الصفحة 17
الصفحة 17
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Applied Stochastic Control of Jump Diffusions

The main purpose of the book is to give a rigorous, yet mostly nontechnical, introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusionsThe types of control problems covered include classical stochastic control, optimal stopping, impulse control and singular control. Both the dynamic programming method and the maximum principle method are discussed, as well as the relation between them. Corresponding verification theorems involving the Hamilton-Jacobi Bellman equation and/or (quasi-)variational inequalities are formulated. There are also chapters on the viscosity solution formulation and numerical methods.The text emphasises applications, mostly to finance. All the main results are illustrated by examples and exercises appear at the end of each chapter with complete solutions. This will help the reader understand the theory and see how to apply it.The book assumes some basic knowledge of stochastic analysis, measure theory and partial differential equations.

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Applications of Synchrotron Radiation : Micro Beams in Cell Micro Biology and Medicine

This book demonstrates the applications of synchrotron radiation in certain aspects of cell microbiology, specifically non-destructive elemental analyses, chemical-state analyses and imaging (distribution) of the elements within a cell. The basics for understanding and applications of synchrotron radiation are also described to make the contents easier to be understood for a wide group of researchers in medical and biological sciences who might not be familiar with the physics of synchrotron radiation. The two main techniques that are discussed in this book are the x-ray fluorescence spectroscopy (XRF) and the x-ray fine structure analysis (XAFS).

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Analytical Methods for Problems of Molecular Transport

"This book is designed to serve a dual function. It is intended that it be capable of serving as a teaching instrument, either in a classroom environment or independently, for the study of basic analytical methods and mathematical techniques that may be used in the Kinetic Theory of Gases and is primarily suitable for use in graduate level physics and engineering courses on the subject. This book should also be useful as a reference for scientists and engineers working in the fields of Rarefied Gas Dynamics and Aerosol Mechanics. In addition, the material in this book may be of interest to individuals working in such areas as Physical Chemistry, Chemical Engineering, or any other applied discipline in which gas-surface interactions should play a significant role."-

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Analysis, Synthesis, and Perception of Musical Sounds : The Sound of Music

Analysis, Synthesis, and Perception of Musical Sounds contains a detailed treatment of basic methods for analysis and synthesis of musical sounds, including the phase vocoder method, the McAulay-Quatieri frequency-tracking method, the constant-Q transform, and methods for pitch tracking with several examples shown. Various aspects of musical sound spectra such as spectral envelope, spectral centroid, spectral flux, and spectral irregularity are defined and discussed. One chapter is devoted to the control and synthesis of spectral envelopes. Two advanced methods of analysis/synthesis are given: "Sines Plus Transients Plus Noise" and "Spectrotemporal Reassignment" are covered. Methods for timbre morphing are given. The last two chapters discuss the perception of musical sounds based on discrimination and multidimensional scaling timbre models.

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Analysis of Toeplitz Operators

Since the late 1980s, Toeplitz operators and matrices have remained a feld of extensive research and the development during the last nearly twenty years is impressive. One encounters Toeplitz matrices in plenty of applications on the one hand, and Toeplitz operators con?rmed their role as the basic elementary building blocks of more complicated operators on the other. Several monographs on Toeplitz and Hankel operators were written d- ing the last decade. These include Peller’s grandiose book on Hankel ope- tors and their applications and Nikolski’s beautiful easy reading on operators, functions, and systems, with emphasis on topics connected with the names of Hardy, Hankel, and Toeplitz.

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Analysis and Numerics for Conservation Laws

The physical and chemical mechanisms as well as the sizes of these processes are quite different. So are the motivations for studying them scientifically.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 hows around airfoils of commercial airliners at the scale of 3 10 cm shock waves occur that influence 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 efficiency 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 differential equations in divergence form, called conservation laws. Astrophysicists, engineers and mathematicians share a common interest in scientific 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. A substantial portion of mathematical research is related to the analysis and numerical approximation of solutions to such equations. Hyperbolic conservation laws in two or more space dimensions still poseone of the main challenges to modern mathematics.

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Analog Circuit Design : Sensors, Actuators and Power Drivers ; Integrated Power Amplifiers from Wireline to RF ; Very High Frequency Front Ends

This book is part of the Analog Circuit Design series and contains the revised contributions of all speakers of the 16th AACD Workshop, which was organized by Jan Sevenhans of AMI Semiconductor and held in Oostende, Belgium on March 27-29, 2007. The book comprises 17 tutorial papers, divided in three chapters, each discussing a very relevant topic in present days analog design.

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Analog Circuit Design : High-Speed A-D Converters, Automotive Electronics and Ultra-Low Power Wireless

This book is number 15 in this successful series of Analog Circuit Design, providing valuable information and excellent overviews of analog circuit design and related CAD, mainly in the fields of basic analog modules, mixed-signal electronics, AD and DA converters, RF systems, and automotive electronics.

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An R and S-Plus® Companion to Multivariate Analysis

Most data sets collected by researchers are multivariate, and in the majority of cases the variables need to be examined simultaneously to get the most informative results. This requires the use of one or other of the many methods of multivariate analysis, and the use of a suitable software package such as S-PLUS or R. In this book the core multivariate methodology is covered along with some basic theory for each method described. The necessary R and S-PLUS code is given for each analysis in the book, with any differences between the two highlighted.

