Edited by ROBERT LEESE, Smith Institute for Industrial Mathematics and System Engineering and St Catherine's College, Oxford, and STEPHEN HURLEY, Cardiff University

Methods and Algorithms for Radio Channel Assignment

Radio channel assignment has attracted considerable interest over many years, spanning disciplines that include radio engineering, electrical engineering, physics, mathematics, computer science and economics. Over the last few years, there has been a rapid growth in the demand for wireless communications services, which has in turn created a need for Governments and industry to develop sound theory, methods, and computational tools for the effective and efficient management of the spectrum. This book contains a collection of contributions from those working in the field, which explore the various aspects of current research in channel radio assignment. The collection includes several chapters concerned with developing a sound theoretical framework for channel assignment; other chapters are concerned with developing state-of-the-art computational algorithms for solving channel assignment problems. Two chapters discuss the regulatory aspects of spectrum management and its history. Also included are the modelling and efficient solution of network design problems, which are becoming increasingly important in wireless networks. Finally a chapter bridging the regulatory and mathematical issues describes the benefit of economic modelling in radio spectrum management.

This book illustrates a range of mathematical and computational tools, including graph colouring, graph labelling, linear and nonlinear optimization, meta-heuristics, constraint satisfaction and multidisciplinary optimization. It is aimed at practising engineers, university academics with an interest in the area, and Government agencies responsible for the management of the radio spectrum. This title is the latest in the Oxford Lecture Series in Mathematics and its Applications, which aims to publish short books aimed at first-year graduates and academics in mathematics and related subjects. The Series focuses on future directions of research with emphasis on attractive genuine applications of the subject, particularly topics in the natural sciences.

0-19-850314-8
September 2002

Oxford Lecture Series in Mathematics and Its Applications 23

Gregory Cherlin and Ehud Hrushovski

Finite Structures with Few Types

Paper | January 2003 | ISBN: 0-691-11332-7
Cloth | January 2003 | ISBN: 0-691-11331-9
192 pp. | 6 x 9

This book applies model theoretic methods to the study of certain finite permutation groups, the automorphism groups of structures for a fixed finite language with a bounded number of orbits on 4-tuples. Primitive permutation groups of this type have been classified by Kantor, Liebeck, and Macpherson, using the classification of the finite simple groups.

Building on this work, Gregory Cherlin and Ehud Hrushovski here treat the general case by developing analogs of the model theoretic methods of geometric stability theory. The work lies at the juncture of permutation group theory, model theory, classical geometries, and combinatorics.

The principal results are finite theorems, an associated analysis of computational issues, and an "intrinsic" characterization of the permutation groups (or finite structures) under consideration. The main finiteness theorem shows that the structures under consideration fall naturally into finitely many families, with each family parametrized by finitely many numerical invariants (dimensions of associated coordinating geometries).

The authors provide a case study in the extension of methods of stable model theory to a nonstable context, related to work on Shelah's "simple theories." They also generalize Lachlan's results on stable homogeneous structures for finite relational languages, solving problems of effectivity left open by that case. Their methods involve the analysis of groups interpretable in these structures, an analog of Zilber's envelopes, and the combinatorics of the underlying geometries. Taking geometric stability theory into new territory, this book is for mathematicians interested in model theory and group theory.

Gregory Cherlin is Professor of Mathematics at Rutgers University. He is the author of Model Theoretic Algebra: Selected Topics. Ehud Hrushovski is Professor of Mathematics at the Hebrew University of Jerusalem.

Series: Annals of Mathematics Studies

Edited by Lisa M. Dolling, Arthur F. Gianelli, and Glenn N. Statile

The Tests of Time:
Readings in the Development of Physical Theory

Paper | January 2003 | ISBN: 0-691-09085-8
Cloth | January 2003 | ISBN: 0-691-09084-X
712 pp. | 6 x 9 | 70 line illus.

The development of physical theory is one of our greatest intellectual achievements. Its products--the currently prevailing theories of physics, astronomy, and cosmology--have proved themselves to possess intrinsic beauty and to have enormous explanatory and predictive power. This anthology of primary readings chronicles the birth and maturation of five such theories (the heliocentric theory, the electromagnetic field theory, special and general relativity, quantum theory, and the big bang theory) in the words of the scientists who brought them to life. It is the first historical account that captures the rich substance of these theories, each of which represents a fascinating story of the interplay of evidence and insight--and of dialogue among great minds.

