الصفحة 9
الصفحة 9
Irreversible Phenomena : Ignitions, Combustion and Detonation Waves
Ideals are simple and able to be easily understood, but never exist in reality. In this book a theory based on the second law of thermodynamics and its applications are described. In thermodynamics there is a concept of an ideal gas which satisfies a mathematical formula PV = RT. This formula can appro- mately be applied to the real gas, so far as the gas has not an especially high pressure and low temperature. In connection with the second law of thermo- namics there is also a concept of reversible and irreversible processes. The reversible process is a phenomenon proceeding at an infinitely low velocity, while the irreversible process is that proceeding with a finite velocity. Such a process with an infinitely slow velocity can really never take place, and all processes observed are always irreversible, therefore, the reversible process is an ideal process, while the irreversible process is a real process.
Invited Lectures from the 13th International Congress on Mathematical Education
The book presents the Invited Lectures given at 13th International Congress on Mathematical Education (ICME-13). The papers present the work of prominent mathematics educators from all over the globe and give insight into the current discussion in mathematics education. The Invited Lectures cover a wide spectrum of topics, themes and issues and aim to give direction to future research towards educational improvement in the teaching and learning of mathematics education. This book is of particular interest to researchers, teachers and curriculum developers in mathematics education.
Invexity and Optimization
Invexity and Optimization presents results on invex function and their properties in smooth and nonsmooth cases, pseudolinearity and eta-pseudolinearity. Results on optimality and duality for a nonlinear scalar programming problem are presented, second and higher order duality results are given for a nonlinear scalar programming problem, and saddle point results are also presented. Invexity in multiobjective programming problems and Kuhn-Tucker optimality conditions are given for a multiobjecive programming problem, Wolfe and Mond-Weir type dual models are given for a multiobjective programming problem and usual duality results are presented in presence of invex functions. Continuous-time multiobjective problems are also discussed. Quadratic and fractional programming problems are given for invex functions. Symmetric duality results are also given for scalar and vector cases.
Inverse Problems and Imaging : Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy September 15–21, 2002
Nowadays we are facing numerous and important imaging problems: nondestructive testing of materials, monitoring of industrial processes, enhancement of oil production by efficient reservoir characterization, emerging developments in noninvasive imaging techniques for medical purposes - computerized tomography (CT), magnetic resonance imaging (MRI), positron emission tomography (PET), X-ray and ultrasound tomography, etc. In the CIME Summer School on Imaging (Martina Franca, Italy 2002), leading experts in mathematical techniques and applications presented broad and useful introductions for non-experts and practitioners alike to many aspects of this exciting field. The volume contains part of the above lectures completed and updated by additional contributions on other related topics: a general presentation and introduction (Moscoso), X-ray tomography (Natterer), Electromagnetic imaging (Dorn, Bertete-Aguirre, Papanicolaou), coherent imaging in telecommunications in a multiple input-multiple output setup (Dorn), polarization based optical imaging (Moscoso), topological derivatives used in shape reconstruction related to inverse scattering problems (Carpio, Rapún), Point interactions (Dell’Antonio, Figari, Teta).
Inverse Problems : Mathematical and Analytical Techniques with Applications to Engineering
This book presents the theory of inverse spectral and scattering problems and of many other inverse problems for differential equations in an essentially self-contained way. An outline of the theory of ill-posed problems is given, because inverse problems are often ill-posed.
Inventory and Supply Chain Management with Forecast Updates
Inventory and Supply Chain Management with Forecast Updates is concerned with the problems of inventory and supply chain decision making with information updating over time. The models considered include inventory decisions with multiple sources and delivery modes, supply-contract design and evaluation, contracts with exercise price, volume-flexible contracts allowing for spot-market purchase decisions, and competitive supply chains. Real problems are formulated into tractable mathematical models, which allow for an analysis of various approaches, and provide insights for better supply chain management. The book provides a unified treatment of these models, presents a critique of the existing results, and points out potential research directions. Attention is focused on solutions – that is, inventory decisions prior and subsequent to information updates and the impact of the quality of information on these decisions.
Introduzione alla Teoria della elasticità : Meccanica dei solidi continui in regime lineare elastico = Introduction to the theory of elasticity : Mechanics of continuous solids in linear elastic regime
Introduces the student to the theory of elasticity through the choice of a selected number of topics of paradigmatic conceptual importance and through the performance of numerous exercises and in-depth problems. The topics range from the formal properties of stress and strain tensors, to the theory of linear elastic continuum, to the thermodynamics of deformations, to the propagation of elastic waves, to the theory of brittle fracture in a linear elastic regime.
Introduzione al Calcolo Scientifico : Esercizi e problemi risolti con MATLAB = Introduction to scientific computing : Exercises and problem solved with MATLAB
Introduces the fundamental concepts for the numerical modeling of partial differential problems. We consider the classic linear elliptic, parabolic and hyperbolic equations, but also other equations, such as those of diffusion and transport, of Navier-Stokes, and the conservation laws. Numerous physical examples underlying these equations are provided, their main mathematical properties are studied, then numerical resolution methods based on finite elements, finite differences, finite volumes and spectral methods are proposed and analyzed. In particular, the algorithmic and computer implementation aspects are discussed and some easy-to-use programs in C ++ language are provided. The text does not presuppose an advanced mathematical knowledge of partial differential equations: the strictly indispensable concepts in this regard are reported in the Appendix. THE VOLUME is therefore suitable for students of scientific degree courses (Engineering, Mathematics, Physics, Chemistry, Information Sciences) and recommended for researchers from the academic and extra-academic world who want to approach this interesting branch of applied mathematics.
