Browse

John Mather's seminal works in Hamiltonian dynamics represent some of the most important contributions to our understanding of the complex balance between stable and unstable motions in classical mechanics. His novel approach—known as Aubry–Mather theory—singles out the existence of special orbits and invariant measures of the system, which possess a very rich dynamical and geometric structure. In particular, the associated invariant sets play a leading role in determining the global dynamics of the system. This book provides a comprehensive introduction to Mather's theory, and can serve as an interdisciplinary bridge for researchers and students from different fields seeking to acquaint themselves with the topic. Starting with the mathematical background from which Mather's theory was born, the book first focuses on the core questions the theory aims to answer—notably the destiny of broken invariant KAM tori and the onset of chaos—and describes how it can be viewed as a natural counterpart of KAM theory. The book achieves this by guiding readers through a detailed illustrative example, which also provides the basis for introducing the main ideas and concepts of the general theory. It then describes the whole theory and its subsequent developments and applications in their full generality.

This book introduces a new theoretical entity: Agent_Zero. This software individual, or “agent,” is endowed with distinct emotional/affective, cognitive/deliberative, and social modules. Grounded in contemporary neuroscience, these internal components interact to generate observed, often far-from-rational, individual behavior. When multiple agents of this new type move and interact spatially, they collectively generate an astonishing range of dynamics spanning the fields of social conflict, psychology, public health, law, network science, and economics. The book weaves a computational tapestry with threads from Plato, David Hume, Charles Darwin, Ivan Pavlov, Adam Smith, Leo Tolstoy, Karl Marx, William James, and Fyodor Dostoevsky, among others. This transformative synthesis of social philosophy, cognitive neuroscience, and agent-based modeling will fascinate scholars and students of every stripe. Computer programs are provided in the book or available online. This book is a signal departure in what it includes (e.g., a new synthesis of neurally grounded internal modules), what it eschews (e.g., standard behavioral imitation), the phenomena it generates (from genocide to financial panic), and the modeling arsenal it offers the scientific community. For generative social science, this book presents a ground-breaking vision and the tools to realize it.

How could we use living cells to perform computation? Would our definition of computation change as a consequence of this? Could such a cell-computer outperform digital computers? These are some of the questions that the study of Membrane Computing tries to answer and are at the base of what is treated by this monograph. Descriptional and computational complexity of models in Membrane Computing are the two lines of research on which is the focus here. In this context this book reports the results of only some of the models present in this framework. The models considered here represent a very relevant part of all the models introduced so far in the study of Membrane Computing. They are in between the most studied models in the field and they cover a broad range of features (using symbol objects or string objects, based only on communications, inspired by intra- and intercellular processes, having or not having a tree as underlying structure, etc.) that gives a grasp of the enormous flexibility of this framework. Links with biology and Petri nets are constant through this book. This book aims also to inspire research. This book gives suggestions for research of various levels of difficulty and this book clearly indicates their importance and the relevance of the possible outcomes. Readers new to this field of research will find the provided examples particularly useful in the understanding of the treated topics.

This monograph presents a mathematical theory of concentration inequalities for functions of independent random variables. The basic phenomenon under investigation is that if a function of many independent random variables does not depend too much on any of them then it is concentrated around its expected value. This book offers a host of inequalities to quantify this statement. The authors describe the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities, transportation arguments, to information theory. Applications to the study of empirical processes, random projections, random matrix theory, and threshold phenomena are presented. The book offers a self-contained introduction to concentration inequalities, including a survey of concentration of sums of independent random variables, variance bounds, the entropy method, and the transportation method. Deep connections with isoperimetric problems are revealed. Special attention is paid to applications to the supremum of empirical processes.

Credit scoring — the quantitative and statistical techniques which assess the credit risks when lending to consumers — has been one of the most successful if unsung applications of mathematics in business for the last fifty years. Now though, credit scoring is beginning to be used in relation to other decisions rather than the traditional one of assessing the default risk of a potential borrower. Lenders are changing their objectives from minimizing defaults to maximizing profits; using the internet and the telephone as application channels means lenders can price or customize their loans for individual consumers. The introduction of the Basel Capital Accord banking regulations and the credit crunch following the problems with securitizing sub prime mortgage mean one needs to be able to extend the default risk models from individual consumer loans to portfolios of such loans. Addressing these challenges requires new models that use credit scores as inputs. These in turn require extensions of what is meant by a credit score. This book reviews the current methodology for building scorecards, clarifies what a credit score really is, and the way that scoring systems are measured. It then looks at the models that can be used to address a number of these new challenges: how to obtain profitability based scoring systems; pricing new loans in a way that reflects their risk and also customise them to attract consumers; how the Basel Accord impacts on way credit scoring; and how credit scoring can be extended to assess the credit risk of portfolios of loans.

