Noise-Induced Phenomena in Slow-Fast Dynamical Systems : A Sample-Paths Approach
Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. This book presents a new constructive approach to the quantitative description of solutions to systems of stochastic differential equations evolving on well-separated timescales. The method, which combines techniques from stochastic analysis and singular perturbation theory, allows the domains of concentration for typical sample paths to be determined, and provides precise estimates on the transition probabilities between these domains. In addition to the detailed presentation of the set-up and mathematical results, applications to problems in physics, biology, and climatology are discussed. The emphasis lies on noise-induced phenomena such as stochastic resonance, hysteresis, excitability, and the reduction of bifurcation delay.
Nodal Discontinuous Galerkin Methods : Algorithms, Analysis, and Applications
This book discusses a family of computational methods, known as discontinuous Galerkin methods, for solving partial differential equations. While these methods have been known since the early 1970s, they have experienced an almost explosive growth interest during the last ten to fifteen years, leading both to substantial theoretical developments and the application of these methods to a broad range of problems. These methods are different in nature from standard methods such as finite element or finite difference methods, often presenting a challenge in the transition from theoretical developments to actual implementations and applications.
New Trends in the Theory of Hyperbolic Equations
The present volume is dedicated to modern topics of the theory of hyperbolic equations such as evolution equations, multiple characteristics, propagation phenomena, global existence, influence of nonlinearities. It is addressed to beginners as well as specialists in these fields. The contributions are to a large extent self-contained.
New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a ?nite-dimensional closed system of ?ltering eq- tions for a certain number of lower conditional moments.
New Introduction to Multiple Time Series Analysis
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.
Neutron Stars 1 : Equation of State and Structure
The book gives an extended review of theoretical and observational aspects of neutron star physics. With masses comparable to that of the Sun and radii of about ten kilometres, neutron stars are the densest stars in the Universe. This book describes all layers of neutron stars, from the surface to the core, with the emphasis on their structure and equation of state.
Multiscale Problems in the Life Sciences : From Microscopic to Macroscopic
The aim of this volume that presents Lectures given at a joint CIME and Banach Center Summer School, is to offer a broad presentation of a class of updated methods providing a mathematical framework for the development of a hierarchy of models of complex systems in the natural sciences, with a special attention to Biology and Medicine. Mastering complexity implies sharing different tools requiring much higher level of communication between different mathematical and scientific schools, for solving classes of problems of the same nature. Today more than ever, one of the most important challenges derives from the need to bridge parts of a system evolving at different time and space scales, especially with respect to computational affordability. As a result the content has a rather general character; the main role is played by stochastic processes, positive semigroups, asymptotic analysis, kinetic theory, continuum theory and game theory.
Multi-scale Modelling for Structures and Composites
Numerous applications of rod structures in civil engineering, aircraft and spacecraft confirm the importance of the topic. On the other hand the majority of books on structural mechanics use some simplifying hypotheses; these hypotheses do not allow to consider some important effects, In this connection the asymptotic analysis of equations of mathematical physics, the equations of elasticity in rod structures (without these hypotheses and simplifying assumptions being imposed) is undertaken in the present book.
Multiscale Modeling in Epitaxial Growth
Epitaxy is a very active area of theoretical research since several years. It is experimentally well-explored and technologically relevant for thin film growth. Recently powerful numerical techniques in combination with a deep understanding of the physical and chemical phenomena during the growth process offer the possibility to link atomistic effects at the surface to the macroscopic morphology of the film. The goal of this book is to summarize recent developments in this field, with emphasis on multiscale approaches and numerical methods. It covers atomistic, step-flow, and continuum models and provides a compact overview of these approaches. It also serves as an introduction into this highly active interdisciplinary field of research for applied mathematicians, theoretical physicists and computational materials scientists.
Multiscale Methods : Averaging and Homogenization
This introduction to multiscale methods gives readers a broad overview of the many uses and applications of the methods. The book begins by setting the theoretical foundations of the subject area, and moves on to develop a unified approach to the simplification of a wide range of problems which possess multiple scales, via perturbation expansions; differential equations and stochastic processes are studied in one unified framework. The book concludes with an overview of a range of theoretical tools used to justify the simplified models derived via the perturbation expansions.
Multiple Integrals in the Calculus of Variations
From the reviews: "…the book contains a wealth of material essential to the researcher concerned with multiple integral variational problems and with elliptic partial differential equations. The book not only reports the researches of the author but also the contributions of his contemporaries in the same and related fields. The book undoubtedly will become a standard reference for researchers in these areas. …The book is addressed mainly to mature mathematical analysts. However, any student of analysis will be greatly rewarded by a careful study of this book."