Readers sit in with Copernicus, Kepler, and Galileo as they overturn the geocentric universe; observe the genius of Faraday and Maxwell as they "discover" the electromagnetic field; look over Einstein's shoulder as he works out the details of relativity; listen in as Einstein and Bohr argue for the soul of quantum mechanics in the Completeness Debate; and watch as Hubble and others reveal the history of the universe.

The editors' approach highlights the moments of discovery that rise from scientific creativity, and the presentation humanizes the scientific process, revealing the extent to which great scientists were the first to consider the philosophical implications of their work. But, most significantly, the editors offer this as their central thesis: although each was ushered in by a revolution, and each contains counterintuitive elements that delayed its acceptance, these five theories exhibit a continuous rational development that has led them to a permanent place in the worldview of science.

Accessible to the general reader yet sufficiently substantive that working scientists will find value in it, The Tests of Time offers an intimate look into how physical theory has been developed, by the brilliant people who have developed it.

Lisa M. Dolling, Arthur F. Gianelli, and Glenn N. Statile teach the history and philosophy of science on both the graduate and undergraduate levels at St. John's University. Arthur Gianelli is Chair of the Philosophy Department and the coeditor of The Metaphysical Quest. Lisa Dolling has written and lectured on the philosophy of Niels Bohr and directs the Science and Religion project at St. John's. Glenn Statile has lectured and written on topics in cosmology and the philosophy of science.

Endorsements:

"This excellent work collects a judiciously chosen group of writings on what are universally regarded as five of the most significant physical theories in the history of science. Each of the selections serves to place the development and significance of the physical theory in its historical setting as well as to shed light on important philosophical issues it raises. This is an extremely useful book that will be of benefit to anyone with an interest in the history and philosophy of science. I for one will certainly be using this volume as a source book for my courses in the history and philosophy of the physical sciences."--Martin Tamny, The City College and the Graduate Center, City University of New York

"It is a pleasure to find an original addition to the small list of worthwhile books on the history and philosophy of natural science. The authors have done an excellent job assembling and organizing a selection of texts that can be used equally well at an elementary or more advanced level. No other anthology combines breadth and accuracy so well."--Stephen Toulmin, University of Southern California

Subject Areas:

Physics
History of Science and Medicine, Philosophy of Science
Astronomy and Cosmology

Edited by Hildeberto Cabral and Florin Diacu

Classical and Celestial Mechanics:
The Recife Lectures

Cloth | August 2002 | ISBN: 0-691-05022-8
336 pp. | 6 x 9 | 12 halftones. 40 line illus.

This book brings together a number of lectures given between 1993 and 1999 as part of a special series hosted by the Federal University of Pernambuco, in which internationally established researchers came to Recife, Brazil, to lecture on classical or celestial mechanics. Because of the high quality of the results and the general interest in the lecturers' topics, the editors have assembled nine of the lectures here in order to make them available to mathematicians and students around the world. The material presented includes a good balance of pure and applied research and of complete and incomplete results. Bringing together material that is otherwise quite scattered in the literature and including some important new results, it will serve graduate students and researchers interested in Hamiltonian dynamics and celestial mechanics.

The contributors are Dieter Schmidt, Ernesto Perez-Chavela, Mark Levi, Placido Taboas and Jack Hale, Jair Koiller et al., Hildeberto Cabral, Florin Diacu, and Alain Albouy. The topics covered include central configurations and relative equilibria for the N-body problem, singularities of the N-body problem, the two-body problem, normal forms of Hamiltonian systems and stability of equilibria, applications to celestial mechanics of Poincare's compactification, the motion of the moon, geometrical methods in mechanics, momentum maps and geometric phases, holonomy for gyrostats, microswimming, and bifurcation from families of periodic solutions.

Hildeberto Cabral is Professor of Mathematics at the Federal University of Pernambuco in Recife, Brazil. He has published on periodic solutions, stability, and other topics in Hamiltonian systems and celestial mechanics. Florin Diacu is Professor of Mathematics and Director of the Pacific Institute for the Mathematical Sciences at the University of Victoria. He is the author of Singularities of the N-Body Problem and An Introduction to Differential Equations and coauthor of Celestial Encounters (Princeton).

