Santner, T. J., Ohio State University, Columbus, OH, USA; Williams, B. J., Rand Corporation; Notz, W., Ohio State University, Columbus, OH, USA

Design and Analysis of Computer Experiments

2003 Approx. 240 p. 41 illus. Hardcover
0-387-95420-1

In the past 15 to 20 years, the computer has become a popular tool for exploring the relationship between a measured response and factors thought to affect the response. In many cases, scientific theories exist that implicitly relate the response to the factors by means of systems of mathematical equations. There also exist numerical methods for accurately solving such equations and appropriate computer hardware and software to implement these methods. In many engineering applications, for example, the relationship is described by a dynamical system and the numerical method is a finite element code. In such situations, these numerical methods allow one to produce computer code that can generate the response corresponding to any given set of values of the factors. This allows one to conduct an "experiment" (called a "computer experiment") to explore the relationship between the response and the factors using the code. Indeed, in some cases computer experimentation is feasible when a properly designed physical experiment (the gold standard for establishing cause and effect) is impossible. For example, the number of input variables may be too large to consider performing a physical experiment or it may simply be economically prohibitive to run an experiment on the scale required to gather sufficient information to answer a particular research question. This book describes methods for designing and analyzing experiments conducted using computer code in lieu of a physical experiment. It discusses how to select the values of the factors at which to run the code (the design of the computer experiment) in light of the research objectives of the experimenter. It also provides techniques for analyzing the resulting data so as to achieve these research goals.

Contents: Physical Experiments and Computer Experiments * Preliminaries * Predicting Output from Computer Experiments * Additional Topics in Prediction Methodology * Space-Filling Designs for Computer Experiments * Some Criterion-Based Experimental Designs * Sensitivity Analysis, Validation, and Other Issues

Series: Springer Series in Statistics.

Oksendal, B., University of Oslo, Norway

Stochastic Differential Equations, 6th ed.
An Introduction with Applications

6th ed. 2003 XXIV, 360 p.14 illus. Softcover
3-540-04758-1

An introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to concentrate on the proofs of the easier case in order to quickly progress to the parts of the theory that are most important for the applications. For the 6th edition the author has added further exercises and, for the first time, solutions to many of the exercises are provided.

Contents:

Introduction.- Some Mathematical Preliminaries.- Ito Integrals.- Ito Formula and the Martingale Representation Theorem.- Stochastic Differential Equations.- The Filtering Problem.- Diffusions: Basic Properties.- Other Topics in Diffusion Theory.- Applications to Boundary Value Problems.- Applications to Optimal Stopping.- Application to Stochastic Control.- Application to Mathematical Finance.- Appendix A: Normal Random Variables.- Appendix B: Conditional Expectations.- Appendix C: Uniform Integrability and Martingale Convergence.- Appendix D: An Approximation Result.- Solutions and Additional Hints to Some of the Exercises.- References.- List of Frequently Used Notation and Symbols.- Index.

Simonoff, J. S., New York University, New York, NY, USA

Analyzing Categorical Data

2003 Approx. 504 p. 65 illus. Hardcover
0-387-00749-0

Categorical data arise often in many fields, including biometrics, economics, management, manufacturing, marketing, psychology, and sociology. This book provides an introduction to the analysis of such data. The coverage is broad, using the loglinear Poisson regression model and logistic binomial regression models as the primary engines for methodology. Topics covered include count regression models, such as Poisson, negative binomial, zero-inflated, and zero-truncated models; loglinear models for two-dimensional and multidimensional contingency tables, including for square tables and tables with ordered categories; and regression models for two-category (binary) and multiple-category target variables, such as logistic and proportional odds models. All methods are illustrated with analyses of real data examples, many from recent subject area journal articles. These analyses are highlighted in the text, and are more detailed than is typical, providing discussion of the context and background of the problem, model checking, and scientific implications. Almost 200 exercises are provided, many also based on recent subject area literature. Data sets and computer code are available at a web site devoted to the text. Jeffrey S. Simonoff is Professor of Statistics at New York University. He is author of Smoothing Methods in Statistics and coauthor of a Casebook for a First Course in Statistics and Data Analysis, as well as numerous articles in scholarly journals. He is a Fellow of the American Statistical Association, and an Elected Member of the International Statistical Institute.

Contents: Introduction * Gaussian-Based Data Analysis * Gaussian-Based Model Building * Categorical Data and Goodness-of-Fit * Regression Models for Count Data * Analyzing Two-Way Tables * Tables with More Structure * Multidimensional Contingency Tables * Regression Models for Binary Data * Regression Models for Multiple Category Response Data

Series: Springer Texts in Statistics.