This book is the first book of a series of three that provides an overview of all aspects, steps, and issues that should be considered when undertaking credit risk management, including the Basel II Capital Accord, which all major banks must comply with in 2008. The introduction of the recently suggested Basel II Capital Accord has raised many issues and concerns about how to appropriately manage credit risk. Managing credit risk is one of the next big challenges facing financial institutions. The importance and relevance of efficiently managing credit risk is evident from the huge investments that many financial institutions are making in this area, the booming credit industry in emerging economies (e.g. Brazil, China, India), the many events (courses, seminars, workshops) that are being organised on this topic, and the emergence of new academic journals and magazines in the field (e.g., Journal of Credit Risk,Journal of Risk Model Validation, Journal of Risk Management in Financial Institutions). Financial risk management, an area of increasing importance with the recent Basel II developments, is discussed in terms of practical business impact and the increasing profitability competition, laying the foundation for the other two books in the series.

The book presents and develops the most recent ideas and concepts of the mathematical theory of viscous, compressible, and heat conducting fluids. Two main objectives are pursued: (i) global existence theory within the framework of variational solutions for the full Navier-Stokes-Fourier system supplemented with large data, and (ii) optimal existence results for barotropic flows with respect to the available a priori estimates.

This book is devoted to the mathematical modelling of electromagnetic materials. Electromagnetism in matter is developed with particular emphasis on material effects, which are ascribed to memory in time and nonlocality. Within the mathematical modelling, thermodynamics of continuous media plays a central role in that it places significant restrictions on the constitutive equations. Further, as shown in connection with uniqueness, existence and stability, variational settings, and wave propagation, a correct formulation of the pertinent problems is based on the knowledge of the thermodynamic restrictions for the material. The book is divided into four parts. Part I (chapters 1 to 4) reviews the basic concepts of electromagnetism, starting from the integral form of Maxwell’s equations and then addressing attention to the physical motivation for materials with memory. Part II (chapers 5 to 9) deals with thermodynamics of systems with memory and applications to evolution and initial/boundary-value problems. It contains developments and results which are unusual in textbooks on electromagnetism and arise from the research literature, mainly post-1960s. Part III (chapters 10 to 12) outlines some topics of materials modelling — nonlinearity, nonlocality, superconductivity, and magnetic hysteresis — which are of great interest both in mathematics and in applications.

Cryptography is a vital technology that underpins the security of information in computer networks. This book presents an introduction to the role that cryptography plays in providing information security for technologies such as the Internet, mobile phones, payment cards, and wireless local area networks. Focusing on the fundamental principles that ground modern cryptography as they arise in modern applications, it avoids both an over-reliance on transient current technologies and over-whelming theoretical research. A short appendix is included for those looking for a deeper appreciation of some of the concepts involved. By the end of this book, the reader will not only be able to understand the practical issues concerned with the deployment of cryptographic mechanisms, including the management of cryptographic keys, but will also be able to interpret future developments in this increasingly important area of technology.

This book is devoted to problems of shape identification in the context of (inverse) scattering problems and problems of impedance tomography. In contrast to traditional methods which are based on iterative schemes of solving sequences of corresponding direct problems, this book presents a completely different method. The Factorization Method avoids the need to solve the (time consuming) direct problems. Furthermore, no a-priori information about the type of scatterer (penetrable or impenetrable), type of boundary condition, or number of components is needed. The Factorization Method can be considered as an example of a Sampling Method. The book aims to construct a binary criterium on the known data to decide whether or not a given point z is inside or outside the unknown domain D. By choosing a grid of sampling points z in a region known to contain D, the characteristic function of D can be computed (in the case of finite data only approximately). The book also introduces some alternative Sampling Methods.

