This collection of original articles and surveys, emerging from a 2011 conference in Bertinoro, Italy, addresses recent advances in linear and nonlinear aspects of the theory of partial differential equations (PDEs). Phase space analysis methods, also known as microlocal analysis, have continued to yield striking results over the past years and are now one of the main tools of investigation of PDEs. Their role in many applications to physics, including quantum and spectral theory, is equally important. Key topics addressed in this volume include: *general theory of pseudodifferential operators *Hardy-type inequalities *linear and non-linear hyperbolic equations and systems *Schroedinger equations *water-wave equations *Euler-Poisson systems *Navier-Stokes equations *heat and parabolic equations Various levels of graduate students, along with researchers in PDEs and related fields, will find this book to be an excellent resource. Contributors T. Alazard P.I. Naumkin J.-M. Bony F. Nicola N. Burq T. Nishitani C. Cazacu T. Okaji J.-Y. Chemin M. Paicu E. Cordero A. Parmeggiani R. Danchin V. Petkov I. Gallagher M. Reissig T. Gramchev L. Robbiano N. Hayashi L. Rodino J. Huang M. Ruzhanky D. Lannes J.-C. Saut F. Linares N. Visciglia P.B. Mucha P. Zhang C. Mullaert E. Zuazua T. Narazaki C. Zuily

This monograph records progress in approximation theory and harmonic analysis on balls and spheres, and presents contemporary material that will be useful to analysts in this area. While the first part of the book contains mainstream material on the subject, the second and the third parts deal with more specialized topics, such as analysis in weight spaces with reflection invariant weight functions, and analysis on balls and simplexes. The last part of the book features several applications, including cubature formulas, distribution of points on the sphere, and the reconstruction algorithm in computerized tomography. This book is directed at researchers and advanced graduate students in analysis. Mathematicians who are familiar with Fourier analysis and harmonic analysis will understand many of the concepts that appear in this manuscript: spherical harmonics, the Hardy-Littlewood maximal function, the Marcinkiewicz multiplier theorem, the Riesz transform, and doubling weights are all familiar tools to researchers in this area.

By connecting dynamical systems and number theory, this graduate textbook on ergodic theory acts as an introduction to a highly active area of mathematics, where a variety of strands of research open up. The text explores various concepts in infinite ergodic theory, always using continued fractions and other number-theoretic dynamical systems as illustrative examples. Contents: Preface Mathematical symbols Number-theoretical dynamical systems Basic ergodic theory Renewal theory and -sum-level sets Infinite ergodic theory Applications of infinite ergodic theory Bibliography Index

Levy processes are rich mathematical objects and constitute perhaps the most basic class of stochastic processes with a continuous time parameter. This book is intended to provide the reader with comprehensive basic knowledge of Levy processes, and at the same time serve as an introduction to stochastic processes in general. No specialist knowledge is assumed and proofs are given in detail. Systematic study is made of stable and semi-stable processes, and the author gives special emphasis to the correspondence between Levy processes and infinitely divisible distributions. All serious students of random phenomena will find that this book has much to offer. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book's initial publication."

At the heart of this monograph is the Brunn-Minkowski theory, which can be used to great effect in studying such ideas as volume and surface area and their generalizations. In particular, the notions of mixed volume and mixed area measure arise naturally and the fundamental inequalities that are satisfied by mixed volumes are considered here in detail. The author presents a comprehensive introduction to convex bodies, including full proofs for some deeper theorems. The book provides hints and pointers to connections with other fields and an exhaustive reference list. This second edition has been considerably expanded to reflect the rapid developments of the past two decades. It includes new chapters on valuations on convex bodies, on extensions like the Lp Brunn-Minkowski theory, and on affine constructions and inequalities. There are also many supplements and updates to the original chapters, and a substantial expansion of chapter notes and references.

This textbook offers a high-level introduction to multi-variable differential calculus. Differential forms are introduced incrementally in the narrative, eventually leading to a unified treatment of Green's, Stokes' and Gauss' theorems. Furthermore, the presentation offers a natural route to differential geometry. Contents: Calculus of Vector Functions Tangent Spaces and 1-forms Line Integrals Differential Calculus of Mappings Applications of Differential Calculus Double and Triple Integrals Wedge Products and Exterior Derivatives Integration of Forms Stokes' Theorem and Applications

This book illustrates the wide range of research subjects developed by the Italian research group in harmonic analysis, originally started by Alessandro Figa-Talamanca, to whom it is dedicated in the occasion of his retirement. In particular, it outlines some of the impressive ramifications of the mathematical developments that began when Figa-Talamanca brought the study of harmonic analysis to Italy; the research group that he nurtured has now expanded to cover many areas. Therefore the book is addressed not only to experts in harmonic analysis, summability of Fourier series and singular integrals, but also in potential theory, symmetric spaces, analysis and partial differential equations on Riemannian manifolds, analysis on graphs, trees, buildings and discrete groups, Lie groups and Lie algebras, and even in far-reaching applications as for instance cellular automata and signal processing (low-discrepancy sampling, Gaussian noise).

