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V. I. Arnold K. Bezdek, University of Calgary, AB, Canada; K. Bredies, C. Clason, K. Kunisch, G. von Winckel, A. B. Givental, University of California at Berkeley, A. Deza, McMaster University, Hamilton, ON, Canada; University of Graz, Austria (Eds) CA, USA; B. Khesin, University of Toronto, ON, Y. Ye, Stanford University, CA, USA (Eds) Control and Optimization with Canada; A. N. Varchenko, University of North Discrete Geometry and Carolina, NC, USA; V. A. Vassiliev, Steklov Institute of PDE Constraints Mathematics, Moscow, Russia; O. Viro, Stony Brook Optimization University, NY, USA (Eds) Features Contents 7 Contains timely contributions from leading Vladimir I. Arnold - Collected Preface.- Discrete Geometry in Minkowski Spaces experts in the field 7 Covers a wide range of as- Works (Alonso, Martini, and Spirova).- Engineering pects of control and optimization of PDEs 7 Ad- Branch-and-Cut Algorithms for the Equicut Pro- dresses both mathematicians and practitioners Hydrodynamics, Bifurcation Theory, and gram (Anjos, Liers, Pardella, and Schmutzer).- An Algebraic Geometry 1965-1972 Approach to the Dodecahedral Conjecture Based Contents Transl. French: D. Auroux, A. Chenciner, Transl. on Bounds for Spherical Codes (Anstreicher).- Preface.- An Adaptive POD Approximation Russian: G. G. Gould On Minimal Tilings with Convex Cells Each Method for the Control of Advection-Diffusion Containing a Unit Ball (Bezdek).- On Volumes of Equations (A. Alla and M. Falcone).- General- ized Sensitivity Analysis for Delay Differential Contents Permutation Polytopes (Burggraf, De Loera, and Omar).- Monotone Paths in Planar Convex Sub- Equations (H. T. Banks, D. Robbins and K. L. 1 Variational principle for three-dimensional Sutton).- Regularity and Unique Existence of Solu- steady-state flows of an ideal fluid.- 2 On the divisions and Polytopes (Dumitrescu, Rote, and Toth).- Complexity of the Positive Semidefinite tion to Linear Diffusion Equation with Multiple Riemann curvature of diffeomorphism groups.- 3 Time-Fractional Derivatives (S. Beckers and M. Sur la topologie des écoulements stationnaires des Matrix Completion Problem with a Rank Con- straint (Eisenberg-Nagy, Laurent, and Varvitsi- Yamamoto).- Nonsmooth Optimization Method fluides parfaits (in French).- 4 Conditions for non- and Sparsity (K. Ito).- Parareal in Time Intermedi- linear stability of stationary plane curvilinear flows otis).- The Strong Dodecahedral Conjecture and Fejes Toth’s Conjecture on Sphere Packings with ate Targets Methods for Optimal Control Problem of an ideal fluid.- 5 On the topology of three- (Y. Maday, M.- K. Riahi and J. Solomon).- Hamil- dimensional steady flows of an ideal fluid.- 6 On Kissing Number Twelve (Hales).- Solving Nuclear Norm Regularized and Semidefinite Matrix ton–Jacobi–Bellman Equations on Multi-Domains an a priori estimate in the theory of hydrodynami- (Z. Rao and H. Zidani).- Gradient Computation cal stability.- 7 On the differential geometry of Least Squares Problems with Linear Equality Constraints (Jiang, Sun, and Toh).- Techniques for Model Calibration with Pointwise Observa- infinite-dimensional Lie groups and its application tions (E. W. Sachs and M. Schu).- Numerical to the hydrodynamics of perfect fluids.- 8 On a for Submodular Maximization (Lee).- A Further Generalization of the Colourful Caratheodory Analysis of POD A-Posteriori Error Estimation for variational principle for the steady flows of perfect Optimal Control (A. Studinger and S. Volkwein).- fluids and its application to problems of non- theorem (Meunier, Deza).- Expected Crossing Numbers (Mohar, Stephen).- EL-Labelings and Cubature on C1 Space (G. Turinici).- A Global- linear stability.- 9 Characteristic class entering in ized Newton Method for the Optimal Control of quantization conditions.- 10 A note on Weierstrass Canonical Spanning Trees for Subword Complexes (Pilaud, Stump).