Pavel Solin

Partial Differential Equations and the Finite Element Method

ISBN: 0-471-72070-4
Hardcover
504 pages
November 2005

Partial Differential Equations and the Finite Element Method provides a much-needed, clear, and systematic introduction to modern theory of partial differential equations (PDEs) and finite element methods (FEM). Both nodal and hierachic concepts of the FEM are examined. Reflecting the growing complexity and multiscale nature of current engineering and scientific problems, the author emphasizes higher-order finite element methods such as the spectral or hp-FEM.

A solid introduction to the theory of PDEs and FEM contained in Chapters 1?4 serves as the core and foundation of the publication. Chapter 5 is devoted to modern higher-order methods for the numerical solution of ordinary differential equations (ODEs) that arise in the semidiscretization of time-dependent PDEs by the Method of Lines (MOL). Chapter 6 discusses fourth-order PDEs rooted in the bending of elastic beams and plates and approximates their solution by means of higher-order Hermite and Argyris elements. Finally, Chapter 7 introduces the reader to various PDEs governing computational electromagnetics and describes their finite element approximation, including modern higher-order edge elements for Maxwell's equations.

The understanding of many theoretical and practical aspects of both PDEs and FEM requires a solid knowledge of linear algebra and elementary functional analysis, such as functions and linear operators in the Lebesgue, Hilbert, and Sobolev spaces. These topics are discussed with the help of many illustrative examples in Appendix A, which is provided as a service for those readers who need to gain the necessary background or require a refresher tutorial. Appendix B presents several finite element computations rooted in practical engineering problems and demonstrates the benefits of using higher-order FEM.

Numerous finite element algorithms are written out in detail alongside implementation discussions. Exercises, including many that involve programming the FEM, are designed to assist the reader in solving typical problems in engineering and science.

Specifically designed as a coursebook, this student-tested publication is geared to upper-level undergraduates and graduate students in all disciplines of computational engineeringand science. It is also a practical problem-solving reference for researchers, engineers, and physicists.


Table of Contents


K. Takezawa

Introduction to Nonparametric Regression

ISBN: 0-471-74583-9
Hardcover
568 pages
November 2005

An easy-to-grasp introduction to nonparametric regression
This book's straightforward, step-by-step approach provides an excellent introduction to the field for novices of nonparametric regression. Introduction to Nonparametric Regression clearly explains the basic concepts underlying nonparametric regression and features:

Thorough explanations of various techniques, which avoid complex mathematics and excessive abstract theory to help readers intuitively grasp the value of nonparametric regression methods
Statistical techniques accompanied by clear numerical examples that further assist readers in developing and implementing their own solutions
Mathematical equations that are accompanied by a clear explanation of how the equation was derived
The first chapter leads with a compelling argument for studying nonparametric regression and sets the stage for more advanced discussions. In addition to covering standard topics, such as kernel and spline methods, the book provides in-depth coverage of the smoothing of histograms, a topic generally not covered in comparable texts.

With a learning-by-doing approach, each topical chapter includes thorough S-PlusR examples that allow readers to duplicate the same results described in the chapter. A separate appendix is devoted to the conversion of S-Plus objects to R objects. In addition, each chapter ends with a set of problems that test readers' grasp of key concepts and techniques and also prepares them for more advanced topics.

This book is recommended as a textbook for undergraduate and graduate courses in nonparametric regression. Only a basic knowledge of linear algebra and statistics is required. In addition, this is an excellent resource for researchers and engineers in such fields as pattern recognition, speech understanding, and data mining. Practitioners who rely on nonparametric regression for analyzing data in the physical, biological, and social sciences, as well as in finance and economics, will find this an unparalleled resource.

Table of Contents


Kenneth A. Bollen, Patrick J. Curran

Latent Curve Models: A Structural Equation Approach

ISBN: 0-471-45592-X
Hardcover
302 pages
December 2005

This volume represents a comprehensive treatment of a model sometimes referred to as latent curve or growth curve models. Latent Curve Models analyzes LTMs from the perspective of structural equation modeling (SEM) with latent variables. Although the authors discuss simple regression-based procedures that are helpful in the early stages of LTM, most of the presentation will use SEMs as a driving tool throughout the text.

