Bøger i IMA Volumes in Mathematics and serien

Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.

Inverse problems in wave propagation occur in geophysics, ocean acoustics, civil and environmental engineering, ultrasonic non-destructive testing, biomedical ultrasonics, radar, astrophysics, as well as other areas of science and technology. The papers in this volume cover these scientific and technical topics, together with fundamental mathematical investigations of the relation between waves and scatterers.

The Institute for Mathematics and its Applications (IMA) devoted its 1997-1998 program to Emerging Applications of Dynamical Systems. Dynamical systems theory and related numerical algorithms provide powerful tools for studying the solution behavior of differential equations and mappings. In the past 25 years computational methods have been developed for calculating fixed points, limit cycles, and bifurcation points. A remaining challenge is to develop robust methods for calculating more complicated objects, such as higher- codimension bifurcations of fixed points, periodic orbits, and connecting orbits, as well as the calcuation of invariant manifolds. Another challenge is to extend the applicability of algorithms to the very large systems that result from discretizing partial differential equations. Even the calculation of steady states and their linear stability can be prohibitively expensive for large systems (e.g. 10_3- -10_6 equations) if attempted by simple direct methods. Several of the papers in this volume treat computational methods for low and high dimensional systems and, in some cases, their incorporation into software packages. A few papers treat fundamental theoretical problems, including smooth factorization of matrices, self -organized criticality, and unfolding of singular heteroclinic cycles. Other papers treat applications of dynamical systems computations in various scientific fields, such as biology, chemical engineering, fluid mechanics, and mechanical engineering.

The articles collected in this volume represent the contributions presented at the IMA workshop on "Dynamics of Algorithms" which took place in November 1997. The workshop was an integral part of the 1997 -98 IMA program on "Emerging Applications of Dynamical Systems." The interaction between algorithms and dynamical systems is mutually beneficial since dynamical methods can be used to study algorithms that are applied repeatedly. Convergence, asymptotic rates are indeed dynamical properties. On the other hand, the study of dynamical systems benefits enormously from having efficient algorithms to compute dynamical objects.

A collection of refereed papers from a six-week workshop on statistics in the health sciences, that brought together theoretical and applied statisticians from universities, medical and public health schools, government and private research institutions, and pharmaceutical companies involved in prediction problems in the life and social sciences and in diagnostic and screening tests. A number of papers with applications were presented and particularly lively discussions ensued involving the critical issues and difficulties in using and interpreting diagnostic tests and implementing mass screening programs. The prediction or controlling future events, such as survival, comparative survival and survival post intervention for a disease or even for certain biological or natural events was also represented by participants who presented work that devised predictive methodology for a variety of problems mainly from a Bayesian perspective.

This volume comprises some of the key work presented at two IMAWorkshops on Computer Vision during fall of 2000. Recent years haveseen significant advances in the application of sophisticatedmathematical theories to the problems arising in image processing.Basic issues include image smoothing and denoising, image enhancement,morphology, image compression, and segmentation (determiningboundaries of objects-including problems of camera distortion andpartial occlusion). Several mathematical approaches have emerged,including methods based on nonlinear partial differential equations,stochastic and statistical methods, and signal processing techniques,including wavelets and other transform theories.Shape theory is of fundamental importance since it is the bottleneckbetween high and low level vision, and formed the bridge between thetwo workshops on vision. The recent geometric partial differentialequation methods have been essential in throwing new light on thisvery difficult problem area. Further, stochastic processes, includingMarkov random fields, have been used in a Bayesian framework toincorporate prior constraints on smoothness and the regularities ofdiscontinuities into algorithms for image restoration andreconstruction.A number of applications are considered including optical characterand handwriting recognizers, printed-circuit board inspection systemsand quality control devices, motion detection, robotic control byvisual feedback, reconstruction of objects from stereoscopic viewand/or motion, autonomous road vehicles, and many others.

This IMA Volume in Mathematics and its Applications Metastability and Incompletely Posed Problems represents the proceedings of a workshop which was an integral part of the 19R4-R5 IMA program on CONTINUUM PHYSICS AND PARTIAL DIFFERENTIAL EOIIATIONS. We are grateful to the Scientific Committee: ,I.L. Eri cksen D. Kinderlehrer H. Rrezis C. Dafermos for their dedication and hard work in developing an imaginative, stimulating, and productive year-long program. George R. Sell Hans Weinberger Preface Most equilibrium events in nature do not realize configurations of minimum energy. They are only metastable. Available knowledge of constitutive relations and environmental interactions may be limiterl. As a result, many configurations may he compatible with the rlata. Such questions are incompletely poserl. The papers in this volume address a wide variety of these issues as they are perceived by the material scientist and the mathematician. They represent a portion of the significant activity which has been underway in recent years, from the experimental arena and physical theory to the analysis of differential equations and computation.

