvex optimization" by M. H. Wright (SIAM President, Bell Labs), "Interior point trajectories in semidefinite programming" by D. Goldfarb (Columbia University, Editor-in-Chief for Series A of Mathe matical Programming), "An approach to derivative free optimization" by A."
A function is convex if its epigraph is convex. This geometrical structure has very strong implications in terms of continuity and differentiability. Separation theorems lead to optimality conditions and duality for convex problems. A function is quasiconvex if its lower level sets are convex. Here again, the geo metrical structure of the level sets implies some continuity and differentiability properties for quasiconvex functions. Optimality conditions and duality can be derived for optimization problems involving such functions as well. Over a period of about fifty years, quasiconvex and other generalized convex functions have been considered in a variety of fields including economies, man agement science, engineering, probability and applied sciences in accordance with the need of particular applications. During the last twenty-five years, an increase of research activities in this field has been witnessed. More recently generalized monotonicity of maps has been studied. It relates to generalized convexity off unctions as monotonicity relates to convexity. Generalized monotonicity plays a role in variational inequality problems, complementarity problems and more generally, in equilibrium prob lems."
This volume gathers most of the lectures and communications presented at the meeting t held in Bordeaux from the 27th to the 29 h of September and entitled "Far from equi librium: instabilities and structures." This meeting is part of a series of seve ral other interdisciplinary conferences such as Elmau 1972, London 1974, Dortmund 1976, Elmau 1977, Tokyo 1978. The old science classification scheme proposed by Auguste Comte tends to be eve ry day a bit more blurred out: one gives here, if needed, one additional illustra tion of this trend. The three key words "far from equilibrium," "instabilities" and "structures" best illustrate the new concepts which emerge from the description of the dynamics of various systems relevant to many different research areas. Laser emission, chemical reactions, fluid motions, exhibit very particular phenomena when, under appropriate external action, they occur far from equilibrium. These proceedings include the experimental description of such phenomena as well as theoretical at tempts in understanding them. Most of the topics investigated here belong to the domains of physics and chemistry but one should be careful not to underestimate the underlying potential biological interest. If the study of simple systems (e. g., described by a few variables) has been qui te successful for several centuries, the recent bearing of our attention on complex systems constitutes a genuine epistemological breakthrough bridging the gap which used to exist between the sciences and the humanism."
Unlike the conventional research for the general theory of stability, this mono graph deals with problems on stability and stabilization of dynamic systems with respect not to all but just to a given part of the variables characterizing these systems. Such problems are often referred to as the problems of partial stability (stabilization). They naturally arise in applications either from the requirement of proper performance of a system or in assessing system capa bility. In addition, a lot of actual (or desired) phenomena can be formulated in terms of these problems and be analyzed with these problems taken as the basis. The following multiaspect phenomena and problems can be indicated: * "Lotka-Volterra ecological principle of extinction;" * focusing and acceleration of particles in electromagnetic fields; * "drift" of the gyroscope axis; * stabilization of a spacecraft by specially arranged relative motion of rotors connected to it. Also very effective is the approach to the problem of stability (stabilization) with respect to all the variables based on preliminary analysis of partial sta bility (stabilization). A. M. Lyapunov, the founder of the modern theory of stability, was the first to formulate the problem of partial stability. Later, works by V. V. Rumyan tsev drew the attention of many mathematicians and mechanicians around the world to this problem, which resulted in its being intensively worked out. The method of Lyapunov functions became the key investigative method which turned out to be very effective in analyzing both theoretic and applied problems.
This volume of proceedings is an offspring of the special semester Ergodic Theory, Geometric Rigidity and Number Theory which was held at the Isaac Newton Institute for Mathematical Sciences in Cambridge, UK, from Jan uary until July, 2000. Beside the activities during the semester, there were workshops held in January, March and July, the first being of introductory nature with five short courses delivered over a week. Although the quality of the workshops was excellent throughout the semester, the idea of these proceedings came about during the March workshop, which is hence more prominently represented, The format of the volume has undergone many changes, but what has remained untouched is the enthusiasm of the contributors since the onset of the project: suffice it to say that even though only two months elapsed between the time we contacted the potential authors and the deadline to submit the papers, the deadline was respected in the vast majority of the cases. The scope of the papers is not completely uniform throughout the volume, although there are some points in common. We asked the authors to write papers keeping in mind the idea that they should be accessible to students. At the same time, we wanted the papers not to be a summary of results that appeared somewhere else."
This volume contains the proceedings of the US-Australia workshop on Control and Chaos held in Honolulu, Hawaii from 29 June to 1 July, 1995. The workshop was jointly sponsored by the National Science Foundation (USA) and the Department of Industry, Science and Technology (Australia) under the US-Australia agreement. Control and Chaos-it brings back memories of the endless reruns of "Get Smart" where the good guys worked for Control and the bad guys were associated with Chaos. In keeping with current events, Control and Chaos are no longer adversaries but are now working together. In fact, bringing together workers in the two areas was the focus of the workshop. The objective of the workshop was to bring together experts in dynamical systems theory and control theory, and applications workers in both fields, to focus on the problem of controlling nonlinear and potentially chaotic systems using limited control effort. This involves finding and using orbits in nonlinear systems which can take a system from one region of state space to other regions where we wish to stabilize the system. Control is used to generate useful chaotic trajectories where they do not exist, and to identify and take advantage of useful ones where they do exist. A controller must be able to nudge a system into a proper chaotic orbit and know when to come off that orbit. Also, it must be able to identify regions of state space where feedback control will be effective.
The theory of random dynamical systems originated from
stochastic
Fully revised to match the more traditional sequence of course materials, this full-color second edition presents the basic principles and methods of thermodynamics using a clear and engaging style and a wealth of end-of-chapter problems. It includes five new chapters on topics such as mixtures, psychometry, chemical equilibrium, and combustion, and discussion of the Second Law of Thermodynamics has been expanded and divided into two chapters, allowing instructors to introduce the topic using either the cycle analysis in Chapter 6 or the definition of entropy in Chapter 7. Online ancillaries including new LMS testbanks, a password-protected solutions manual, prepared PowerPoint lecture slides, instructional videos, and figures in electronic format are available at www.cambridge.org/thermo |
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