Bøger i Mathematics and its Applications serien

Two central problems in the pure theory of economic growth are analysed in this monograph: 1) the dynamic laws governing the economic growth processes, 2) the kinematic and geometric properties of the set of solutions to the dynamic systems.

This series presents some tools of applied mathematics in the areas of proba bility theory, operator calculus, representation theory, and special functions used currently, and we expect more and more in the future, for solving problems in math ematics, physics, and, now, computer science.

Geometric dynamics is a tool for developing a mathematical representation of real world phenomena, based on the notion of a field line described in two ways: -as the solution of any Cauchy problem associated to a first-order autonomous differential system;

The Feynman integral is considered as an intuitive representation of quantum mechanics showing the complex quantum phenomena in a language comprehensible at a classical level.

This is a monograph on geometrical and topological features which arise in various quantization procedures. When this internal space variable is considered as a direc tion vector introducing an anisotropy in the internal space, we have the quantization of a Fermi field.

The Probability Theory of Patterns and Runs has had a long and distinguished history, starting with the work of de Moivre in the 18th century and that of von Mises in the early 1920's, and continuing with the renewal-theoretic results in Feller's classic text An Introduction to Probability Theory and its Applications, Volume 1.

Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non trivially) in regional and theoretical economics;

This book covers contemporary topics of mathematical analysis in the form of new ideas, methods, techniques, algorithms, as well as applications of tools in various engineering and scientific fields. It discusses various problems and offers ways to create models to solve those problems.

Mathematical models are used to convert real-life problems using mathematical concepts and language. These models are governed by differential equations whose solutions make it easy to understand the real-life problems. The applications can be applied to engineering and science disciplines.

This is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications. The new edition offers a detailed treatment of the core area of probability, and both structural and limit results are presented in detail. Compared to the first edition, the material and presentation are better highlighted; each chapter is improved and updated.

Henkin-Keisler models emanate from a modification of the Henkin construction introduced by Keisler to motivate the definition of ultraproducts. Keisler modified the Henkin construction at that point at which `new' individual constants are introduced and did so in a way that illuminates a connection between Henkin-Keisler models and ultraproducts. The resulting construction can be viewed both as a specialization of the Henkin construction and as an alternative to the ultraproduct construction. These aspects of the Henkin-Keisler construction are utilized here to present a perspective on ultraproducts and their applications accessible to the reader familiar with Henkin's proof of the completeness of first order logic and naive set theory. This approach culminates in proofs of various forms of the Keisler-Shelah characterizations of elementary equivalence and elementary classes via Henkin-Keisler models. The presentation is self-contained and proofs of more advanced results from set theory are introduced as needed. Audience: Logicians in philosophy, computer science, linguistics and mathematics.

The International Conference on Differential Equations and Nonlinear Mechanics was hosted by the University of Central Florida in Orlando from March 17-19, 1999. One of the conference days was dedicated to Professor V. Lakshmikantham in th honor of his 75 birthday. 50 well established professionals (in differential equations, nonlinear analysis, numerical analysis, and nonlinear mechanics) attended the conference from 13 countries. Twelve of the attendees delivered hour long invited talks and remaining thirty-eight presented invited forty-five minute talks. In each of these talks, the focus was on the recent developments in differential equations and nonlinear mechanics and their applications. This book consists of 29 papers based on the invited lectures, and I believe that it provides a good selection of advanced topics of current interest in differential equations and nonlinear mechanics. I am indebted to the Department of Mathematics, College of Arts and Sciences, Department of Mechanical, Materials and Aerospace Engineering, and the Office of International Studies (of the University of Central Florida) for the financial support of the conference. Also, to the Mathematics Department of the University of Central Florida for providing secretarial and administrative assistance. I would like to thank the members of the local organizing committee, Jeanne Blank, Jackie Callahan, John Cannon, Holly Carley, Brad Pyle, Pete Rautenstrauch, and June Wingler for their assistance. Thanks are also due to the conference organizing committee, F. H. Busse, J. R. Cannon, V. Girault, R. H. J. Grimshaw, P. N. Kaloni, V.

In this book the author sets out to answer two important questions: 1. Which numerical methods may be combined together? 2. How can different numerical methods be matched together? In doing so the author presents a number of useful combinations, for instance, the combination of various FEMs, the combinations of FEM-FDM, REM-FEM, RGM-FDM, etc. The combined methods have many advantages over single methods: high accuracy of solutions, less CPU time, less computer storage, easy coupling with singularities as well as the complicated boundary conditions. Since coupling techniques are essential to combinations, various matching strategies among different methods are carefully discussed. The author provides the matching rules so that optimal convergence, even superconvergence, and optimal stability can be achieved, and also warns of the matching pitfalls to avoid. Audience: The book is intended for both mathematicians and engineers and may be used as text for advanced students.

This book provides an upto date information on metric, connection and curva- ture symmetries used in geometry and physics. More specifically, we present the characterizations and classifications of Riemannian and Lorentzian manifolds (in particular, the spacetimes of general relativity) admitting metric (i.e., Killing, ho- mothetic and conformal), connection (i.e., affine conformal and projective) and curvature symmetries. Our approach, in this book, has the following outstanding features: (a) It is the first-ever attempt of a comprehensive collection of the works of a very large number of researchers on all the above mentioned symmetries. (b) We have aimed at bringing together the researchers interested in differential geometry and the mathematical physics of general relativity by giving an invariant as well as the index form of the main formulas and results. (c) Attempt has been made to support several main mathematical results by citing physical example(s) as applied to general relativity. (d) Overall the presentation is self contained, fairly accessible and in some special cases supported by an extensive list of cited references. (e) The material covered should stimulate future research on symmetries. Chapters 1 and 2 contain most of the prerequisites for reading the rest of the book. We present the language of semi-Euclidean spaces, manifolds, their tensor calculus; geometry of null curves, non-degenerate and degenerate (light like) hypersurfaces. All this is described in invariant as well as the index form.

Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature of the book. Applications to higher order stochastic differential equations and their special features are presented in detail. Stochastic processes in a manifold and multiparameter stochastic analysis are also discussed. Each of the seven chapters includes complements, exercises and extensive references: many avenues of research are suggested. The book is a completely revised and enlarged version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material. Audience: Suitable as a text/reference for second year graduate classes and seminars. A knowledge of real analysis, including Lebesgue integration, is a prerequisite.

The main purpose of this handbook is to summarize and to put in order the ideas, methods, results and literature on the theory of random evolutions and their applications to the evolutionary stochastic systems in random media, and also to present some new trends in the theory of random evolutions and their applications. In physical language, a random evolution ( RE ) is a model for a dynamical sys- tem whose state of evolution is subject to random variations. Such systems arise in all branches of science. For example, random Hamiltonian and Schrodinger equations with random potential in quantum mechanics, Maxwell's equation with a random refractive index in electrodynamics, transport equations associated with the trajec- tory of a particle whose speed and direction change at random, etc. There are the examples of a single abstract situation in which an evolving system changes its "e;mode of evolution"e; or "e;law of motion"e; because of random changes of the "e;environment"e; or in a "e;medium"e;. So, in mathematical language, a RE is a solution of stochastic operator integral equations in a Banach space. The operator coefficients of such equations depend on random parameters. Of course, in such generality , our equation includes any homogeneous linear evolving system. Particular examples of such equations were studied in physical applications many years ago. A general mathematical theory of such equations has been developed since 1969, the Theory of Random Evolutions.