Dynamical system theory has developed rapidly over the past fifty years. It is a subject upon which the theory of limit cycles has a significant impact for both theoretical advances and practical solutions to problems. Hopf bifurcation from a center or a focus is integral to the theory of bifurcation of limit cycles, for which normal form theory is a central tool. Although Hopf bifurcation has been studied for more than half a century, and normal form theory for over 100 years, efficient computation in this area is still a challenge with implications for Hilbert's 16th problem.

This book introduces the most recent developments in this field and provides major advances in fundamental theory of limit cycles. Split into two parts, the first focuses on the study of limit cycles bifurcating from Hopf singularity using normal form theory with later application to Hilbert's 16th problem, while the second considers near Hamiltonian systems using Melnikov function as the main mathematical tool.

Classic topics with new results are presented in a clear and concise manner and are accompanied by the liberal use of illustrations throughout. Containing a wealth of examples and structured algorithms that are treated in detail, a good balance between theoretical and applied topics is demonstrated. By including complete Maple programs within the text, this book also enables the reader to reconstruct the majority of formulas provided, facilitating the use of concrete models for study.

Through the adoption of an elementary and practical approach, this book will be of use to graduate mathematics students wishing to study the theory of limit cycles as well as scientists, across a number of disciplines, with an interest in the applications of periodic behavior."

Whatdoasupernovaexplosioninouterspace,?owaroundanairfoil and knocking in combustion engines have in common? The physical and chemical mechanisms as well as the sizes of these processes are quite di?erent. So are the motivations for studying them scienti?cally. The super- 8 nova is a thermo-nuclear explosion on a scale of 10 cm. Astrophysicists try to understand them in order to get insight into fundamental properties of the universe. In ?ows around airfoils of commercial airliners at the scale of 3 10 cm shock waves occur that in?uence the stability of the wings as well as fuel consumption in ?ight. This requires appropriate design of the shape and structure of airfoils by engineers. Knocking occurs in combustion, a chemical 1 process, and must be avoided since it damages motors. The scale is 10 cm and these processes must be optimized for e?ciency and environmental conside- tions. The common thread is that the underlying ?uid ?ows may at a certain scale of observation be described by basically the same type of hyperbolic s- tems of partial di?erential equations in divergence form, called conservation laws. Astrophysicists, engineers and mathematicians share a common interest in scienti?c progress on theory for these equations and the development of computational methods for solutions of the equations. Due to their wide applicability in modeling of continua, partial di?erential equationsareamajor?eldofresearchinmathematics. Asubstantialportionof mathematical research is related to the analysis and numerical approximation of solutions to such equations. Hyperbolic conservation laws in two or more spacedimensionsstillposeoneofthemainchallengestomodernmathematics.

This book provides comprehensive reviews of recent progress in matrix variate and tensor variate data analysis from applied points of view. Matrix and tensor approaches for data analysis are known to be extremely useful for recently emerging complex and high-dimensional data in various applied fields. The reviews contained herein cover recent applications of these methods in psychology (Chap. 1), audio signals (Chap. 2) , image analysis from tensor principal component analysis (Chap. 3), and image analysis from decomposition (Chap. 4), and genetic data (Chap. 5) . Readers will be able to understand the present status of these techniques as applicable to their own fields. In Chapter 5 especially, a theory of tensor normal distributions, which is a basic in statistical inference, is developed, and multi-way regression, classification, clustering, and principal component analysis are exemplified under tensor normal distributions. Chapter 6 treats one-sided tests under matrix variate and tensor variate normal distributions, whose theory under multivariate normal distributions has been a popular topic in statistics since the books of Barlow et al. (1972) and Robertson et al. (1988). Chapters 1, 5, and 6 distinguish this book from ordinary engineering books on these topics.

