Glocker, C., ETH Zurich, Switzerland
Set-Valued Force Laws

Dynamics of Non-Smooth Systems

2001. Approx. 220 pp. Hardcover
3-540-41436-3

This is one out of a few books which treat the dynamics of non-smooth systems in finite degree of freedom mechanics. Based on the classical multibody system approach set-valued force laws are introduced to fully encompass situations like the frictional contact problem, unilateral constraints, the behavior of one-way clutches, and even velocity jumps not related to any kind of collisions. The book concentrates on modern mathematical methods and concepts from optimization theory combined with classical analytical mechanics, such that it should be valuable for people working on discontinuity problems in nearly all branches of classical physics.

Contents: Introduction.- Fundamental Concepts.- Rigid Body Systems.- Motion and Discontinuity Events.- Displacement and Velocity Potentials.- Representation of Scalar Force Laws.- Force Laws on Different Kinematic Levels.- Index Sets and LCP-Formulation.- Principles in Dynamics.- Spacial Coulomb Friction.- Velocity Jumps due to Constraints.- Electropneumatic Drilling Machine.- Percussion Drilling Machine.- Turbine Blade Damper.- Concluding Remarks.

Series: Lecture Notes in Applied Mechanics.VOL. 1

Liu, J.S., Harvard University, Cambridge, MA, USA

Monte Carlo Strategies in Scientific Computing

2001. Approx. 360 pp. Hardcover
0-387-95230-6

A large number of scientists and engineers employ Monte Carlo simulation and related global optimization techniques (such as simulated annealing) as an essential tool in their work. For such scientists, there is a need to keep up to date with several recent advances in Monte Carlo methodologies such as cluster methods, data- augmentation, simulated tempering and other auxiliary variable methods. There is also a trend in moving towards a population-based approach. All these advances in one way or another were motivated by the need to sample from very complex distribution for which traditional methods would tend to be trapped in local energy minima. It is our aim to provide a self-contained and up to date treatment of the Monte Carlo method to this audience.

Contents: Introduction and Preliminaries.- Sequential Importance Sampling.- Metropolis-Hastings Algorithms.- The Gibbs Sampler.- Partial Resampling and Generalized Gibbs.- Cross Dimensions and Energy Barriers.- Tempering Methods.- Evolutionary Approach in MCMC.- Some Applications of Monte Carlo Methods.- Other Related Topics.

Series: Springer Series in Statistics.

Rose, C., Theoretical Research Institute, Sydney, NSW, Australia
Smith, M., University of Sydney, NSW, Australia

Mathematical Statistics with Mathematica

2001. Approx. 600 pp. With CD-ROM. Hardcover
0-387-95234-9

This book and software package presents a unified approach for doing mathematical statistics with Mathematica. The mathStatica software empowers the student with the ability to solve difficult problems. The professional statistician will be able to tackle tricky multivariate distributions, generating functions, inversion theorems, symbolic maximum likelihood estimation, unbiased estimation, and the checking and correcting of textbook formulae. This is the ideal companion for researchers and students in statistics, econometrics, engineering, physics, psychometrics, economics, finance, biometrics, and the social sciences. The mathStatica CD-ROM includes: mathStatica: The Applications Pack for mathematical statistics, custom Mathematica palettes, live interactive book that is identical to the printed text, online help, trail version of Mathematica 4.0. Colin Rose is Director of the Theoretical Research Institute (Sydney). He has published in leading journals on computer algebra systems and their applications to statistics, economics, and finance. Murry Smith is a senior lecturer in the Department of Econometrics and Business Statistics at the University of Sydney. In 1998-99, he was awarded an Alexander von Humboldt Research Fellowship to visit the University of Munich. He publishes in the fields of statistics, econometric theory, and computer algebra systems.

Keywords: Mathematical Statistics, Mathematica, Applications of Statistical theory, mathStatica

Contents: Introduction.- Continuous Random Variables.- Discrete Random Variables.- Distributions of Functions of Random Variables.- Systems of Distributions.- Multivariate Distributions.- Moments of Sampling Distributions.- Asymptotic Theory.- Statistical Decision Theory.- Unbiased Parameter Estimation.- Principles of Maximum Likelihood Estimation.- Maximum Likelihood Estimation in Practice.

System requirements: CD-ROM runs on Windows, Macintosh, Linux, and most flavors of UNIX

Series: Springer Texts in Statistics.

Rossman, A., Dickinson College, Carlisle, PA, USA
Chance, B.L., California Polytechnic State University, San Luis Obispo, CA, USA
Lock, R., St. Lawrence University, Canton, NY, USA

Workshop Statistics
Discovery with Data and Fathom

2001. Hardcover
1-930190-08-5
2001. Softcover
1-930190-07-7

WORKSHOP STATISTICS: DISCOVERY WITH DATA AND FATHOM integrates instructions specific to Fathom while retaining all the distinctive features of the original text. Fathom is an open-format statistical learning environment that allows dynamic manipulation developing conceptual and graphical understanding, as well as for most standard computational tasks.

Contents: Unit I: Exploring Data: Distibutions; Data & Variables; Data, Variables, & Technology; Displaying & Describing Distributions; measures of Center; Measures of Spread. Unit II: Exploring Data: Comparisons & Relationships; Comparing Distribution I: Quantitative Variables; Comparing Distributions II: Categorical Variables; Graphical Displays of Association; Correlatoin Coefficient; Least Squares Regression I; Least Squares Regression II. Unit III: Collecting Data; Sampling; Designing Studies. Unit IV: Randomness In Data; Probability; Normal Distributions, Sampling; Distributions I: Proportions; Sampling; Distributions II: Means; Central Limit Theorem. Unit V: Inference from Data: Principles; Confidence Intervals I: Proportions; Confidence Intervals II: Means; Tests of Significance I: Proportions; Tests of Significance II: Means; More Inference Considerations. Unit VI: Inference from Data: Comparisons & Relationships; Comparing Two Means; Inference for Two-Way Tables; Inference for Correlation & Regression. General Contents are common to all five Workshop Statistics titles.