Endorsements:

"This is an excellent text and reference. I know of no comparable book. Its scope is wide, and the quality of the authors is extremely high."--James Meiss, University of Colorado, Boulder

"These lectures, in addition to containing some new significant results, perform the service of collecting together the material on diverse topics in celestial mechanics in an accessible form."--Edward Belbruno, Princeton University

J. B. Kuipers

Quaternions and Rotation Sequences:
A Primer with Applications to Orbits, Aerospace and Virtual Reality

Paper | October 2002 | ISBN: 0-691-10298-8
Cloth | 1998 | ISBN: 0-691-05872-5
400 pp. | 7 x 10 | 121 figures

Ever since the Irish mathematician William Rowan Hamilton introduced quaternions in the nineteenth century--a feat he celebrated by carving the founding equations into a stone bridge--mathematicians and engineers have been fascinated by these mathematical objects. Today, they are used in applications as various as describing the geometry of spacetime, guiding the Space Shuttle, and developing computer applications in virtual reality. In this book, J. B. Kuipers introduces quaternions for scientists and engineers who have not encountered them before and shows how they can be used in a variety of practical situations.

The book is primarily an exposition of the quaternion, a 4-tuple, and its primary application in a rotation operator. But Kuipers also presents the more conventional and familiar 3 x 3 (9-element) matrix rotation operator. These parallel presentations allow the reader to judge which approaches are preferable for specific applications. The volume is divided into three main parts. The opening chapters present introductory material and establish the book's terminology and notation. The next part presents the mathematical properties of quaternions, including quaternion algebra and geometry. It includes more advanced special topics in spherical trigonometry, along with an introduction to quaternion calculus and perturbation theory, required in many situations involving dynamics and kinematics. In the final section, Kuipers discusses state-of-the-art applications. He presents a six degree-of-freedom electromagnetic position and orientation transducer and concludes by discussing the computer graphics necessary for the development of applications in virtual reality.

J. B. Kuipers is Professor Emeritus of Mathematics at Calvin College. In addition to publishing papers and research notes on quaternions, he spent seventeen years in the aerospace industry where his work included developing applications of quaternion theory for aerospace systems. He also developed a six-dimensional graphics system and, as a consequence, is regarded by some as the founder of virtual reality.

Reviews:

"This book will appeal to anyone with an interest in three-dimensional geometry. It is a competent and comprehensive survey. . . . This book is unique in that it is probably the only modern book to treat quaternions seriously. . . . A valuable asset."--Aeronautical Journal

"The text is written in a clear and readable style well suited for students wishing to master fundamental quaternion concepts."--Mark C. Allman, Senior Engineer, The Boeing Company

Riccardo Rebonato

Modern Pricing of Interest-Rate Derivatives:
The LIBOR Market Model and Beyond

Cloth | November 2002 | ISBN: 0-691-08973-6
480 pp. | 6 x 9 | 148 line illus. 41 tables.

In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often developed with little constructive interference. In this book, Riccardo Rebonato draws on his academic and professional experience, straddling both sides of the divide to bring together and build on what theory and trading have to offer.

Rebonato begins by presenting the conceptual foundations for the application of the LIBOR market model to the pricing of interest-rate derivatives. Next he treats in great detail the calibration of this model to market prices, asking how possible and advisable it is to enforce a simultaneous fitting to several market observables. He does so with an eye not only to mathematical feasibility but also to financial justification, while devoting special scrutiny to the implications of market incompleteness.

Much of the book concerns an original extension of the LIBOR market model, devised to account for implied volatility smiles. This is done by introducing a stochastic-volatility, displaced-diffusion version of the model. The emphasis again is on the financial justification and on the computational feasibility of the proposed solution to the smile problem. This book is must reading for quantitative researchers in financial houses, sophisticated practitioners in the derivatives area, and students of finance.

Riccardo Rebonato is Head of Group Market Risk and Head of the Quantitative Research Centre (QUARC) for the Royal Bank of Scotland Group. He is also a Visiting Lecturer at Oxford University's Mathematical Institute, where he teaches for the MSC/Diploma in Mathematical Finance. His books include Interest-Rate Option Models and Volatility and Correlation in Option Pricing.

Endorsements:

"This book is a significant contribution to the field. It offers plenty of empirical work and case studies illustrating the application of the models each step of the way. Unlike other treatments, it emphasizes the market rationale for modeling choices, and is not driven by purely mathematical considerations. Reference is continually made to market features, the behaviour of instruments, and empirical features, with all of this backed up by the author's considerable experience."--Nick Webber, University of Warwick

"There are many books that get bogged down in mathematical technicalities before they get to the point and are therefore of little use to practitioners. Rebonato takes the opposite approach: he gets to the point. People working in the mathematical finance industry will love this book."--Jeff Dewynne, Oxford University