Ma, Y., University of Illinois at Urbana-Champaign, Los Angeles, CA, USA; Soatto, S., UCLA, Los Angeles, CA, USA; Kosecka, J., George Mason University, Fairfax, VA, USA; Sastry, S., University of California, Berkeley, CA, USA

An Invitation to 3-D Vision
From Images to Geometric Models

2003 Approx. 505 p. 170 illus. Hardcover
0-387-00893-4

This book gives senior undergraduate and beginning graduate students and researchers in computer vision, applied mathematics, computer graphics, and robotics a self-contained introduction to the geometry of 3D vision; that is the reconstruction of 3D models of objects from a collection of 2D images. Following a brief introduction, Part I provides background materials for the rest of the book. The two fundamental transformations, namely rigid body motion and perspective projection are introduced and image formation and feature extraction discussed. Part II covers the classic theory of two view geometry based on the so-called epipolar constraint. Part III shows that a more proper tool for studying the geometry of multiple views is the so- called rank considtion on the multiple view matrix. Part IV develops practical reconstruction algorithms step by step as well as discusses possible extensions of the theory. Exercises are provided at the end of each chapter. Software for examples and algorithms are available on the author's website.

Contents: Introduction.- Part I: Introductory Material.- Representation of a Three - Dimensional Moving Scene.- Image Formation.- Image Primitives and Correspondence.- Part II: Geometry of two Views.- Reconstruction from Two Calibrated Views.- Reconstruction from two Uncalibrated Views.- Segmentation of Multiple Moving Objects from Two Views.- Part III: Geometry of Multiple Views.- Multiple view Geometry of Points and Lines.- Extension to General Incidence Relations.- Geometry and Reconstruction from Symmetry.- Applications.- Step-by-Step building of a 3D Model From Images.- Visual Feedback.- Appendices.

Series: Texts in Applied Mathematics, vol.47


Edited by: F. Udwadia, H. Weber, G. Leitmann

Dynamical Systems and Control

ISBN: 0-415-30997-2
Pub Date: 01 JUL 2003
Type: Hardback Book

The contents of this multi-author volume addressses basic and applied problems in modelling and controlling dynamical systems. Both basic techniques and specific applications are covered. Among the former are such topics as complex bifurication structure of equilibria and periodic solutions, explicit equations of motion for systems with nonideal constraints, dynamics of folded media, nonlinear analysis of simulations and experiemental measurements, and others. In the latter, among the topics covered are optimization of space trajectories, robust control of steer by wire systems, noise control in ducts, aircraft control in windshear , the liar paradox and fuzzy logic, teaching to be led and others.

Contents:
Part 1: 1: A geometric approach to the mechanics of densely folded media - L. Bevilacqua 2: On a general principle of mechanics and its application to general non-ideal nonholonomic constraints - F.E.Udwadia 3: Mathematical anlaysis of vibrations of nonhomogeneous filament with one end load - M. A.Shubov 4: Expanded point mapping analysis of periodic systems - H. Flashner and M.Golat 5: A preliminary analysis of the phase portrait's structure of a nonlinear pendulum-mechanical system using the perturbed Hamiltonian formulation - D.Belato 6: A review of rigid body collision models in the plane - E.Cataldo and R.Sampaio Part 2: 7: Optimal round-trip Earth-Mars trajectories for robotic flight and manned flight - A.Miele, T.Wang and S.Mancuso 8: Aircraft take-off in windshear: a viability approach - N.Seube, R.Moitie and G.Leitmann 9: Stability of torsional and vertical motion of suspension bridges to stochastic wind forces - N.U.Ahmed 10: Time delayed control of structural systems - F.E.Udwadia, H..F von Bremen, R.Kumar and M.Hosseini 11: Robust real and discrete- time control of a steer by wire system in cars - E.Reithmeier 12: Optimal placement of piezoelectric sensor/actuators for smart
structures vibration control - V.Lopes, V.Steffen Jr and D.J.Inman 13: A review of new vibration issues due to non-ideal energy sources - J.M.Balthazar, R.M.L.R.F.Brasil, H.I.Weber. A.Fenili, D.Belto, J.L.P.Felix and F.J.Garzelli
14: Identification of flexural stiffness parameters of beams - J.Joao de Espindola and J.M. da Silva Neto 15: Active noise control caused by airflow through a rectangular duct - S.S.Dana, N.M.Melo and S.A.da Silva 16; Dynamical features of an autonomous two-body floating system - H.M.Morishita and J.R.de Souza Jr 17: Dynamics and control of a flexible rotating arm through the movement of a sliding mass - A. de Toledo Fleury and F.R.F. de Oliveira 18: Measuring chaos in gravitational waves - H.Piccoli and F.Kokubun Part 3: 19: Estimation of the attractor for an uncertain epidemic model - E.Cruck, N.Seube and G.Leitmann 20: Liar paradox viewed by the fuzzy logic theory - Ye-Hwa Chen 21: Pareto-improving cheating in an economic policy game - C.Deissenberg and F.A.Gonzales 22: Dynamics and control of illicit drug consumption - G.Feischtinger 23: A mathematical approach towards the issue of synchronization in neocortical neural networks - R.Stoop and D.Blank 24; Optimal control of human posture using algorithms based on consistent approximations theory - L.L.Menegaldo, A.de Toledo Fleury and H.I.Weber