- Bandwidth, Vertex Separators, Fermionic Systems (G. von Winckel).- A Priori auxiliary theorem.- 11 A letter to the editors (in Error Estimates for Optimal Control Problems Russian).- 12 The stability problem and ergodic and Eigenvalue Optimization (Rendl, Lisser, and Piacentini).- Exploiting Symmetries in Polyhe- with Constraints on the Gradient of the State on properties for classical dynamical systems.- 13 Nonsmooth Polygonal Domains (W. Wollner). Remark on the branching of hyperelliptic integrals dral Computations (Schurmann).- Conditions for Correct Sensor Network Localization Using as functions of the parameters.- 14 Singularities of Fields of interest SDP Relaxation (Shamsi, Taheri, Zhu, and Ye).- A smooth mappings. [...] Calculus of Variations and Optimal Control; Opti- Primal-Dual Smooth Perceptron-von Neumann mization; Partial Differential Equations; Computa- Fields of interest Algorithm (Soheili, Pena). [...] tional Mathematics and Numerical Analysis Mathematical Applications in the Physical Sci- Fields of interest ences; Algebraic Geometry; Mathematical Meth- Target groups Convex and Discrete Geometry; Discrete Optimi- ods in Physics Research zation; Operations Research, Management Science Target groups Product category Target groups Research Contributed volume Research Product category Product category Collected works Contributed volume
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2013. Approx. 500 p. (Vladimir I. Arnold - Collected 2013. X, 332 p. 53 illus., 32 in color. (Fields Institute 2013. IX, 209 p. (International Series of Numerical Works, Volume 2) Hardcover Communications, Volume 69) Hardcover Mathematics, Volume 164) Hardcover 7 * € (D) 117,65 | € (A) 120,95 | sFr 146,50 7 * € (D) 101,64 | € (A) 104,49 | sFr 126,50 7 approx. * € (D) 90,94 | € (A) 93,49 | sFr 113,50 7 € 109,95 | £99.00 7 € 94,99 | £85.50 7 approx. € 84,99 | £76.50 9
S. Cohen, Université Paul Sabatier, Toulouse, France; C. Constanda, The University of Tulsa, OK, USA O. L. Costa, Polytechnic School, Sao Paulo, Brazil; J. Istas, Université Grenoble 2, Saint-Martin d’Hères, F. Dufour, Institut Polytechnique de Bordeaux, France Differential Equations: A Primer France Fractional Fields and for Scientists and Engineers Continuous Average Control of Applications Differential Equations for Scientists and Engi- Piecewise Deterministic Markov neers is a book designed with students in mind. This book focuses mainly on fractional Brown- It attempts to take a concise, simple, and no-frills Processes ian fields and their extensions. It has been used approach to differential equations. The approach The intent of this book is to present recent results to teach graduate students at Grenoble and used in this text is to give students extensive in the control theory for the long run aver- Toulouse’s Universities. It is as self-contained as experience in main solution techniques with a age continuous control problem of piecewise possible and contains numerous exercises, with lighter emphasis on the physical interpretation of deterministic Markov processes (PDMPs). The solutions in an appendix. After a foreword by the results. With a more manageable page count book focuses mainly on the long run average Stéphane Jaffard, a long first chapter is devoted than comparable titles, and over 400 exercises that cost criteria and extends to the PDMPs some to classical results from stochastic fields and can be solved without a calculating device, this well-known techniques related to discrete-time fractal analysis. A central notion throughout this book emphasizes the understanding and practice and continuous-time Markov decision processes, book is self-similarity, which is dealt with in a of essential topics in a succinct fashion. including the so-called ``average inequality second chapter with a particular emphasis on approach’’, ``vanishing discount technique’’ and the celebrated Gaussian