I.M.Gelfand, one of the leading contemporary mathematicians, largely determined the modern view of functional analysis with its numerous relations to other branches of mathematics, including mathematical physics, algebra, topology, differential geometry and analysis. With the publication of these Collected Papers in three volumes Gelfand gives a representative choice of his papers written in the last fifty years. Gelfand's research led to the development of remarkable mathematical theories - most now classics - in the field of Banach algebras, infinite-dimensional representations of Lie groups, the inverse Sturm-Liouville problem, cohomology of infinite-dimensional Lie algebras, integral geometry, generalized functions and general hypergeometric functions. The corresponding papers form the major part of the Collected Papers. Some articles on numerical methods and cybernetics as well as a few on biology are included. A substantial part of the papers have been translated into English especially for this edition. This edition is rounded off by a preface by S.G.Gindikin, a contribution by V.I.Arnold and an extensive bibliography with almost 500 references. Gelfand's Collected Papers will provide stimulating and serendipitous reading for researchers in a multitude of mathematical disciplines.

Due to the rapid expansion of the frontiers of physics and engineering, the demand for higher-level mathematics is increasing yearly. This book is designed to provide accessible knowledge of higher-level mathematics demanded in contemporary physics and engineering. Rigorous mathematical structures of important subjects in these fields are fully covered, which will be helpful for readers to become acquainted with certain abstract mathematical concepts. The selected topics are: - Real analysis, Complex analysis, Functional analysis, Lebesgue integration theory, Fourier analysis, Laplace analysis, Wavelet analysis, Differential equations, and Tensor analysis. This book is essentially self-contained, and assumes only standard undergraduate preparation such as elementary calculus and linear algebra. It is thus well suited for graduate students in physics and engineering who are interested in theoretical backgrounds of their own fields. Further, it will also be useful for mathematics students who want to understand how certain abstract concepts in mathematics are applied in a practical situation. The readers will not only acquire basic knowledge toward higher-level mathematics, but also imbibe mathematical skills necessary for contemporary studies of their own fields.

Continuamentenasconoifatti 1 aconfusionedelleteorie 2 Carlo Dossi Electromagnetism is withoutany doubt a fascinating area of physics, engineering and mathematics. Since the early pioneeringworks ofAmpere, Faraday, and Maxwell, the scienti?cliteratureon this subject has become immense, and books devoted to almost all of its aspects have been published in the meantime. However, webelievethatthereisstillsomeplacefornew booksdealingwithel- tromagnetism, particularly if they are focused on more speci?c models, or try to mix different levels of analysis: rigorous mathematical results, sound numerical appro- mation schemes, real-life examples from physics and engineering. The complete mathematical description of electromagnetic problems is provided by the celebrated Maxwell equations, a system of partial differential equations - pressed interms ofphysical quantitiesliketheelectric?eld, themagnetic?eld and the currentdensity.Maxwell'scontributiontotheformulationofthese equationsisrelated to the introductionof a speci?c term, called displacement current, that he proposed to add to the set of equations generally assumed to hold at that time, in order to ensure the conservation of the electric charge. The presence of the displacement current permits to describe one of the most - portant phenomenon in electromagnetism, namely, wave propagation; however, in many interesting applications the propagation speed of the wave is very high with respect to the ratio of some typical length and time scale of the considered device, and therefore the dominant aspect becomes the diffusionof the electromagnetic ?elds. When the focus is on diffusioninstead of propagation, from the modelingpointof view this corresponds to neglecting the time derivative of the electric induction (i.e., thedisplacement current introducedby Maxwell)or, alternatively,neglectingthe time derivative of the magnetic induction.

Network Science is the emerging field concerned with the study of large, realistic networks. This interdisciplinary endeavor, focusing on the patterns of interactions that arise between individual components of natural and engineered systems, has been applied to data sets from activities as diverse as high-throughput biological experiments, online trading information, smart-meter utility supplies, and pervasive telecommunications and surveillance technologies. This unique text/reference provides a fascinating insight into the state of the art in network science, highlighting the commonality across very different areas of application and the ways in which each area can be advanced by injecting ideas and techniques from another. The book includes contributions from an international selection of experts, providing viewpoints from a broad range of disciplines. It emphasizes networks that arise in nature-such as food webs, protein interactions, gene expression, and neural connections-and in technology-such as finance, airline transport, urban development and global trade. Topics and Features: begins with a clear overview chapter to introduce this interdisciplinary field; discusses the classic network science of fixed connectivity structures, including empirical studies, mathematical models and computational algorithms; examines time-dependent processes that take place over networks, covering topics such as synchronisation, and message passing algorithms; investigates time-evolving networks, such as the World Wide Web and shifts in topological properties (connectivity, spectrum, percolation); explores applications of complex networks in the physical and engineering sciences, looking ahead to new developments in the field. Researchers and professionals from disciplines as varied as computer science, mathematics, engineering, physics, chemistry, biology, ecology, neuroscience, epidemiology, and the social sciences will all benefit from this topical and broad overview of current activities and grand challenges in the unfolding field of network science.