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An Introduction to the Theory of Piezoelectricity

This volume is intended to provide researchers and graduate students with the basic aspects of the continuum modeling of electroelastic interactions in solids. A concise treatment of linear, nonlinear, static and dynamic theories and problems is presented. The emphasis on formulation and understanding of problems useful in device applications rather than solution techniques of mathematical problems. The mathematics used in this book is minimal.

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An Introduction to the Relativistic Theory of Gravitation

The geometric interpretation of gravitation is one of the major foundations of modern theoretical physics. This primer introduces classical general relativity with emphasis on the clarity of conceptual structure and on the basic mathematical methods to build up systematically application skills. The wealth of physical phenomena entailed by the Einstein‘s equations is revealed with the help of specific models describing gravitomagnetism, gravitational waves, cosmology, gravitational collapse and black holes. End-of-chapter exercises complete the main text.

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An Introduction to the Mathematics of Money : Saving and Investing

This is an undergraduate textbook on the basic aspects of personal savings and investing with a balanced mix of mathematical rigor and economic intuition. It uses routine financial calculations as the motivation and basis for tools of elementary real analysis rather than taking the latter as given. Proofs using induction, recurrence relations and proofs by contradiction are covered. Inequalities such as the Arithmetic-Geometric Mean Inequality and the Cauchy-Schwarz Inequality are used. Basic topics in probability and statistics are presented.

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An Introduction to the Heisenberg Group and the Sub-Riemannian Isoperimetric Problem

This book provides an introduction to the basics of sub-Riemannian differential geometry and geometric analysis in the Heisenberg group, focusing primarily on the current state of knowledge regarding Pierre Pansu's celebrated 1982 conjecture regarding the sub-Riemannian isoperimetric profile.

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An Introduction to Meshfree Methods and Their Programming

This book aims to present meshfree methods in a friendly and straightforward manner, so that beginners can very easily understand, comprehend, program, implement, apply and extend these methods. It provides first the fundamentals of numerical analysis that are particularly important to meshfree methods. Typical meshfree methods, such as EFG, RPIM, MLPG, LRPIM, MWS and collocation methods are then introduced systematically detailing the formulation, numerical implementation and programming. Many well-tested computer source codes developed by the authors are attached with useful descriptions. The application of the codes can be readily performed using the examples with input and output files given in table form. These codes consist of most of the basic meshfree techniques, and can be easily extended to other variations of more complex procedures of meshfree methods. Readers can easily practice with the codes provided to effective learn and comprehend the basics of meshfree methods.

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An Introduction to Mathematics of Emerging Biomedical Imaging

Biomedical imaging is a fascinating research area to applied mathematicians. Challenging imaging problems arise and they often trigger the investigation of fundamental problems in various branches of mathematics. This is the first book to highlight the most recent mathematical developments in emerging biomedical imaging techniques. The main focus is on emerging multi-physics and multi-scales imaging approaches. For such promising techniques, it provides the basic mathematical concepts and tools for image reconstruction. Further improvements in these exciting imaging techniques require continued research in the mathematical sciences, a field that has contributed greatly to biomedical imaging and will continue to do so.

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An Introduction to Mathematical Cryptography

This self-contained introduction to modern cryptography emphasizes the mathematics behind the theory of public key cryptosystems and digital signature schemes. The book focuses on these key topics while developing the mathematical tools needed for the construction and security analysis of diverse cryptosystems. Only basic linear algebra is required of the reader; techniques from algebra, number theory, and probability are introduced and developed as required.

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An Introduction to Markov Processes

Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theoryLeads the reader to a rigorous understanding of basic theory

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An Introduction to Manifolds

Manifolds, the higher-dimensional analogs of smooth curves and surfaces, are fundamental objects in modern mathematics. Combining aspects of algebra, topology, and analysis, manifolds have also been applied to classical mechanics, general relativity, and quantum field theory. In this streamlined introduction to the subject, the theory of manifolds is presented with the aim of helping the reader achieve a rapid mastery of the essential topics. By the end of the book the reader should be able to compute, at least for simple spaces, one of the most basic topological invariants of a manifold, its de Rham cohomology. Along the way the reader acquires the knowledge and skills necessary for further study of geometry and topology.

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An Introduction to Infinite-Dimensional Analysis

In this revised and extended version of his course notes from a 1-year course at Scuola Normale Superiore, Pisa, the author provides an introduction – for an audience knowing basic functional analysis and measure theory but not necessarily probability theory – to analysis in a separable Hilbert space of infinite dimension.Starting from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate some basic stochastic dynamical systems (including dissipative nonlinearities) and Markov semi-groups, paying special attention to their long-time behavior: ergodicity, invariant measure. Here fundamental results like the theorems of  Prokhorov, Von Neumann, Krylov-Bogoliubov and Khas'minski are proved. The last chapter is devoted to gradient systems and their asymptotic behavior.

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An Introduction to Global Spectral Modeling

Numerical weather prediction is receiving increased attention as weather forecasters aim to improve the numerical models used to forecast the weather. This is a textbook on global spectral modeling, which is an important component for global weather forecasts at numerous operational centers. This book covers all areas of model development including numerical analysis, treatment of clouds, mountains, radiation, precipitation processes, and the surface layers over land and the ocean. The objectives of this book are to provide a systematic and sequential background for students, researchers, and operational weather forecasters in order to develop comprehensive weather forecast models. This is designed for a one semester introductory graduate level course on weather prediction methodologies. As a prerequisite it requires a basic background in meteorology, applied mathematics, and numerical analysis.

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