self-similar fields, called Features ``policy iteration algorithm’’. We believe that what fractional Brownian fields after Mandelbrot and 7 Discuses essential topics completely, con- is unique about our approach is that, by using the Van Ness’s seminal paper. Fundamental properties cisely, and succinctly, in "everyday classroom special features of the PDMPs, we trace a parallel of fractional Brownian fields are then stated and language" without unnecessary embellish- with the general theory for discrete-time Markov proved. The second central notion of this book is ment 7 Includes extensive examples and exercis- Decision Processes rather than the continuous- the so-called local asymptotic self-similarity (in es without the need for a computing device 7 To time case. short lass), which is a local version of self-similar- be used both independently by average students and as a basic framework in the fundamentals of ity, defined in the third chapter. A lengthy study is Features the subject for more advanced students devoted to lass fields with finite variance. Among 7 Uses the special features of the Piecewise De- these lass fields, we find both Gaussian fields and Contents terministic Markov Processes (PDMPs) 7 Traces non-Gaussian fields, called Lévy fields. 1. Introduction.- 2. First Order Equations.- 3. a parallel with the general theory for discrete-time Features Mathematical Models with First-Order Equa- Markov Decision Processes 7 Uses the powerful tools developed in the discrete-time framework 7 Stated and proved properties of fractional tions.- 4. Linear Second-Order Equations.- 4. Higher-Order Equations.- 5. Mathematical Models Brownian fields 7 Efficient statistical inference Contents with Second-Order Equations.- 6. Higher-Order of fractional parameters 7 Efficient simulation Introduction.- Average Continuous Control of Linear Equations.- 7. Systems of Differential Equa- algorithm of fractional fields PDMPs.- Optimality Equation for the Average tions.- 8. The Laplace Transformation.- 9. Series Control of PDMPs.- The Vanishing Discount Contents Solutions.- A. Algebra Techniques.- B. Calculus Approach for PDMPs.- The Policy Iteration Algo- Foreword.- Contents.- Introduction.- Preliminar- Techniques.- C. Table of Laplace Transforms.- D. rithm for PDMPs.- References. ies.- Self-similarity.- Asymptotic self-similarity.- The Greek Alphabet. Statistics.- Simulations.- A Appendix.- B Appen- Fields of interest Field of interest dix.- References. Probability Theory and Stochastic Processes; Con- Difference and Functional Equations Fields of interest tinuous Optimization; Systems Theory, Control Target groups Probability Theory and Stochastic Processes; Sta- Target groups Upper undergraduate tistical Theory and Methods; Complexity Research Product category Target groups Product category Undergraduate textbook Research Brief Product category Monograph
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2013. XIII, 281 p. 27 illus. (Mathématiques et 2013. XVI, 264 p. (Springer Undergraduate Texts in 2013. XI, 112 p. 2 illus. (SpringerBriefs in Applications, Volume 73) Softcover Mathematics and Technology) Hardcover Mathematics) Softcover 7 * € (D) 42,79 | € (A) 43,99 | sFr 53,50 7 approx. * € (D) 42,79 | € (A) 43,99 | sFr 49,50 7 * € (D) 53,49 | € (A) 54,99 | sFr 67,00 7 € 39,99 | £35.99 7 approx. € 39,99 | £33.99 7 € 49,99 | £44.99 9
