Costa, O.L.V., Fragoso, M.D., Marques, R.P.

Discrete-Time Markov Jump Linear Systems

Series : Probability and its Applications

2004, Approx. 300 p. 15 illus., Hardcover
ISBN: 1-85233-761-3

About this book

Safety critical and high-integrity systems, such as industrial plants and economic systems can be subject to abrupt changes - for instance due to component or interconnection failure, and sudden environment changes etc. Combining probability and operator theory, Discrete-Time Markov Jump Linear Systems provides a unified and rigorous treatment of recent results for the control theory of discrete jump linear systems, which are used in these areas of application. The book is designed for experts in linear systems with Markovian jump parameters, but will also be the first book for specialists in stochastic control to present stochastic control problems for which an explicit solution is possible - making the book suitable for course use.

Table of contents

Preface.- Markovian Jump Linear Systems.- Background Material.- On Stability.- Optimal Control.- Linear Filtering.- Quadratic Optimal Control with Partial Information.- H2- Control.- Design Techniques and Examples.- Appendix A: Coupled Algebraic Riccati Equations.- Appendix B: Auxiliary Results for the Linear Filtering Problem with (k) Unknown.- Appendix C: Auxiliary Results for the H2 Control Problem.- Notation and Corrections.- References.

Kodaira, Kunihiko

Complex Manifolds and Deformation of Complex Structures

Series : Classics in Mathematics

Reprint of the 1st ed. Berlin Heidelberg New York 1986, 2005, XIV, 465 p., Softcover
ISBN: 3-540-22614-1

About this book

From the reviews: "The author, [...], has written a book which will be of service to all who are interested in this by now vast subject. [...] This is a book of many virtues: mathematical, historical, and pedagogical. Parts of it could be used for a graduate complex manifolds course.J.A. Carlson in Mathematical Reviews, 1987 "There are many mathematicians, or even physicists, who would find this book useful and accessible, but its distinctive attribute is the insight it gives into a brilliant mathematician's work. [...] It is intriguing to sense between the lines Spencer's optimism, Kodaira's scepticism or the shadow of Grauert with his very different methods, as it is to hear of the surprises and ironies which appeared on the way. Most of all it is a piece of work which shows mathematics as lying somewhere between discovery and invention, a fact which all mathematicians know, but most inexplicably conceal in their work."N.J. Hitchin in the Bulletin of the London Mathematical Society, 1987

Table of contents

Holomorphic Functions.- Complex Manifolds.- Differential Forms, Vector Bundles, Sheaves.- Infinitesimal Deformation.- Theorem of Existence.- Theorem of Completeness.- Theorem of Stability.- Appendix: Elliptic Partial Differential Operators on a Manifold by Daisuke Fujiwara.- Bibliography.- Index.

Liggett, Thomas M.

Interacting Particle Systems

Series : Classics in Mathematics

Reprint of the 1st ed. Berlin Heidelberg New York 1985, 2005, XIX, 488 p., Softcover
ISBN: 3-540-22617-6

About this book

From the reviews "[...] This book presents a complete treatment of a new class of random processes, which have been studied intensively during the last fifteen years. None of this material has ever appeared in book form before. cThe high quality of this work, [...] , makes a fascinating subject and its open problem as accessible as possible. [...]" F.L. Spitzer in Mathematical Reviews, 1986 "[...] However, it can be said that the author has succeeded in what even experts are seldom able to achieve: To write a clearcut and inspiring book on his favorite subject which meets most, if not all requirements which can be imposed on a comprehensive text on an important new field. The author can be congratulated on his excellent presentation of the theory of interacting particle systems. The book is highly recommended to everyone who works on or is interested in this subject: to probabilists, physicists and theoretical biologists. [...]" G. Rosenkranz in Methods of Information in Medicine, 1986

Table of contents

Introduction.- The Construction, and Other General Results.- Some Basic Tools.- Spin System.- Stochastic Ising Models.- The Voter Model.- The Contract Process.- Neareast-Particle Systems.- The Exclusion Process.- Linear Systems with Values in [0, infinity)s.- Bibliography.- Index.


Edwards, Harold M.

