Carlos Kubrusly

MEASURE THEORY

Description

This contemporary first course focuses on concepts and ideas of Measure Theory, highlighting the theoretical side of the subject. Its primary intention is to introduce Measure Theory to a new generation of students, whether in mathematics or in one of the sciences, by offering them on the one hand a text with complete, rigorous and detailed proofs--sketchy proofs have been a perpetual complaint, as demonstrated in the many Amazon reader reviews critical of authors who "omit 'trivial' steps" and "make not-so-obvious 'it is obvious' remarks." On the other hand, Kubrusly offers a unique collection of fully hinted problems. On the other hand, Kubrusly offers a unique collection of fully hinted problems. The author invites the readers to take an active part in the theory construction, thereby offering them a real chance to acquire a firmer grasp on the theory they helped to build. These problems, at the end of each chapter, comprise complements and extensions of the theory, further examples and counterexamples, or auxiliary results. They are an integral part of the main text, which sets them apart from the traditional classroom or homework exercises. JARGON BUSTER: measure theory Measure theory investigates the conditions under which integration can take place. It considers various ways in which the "size" of a set can be estimated. This topic is studied in pure mathematics programs but the theory is also foundational for students of statistics and probability, engineering, and financial engineering.

Audience

Beginning graduate students and advanced undergraduates in Math, Statistics, Economics, Engineering, and Physics

Contents

Measurability; Measure; Integral; Integrability; Spaces L^p; Convergence; Decomposition; Extension; Product

Hardbound, 176 pages, publication date: NOV-2006
ISBN-13: 978-0-12-370899-1
ISBN-10: 0-12-370899-0


Alexander Ramm, Kansas State University, Manhattan, KS, USA

DYNAMICAL SYSTEMS METHOD FOR SOLVING NONLINEAR OPERATOR EQUATIONS

Included in series
Mathematics in Science and Engineering, 208

Description

The book is of interest to graduate students in functional analysis, numerical analysis, and ill-posed and inverse problems especially. The book presents a general method for solving operator equations, especially nonlinear and ill-posed. It requires a fairly modest background and is essentially self-contained. All the results are proved in the book, and some of the background material is also included. The results presented are mostly obtained by the author.

Audience

Mathematicians, numerical analysists, specialists in scientific computing, engineers and others interested in solving operator equations, ill-posed and inverse problems.

Contents

Preface Contents 1. Introduction 2. Ill-posed problems 3. DSM for well-posed problems 4. DSM and linear ill-posed problems 5. Some inequalities 6. DSM for monotone operators 7. DSM for general nonlinear operator equations 8 DSM for operators satisfying a spectral assumption 9. DSM in Banach spaces 10. DSM and Newton-type methods without inversion of the derivative 11. DSM and unbounded operators 12. DSM and nonsmooth operators 13. DSM as a theoretical tool 14. DSM and iterative methods 15. Numerical problems arising in applications 16. Auxiliary results from analysis Bibliographical notes Bibliography Index

Hardbound, 304 pages, publication date: SEP-2006
ISBN-13: 978-0-444-52795-0
ISBN-10: 0-444-52795-8

C.R. Rao, The Pennsylvania State University, U. S. A.
Sandip Sinharay, MS and PhD in Statistics, Iowa State University, Ames, U.S.A., Educational Testing Service, Princeton, U.S.A.

Psychometrics
HANDBOOK OF STATISTICS, 26

Description

The area of Psychometrics, a field encompassing the statistical methods used in Psychological and educational testing, has become a very important and active area of research, evident from the large body of literature that has been developed in the form of books, volumes and research papers. Mainstream statisticians also have found profound interest in the field because of its unique nature. This book presents a state of the art exposition of theoretical, methodological and applied issues in Psychometrics. This book represents a thorough cross section of internationally renowned thinkers who are inventing methods for dealing with recent challenging psychometric problems. Key Features/ - Emphasis on the most recent developments in the field - Plenty of real, often complicated, data examples to demonstrate the applications of the statistical techniques - Information on available software