S. Crépey, Université d’Evry, France B. Eckmann, Zurich, Switzerland D. E. Edmunds, University of Sussex, Brighton, UK; Financial Modeling M.‑A. Knus, G. Mislin, U. Stammbach, Zurich, W. D. Evans, Cardiff University, UK Switzerland (Eds) Representations of Linear A Backward Stochastic Differential Equations Selecta Perspective Operators Between Banach This volume contains research papers and survey Spaces Backward stochastic differential equations (BS- articles written by Beno Eckmann from 1941 to DEs) provide a general mathematical framework 1986. The aim of the compilation is to provide The book deals with the representation in series for solving pricing and risk management questions a general view of the breadth of Eckmann’s form of compact linear operators acting between of financial derivatives. mathematical work. His influence was particu- Banach spaces, and provides an analogue of the Features larly strong in the development of many subfields classical Hilbert space results of this nature that 7 Provides a unique, BSDE-based perspective of topology and algebra, where he repeatedly have their roots in the work of Hilbert, F. Riesz on financial modeling and computational finance pointed out close, and often surprising, connec- and E. Schmidt. The representation involves a areas as for example on the pricing and hedg- tions between these, and other, areas. The surveys recursively obtained sequence of points on the ing theory, across all asset classes 7 A unified are exemplary in the way they make difficult unit sphere of the initial space and a correspond- presentation of all kinds of numerical schemes: mathematical ideas easily comprehensible and ac- ing sequence of positive numbers that correspond semi-explicit, deterministic (PDEs), simulation cessible even to non-specialists. The topics treated to the eigenvectors and eigenvalues of the map in (Monte Carlo and American Monte Carlo) 7 Il- here can be classed in the following, not entirely the Hilbert space case. The lack of orthogonality lustrates both the theoretical and practical interest unrelated areas: algebraic topology (homotopy is partially compensated by the systematic use of BSDEs for financial applications and homology theory), algebra, group theory and of polar sets. There are applications to the p- differential geometry. Beno Eckmann was Profes- Laplacian and similar nonlinear partial differential Contents sor of Mathematics at the University of Lausanne equations. Preliminary material is presented in Part I: An Introductory Course in Stochastic Pro- 1942-48, and Principal of the Institute for Math- the first chapter, the main results being established cesses.- 1.Some classes of Discrete-Time Stochastic ematical Research at the ETH Zurich, 1964-84, in Chapter 2. The final chapter is devoted to the Processes.-2.Some Classes of Continuous-Time where he has since been emeritus professor. problems encountered when trying to represent Stochastic Processes.- 3.Elements of Stochastic non-compact maps. Features Analysis.- Part II: Pricing Equations.- 4.Martin- 7 Features gale Modeling.- 5.Benchmark Models.- Part III: Provides a broad overview of Beno Eckmann's 7 7 Numerical Solutions.- 6.Monte Carlo Methods.- work Historical significance Includes also 7 No similar treatment existing in book 7.Tree Methods.- 8.Finite Differences.- 9.Callibra- survey articles form 7 Very recent and ongoing develop- tion Methods.- Part IV: Applications.- 10.Simula- ments 7 Likely to stimulate interest in a difficult Contents and interesting branch of analysis tion/ Regression Pricing Schemes in Diffusive Curriculum vitae.- Biographical note.- 64 papers Setups.- 11.Simulation/ Regression Pricing from Beno Eckmann.- Notes.- Bibliography of the Contents Schemes in Pure Jump Setups.- Part V: Jump- publications of Beno Eckmann.- List of Ph.D. The- 1 Preliminaries.- 2 Representation of compact Diffusion Setup with Regime Switching (**).- ses written under the supervision of B. Eckmann. linear operators.- 3 Representation of bounded 12.Backward Stochastic Differential Equations.- linear operators. 13.Analytic Approach.- 14.Extensions.- Part VI: Fields of interest Appendix.- A.Technical Proofs (**).- B.Exercises.- Mathematics, general; Group Theory and General- Fields of interest C.Corrected Problem Sets. izations; Algebraic Topology Operator Theory; Partial Differential Equations