Table of Contents

PART ONE: INTRODUCTION.
1. Introduction.
2. The Conceptualization and Analysis of Trajectories.
3. Three Initial Questions About Trajectories.
4. A Brief History of Latent Curve Models.
5. Organization of the Remainder of the Book.

PART TWO: UNCONDITIONAL LATENT CURVE MODEL.
1. Introduction.
2. Repeated Measures.
3. General Model and Assumptions.
4. Identification.
5. Case-By-Case Approach.
6. Structural Equation Model (SEM) Approach.
7. Alternative Approaches to the Sem.
8. Conclusions.
9. Appendix: Test Statistics, Nonnormality, and Statistical Power.

PART THREE: MISSING DATA AND ALTERNATIVE METRICS OF TIME.
1. Missing Data.
2. Missing Data and Alternative Metrics of Time.
3. Conclusions.

PART FOUR: NONLINEAR TRAJECTORIES AND THE CODING OF TIME.
1. Modeling Nonlinear Functions of Time.
2. Nonlinear Curve Fitting: Estimated Factor Loadings.
3. Piecewise Linear Trajectory Models.
4. Alternative Parametric Functions.
5. Linear Transformations of the Metric of Time.
6. Conclusion.
7. Appendix : Identification of Quadratic and Piecewise Latent Curve Models.

PART FIVE: CONDITIONAL LATENT CURVE MODELS.
1. Conditional Model and Assumptions.
2. Identification.
3. Structural Equation Modeling Approach.
4. Interpretation of Conditional Model Estimates.
5. Empirical Example.
6. Conclusion.

PART SIX: THE ANALYSIS OF GROUPS.
1. Dummy Variable Approach.
2. Multiple Group Analysis.
3. Unknown Group Member.
4. Conclusion.
5. Appendix: Case-by-Case Approach to Analysis of Different Groups.

PART SEVEN: MULTIVARIATE LATENT CURVE MODELS.
1. Time-Invariant Covariates.
2. Time-Varying Covariates.
3. Simultaneous Inclusion of Time-Invariant & Time-Varying Covariates.
4. Multivariate Latent Curve Models.
5. Autoregressive Latent Trajectory (ALT) Model.
6. General Equation for All Models.
7. Implied Moment Matrices.
8. Conclusion.

S. David Promislow

Fundamentals of Actuarial Mathematics

ISBN: 0-470-01689-2
Hardcover
424 pages
February 2006

The book is an introduction to actuarial mathematics and will cover the material on the modeling examinations of the Society of Actuaries and the Casualty Actuarial Society (SOA exam M and CSA exam 3). The text is unique with heavy emphasis on the deterministic methods and combines interest theory and life contingencies in a unified manner. It included a complete treatment of multiple decrement theory: first covering the basic ideas in the deterministic case in the associated single decrement tables, and later returning to discuss multiple decrement theory when dealing with the stochastic model. Fractional durations are covered by beginning with a strictly annual model, and introducing premium and reserve calculations in that framework and then covering the fractional duration consideration in a separate chapter.
Basic introduction to actuarial mathematics.
Covers all the material on the modeling examinations of the Society of Actuaries and the Casualty Actuarial Society (SOA exam M and CSA exam 3).
Takes a deterministic approach to allow the student to master new concepts and notation in as simple a setting as possible.
Includes modern methods and computational techniques such as Martingale stochastic processes and spreadsheets.
Written by a well-respected academic with extensive teaching experience.
Includes exercises and solutions, enabling use for self-study or as a course text
Supported by a Website featuring full solutions to exercises, further examples, Excel spreadsheets.

Table of Contents



Carroll, R.W.

Fluctuations, Information, Gravity and the Quantum Potential

Series: Fundamental Theories of Physics, Vol. 148
2005, Approx. 455 p., Hardcover
ISBN: 1-4020-4003-2
Due: November 2005

About this book

A main theme of the book outlines the role of the quantum potential in quantum mechanics and general relativity and one of its origins via fluctuations formulated in terms of Fisher information. Another theme is the description of various approaches to Bohmian mechanics and their role in quantum mechanics and general relativity. Along the way various approaches to, for instance, the Dirac equation, the Einstein equations, the Klein-Gordon equation, the Maxwell equations and the Schrodinger equations are described. Statistics and geometry are intertwined in various ways and, among other matters, the aether, cosmology, entropy, fractals, quantum Kaehler geometry, the vacuum and the zero point field are discussed. There is also some speculative material and some original work along with material extracted from over 1000 references and the work is current up to April 2005.