Essays in Constructive Mathematics

2005, XII, 180 p., Hardcover
ISBN: 0-387-21978-1

About this book

This book aims to promote constructive mathematics not by defining it or formalizing it but by practicing it. This means that its definitions and proofs use finite algorithms, not `algorithms' that require surveying an infinite number of possibilities to determine whether a given condition is met. The topics covered derive from classic works of nineteenth century mathematics---among them Galois' theory of algebraic equations, Gauss's theory of binary quadratic forms and Abel's theorem about integrals of rational differentials on algebraic curves. It is not surprising that the first two topics can be treated constructively---although the constructive treatments shed a surprising amount of light on them---but the last topic, involving integrals and differentials as it does, might seem to call for infinite processes. In this case too, however, finite algorithms suffice to define the genus of an algebraic curve, to prove that birationally equivalent curves have the same genus, and to prove the Riemann-Roch theorem. The main algorithm in this case is Newton's polygon, which is given a full treatment. Other topics covered include the fundamental theorem of algebra, the factorization of polynomials over an algebraic number field, and the spectral theorem for symmetric matrices. Harold M. Edwards is Emeritus Professor of Mathematics at New York University. His previous books are Advanced Calculus (1969, 1980, 1993), Riemann's Zeta Function (1974, 2001), Fermat's Last Theorem (1977), Galois Theory (1984), Divisor Theory (1990) and Linear Algebra (1995). Readers of his Advanced Calculus will know that his preference for constructive mathematics is not new.

Table of contents

Preface * Synopsis * PART 1: A Fundamental Theorem * General Arithmetic * A Fundamental Theorem * Roots Field (Simple Algebraic Extensions) * Factorization of Polynomials with Integer Coefficients * A Factorization Algorithm * Validation of the Factorization Algorithm * About the Factorization Algorithm * Proof of the Fundamental Theorem * Minimal Splitting Polynomials * PART 2: Topics in Algebra * Galois' Fundamental Theorem * Algebraic Quantities * Adjunctions and the Factorization of Polynomials * Symmetric Polynomials and the Splitting Field of x^n + c_1x^{n-1} + ... + c_n * A Fundamental Theorem of Divisor Theory * PART 3: Some Quadratic Problems * Hypernumbers * Modules * The Class Semigroup * Multiplication of Modules and Module Classes * Is A a Square Mod p? * Gauss's Composition of Forms * The Construction of Compositions * PART 4: The Genus of an Algebraic Curve * Abel's Memoir * Euler's Addition Formula * An Algebraic Definition of the Genus * Newton's Polygon * Determination of the Genus * Holomorphic Differentials * The Riemann-Roch Theorem * The Genus is a Birational Invariant * PART 5: Miscellany * On the So-Called Fundamental Theorem of Algebra * Proof by Contradiction and the Sylow Theorems * Overview of 'Linear Algebra' * The Spectral Theorem * Kronecker as One of E.T. Bell's 'Men of Mathematics' * References

Hormander, Lars

The Analysis of Linear Partial Differential Operators II
Differential Operators with Constant Coefficients

Series : Classics in Mathematics

Reprint of the 1st ed. Berlin Heidelberg New York 1983, 2005, XII, 392 p., Softcover
ISBN: 3-540-22516-1

About this book

Vol. I of Lars Hormander's 4-volume treatise was an exposition of the theory of distributions and Fourier analysis preparing for the study of linear partial differential operators. The present Vol. II is mainly devoted to operators with constant coefficients. An analysis of the existence and regularity of (fundamental) solutions in the first two chapters is followed by a thorough study of the Cauchy problem. One chapter is devoted to the spectral theory of short range perturbations of operators with constant coefficients, and another presents Fourier-Laplace representations of solutions of homogeneous differential equations with constant coefficients. The last chapter is a study of the closely related subject of convolution operators.

Table of contents

Introduction.- Existence and Approximation of Solutions of Differential Equations.- Interior Regularity of Solutions of Differential Equations.- The Cauchy and Mixed Problems.- Differential Operators of Constant Strength.- Scattering Theory.- Analytic Function Theory and Differential Equations.- Convolution Equations.- Appendix A: Some Algebraic Lemmas.- Bibliography.- Index.- Index of Notation.

Zhu, Kehe

Spaces of Holomorphic Functions in the Unit Ball

Series : Graduate Texts in Mathematics , Vol. 226

2004, Approx. 290 p., Hardcover
ISBN: 0-387-22036-4

About this textbook

The book presents a modern theory of holomorphic function spaces in the open unit ball. Spaces discussed include the Bergman spaces, the Hardy spaces, the Bloch space, BMOA, the Dirichlet space, the Besov spaces, and the Lipschitz spaces. Most proofs in the book are new and simpler than the existing proofs in the literature. The central idea in almost all these proofs is based on integral representations of holomorphic functions and elementary properties of the Bergman kernel, the Bergman metric, and the automorphism group.

Table of contents


Preliminaries.- Bergman Spaces.- The Bloch Space.- Hardy Spaces.- Functions of Bounded Mean Oscillation.- Besov Spaces.- Lipschitz Spaces.- References.- Index.