Fields of interest Target groups Target groups Computational Science and Engineering; Quanti- Research Research tative Finance; Partial Differential Equations Product category Product category Target groups Collected works Monograph Graduate
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Due May 2013 Due May 2013 Only available in print Due July 2013 2013. Approx. 415 p. With online files/update. 1987. XII, 836 p. 1 illus. WithReprint 2013 from (Springer Finance / Springer Finance Textbooks) the 1987 edition. (Springer Collected Works in 2013. X, 140 p. (Operator Theory: Advances and Hardcover Mathematics) Softcover Applications, Volume 238) Hardcover 7 * € (D) 64,19 | € (A) 65,99 | sFr 80,00 7 approx. * € (D) 64,15 | € (A) 65,95 | sFr 80,00 7 approx. * € (D) 90,90 | € (A) 93,45 | sFr 113,50 7 € 59,99 | £53.99 7 approx. € 59,95 | £53.99 7 approx. € 84,95 | £76.50 9
Y. Eidelman, I. Gohberg, I. Haimovici, Tel Aviv Y. Eidelman, I. Gohberg, I. Haimovici, Tel Aviv J. A. Ellis-Monaghan, Saint Michael’s College, University, Israel University, Israel Colchester, VT, USA; I. Moffatt, University of London, Separable Type Separable Type Surrey, UK Representations of Matrices Representations of Matrices Graphs on Surfaces and Fast Algorithms and Fast Algorithms Dualities, Polynomials, and Knots Volume 1. Basics. Completion problems. Volume 2. Eigenvalue method Graphs on Surfaces: Dualities, Polynomials, and Multiplication and inversion algorithms Knots offers an accessible and comprehensive Features treatment of recent developments on generalized Contents 7 Self-contained monograph with material devel- duals of graphs on surfaces, and their applica- Part 1. Basics on separable, semiseparable and oped over the last 30 years 7 Systematic theoreti- tions. The authors illustrate the interdependency quasiseparable representations of matrices.- 1. cal and computational study of several types of between duality, medial graphs and knots; how Matrices with separable representation and low generalizations of separable matrices 7 Many this interdependency is reflected in algebraic complexity algorithms.- 2. The minimal rank illustrative examples in different chapters of the invariants of graphs and knots; and how it can completion problem.- 3. Matrices in diagonal plus book be exploited to solve problems in graph and knot semiseparable form.- 4. Quasiseparable represen- theory. Contents tations: the basics.- 5. Quasiseparable genera- Features tors.- 6. Rank numbers of pairs of mutually inverse Part 5. The eigenvalue structure of order one qua- matrices, Asplund theorems.- 7. Unitary matrices siseparable matrices.- 21. Quasiseparable of order 7 Examines the full generalization of duality for with quasiseparable representations.- Part 2. one matrices. Characteristic polynomials.- 22. embedded graphs, and interactions of this duality Completion of matrices with specified bands.- 8. Eigenvalues with geometric multiplicity one.- 23. with graph polynomials and knot polynomials Completion to Green matrices.- 9. Completion Kernels of quasiseparable of order one matri- that resulted from this research 7 Illustrates the to matrices with band inverses and with mini- ces.- 24. Multiple eigenvalues.- Part 6. Divide and advantages of moving from plane and abstract mal ranks.- 10. Completion of special types of conquer method for eigenproblems.- 25. Divide graphs to graphs on surfaces 7 Unifies various matrices.- 11. Completion of mutually inverse step.- 26. Conquer step and rational matrix func- connections among dualities, graph polynomials, matrices.- 12. Completion to unitary matrices.- tions eigenproblem.- 27. Complete algorithm for and knot polynomials 7 Emphasizes the ways in Part 3. Quasiseparable representations of matrices, Hermitian matrices.- 28. Complete algorithm for which developments in knot theory lead to devel- descriptor systems with boundary conditions and unitary Hessenberg matrices.- Part 7. Algorithms opments in graph theory, and vice versa, and take first applications.