الصفحة 7
الصفحة 7
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 the Classical Theory of Particles and Fields
This volume is intended as a systematic introduction to gauge field theory for advanced undergraduate and graduate students in high energy physics.
Introduction to Structural Analysis
Covers the principles of structural analysis without any requirement of prior knowledge of structures or equations. Beginning with basic principles of equilibrium of forces and moments, all other subsequent theories of structural analysis have been discussed logically. Divided into two major parts, this book discusses the basics of mechanics and principles of degrees of freedom upon which the entire paradigm rests, followed by analysis of determinate and indeterminate structures. The energy method of structural analysis is also included.
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 Soliton Theory : Applications to Mechanics
This monograph provides the application of soliton theory to solve certain problems selected from the fields of mechanics. The present monograph is not a simple translation of its predecessor appeared in Publishing House of the Romanian Academy in 2002. Improvements outline the way in which the soliton theory is applied to solve some engineering problems. The book addresses concrete resolution methods of certain problems such as the motion of thin elastic rod, vibrations of initial deformed thin elastic rod, the coupled pendulum oscillations, dynamics of left ventricle, transient flow of blood in arteries, the subharmonic waves generation in a piezoelectric plate with Cantor-like structure, and some problems related to Tzitzeica surfaces. This comprehensive study enables the readers to make connections between the soliton physical phenomenon and some partical, engineering problems.
Introduction to Partial Differential Equations: A Computational Approach
Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the cl- sical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses.
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 Modern Number Theory: Fundamental Problems, Ideas and Theories
"Introduction to Modern Number Theory" surveys from a unified point of view both the modern state and the trends of continuing development of various branches of number theory. Motivated by elementary problems, the central ideas of modern theories are exposed. Some topics covered include non-Abelian generalizations of class field theory, recursive computability and Diophantine equations, zeta- and L-functions. This substantially revised and expanded new edition contains several new sections, such as Wiles' proof of Fermat's Last Theorem, and relevant techniques coming from a synthesis of various theories. Moreover, the authors have added a part dedicated to arithmetical cohomology and noncommutative geometry, a report on point counts on varieties with many rational points, the recent polynomial time algorithm for primality testing, and some others subjects.
Introduction to Calculus and Classical Analysis
This text is intended for an honors calculus course or for an introduction to analysis. Involving rigorous analysis, computational dexterity, and a breadth of applications, it is ideal for undergraduate majors. This second edition includes corrections as well as some additional material.The text is completely self-contained and starts with the real number axioms; the integral is defined as the area under the graph, while the area is defined for every subset of the plane; there is a heavy emphasis on computational problems.
Introduction to applied mathematics for environmental science
Introduction to Mathematics for Environmental Science evolved from the author’s 30 years’ experience teaching mathematics to graduate and advanced undergraduate students in the environmental sciences. Its basic purpose is to teach various types of mathematical structures and how they can be applied in a broad range of environmental science subfields. Derivatives and integrals, ordinary and partial differential equations, and linear and non-linear algebraic equations are the basic kinds of structures (types of mathematical models) discussed.
Introduction aux méthodes numériques
Au cours de l’histoire, les méthodes de calcul ont été l’expression de pratiques sans cesse renouvelées. Le développement de l’informatique a largement contribué à une rapide progression de l’ensemble des techniques numériques. En moins de cinquante ans, le paysage algorithmique a été complètement transformé. Aujourd’hui, la plupart des logiciels que nous employons font appel à des méthodes de plus en plus efficaces. Dans les simulations, comme dans les modélisations, l’analyse numérique occupe une place centrale. Composants essentiels de la vie scientifique, les méthodes et algorithmes qui sont présentés ici, illustrés par de nombreux exemples, sont mis à la portée de tous. De l’approximation polynomiale à la résolution d’équations aux dérivées partielles par des méthodes de différences, de volumes et d’éléments finis, ce livre offre un large panorama des méthodes numériques actuelles.
Introduction à SCILAB
Ce livre est organisé en deux parties. La première partie est consacrée au langage Scilab et à son environnement. Dans la seconde partie, les fonctionnalités des grands domaines d'utilisation du calcul numérique sont décrites et illustrées par des exemples: calcul matriciel, simulation, optimisation, résolution d'équations, statistiques.