Introductory Lectures on Fluctuations of Lévy Processes with Applications
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their mathematical significance is justified by their application in many areas of classical and modern stochastic models including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance and continuous-state branching processes.The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction.
Introduction to Variance Estimation
The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who are focused on the development of new theory and methods and on the evaluation of alternative methods. Software developers concerned with creating the computer tools necessary to enable sound decision-making will find it essential.
Introduction to the theory of computation
Gain a solid understanding of the fundamental mathematical properties of computer hardware, software, and applications with a blend of practical and philosophical coverage and mathematical treatments, including advanced theorems and proofs.
Introduction to the basic concepts of modern physics : Special relativity, quantum and statistical physics
These notes are designed as a text book for a course on the Modern Physics Theory for undergraduate students. The purpose is providing a rigorous and self-contained presentation of the simplest theoretical framework using elementary mathematical tools.
Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions, but it can be a very difficult subject for people without much mathematical background. The Ito calculus was originally motivated by the construction of Markov diffusion processes from infinitesimal generators. Previously, the construction of such processes required several steps, whereas Ito constructed these diffusion processes directly in a single step as the solutions of stochastic integral equations associated with the infinitesimal generators. Moreover, the properties of these diffusion processes can be derived from the stochastic integral equations and the Ito formula. This introductory textbook on stochastic integration provides a concise introduction to the Ito calculus
Introduction to Relativistic Continuum Mechanics
This mathematically-oriented introduction takes the point of view that students should become familiar, at an early stage, with the physics of relativistic continua and thermodynamics within the framework of special relativity. Therefore, in addition to standard textbook topics such as relativistic kinematics and vacuum electrodynamics, the reader will be thoroughly introduced to relativistic continuum and fluid mechanics. Emphasis in the presentation is on the 3+1 splitting technique, widely used in general relativity for introducing the relative observers point of view.
Introduction to Probability with Statistical Applications
This textbook is an introduction to probability and statistics for non-mathematics majors who do not need the exhaustive detail and mathematical depth provided in more comprehensive treatments of the subject. The presentation covers the mathematical laws of random phenomena, including discrete and continuous random variables, expectation and variance, and common probability distributions such as the binomial, Poisson, and normal distributions. Main statistical concepts considered are point and interval estimates, hypothesis testing, power function, various statistical tests: z, t, chi-square and Kolmogorov-Smirnov.
Introduction to PHP for Scientists and Engineers : Beyond JavaScript
This text presents key information needed to write your own online science and engineering applications, including reading, creating and manipulating data files stored as text on a server, thereby overcoming the limitations of a client-side language.
Introduction to Optics
Since the discovery of the laser in 1960 and optical fibers in 1970, optics has undergone dramatic changes that accentuate its multi-disciplinary character. This text covers essential concepts and reports the key developments and progress in current knowledge in the field. Inspired by the style of Richard Feynman, the method of presentation emphasizes "telling" optics, rather than deducing it from fundamental laws, as well as tactfully using mathematical tools so as not to obscure the physical phenomena of interest. For its excellent teaching approach, the book received the Arnulf-Francon Award of the French Optical Society. The concepts are formulated in a way such that the necessary mathematical tools do not hinder comprehension of the phenomena. Global in vision, the book can also be used as a reference. In addition to the traditional aspects of optics, it includes the tools and methods currently used by researchers and engineers, as well as explanation and implications of the most recent developments.
Introduction to Numerical Methods in Differential Equations
This is a textbook for upper division undergraduates and beginning graduate students. Its objective is that students learn to derive, test and analyze numerical methods for solving differential equations, and this includes both ordinary and partial differential equations. In this sense the book is constructive rather than theoretical, with the intention that the students learn to solve differential equations numerically and understand the mathematical and computational issues that arise when this is done. An essential component of this is the exercises, which develop both the analytical and computational aspects of the material. The importance of the subject of the book is that most laws of physics involve differential equations, as do the modern theories on financial assets.
Introduction to Mathematical Systems Theory : Linear Systems, Identification and Control
This book provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and engineering. The focus is on discrete time systems, which are the most relevant in business applications, as opposed to continuous time systems, requiring less mathematical preliminaries. The subjects treated are among the central topics of deterministic linear system theory: controllability, observability, realization theory, stability and stabilization by feedback, LQ-optimal control theory. Kalman filtering and LQC-control of stochastic systems are also discussed, as are modeling, time series analysis and model specification, along with model validation.
Introduction to Mathematical Methods in Bioinformatics
This book looks at the mathematical foundations of the models currently in use. This book is unique in the sense that it looks at the mathematical foundations of the models, which are crucial for correct interpretation of the outputs of the models.