- 13. Quasiseparable represen- for qr iterations and for reduction to Hessenberg the reader to the forefront of research in this area tations and descriptor systems with boundary form.- 29. The QR iteration method for eigenval- ues.- 30. The reduction to Hessenberg form.- 31. Contents conditions.- 14. The first inversion algorithms.- 15. 1. Embedded Graphs .- 2. Generalised Dualities Inversion of matrices in diagonal plus semisepa- The implicit QR iteration method for eigenvalues of upper Hessenberg matrices.- Part 8. QR itera- .- 3. Twisted duality, cycle family graphs, and rable form.- 16. Quasiseparable/semiseparable embedded graph equivalence .- 4. Interactions representations and one-direction systems.- 17. tions for companion matrices.- 32. Companion and unitary matrices.- 33. Explicit methods.- 34. with Graph Polynomials .- 5. Applications to Knot Multiplication of matrices.- Part 4. Factorization Theory .- References .- Index . and inversion.- 18. The LDU factorization and Implicit methods with compression.- 35. The factorization based implicit method.- 36. Implicit inversion.- 19. Scalar matrices with quasisepa- Fields of interest algorithms based on the QR representation.- Bib- rable order one.- 20. The QR factorization based Graph Theory; Topology; Algebraic Topology method. liography. Target groups Fields of interest Fields of interest Research Linear and Multilinear Algebras, Matrix Theory; Linear and Multilinear Algebras, Matrix Theory; Numerical Analysis Numerical Analysis Product category Brief Target groups Target groups Research Research
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2013. Approx. 350 p. (Operator Theory: Advances 2013. Approx. 350 p. (Operator Theory: Advances 2013. X, 140 p. 71 illus., 39 in color. (SpringerBriefs in and Applications, Volume 234) Hardcover and Applications, Volume 235) Hardcover Mathematics) Softcover 7 approx. * € (D) 101,60 | € (A) 104,45 | sFr 126,50 7 approx. * € (D) 101,60 | € (A) 104,45 | sFr 126,50 7 * € (D) 53,45 | € (A) 54,95 | sFr 66,50 7 approx. € 94,95 | £85.50 7 approx. € 94,95 | £85.50 7 € 49,95 | £44.99 9
S. Foss, Heriot-Watt University, Edinburgh, UK; S. G. Gal, University of Oradea, Romania R. L. Graham, University of California, San Diego, La D. Korshunov, Sobolev Institute of Mathematics, Jolla, CA, USA; J. Nešetřil, Charles University, Prague, Novosibirsk, Russia; S. Zachary, Heriot-Watt Overconvergence in Complex Czech Republic; S. Butler, Iowa State University, University, Edinburgh, UK Approximation Ames, IA, USA (Eds)
An Introduction to Heavy- This monograph deals with the quantitative The Mathematics of Paul Erdős I Tailed and Subexponential overconvergence phenomenon in complex ap- Contents proximation by various operators. The book is VOLUME I.- Paul Erdős — Life and Work.- Paul Distributions divided into three chapters. First, the results for Erdős Magic.- Part I Early Days.- Introduction.- the Schurer-Faber operator, Beta operators of Heavy-tailed probability distributions are an Some of My Favorite Problems and Results.- 3 first kind, Bernstein-Durrmeyer-type operators important component in the modeling of many Encounters with Paul Erdős.- 4 Did Erdős Save and Lorentz operator are presented. The main stochastic systems. They are frequently used to Western Civilization?.- Integers Uniquely Rep- focus is on results for several q-Bernstein kind of accurately model inputs and outputs of computer resented by Certain Ternary Forms.- Did Erdős operators with q > 1, when the geometric order and data networks and service facilities such as Save Western Civilization?.- Encounters with Paul of approximation 1/q^n is obtained not only in call centers. They are an essential for describing Erdős.- On Cubic Graphs of Girth at Least Five.- complex compact disks but also in quaternion risk processes in finance and also for insurance Part II Number Theory.- Introduction.