Dear Reader, Here is your book. Take it, run with it, pass it, punt it, enjoy all the many things that you can do with it, but-above all-read it. Like all textbooks, it was written to help you increase your knowledge; unlike all too many textbooks that you have bought, it will be fun to read. A preface usually tells of the author's reasons for writing the book and the author's goals for the reader, followed by a swarm of other important matters that must be attended to yet fit nowhere else in the book. I am fortunate in being able to include an insightful prepublication review that goes directly to my motivations and goals. (Look for it following this preface.) That leaves only those other important matters. In preparing the text, I consulted a number of books, chief of which included these: * S. Chandrasekhar, Ellipsoidal Figures of Equilibrium, Yale Uni versity Press, 1969. * J .M.A. Danby, Fundamentals of Celestial Mechanics, Macmil lan, 1962. Now available in a 2nd edition, 3rd printing, revised, corrected and enlarged, Willmann-Bell, 1992. * Y. Hagihara, Theories of Equilibrium Figures of a Rotating Ho mogeneous Fluid Mass, NASA, 1970. * R.A. Lyttleton, The Stability of Rotating Liquid Masses, C- ix x PREFACE bridge University Press, 1953. * C.B. Officer, Introduction to Theoretical Geophysics, Springer Verlag, 1974. * A.S. Ramsey, Newtonian Attraction, Cambridge University Press, 1949. * W.M. Smart, Celestial Mechanics, Longmans, Green, and Co, 1953.

Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic volatility, the random behavior of the volatility is described by a stochastic process. For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility. One of the author's main goals is to provide sharp asymptotic formulas with error estimates for distribution densities of stock prices, option pricing functions, and implied volatilities in various stochastic volatility models. The author also establishes sharp asymptotic formulas for the implied volatility at extreme strikes in general stochastic stock price models. The present volume is addressed to researchers and graduate students working in the area of financial mathematics, analysis, or probability theory. The reader is expected to be familiar with elements of classical analysis, stochastic analysis and probability theory.

Based on a two-semester course aimed at illustrating various interactions of "pure mathematics" with other sciences, such as hydrodynamics, thermodynamics, statistical physics and information theory, this text unifies three general topics of analysis and physics, which are as follows: the dimensional analysis of physical quantities, which contains various applications including Kolmogorov's model for turbulence; functions of very large number of variables and the principle of concentration along with the non-linear law of large numbers, the geometric meaning of the Gauss and Maxwell distributions, and the Kotelnikov-Shannon theorem; and, finally, classical thermodynamics and contact geometry, which covers two main principles of thermodynamics in the language of differential forms, contact distributions, the Frobenius theorem and the Carnot-Caratheodory metric. It includes problems, historical remarks, and Zorich's popular article, "Mathematics as language and method."

Matrix-valued data sets - so-called second order tensor fields - have gained significant importance in scientific visualization and image processing due to recent developments such as diffusion tensor imaging. This book is the first edited volume that presents the state of the art in the visualization and processing of tensor fields. It contains some longer chapters dedicated to surveys and tutorials of specific topics, as well as a great deal of original work by leading experts that has not been published before. It serves as an overview for the inquiring scientist, as a basic foundation for developers and practitioners, and as as a textbook for specialized classes and seminars for graduate and doctoral students.

Mainly drawing on explicit examples, the author introduces the reader to themost recent techniques to study finite and infinite dynamical systems. Without any knowledge of differential geometry or lie groups theory the student can follow in a series of case studies the most recent developments. r-matrices for Calogero-Moser systems and Toda lattices are derived. Lax pairs for nontrivial infinite dimensionalsystems are constructed as limits of classical matrix algebras. The reader will find explanations of the approach to integrable field theories, to spectral transform methods and to solitons. New methods are proposed, thus helping students not only to understand established techniques but also to interest them in modern research on dynamical systems.