Geman, H., Universite Paris IX, France
Madan, D., University of Maryland, Baltimore, MD, USA
Pliska, S.R., University of Illinois, Chicago, IL, USA
Vorst, T., Erasmus University, Rotterdam, The Netherlands (Eds.)

Mathematical Finance - Bachelier Congress 2000
Selected Papers from the First World Congress of the Bachelier Finance Society, held in Paris, June 29-July 1, 2000

2001. Approx. 500 pp. Hardcover
3-540-67781-X

The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Paris on June 28 to July 1, 2000, thus coinciding in time with the centenary of the thesis defence of Louis Bachelier. In his thesis Bachelier introduced Brownian motion as a tool for the analysis of financial markets as well as the exact definition of options, and this is widely considered the keystone for the emergence of mathematical finance as a scientific discipline. The prestigious list of plenary speakers in Paris included 2 Nobel laureates, Paul Samuelson and Robert Merton and the mathematicians Henry McKean and S.R.S. Varadhan. Over 130 further selected talks were given in 3 parallel sessions, all well attended by the over 500 participants who registered from all continents.

Contents: From the contents: Marco Avellaneda/Roberta Gamba: Conquering the Greeks in Monte Carlo: Efficient Calculation of the Market Sensitivities and Hedge-Ratios of Financial Assets by Direct Numerical Simulation.- Tomas Bjo"rk/Camilla Lande'n: On the Term Structure of Futures and Forward Prices.- Damiano Brigo/Fabio Mercurio: Analytical Models for Volatility Smiles and Skews.- Ales Cerny/Stewart Hodges: The Theory of Good-Deal Pricing in Financial Markets.- Michael A.H. Dempster/S.S.G. Hong: Spread Option Valuation and the Fast Fourier Transform.- Catherine Donati-Martin/Hiroyuki Matsumoto/Marc Yor: The Law of Geometric Brownian Motion and its Integral, revisited; Application to Conditional Moments.- Paolo Guitto/Andrea Roncoroni: Theory and Calibration of HJM with Shape Factors.- Robert J. Elliott/John Van der Hoek: Using the Hull and White Two Factor Model in Bank Treasury Risk Management.- Monique Jeanblanc/Marek Rutkowski: Default Risk and Hazard Process. - Jan Kallsen: Utility-Based Derivative Pricing in Incomplete Markets. - Henry P. McKean: Browninan Motion and the General Diffusion: Scale & Clock.- Robert C. Merton: Future Possibilities in Finance Theory and Finance Practice.- Franck Moraux/Patrick Navatte: Pricing Credit Derivatives in Credit Classes Frameworks.- J.L. Prigent/O. Renault/O. Scaillet: An Autoregressive Conditional Binomial Option Pricing Model. - L.C.G. Rogers/F.A. Yousaf: Markov Chains and the Potential Approach to Modelling Interest Rates and Exchange Rates.- Paul Samuelson: Modern Finance Theory within one Lifetime.- Walter Schachermayer: Optimal Investment in Incomplete Financial Markets.- Eduardo Schwartz/Carlos Zozaya-Gorostiza: Evaluating Investments in Disruptive Technologies.- Albert Shiryaev: Quickest Detection Problems.- Murad S.Taqqu: Bachelier and his Times: A conversation with Bernard Bru - S.R.S. Varadhan: Rare Events, Large Deviations.

Series: Springer Finance.

Mould, R.A., SUNY, Stony Bronk, NY, USA

Basic Relativity

1st ed. 1994. 1st softcover printing 2001. Approx. 475 pp. 144 figs. Softcover
0-387-95210-1

This is a comprehensive textbook for advanced undergraduates and beginning graduate students in physics or astrophysics, developing both the formalism and the physical ideas of special and general relativity in a logical and coherent way. The book is in two parts. Part one focuses on the special theory and begins with the study of relativistic kinematics from three points of view: the physical (the classic gedanken experiments), the algebraic (the Lorentz transformations), and the graphic (the Minkowski diagrams). Part one concludes with chapters on relativistic dynamics and electrodynamics. Part two begins with a chapter introducing differential geometry to set the mathematical background for general relativity. The physical basis for the theory is begun in the chapter on uniform accelerations. Subsequent chapters cover rotation, the electromagnetic field, and material media. A second chapter on differential geometry provides the background for Einstein's gravitational-field equation and Schwarzschild's solution. The physical significance of this solution is examined together with the challenges to the theory that have been successfully met inside the solar system. Other applications follow in the final chapters on astronomy and cosmology: These include black holes, quasars, and gravity waves as well as the relativistic features of an expanding universe including a section on the inflationary model.

Contents: Preface.- Principles of Relativity.- The Physical Arguments.- The Algebraic and Graphical Arguments.- Mathematical Tools.- Dynamics.- Electromagnetic Theory.- Differential Geometry I.- Uniform Acceleration.- Rotation and the Electromagnetic Field.- The Material Medium.- Differential Geometry II: Curved Surfaces.- General Relativity.- Astrophysics.- Cosomology.- Appendices.- Index.