The physics of soft matter - materials such as elastomers, gels, foams and liquid crystals - is an area of intense interest and contemporary study. Moreover, soft matter plays a role in a wide variety of important processes and application. For example, gel swelling and dynamics are an essential part of many biological and individual processes, such as motility mechanisms in bacteria and the transport and absorption of drugs. Ferroelectrics, liquid crystals, and elastomers are being used to design ever faster switching devices. Experimental studies, such as scattering, optical and electron microscopy, have provided a great deal of detailed information on structures. But the integration of mathematical modeling and analysis with experimental approaches promises to greatly increase our understanding of structure-property relationships and constitutive equations. The workshop on Modeling of Soft Matter has taken such an integrated approach. It brought together researchers in applied and computational mathematical fields such as differential equations, dynamical systems, analysis, and fluid and solid mechanics, and scientists and engineers from a variety of disciplines relevant to soft matter physics. An important outcome of the workshop has been to identify beautiful and novel scientific problems arising in soft matter that are in need of mathematical modeling and appear amenable to it and so to set the stage for further research. This volume presents a collection of papers representing the key aspects of the topics discussed at depth in the course of the workshop.

This IMA Volume in Mathematics and its Applications STATISTICAL MODELS IN EPIDEMIOLOGY, THE ENVIRONMENT,AND CLINICAL TRIALS is a combined proceedings on "Design and Analysis of Clinical Trials" and "Statistics and Epidemiology: Environment and Health. " This volume is the third series based on the proceedings of a very successful 1997 IMA Summer Program on "Statistics in the Health Sciences. " I would like to thank the organizers: M. Elizabeth Halloran of Emory University (Biostatistics) and Donald A. Berry of Duke University (Insti­ tute of Statistics and Decision Sciences and Cancer Center Biostatistics) for their excellent work as organizers of the meeting and for editing the proceedings. I am grateful to Seymour Geisser of University of Minnesota (Statistics), Patricia Grambsch, University of Minnesota (Biostatistics); Joel Greenhouse, Carnegie Mellon University (Statistics); Nicholas Lange, Harvard Medical School (Brain Imaging Center, McLean Hospital); Barry Margolin, University of North Carolina-Chapel Hill (Biostatistics); Sandy Weisberg, University of Minnesota (Statistics); Scott Zeger, Johns Hop­ kins University (Biostatistics); and Marvin Zelen, Harvard School of Public Health (Biostatistics) for organizing the six weeks summer program. I also take this opportunity to thank the National Science Foundation (NSF) and the Army Research Office (ARO), whose financial support made the workshop possible. Willard Miller, Jr.

This IMA Volume in Mathematics and its Applications NONLINEAR EVOLUTION EQUATIONS THAT CHANGE TYPE is based on the proceedings of a workshop which was an integral part of the 1988-89 IMA program on NONLINEAR WAVES. The workshop focussed on prob­ lems of ill-posedness and change of type which arise in modeling flows in porous materials, viscoelastic fluids and solids and phase changes. We thank the Coordinat­ ing Committee: James Glimm, Daniel Joseph, Barbara Lee Keyfitz, Andrew Majda, Alan Newell, Peter Olver, David Sattinger and David Schaeffer for planning and implementing an exciting and stimulating year-long program. We especially thank the workshop organizers, Barbara Lee Keyfitz and Michael Shearer, for their efforts in bringing together many of the major figures in those research fields in which theories for nonlinear evolution equations that change type are being developed. A vner Friedman Willard Miller, J r. ix PREFACE During the winter and spring quarters of the 1988/89 IMA Program on Non­ linear Waves, the issue of change of type in nonlinear partial differential equations appeared frequently. Discussion began with the January 1989 workshop on Two­ Phase Waves in Fluidized Beds, Sedimentation and Granular Flow; some of the papers in the proceedings of that workshop present strategies designed to avoid the appearance of change of type in models for multiphase fluid flow.

Coding theory, system theory, and symbolic dynamics have much in common. A major new theme in this area of research is that of codes and systems based on graphical models. This volume contains survey and research articles from leading researchers at the interface of these subjects.