Graph theory goes back several centuries and revolves around the study of graphs—mathematical structures showing relations between objects. With applications in biology, computer science, transportation science, and other areas, graph theory encompasses some of the most beautiful formulas in mathematics—and some of its most famous problems. This book explores the questions and puzzles that have been studied, and often solved, through graph theory. It looks at graph theory's development and the vibrant individuals responsible for the field's growth. Introducing fundamental concepts, the book explores a diverse plethora of classic problems such as the Lights Out Puzzle, and each chapter contains math exercises for readers to savor. An eye-opening journey into the world of graphs, the book offers exciting problem-solving possibilities for mathematics and beyond.

This book is suitable for a first-year graduate course on Non-linear Elasticity Theory. It is aimed at graduate students, post-doctoral fellows and researchers working in Mechanics. Included is a modern treatment of elementary plasticity theory emphasizing the foundational role played by finite elasticity. The book covers fundamental and advanced material that should be mastered before embarking on research. Included are the concepts of frame invariance, material symmetry, kinematic constraints, a development of nonlinear membrane theory, energy minimizers as stable equilibria and various attendant convexity conditions.

The main purpose of this book is to demonstrate, by way of example, the several advantages of using a formal game-theoretic framework to explain complex events, diplomatic history, and contentious interstate relationships, via causal mechanisms and rationality. Chapter 1 lays out the broad parameters and major concepts of the mathematical theory of games and its applications in the security studies literature. Chapter 2 explores a number of issues connected with the use of game-theoretic models to organize analytic narratives, both generally and specifically. Chapter 3 interprets the Moroccan crisis of 1905–6 in the context of an incomplete information game model. Chapter 4 surveys and evaluates several prominent attempts to use game theory to explain the strategic dynamic of the Cuban missile crisis of 1962. Chapter 5 offers a general explanation that answers all of the foundational questions associated with the Cuban crisis within the confines of a single, integrated, game-theoretic model with incomplete information. Chapter 6 uses the same game form to develop a logically consistent and empirically plausible explanation of the outbreak of war in Europe in early August 1914. Chapter 7 introduces perfect deterrence theory and contrasts it with the prevailing realist theory of interstate war prevention, and classical deterrence theory. Chapter 8 addresses the charge made by some behavioral economists (and many strategic analysts) that game theory is of limited utility for understanding interstate conflict behavior.

This book introduces the main concepts of the theory of De Giorgi's Gamma-convergence and gives a description of its main applications to the study of asymptotic variational problems. The content is based on results obtained during thirty years of research. The book is divided into sixteen short chapters, an Introduction, and an Appendix. After explaining how a notion of variational convergence arises naturally from the study of the asymptotic behaviour of variational problems, the Introduction presents a number of examples that show how diversified the applications of this notion may be. The first chapter covers the abstract theory of Gamma-convergence, including its links with lower semicontinuity and relaxation, and the fundamental results on the convergence of minimum problems. The following ten chapters are all set in a one-dimensional framework to illustrate the main issues of convergence without the burden of high-dimensional technicalities. These include variational problems in Sobolev spaces, in particular homogenization theory, limits of discrete systems, segmentation and phase-transition problems, free-discontinuity problems and their approximation, etc. Chapters 12-15 are devoted to problems in a higher-dimensional setting, showing how some one-dimensional reasoning may be extended, if properly formulated, to a more general setting, and how some concepts already introduced can be integrated with vectorial issues. The final chapter introduces the more general and abstract localization methods of Gamma-convergence. All chapters are complemented by a guide to the literature, and a short description of extensions and developments.

General Relativity has passed all experimental and observational tests to model the motion of isolated bodies with strong gravitational fields, though the mathematical and numerical study of these motions is still in its infancy. It is believed that General Relativity models our cosmos, with a manifold of dimensions possibly greater than four and debatable topology opening a vast field of investigation for mathematicians and physicists alike. Remarkable conjectures have been proposed, many results have been obtained but many fundamental questions remain open. This book overviews the basic ideas in General Relativity, introduces the necessary mathematics and discusses some of the key open questions in the field.

