M. Lothaire

Algebraic Combinatorics on Words

Encyclopedia of Mathematics and its Applications, vol. 90.

Description

Combinatorics on words has arisen independently within several branches of mathematics, for instance number theory, group theory and probability, and appears frequently in problems related to theoretical computer science. The first unified treatment of the area was given in Lothaire’s book Combinatorics on Words. Since its publication, the area has developed and the authors now aim to present several more topics as well as giving deeper insights into subjects that were discussed in the previous volume. An introductory chapter provides the reader with all the necessary background material. There are numerous examples, full proofs whenever possible and a notes section discussing further developments in the area. This book is both a comprehensive introduction to the subject and a valuable reference source for researchers.

Chapter Contents

1. Finite and infinite words J. Berstel and D. Perrin; 2. Sturmian words J. Berstel and P. Seebold; 3. Unavoidable patterns J. Cassaigne; 4. Sesquipowers A. De Luca and S. Varricchio; 5. The plactic monoid A. Lascoux, B. Leclerc and J.-Y. Thibon; 6. Codes V. Bruyere; 7. Numeration systems C. Frougny; 8. Periodicity F. Mignosi and A. Restivo; 9. Centralisers of noncommutative series and polynomials C. Reutenauer; 10. Transformations on words and q-calculus D. Foata and G.-N. Han; 11. Statistics on permutations and words J. Desarmenien; 12. Makanin’s algorithm V. Diekert; 13. Independent systems of equations T. Harju, J. Karhumaki and W. Plandowski.

ISBN: 0-521-81220-8
Binding: Hardback
Pages: 445
Figures: 80 line diagrams
available from March 2002

Alison Etheridge

Student’s Guide to Financial Calculus

Description

Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus: proofs in the continuous-time world follow naturally. The Black-Scholes pricing formula is first derived in the simplest financial context. The second half of the book is then devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A valuable feature is the large number of exercises and examples, designed to test technique and illustrate how the methods and concepts can be applied to realistic financial questions.

Chapter Contents

Preface; 1. Single period models; 2. Binomial trees and discrete parameter martingales; 3. Brownian motion; 4. Stochastic calculus; 5. The Black-Scholes model; 6. Different payoffs; 7. Bigger models; Bibliography and further reading; Notation; Index.

ISBN: 0-521-81385-9
Binding: Hardback
ISBN: 0-521-89077-2
Binding: Paperback
Pages: 250
Figures: 138 exercises 14 figures
available from May 2002

Brian J. Cantwell

Introduction to Symmetry Analysis

Cambridge Texts in Applied Mathematics, vol. 29.

Description

Symmetry analysis based on Lie group theory is the most important method for solving nonlinear problems aside from numerical computation. The method can be used to find the symmetries of almost any system of differential equations and the knowledge of these symmetries can be used to reduce the complexity of physical problems governed by the equations. This is a broad, self-contained, introduction to the basics of symmetry analysis for first and second year graduate students in science, engineering and applied mathematics. Mathematica-based software for finding the Lie point symmetries and Lie-Backlund symmetries of differential equations is included on a CD along with more than forty sample notebooks illustrating applications ranging from simple, low order, ordinary differential equations to complex systems of partial differential equations. MathReader 4.0 is included to let the user read the sample notebooks and follow the procedure used to find symmetries.

Chapter Contents

Preface; 1. Introduction to symmetry; 2. Dimensional analysis; 3. Systems of ODE’s, first order PDE’s, state-space analysis; 4. Classical dynamics; 5. Introduction to one-parameter Lie groups; 6. First order ordinary differential equations; 7. Differential functions and notation; 8. Ordinary differential equations; 9. Partial differential equations; 10. Laminar boundary layers; 11. Incompressible flow; 12. Compressible flow; 13. Similarity rules for turbulent shear flows; 14. Lie-Backlund transformations; 15. Invariance condition for integrals, variational symmetries; 16. Backlund transformations and non-local groups; Appendix 1. Review of calculus and the theory of contact; Appendix 2. Invariance of the contact conditions under Lie point transformation groups; Appendix 3. Infinite-order structure of Lie-Backlund transformations; Appendix 4. Symmetry analysis software.

ISBN: 0-521-77183-8
Binding: Hardback
ISBN: 0-521-77740-2
Binding: Paperback
Pages: 550
Figures: 107 line diagrams 5 half-tones 2 colour plates 20 tables 131 exercises
available from May 2002