This IMA Volume in Mathematics and its Applications DISCRETE EVENT SYSTEMS, MANUFACTURING SYSTEMS AND COMMUNICATION NETWORKS is based on the proceedings of a workshop that was an integral part of the 1992-93 IMA program on "Control Theory. " The study of discrete event dynamical systems (DEDS) has become rapidly popular among researchers in systems and control, in communication networks, in manufacturing, and in distributed computing. This development has created problems for re­ searchers and potential "consumers" of the research. The first problem is the veritable Babel of languages, formalisms, and approaches, which makes it very difficult to determine the commonalities and distinctions among the competing schools of approaches. The second, related, problem arises from the different traditions, paradigms, values, and experience that scholars bring to their study of DEDS, depending on whether they come from control, com­ munication, computer science, or mathematical logic. As a result, intellectual exchange among scholars becomes compromised by unexplicated assumptions. The purpose of the Workshop was to promote exchange among scholars representing some of the major "schools" of thought in DEDS with the hope that (1) greater clarity will be achieved thereby, and (2) cross-fertilization will lead to more fruitful questions. We thank P. R. Kumar and P. P. Varaiya for organizing the workshop and editing the proceedings. We also take this opportunity to thank the National Science Foundation and the Army Research Office, whose financial support made the workshop possible. A vner Friedman Willard Miller, Jr.

This is the seventh volume in the series "Mathematics in Industrial Prob­ lems. " The motivation for these volumes is to foster interaction between Industry and Mathematics at the "grass roots level;" that is, at the level of specific problems. These problems come from Industry: they arise from models developed by the industrial scientists in ventures directed at the manufacture of new or improved products. At the same time, these prob­ lems have the potential for mathematical challenge and novelty. To identify such problems, I have visited industries and had discussions with their scientists. Some of the scientists have subsequently presented their problems in the IMA Seminar on Industrial Problems. The book is based on the seminar presentations and on questions raised in subse­ quent discussions. Each chapter is devoted to one of the talks and is self­ contained. The chapters usually provide references to the mathematical literature and a list of open problems which are of interest to the industrial scientists. For some problems a partial solution is indicated briefly. The last chapter of the book contains a short description of solutions to some of the problems raised in previous volumes, as well as references to papers in which such solutions have been published. The speakers in the Seminar on Industrial Problems have given us at the IMA hours of delight and discovery. My thanks to David K. Lambert (Gen­ eral Motors Research and Development), David S.

From its origins nearly two centuries ago, Hamiltonian dynamics has grown to embrace the physics of nearly all systems that evolve without dissipation, as well as a number of branches of mathematics, some of which were literally created along the way. This volume contains the proceedings of the International Conference on Hamiltonian Dynamical Systems; its contents reflect the wide scope and increasing influence of Hamiltonian methods, with contributions from a whole spectrum of researchers in mathematics and physics from more than half a dozen countries, as well as several researchers in the history of science. With the inclusion of several historical articles, this volume is not only a slice of state-of-the-art methodology in Hamiltonian dynamics, but also a slice of the bigger picture in which that methodology is imbedded.

This IMA Volume in Mathematics and its Applications COMPUTATIONAL WAVE PROPAGATION is based on the workshop with the same title and was an integral part of the 1994-1995 IMA program on "Waves and Scattering." We would like to thank Bjorn Engquist and Gregory A. Kriegsmann for their hard work in organizing this meeting and in editing the proceedings. We also take this opportunity to thank the National Science Foundation, the Army Research Office, and the Office of Naval Research, whose financial support made this workshop possible. A vner Friedman Robert Gulliver v PREFACE Although the field of wave propagation and scattering has its classical roots in the last century, it has enjoyed a rich and vibrant life over the past 50 odd years. Scientists, engineers, and mathematicians have devel­ oped sophisticated asymptotic and numerical tools to solve problems of ever increasing complexity. Their work has been spurred on by emerging and maturing technologies, primarily concerned with the propagation and reception of information, and the efficient transmission of energy. The vitality of this scientific field is not waning. Increased demands to precisely quantify, measure, and control the propagation and scattering of waves in increasingly complex settings pose challenging scientific and mathematical problems. These push the envelope of analysis and comput­ ing, just as their forerunners did 50 years ago. These modern technological problems range from using underwater sound to monitor and predict global warming, to periodically embedding phase-sensitive amplifiers in optical fibers to insure long range digital communication.