Table of contents

Preface. 1: The Schrodinger Equation. 1.1. Diffusion and Stochastic Processes. 1.2. Scale Relativity. 1.3. Remarks on Fractal Spacetime. 1.3.1. Comments on cantor Sets. 1.3.2. Comments on Hydrodynamics. 1.4. Remarks on Fractal Calculus. 1.5. A Bohmian Approach to Quantum Fractals. 2: DeBroglie-Bohm in Various Contexts. 2.1. The Klein-Gordon and Dirac Equations. 2.1.1. Electromagnetism and the Dirac Equations. 2.2. Bertoldi-Faraggi-Matone Theory. 2.3. Field Theory Models. 2.3.1. Emergence of Particles. 2.3.2. Bosonic Bohmian Theory. 2.3.3. Fermionic Theory. 2.4. DeDonder, Weyl and Bohm. 2.5. QFT and Stochastic Jumps. 2.6. Bohmian Mechanics in QFT. 3: Gravity and the Quantum Potential. 3.1. Introduction. 3.2. Sketch of DeBroglie-Bohm-Weyl Theory. 3.2.1. Dirac-Weyl Action. 3.2.2. Remarks on Conformal Gravity. 3.3. The Schrodinger Equation in Weyl Space. 3.3.1. Fisher Information Revisited. 3.3.2. The KG Equation. 3.4. Scale relativity and KG. 3.5. Quantum Measurement and Geometry. 3.5.1. Measurement on a Biconformal Space. 4: Geometry and Cosmology. 4.1. Dirac-Weyl Geometry. 4.2. Remarks on Cosmology. 4.3. WDW Equation. 4.3.1. Constraints in Ashtekar Variables. 4.4. Remarks on Regularization. 4.5. Pilot Wave Cosmology. 4.5.1. Euclidan Quantum Gravity. 4.6. Bohm and Noncommutative Geometry. 4.7. Exact Uncertainty and Gravity. 5: Fluctuations and Geometry. 5.1. The Zero Point Field. 5.1.1. Remarks on the Aether and Vacuum. 5.1.2. A Version of the Dirac Aether. 5.1.3. Massless Particles. 5.1.4. Einstein Aether Waves. 5.2. Stochastic Electrodynamics. 5.3. Photons and EM. 5.4. Quantum Geometry. 5.4.1. Probability Aspects. 6: Information and Entropy. 6.1. The Dynamics of Uncertainty. 6.1.1. Informaion Dynamics. 6.1.2. Information Measures for QM. 6.1.3. Phase Transitions. 6.1.4. Fisher Information and Hamiltonfs Equations. 6.1.5. Uncertainty and Fluctuations. 6.2. A Touch of Chaos. 6.2.1. Chaos and the Quantum Potential. 6.3. Generalized Thermostatistics. 6.3.1. Nonextensive Statistical Thermodynamics. 6.4. Fisher Physics. 6.4.1. Legendre Thermodynamics. 6.4.2. First and Second Laws. 7: On the Quantum Potential. 7.1. Resume. 7.1.1. The Schrodinger Equation. 7.1.2. DeBroglie-Bohm. 7.1.3. Geometry, Gravity, and QM. 7.1.4. Geometric Phases. 7.1.5. Entropy and Chaos. 7.2. Hydrodynamics and Geometry. 7.2.1. Particle and wave Pictures. 7.2.2. Electromagnetism and the SE. 7.3. Some Speculations on the Aether. 7.3.1. Discussion of a Putative PSI Aether. 7.4. Remarks on Trajectories. 8: Remarks on QFT and Tau Functions. 8.1. Introduction and Background. 8.1.1. Wickfs Theorem and Renormalization. 8.1.2. Products and Relations to Physics. 8.2. Quantum Fields and Quantum Groups. 8.3. Renormalization and Algebra. 8.3.1. Various Algebras. 8.4. Tau Function and Free Fermions. 8.4.1. Symmetric Functions. 8.4.2. PSDO on a Circle. 8.5. Intertwining. 8.6. Vertex Operators and Symmetric Functions.