Contents

Introduction

1. History and overview of psychometrics (L.V. Jones and D. Thissen)

Some basic ideas of test theory

2. Classical test theory (C. Lewis)
3. Validity: foundational issues and statistical methodology (B.D. Zumbo)
4. Reliability and generalizability theory (N.M. Webb, R.J. Shavelson and E.H. Haertel)
5. Differential item functioning and item bias (R.D. Penfield and G. Camilli)
6. Equating test scores (P.W. Holland, N.J. Dorans and N.S. Petersen)
7. Electronic essay grading (S.J. Haberman)

A variety of approaches/models to handle psychometric data

8. Some matrix results useful in psychometric research (C.R. Rao)
9. Factor Analysis (H. Yanai and M. Ichikawa)
10. Structural equation modeling (K.-H. Yuan and P.M. Bentler)
11. Applications of multidimensional scaling in psychometrics (Y. Takane)
12. Multilevel models in psychometrics (F. Steele and H. Goldstein)
13. Latent class analysis in psychometrics (C.M. Dayton and G.B. Macready)
14. Random-effects models for preference data (U. Bockenholt and R.-C. Tsai)

IRT models

15. Item response theory in a general framework (R.D. Bock and I. Moustaki)
16. Rasch models (G.H. Fischer)
17. Hierarchicam item response theory models (M.S. Johnson, S. Sinharay and E.T. Bradlow)
18. Multidimensional item response theory (M.D. Reckase)
19. Mixture distribution item response models (M. von Davier and J. Rost)
20. Scoring open ended questions (G. Maris and T. Bechger)
21. Assessing the fit of item response theory models (H. Swaminathan, R.K. Hambleton and H.J. Rogers)
22. Nonparametric item response theory and special topics (K. Sijtsma and R.R. Meijer)

Topics of special interst

23. Automatic item generation and cognitive psychology (S. Embretson and X. Yang)
24. Statistical inference for causal effects, with emphasis on applications in psychometrics and education (D.B. Rubin)
25. Statistical aspects of adaptive testing (W.J. van der Linden and C.A.W. Glas)
26. Bayesian Psychometric modeling from an evidence-centered design perspective (R.J. Mislevy and R. Levy)
27. Value-added modeling (H. Braun and H. Wainer)
28. Three statistical paradoxes in the interpretation of group differences: illustrated with medical school admission and licencing data (H. Wainer and L.M. Brown)
29. Meta-analysis (L.W. Hedges)
30. Vertical scaling: statistical models for measuring growth and achievement (R.J. Patz and L. Yao)
31. Cognitive Diagnosis - part I: (L.V. Dibello, L.A. Roussos and W. Stout) - part II: (S.J. Haberman and M. von Davier)

Operational

32. Marginal Estimation of Populalation characteristics: recent developments and future directions (M. von Davier, S. Sinharay, A. Oranje and A. Beaton)
33. Statistical procedures used in college admissions testing (J. Liu, D.J. Harris and A. Schmidt)
34. Integration of models (R.L. Brennan, D.R. Eignor, M.J. Gierl, J.P. Leighton, I. Lawrence, N. Kingston, P. Sanders and C. Schmeiser)
Subject Index

Hardbound, 1190 pages, publication date: NOV-2006
ISBN-13: 978-0-444-52103-3
ISBN-10: 0-444-52103-8



Mark S. Gockenbach

Understanding and Implementing the Finite Element Method

"Upon completion of this book a student or researcher would be well prepared to employ finite elements for an application problem or proceed to the cutting edge of research in finite element methods. The accuracy and the thoroughness of the book are excellent." Anthony Kearsley, research mathematician, National Institute of Standards and Technology


The infinite element method is the most powerful general-purpose technique for computing accurate solutions to partial differential equations. Understanding and Implementing the Finite Element Method is essential reading for those interested in understanding both the theory and the implementation of the finite element method for equilibrium problems. This book contains a thorough derivation of the finite element equations as well as sections on programming the necessary calculations, solving the finite element equations, and using a posteriori error estimates to produce validated solutions. Accessible introductions to advanced topics, such as multigrid solvers, the hierarchical basis conjugate gradient method, and adaptive mesh generation, are provided. Each chapter ends with exercises to help readers master these topics.

Understanding and Implementing the Finite Element Method includes a carefully documented collection of MATLAB programs implementing the ideas presented in the book. Readers will benefit from a careful explanation of data structures and specific coding strategies and will learn how to write a fi?nite element code from scratch. Students can use the MATLAB codes to experiment with the method and extend them in various ways to learn more about programming fi?nite elements.