Multilevel Block Factorization Preconditioners : Matrix-based Analysis and Algorithms for Solving Finite Element Equations
This monograph is the first to provide a comprehensive, self-contained and rigorous presentation of some of the most powerful preconditioning methods for solving finite element equations in a common block-matrix factorization framework. Topics covered include the classical incomplete block-factorization preconditioners and the most efficient methods such as the multigrid, algebraic multigrid, and domain decomposition. Additionally, the author discusses preconditioning of saddle-point, nonsymmetric and indefinite problems, as well as preconditioning of certain nonlinear and quadratic constrained minimization problems that typically arise in contact mechanics. The book presents analytical as well as algorithmic aspects.
Multidimensional Screening
The book brings into a focus all necessary mathematical knowledge necessary to understand the economics of multidimensional results screening and applies them straightaway to economic models. The first part of this book contains a review of vector calculus, the theory of partial differential equations, and the theory of generalized convexity. These techniques are extensively used in multidimensional screening models. Part II is devoted to the economics of sceening models. It starts with a detailed discussion of economics and mathematics of unidimensional screening problems and three approaches to their solution: direct, dual, and Hamiltonian. It uses the Hamiltonian approach to unify all known results, which were previously obtained using different arguments. Then the major difficulties with direct and dual approach in the multidimensional context are discussed and the Hamiltonian approach is used to provide the most complete characterization of the solution known in the literature.
Multidimensional Poverty Measurement : Concepts and Applications
Conceptualization and measurement of poverty have traditionally relied on purely economic approaches, with income or consumption as the only indicator. Multidimensional approaches have increasingly been used to understand poverty, but have yet to be fully operationalized. This book uses factor analysis and structural equations modeling to develop a multidimensional framework that integrates capability and social inclusion as additional poverty indicators. The empirical relevance of this methodological contribution is demonstrated through its application in the United States and Nepal. The proposed approach not only helps to identify different categories of the poor, but also to more accurately target resources and policies of poverty alleviation. The book will therefore be an important reference for professionals in development agencies as well as for poverty and policy researchers.
M-Solid Varieties of Algebras
It provides a complete and systematic introduction to the fundamentals of the hyperequational theory of universal algebra, offering the newest results on M-solid varieties of semirings and semigroups. The book aims to develop the theory of M-solid varieties as a system of mathematical discourse that is applicable in several concrete situations. It applies the general theory to two classes of algebraic structures, semigroups and semirings. Both these varieties and their subvarieties play an important role in computer science.
Monte Carlo and Quasi-Monte Carlo Methods 2006
This book represents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm (Germany) in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo methods and their applications, as well as providing information on current research in these very active areas. Besides covering theory, the book is an excellent resource work for practitioners as well.
Monte Carlo and Quasi-Monte Carlo Methods 2004
The proceedings include many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations.
Moment Analysis for Subsurface Hydrologic Applications
This book deals with the concept of moments, and how they find application in subsurface hydrologic problems-particularly those dealing with solute transport. This book will be very valuable to researchers who are beginning to learn about moment analysis, and will also be of interest to advanced researchers as well. Both temporal and spatial moments are dealt with in some detail for a wide variety of problems. Several examples using experimental data, both from laboratory columns and field experiments, are provided to give the readers a clear idea about the scope of this method. Apart from conventional uses of moments for solute transport problems, this book contains chapters dealing with use of moments in interval computing, vapour phase transport applications, transfer functions to subsurface tile drains, and construction of breakthrough curves from knowledge of moments.
Molecular Gas Dynamics : Theory, Techniques, and Applications
This self-contained work is an up-to-date treatment of the basic theory of molecular gas dynamics and its various applications. Recent progress in the field has greatly enhanced the original theory and stimulated interesting and critical gas dynamic phenomena and problems. This book, unique in the literature, presents working knowledge, theory, techniques, and typical phenomena in rarefied gases for theoretical development and applications.
Modern Trends in Pseudo-Differential Operators
The ISAAC Group in Pseudo-diferential Operators (IGPDO) was formed at the Fourth ISAAC Congress held at York University in Toronto in 2003 and the Frst volume entitled Advances in Pseudo-di?erential Operators and devoted to papers focussing on pseudo-di?erential operators and its diverse applications was then initiated and published in Professor Israel Gohberg’s series Operator Theory: - vances and Applications in 2004.The vision is to seek new directionsfor the broadsubjectonpseudo-diferentialoperatorsand the strategy is to devote the Catania Volume not only to papers based on lectures given at the special session on pseudo-diferential operators, but also invited - pers that bear on the themes of IGPDO.



















