Zaslavski, Alexander

Turnpike Properties in the Calculus of Variations and Optimal Control

Series: Nonconvex Optimization and Its Applications, Vol. 80
2005, XXII, 396 p., Hardcover
ISBN: 0-387-28155-X

About this book

This book is devoted to the recent progress on the turnpike theory. The turnpike property was discovered by Paul A. Samuelson, who applied it to problems in mathematical economics in 1949. These properties were studied for optimal trajectories of models of economic dynamics determined by convex processes. In this monograph the author, a leading expert in modern turnpike theory, presents a number of results concerning the turnpike properties in the calculus of variations and optimal control which were obtained in the last ten years. These results show that the turnpike properties form a general phenomenon which holds for various classes of variational problems and optimal control problems. The book should help to correct the misapprehension that turnpike properties are only special features of some narrow classes of convex problems of mathematical economics.

Table of contents

Preface.- Introduction.- Infinite Horizon Variational Problems.- Extremals of Nonautonomous Problems.- Extremals of Autonomous Problems.- Infinite Horizon Autonomous Problems.- Turnpike for Autonomous Problems.- Linear Periodic Control Systems.- Linear Systems with Nonperiodic Integrands.- Discrete-Time Control Systems.- Control Problems in Hilbert Spaces.- A Class of Differential Inclusions.- Convex Processes.- A Dynamic Zero-Sum Game.- Comments.- References.- Index.

Andrienko, Natalia, Andrienko, Gennady

Exploratory Analysis of Spatial and Temporal Data
A Systematic Approach

2005, Approx. 700 p., Hardcover
ISBN: 3-540-25994-5
Due: December 2, 2005

About this book

Exploratory data analysis (EDA) is about detecting and describing patterns, trends, and relations in data, motivated by certain purposes of investigation. As something relevant is detected in data, new questions arise, causing specific parts to be viewed in more detail. So EDA has a significant appeal: it involves hypothesis generation rather than mere hypothesis testing.

The authors describe in detail and systemize approaches, techniques, and methods for exploring spatial and temporal data in particular. They start by developing a general view of data structures and characteristics and then build on top of this a general task typology, distinguishing between elementary and synoptic tasks. This typology is then applied to the description of existing approaches and technologies, resulting not just in recommendations for choosing methods but in a set of generic procedures for data exploration.

Professionals practicing analysis will profit from tested solutions ? illustrated in many examples ? for reuse in the catalogue of techniques presented. Students and researchers will appreciate the detailed description and classification of exploration techniques, which are not limited to spatial data only. In addition, the general principles and approaches described will be useful for designers of new methods for EDA.

Table of contents

Introduction.- Data.- Tasks.- Tools.- General Principles.- Conclusion.- Appendices, References.

Nualart, David

The Malliavin Calculus and Related Topics, 2nd ed.

Series: Probability and its Applications
2006, Approx. 400 p., Hardcover
ISBN: 3-540-28328-5
Due: December 2, 2005

About this book

The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to Hormander's "sum of squares" theorem, but it has found a wide range of applications in stochastic analysis. This monograph presents the main features of the Malliavin calculus and discusses in detail its main applications. The author begins by developing the analysis on the Wiener space, and then uses this to establish the regularity of probability laws and to prove Hormander's theorem. The regularity of the law of stochastic partial differential equations driven by a space-time white noise is also studied. The subsequent chapters develop the connection of the Malliavin with the anticipating stochastic calculus, studying anticipating stochastic differential equations and the Markov property of solutions to stochastic differential equations with boundary conditions.

The second edition of this monograph includes recent applications of the Malliavin calculus in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.

Written for:
Researchers in stochastic analysis, mathematicians with a background in probability theory who wish to learn Malliavin calculus and their main applications

Keywords:

Anticipating stochastic calculus
Gaussian processes
Girsanov theorem
MSC (2000): 60H07, 60H10, 60H15, 60-02
Malliavin Calculus
Markov processes
Skorohod integral
Stochastic differential equations
Stochastic partial differential equations

Sandor, Joszef, Mitrinovic , Dragoslav S., Crstici, Borislav

Handbook of Number Theory I, 2nd printing, 2005,

1st ed. 1995. 2nd printing, 2005, XXVI, 622 p., Hardcover
ISBN: 1-4020-4215-9

About this book

This handbook covers a wealth of topics from number theory, special attention being given to estimates and inequalities. As a rule, the most important results are presented, together with their refinements, extensions or generalisations. These may be applied to other aspects of number theory, or to a wide range of mathematical disciplines. Cross-references provide new insight into fundamental research.