Audience: This practical book should provide an excellent foundation for those who wish to delve into advanced texts on the subject, including advanced undergraduates and beginning graduate students in mathematics, engineering, and the physical sciences.

About the Author: Mark S. Gockenbach is a Professor of Mathematical Sciences at Michigan Technological University. His research interests include inverse problems, computational optimization, and mathematical software. His first book, Partial Differential Equations: Analytical and Numerical Methods, was published by SIAM in 2002.

Contents:

Preface
Part I The Basic Framework for Stationary Problems
1 Some Model PDEs
2 The weak form of a BVP
3 The Galerkin method
4 Piecewise polynomials and the finite element method
5 Convergence of the finite element method
Part II Data Structures and Implementation
6 The mesh data structure
7 Programming the finite element method: Linear Lagrange triangles
8 Lagrange triangles of arbitrary degree
9 The finite element method for general BVPs
Part III Solving the Finite Element Equations
10 Direct solution of sparse linear systems
11 Iterative methods: Conjugate gradients
12 The classical stationary iterations
13 The multigrid method
Part IV Adaptive Methods
14 Adaptive mesh generation
15 Error estimators and indicators
Bibliography
Index


2006 / xvi + 363 pages / Softcover
ISBN-10: 0-89871-614-4 / ISBN-13:978-0-898716-14-6

Gerard Meurant

The Lanczos and Conjugate Gradient Algorithms:
From Theory to Finite Precision Computations

"No present book comes near this one in the range and depth of treatment of these two extremely important methods?the Lanczos algorithm and the method of conjugate gradients." ?Chris Paige, School of Computer Science, McGill University

The Lanczos and conjugate gradient (CG) algorithms are fascinating numerical algorithms. This book presents the most comprehensive discussion to date of the use of these methods for computing eigenvalues and solving linear systems in both exact and floating point arithmetic. The author synthesizes the research done over the past 30 years, describing and explaining the "average" behavior of these methods and providing new insight into their properties in finite precision. Many examples are given that show significant results obtained by researchers in the field.

The author emphasizes how both algorithms can be used efficiently in finite precision arithmetic, regardless of the growth of rounding errors that occurs. He details the mathematical properties of both algorithms and demonstrates how the CG algorithm is derived from the Lanczos algorithm. Loss of orthogonality involved with using the Lanczos algorithm, ways to improve the maximum attainable accuracy of CG computations, and what modifications need to be made when the CG method is used with a preconditioner are addressed.

Audience This book is intended for applied mathematicians, computational scientists, engineers, and physicists who have an interest in linear algebra, numerical analysis, and partial differential equations. It will be of interest to engineers and scientists using the Lanczos algorithm to compute eigenvalues and the CG algorithm to solve linear systems, and to researchers in Krylov subspace methods for symmetric matrices, especially those concerned with floating point error analysis. Moreover, it can be used in advanced courses on iterative methods or as a comprehensive presentation of a well-known numerical method in i?nite precision arithmetic.

About the Author Gerard Meurant is Director of Research in the military applications division at Commissariat a l'Energie Atomique (CEA) in Bruyeres le Chatel, France. He is the author of Computer Solution of Large Linear Systems (North?Holland, 1999) and serves on the editorial boards of the International Journal of High Speed Computing and Numerical Algorithms. In 1988 Meurant was awarded the Prix CEA and in 1995 the Palmes Academiques, an honor presented each year by the French Ministry of Education.

Contents

Preface
Chapter 1: The Lanczos algorithm in exact arithmetic
Chapter 2: The CG algorithm in exact arithmetic
Chapter 3: A historical perspective on the Lanczos algorithm in finite precision
Chapter 4: The Lanczos algorithm in finite precision
Chapter 5: The CG algorithm in finite precision
Chapter 6: The maximum attainable accuracy
Chapter 7: Estimates of norms of the error in finite precision
Chapter 8: The preconditioned CG algorithm
Chapter 9: Miscellaneous
Appendix
Bibliography
Index

2006 / xvi + 365 pages / Softcover
ISBN-13: 978-0-898716-16-0 / ISBN-10: 0-89871-616-0