Hybrid dynamical systems exhibit continuous and instantaneous changes, having features of continuous-time and discrete-time dynamical systems. Filled with a wealth of examples to illustrate concepts, this book presents a complete theory of robust asymptotic stability for hybrid dynamical systems that is applicable to the design of hybrid control algorithms—algorithms that feature logic, timers, or combinations of digital and analog components. With the tools of modern mathematical analysis, this book unifies and generalizes earlier developments in continuous-time and discrete-time nonlinear systems. It presents hybrid system versions of the necessary and sufficient Lyapunov conditions for asymptotic stability, invariance principles, and approximation techniques, and examines the robustness of asymptotic stability, motivated by the goal of designing robust hybrid control algorithms. This self-contained and classroom-tested book requires standard background in mathematical analysis and differential equations or nonlinear systems. It will interest graduate students in engineering as well as students and researchers in control, computer science, and mathematics.

The basic goal of an inverse eigenvalue problem is to reconstruct the physical parameters of a certain system from the knowledge or desire of its dynamical behavior. Depending on the application, inverse eigenvalue problems appear in many different forms. This book discusses the fundamental questions, some known results, many applications, mathematical properties, a variety of numerical techniques, as well as several open problems.

The Joy of Statistics consists of a series of 42 “short stories,” each illustrating how elementary statistical methods are applied to data to produce insight and solutions to the questions data are collected to answer. The text contains brief histories of the evolution of statistical methods and a number of brief biographies of the most famous statisticians of the 20th century. Also throughout are a few statistical jokes, puzzles, and traditional stories. The level of the Joy of Statistics is elementary and explores a variety of statistical applications using graphs and plots, along with detailed and intuitive descriptions and occasionally using a bit of 10th grade mathematics. Examples of a few of the topics are gambling games such as roulette, blackjack, and lotteries as well as more serious subjects such as comparison of black/white infant mortality rates, coronary heart disease risk, and ethnic differences in Hodgkin’s disease. The statistical description of these methods and topics are accompanied by easy to understand explanations labeled “how it works.”

This book offers a detailed treatment of the mathematical theory of Krylov subspace methods with focus on solving systems of linear algebraic equations. Starting from the idea of projections, Krylov subspace methods are characterised by their orthogonality and minimisation properties. Projections onto highly nonlinear Krylov subspaces can be linked with the underlying problem of moments, and therefore Krylov subspace methods can be viewed as matching moments model reduction. This allows enlightening reformulations of questions from matrix computations into the language of orthogonal polynomials, Gauss–Christoffel quadrature, continued fractions, and, more generally, of Vorobyev method of moments. Using the concept of cyclic invariant subspaces conditions are studied that allow generation of orthogonal Krylov subspace bases via short recurrences. The results motivate the practically important distinction between Hermitian and non-Hermitian problems. Finally, the book thoroughly addresses the computational cost while using Krylov subspace methods. The investigation includes effects of finite precision arithmetic and focuses on the method of conjugate gradients (CG) and generalised minimal residuals (GMRES) as major examples. The book emphasises that algebraic computations must always be considered in the context of solving real-world problems, where the mathematical modelling, discretisation, and computation cannot be separated from each other. Moreover, the book underlines the importance of the historical context and it demonstrates that knowledge of early developments can play an important role in understanding and resolving very recent computational problems. Many extensive historical notes are therefore included as an inherent part of the text. The book ends with formulating some omitted issues and challenges which need to be addressed in future work. The book is intended as a research monograph which can be used in a wide scope of graduate courses on related subjects. It can be beneficial also for readers interested in the history of mathematics.

Electromagnetic complex media are artificial materials that affect the propagation of electromagnetic waves in surprising ways not usually seen in nature. Because of their wide range of important applications, these materials have been intensely studied over the past twenty-five years, mainly from the perspectives of physics and engineering. But a body of rigorous mathematical theory has also gradually developed, and this is the first book to present that theory. Designed for researchers and advanced graduate students in applied mathematics, electrical engineering, and physics, this book introduces the electromagnetics of complex media through a systematic, state-of-the-art account of their mathematical theory. The book combines the study of well posedness, homogenisation, and controllability of Maxwell equations complemented with constitutive relations describing complex media. The book treats deterministic and stochastic problems both in the frequency and time domains. It also covers computational aspects and scattering problems, among other important topics. Detailed appendices make the book self-contained in terms of mathematical prerequisites, and accessible to engineers and physicists as well as mathematicians.