Audience: This is an indispensable reference work for specialists in number theory and other mathematicians who need access to some of these results in their own fields of research.

Table of contents

Preface. Basic Symbols. Basic Notations. I. Euler's phi-function. II. The arithmetical function d(n), its generalizations and its analogues. III. Sum-of-divisors function, generalizations, analogues; Perfect numbers and related problems. IV. P, p, B, beta and related functions. V. omega(n), Omega(n) and related functions. VI. Function mu; k-free and k-full numbers. VII. Functions pi(x), psi(x), theta(x), and the sequence of prime numbers. VIII. Primes in arithmetic progressions and other sequences. IX. Additive and diophantine problems involving primes. X. Exponential sums. XI. Character sums. XII. Binomial coefficients, consecutive integers and related problems. XIII. Estimates involving finite groups and semi-simple rings. XIV. Partitions. XV. Congruences, residues and primitive roots. XVI. Additive and multiplicative functions. Index of authors.

Roman, Steven

Field Theory, 2nd ed.

Series: Graduate Texts in Mathematics, Vol. 158
2006, Approx. 330 p. 25 illus., Hardcover
ISBN: 0-387-27677-7

About this textbook

Intended for graduate courses or for independent study, this book presents the basic theory of fields. The first part begins with a discussion of polynomials over a ring, the division algorithm, irreducibility, field extensions, and embeddings. The second part is devoted to Galois theory. The third part of the book treats the theory of binomials. The book concludes with a chapter on families of binomials ? the Kummer theory.

This new edition has been completely rewritten in order to improve the pedagogy and to make the text more accessible to graduate students. The exercises have also been improved and a new chapter on ordered fields has been included.

Table of contents

Preface.- Preliminaries.- Polynomials.- Field Extensions.- Algebraic Independence.- Separability.- Galois Theory I.- Galois Theory II.- A Field Extension as a Vector Space.- Finite Fields I: Basic Properties.- Finite Fields II: Additional Properties.- The Roots of Unity.- Cyclic Extensions.- Solvable Extensions.- Binomials.- Families of Binomials.- Mobius Inversion.- References.- Index of Symbols.- Index.


Friedman, Avner (Ed.)

Tutorials in Mathematical Biosciences III
Cell Cycle, Proliferation, and Cancer

Series: Lecture Notes in Mathematics, Vol. 1872

2006, Approx. 260 p., Softcover
ISBN: 3-540-29162-8
Due: December 2, 2005

About this book

This volume introduces some basic mathematical models for cell cycle, proliferation, cancer, and cancer therapy. Chapter 1 gives an overview of the modeling of the cell division cycle. Chapter 2 describes how tumor secretes growth factors to form new blood vessels in its vicinity, which provide it with nutrients it needs in order to grow. Chapter 3 explores the process that enables the tumor to invade the neighboring tissue. Chapter 4 models the interaction between a tumor and the immune system. Chapter 5 is concerned with chemotherapy; it uses concepts from control theory to minimize obstacles arising from drug resistance and from cell cycle dynamics. Finally, Chapter 6 reviews mathematical results for various cancer models.

Table of contents

Modeling the Cell Division Cycle (B. Aguda).- Angiogenesis - A Biochemical/Mathematical Prospective (H. A. Levine and M. Nilsen-Hamilton).- Spatio-Temporal Models of the uPA System and Tissue Invasion (G. Lolas).- Mathematical Modeling of Spatio-Temporal Phenomena in Tumor Immunology (M. Chaplain and A. Matzavinos).- Control Theory Approach to Cancer Chemotherapy: Benefiting from Phase Dependence and Overcoming Drug Resistance (M. Kimmel and A. Swierniak).- Cancer Models and their Mathematical Analysis (A. Friedman).