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Mechanics : From Newton's Laws to Deterministic Chaos
This updated and revised fourth edition covers all topics in mechanics from elementary Newtonian mechanics, canonical and rigid body mechanics to relativistic mechanics and nonlinear dynamics. In particular, symmetries and invariance principles, geometrical structures and continuum mechanics play an important role. This book will enable the reader to develop general principles from which equations of motions may be derived, to understand the importance of symmetries as a basis for quantum mechanics and to get practice in using theoretical tools and concepts that are essential for all branches of physics. The book contains numerous problems with complete solutions, and some practical examples.This will be appreciated in particular by students using the text to accompnay lectures on mechanics. The book ends with some historical remarks on important pioneers in mechanics.
Handbook of contact mechanics : Exact solutions of axisymmetric contact problems
This book contains a structured collection of complete solutions of all significant axially symmetric contact problems. It provides solutions for classical profiles such as the sphere, cone or flat cylindrical punch as well as a multitude of other technically relevant shapes, e.g. the truncated cone, the worn sphere, rough profiles, hollow cylinders, etc. Normal, tangential and torsional contacts with and without adhesion are examined. Elastically isotropic, transversally isotropic, viscoelastic and functionally graded media are addressed. The solutions of the contact problems cover the relationships between the macroscopic quantities of force and displacement, the contact configuration as well as the stress and displacement fields at the surface and in some cases within the half-space medium. The solutions are obtained by the simplest available method – usually involving the method of dimensionality reduction or approaches of reduction to the non-adhesive normal contact problem.
Martingales and financial mathematics in discrete time
This book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple examples and exercises, for which complete solutions are provided. Particular attention is paid to the Cox, Ross and Rubinstein model in discrete time.
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.