Introduction à la résolution des systèmes polynomiaux = Introduction to solving polynomial systems
This book is an introduction to algebraic methods for solving this type of equations. We show how the geometry of algebraic varieties defined by these equations, their dimension, their degree, or their components can be deduced from the properties of the corresponding quotient algebras. For this, we approach methods of effective algebraic geometry, such as Grobner bases, resolution by eigenvalues and vectors, resultants, bezoutians, duality, Gorenstein algebras and algebraic residues.
International steam tables : Properties of water and steam based on the industrial formulation IAPWS-IF97 : Tables, algorithms, diagrams, and CD-ROM Electronic steam tables - All of the equations of IAPWS-IF97 including a complete set of supplementary backward equations for fast calculations of heat cycles, boilers, and steam turbines
This book contains steam tables for industrial use that have been calculated using the international standard for the thermodynamic properties of water and steam, the IAPWS-IF97 formulation, and the international standards for transport and other properties. In addition, the complete set of equations of IAPWS-IF97 is presented including all supplementary backward equations adopted by IAPWS between 2001 and 2005 for fast calculations of heat cycles, boilers, and steam turbines.
Interest Rate Models : an Infinite Dimensional Stochastic Analysis Perspective
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents some recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.
Intelligent Multimedia Processing with Soft Computing
This edited monograph presents novel applications of soft computing in multimedia processing. It includes contributions by leading experts in their fields addressing important and timely problems in multimedia computing.
Integral Methods in Science and Engineering : Theoretical and Practical Aspects
The quantitative and qualitative study of the physical world makes use of many mathematical models governed by a great diversity of ordinary, partial differential, integral, and integro-differential equations. An essential step in such investigations is the solution of these types of equations, which sometimes can be performed analytically, while at other times only numerically. This edited, self-contained volume presents a series of state-of-the-art analytic and numerical methods of solution constructed for important problems arising in science and engineering, all based on the powerful operation of (exact or approximate) integration.It covers a wide variety of topics, from the theoretical development of boundary integral methods to the application of integration-based analytic and numerical techniques that include integral equations, finite and boundary elements, conservation laws, hybrid approaches, and other procedures.
Integral Methods in Science and Engineering : Techniques and Applications
The physical world is studied by means of mathematical models, which consist of differential, integral, and integro-differential equations accompanied by a large assortment of initial and boundary conditions. In certain circumstances, such models yield exact analytic solutions. When they do not, they are solved numerically by means of various approximation schemes. Whether analytic or numerical, these solutions share a common feature: they are constructed by means of the powerful tool of integration—the focus of this self-contained book. This work illustrates the application of integral methods to diverse problems in mathematics, physics, biology, and engineering. The thirty two chapters of the book, written by scientists with established credentials in their fields, contain state-of-the-art information on current research in a variety of important practical disciplines.
Integral closure : Rees algebras, multiplicities, algorithms
Integral Closure gives an account of theoretical and algorithmic developments on the integral closure of algebraic structures. These are shared concerns in commutative algebra, algebraic geometry, number theory and the computational aspects of these fields. The overall goal is to determine and analyze the equations of the assemblages of the set of solutions that arise under various processes and algorithms. It gives a comprehensive treatment of Rees algebras and multiplicity theory - while pointing to applications in many other problem areas. Its main goal is to provide complexity estimates by tracking numerically invariants of the structures that may occur.
Integrable Systems in Celestial Mechanics
This work presents a unified treatment of three important integrable problems relevant to both Celestial and Quantum Mechanics. Under discussion are the Kepler (two-body) problem and the Euler (two-fixed center) problem, the latter being the more complex and more instructive, as it exhibits a richer and more varied solution structure. Further, because of the interesting investigations by the 20th century mathematical physicist J.P. Vinti, the Euler problem is now recognized as being intimately linked to the Vinti (Earth-satellite) problem. Here the analysis of these problems is shown to follow a definite shared pattern yielding exact forms for the solutions. A central feature is the detailed treatment of the planar Euler problem where the solutions are expressed in terms of Jacobian elliptic functions, yielding analytic representations for the orbits over the entire parameter range.