This International Conference on Clifford AlgebrfU and Their Application, in Math ematical Phy,ic, is the third in a series of conferences on this theme, which started at the Univer,ity of Kent in Canterbury in 1985 and was continued at the Univer,iU de, Science, et Technique, du Languedoc in Montpellier in 1989. Since the start of this series of Conferences the research fields under consideration have evolved quite a lot. The number of scientific papers on Clifford Algebra, Clifford Analysis and their impact on the modelling of physics phenomena have increased tremendously and several new books on these topics were published. We were very pleased to see old friends back and to wellcome new guests who by their inspiring talks contributed fundamentally to tracing new paths for the future development of this research area. The Conference was organized in Deinze, a small rural town in the vicinity of the University town Gent. It was hosted by De Ceder, a vacation and seminar center in a green area, a typical landscape of Flanders's "plat pays" . The Conference was attended by 61 participants coming from 18 countries; there were 10 main talks on invitation, 37 contributions accepted by the Organizing Com mittee and a poster session. There was also a book display of Kluwer Academic Publishers. As in the Proceedings of the Canterbury and Montpellier conferences we have grouped the papers accordingly to the themes they are related to: Clifford Algebra, Clifford Analysis, Classical Mechanics, Mathematical Physics and Physics Models.

In these proceedings basic questions regarding n-body Schr|dinger operators are dealt with, such as asymptotic completeness of systems with long-range potentials (including Coulomb), a new proof of completeness for short-range potentials, energy asymptotics of large Coulomb systems,asymptotic neutrality of polyatomic molecules. Other contributions deal withdifferent types of problems, such as quantum stability, Schr|dinger operators on a torus and KAM theory, semiclassical theory, time delay, radiation conditions, magnetic Stark resonances, random Schr|dinger operators and stochastic spectral analysis. The volume presents the results in such detail that it could well serve as basic literature for seminar work.

This workbook consists of exercises taken from Likelihood-Based Inferences in Cointegrated Vector Autoregressive Models by Soren Johansen, together with worked-out solutions.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

For a three-semester or four-quarter calculus course covering single variable and multivariable calculus for mathematics, engineering, and science majors. This much anticipated second edition of the most successful new calculus text published in the last two decades retains the best of the first edition while introducing important advances and refinements. Authors Briggs, Cochran, and Gillett build from a foundation of meticulously crafted exercise sets, then draw students into the narrative through writing that reflects the voice of the instructor, examples that are stepped out and thoughtfully annotated, and figures that are designed to teach rather than simply supplement the narrative. The authors appeal to students' geometric intuition to introduce fundamental concepts, laying a foundation for the development that follows. The groundbreaking eBook contains over 650 Interactive Figures that can be manipulated to shed light on key concepts. This text offers a superior teaching and learning experience.Here's how: *A robust MyMathLab(r) course contains more than 7,000 assignable exercises, an eBook with 650 Interactive Figures, and built-in tutorials so students can get help when they need it. *Reflects how students use a textbook-they start with the exercises and flip back for help if they need it. *Organization and presentation of content facilitates learning of key concepts, skills, and applications.

This volume presents advances that have been made over recent decades in areas of research featuring Hardy's inequality and related topics. The inequality and its extensions and refinements are not only of intrinsic interest but are indispensable tools in many areas of mathematics and mathematical physics. Hardy inequalities on domains have a substantial role and this necessitates a detailed investigation of significant geometric properties of a domain and its boundary. Other topics covered in this volume are Hardy- Sobolev-Maz'ya inequalities; inequalities of Hardy-type involving magnetic fields; Hardy, Sobolev and Cwikel-Lieb-Rosenbljum inequalities for Pauli operators; the Rellich inequality. The Analysis and Geometry of Hardy's Inequality provides an up-to-date account of research in areas of contemporary interest and would be suitable for a graduate course in mathematics or physics. A good basic knowledge of real and complex analysis is a prerequisite.

Asymptotic Geometric Analysis is concerned with the geometric and linear properties of finite dimensional objects, normed spaces, and convex bodies, especially with the asymptotics of their various quantitative parameters as the dimension tends to infinity. The deep geometric, probabilistic, and combinatorial methods developed here are used outside the field in many areas of mathematics and mathematical sciences. The Fields Institute Thematic Program in the Fall of 2010 continued an established tradition of previous large-scale programs devoted to the same general research direction. The main directions of the program included: * Asymptotic theory of convexity and normed spaces * Concentration of measure and isoperimetric inequalities, optimal transportation approach * Applications of the concept of concentration * Connections with transformation groups and Ramsey theory * Geometrization of probability * Random matrices * Connection with asymptotic combinatorics and complexity theory These directions are represented in this volume and reflect the present state of this important area of research. It will be of benefit to researchers working in a wide range of mathematical sciences-in particular functional analysis, combinatorics, convex geometry, dynamical systems, operator algebras, and computer science.