- Cross- compact disks and in other compact subsets of the premia pricing, and such distributions occur disjoint Pairs of Clouds in the Interval Lattice.- complex plane. The focus then shifts to quantita- naturally in models of epidemiological spread. Classical Results on Primitive and Recent Results tive overconvergence and convolution overconver- The class includes distributions with power law on Cross-Primitive Sequences.- Dense Difference gence results for the complex potentials generated tails such as the Pareto, as well as the lognormal Sets and their Combinatorial Structure.- Integer by the Beta and Gamma Euler’s functions. Finally and certain Weibull distributions. One of the Sets Containing No Solution to x+y=3z.- On quantitative overconvergence results for the most highlights of this new edition is that it includes Primes Recognizable in Deterministic Polynomial classical orthogonal expansions (of Chebyshev, problems at the end of each chapter. Chapter 5 is Time.- Ballot Numbers, Alternating Products, and Legendre, Hermite, Laguerre and Gegenbauer also updated to include interesting applications to the Erdős-Heilbronn Conjecture.- On Landau’s kinds) attached to vector-valued functions are queueing theory, risk, and branching processes. Function g(n).- On Divisibility Properties on Se- presented. quences of Integers.- On Additive Representation Features Features Functions.- Arithmetical Properties of Polynomi- 7 Provides a complete and comprehensive intro- 7 Presents quantitative overconvergence results als.- Some Methods of Erdős Applied to Finite duction to the theory of long tailed and subexpo- in complex approximation 7 Generalizes and Arithmetic Progressions.- Sur La Non-Dérivabilité nential distributions 7 Expanded text features extends the results for certain cases of the complex de Fonctions Périodiques Associées à Certaines new exercises and numerous examples 7 In- q-Bernstein operators 7 Includes a notes and Formules Sommatoires.- 1105: First Steps in a cludes preliminary mathematical material open problems section at the end of each chapter, Mysterious Quest.- Part III Randomness and Ap- plications.- Introduction.- Games, Randomness, Contents promoting future research and Algorithms.- The Origins of the Theory of Preface.- Introduction.- Heavy- and long-tailed Contents Random Graphs.- An Upper bound for a Commu- distributions.- Subexponential distributions.- Overconvergence in C of Some Bernstein-Type nication Game Related to Time-space Tradeoffs.- Densities and local probabilities.- Maximum of Operators.- Overconvergence and Convergence How Abelian is a Finite Group?.- One Small Size random walks.- References.- Index. in C of Some Integral Convolutions.- Overconver- Approximation Models.- The Erdős Existence Fields of interest gence in C of the Orthogonal Expansions. Argument.- Part IV Geometry.- Introduction.- Ex- tension of Functional Equations. [...] Probability Theory and Stochastic Processes; Fields of interest Statistics for Business/Economics/Mathematical Approximations and Expansions; Functions of a Fields of interest Finance/Insurance; Statistical Physics, Dynamical Complex Variable; Several Complex Variables and Mathematics, general; Number Theory; Convex Systems and Complexity Analytic Spaces and Discrete Geometry Target groups Target groups Target groups Graduate Research Research Product category Product category Product category Graduate/Advanced undergraduate textbook Monograph Contributed volume
Due May 2013 Due May 2013 2nd ed. 2013. X, 170 p. 30 illus. (Springer Series in Due May 2013 Operations Research and Financial Engineering) 2nd ed. 2013. X, 600 p. 35 illus., 10 in color. Hardcover 2013. XV, 196 p. Hardcover Hardcover 7 * € (D) 53,49 | € (A) 54,99 | sFr 67,00 7 * € (D) 90,94 | € (A) 93,49 | sFr 113,50 7 * € (D) 117,69 | € (A) 120,99 | sFr 146,50 7 € 49,99 | £44.99 7 € 84,99 | £76.50 7 € 109,99 | £99.00 9
R. L. Graham, University of California, San Diego, La S. Guo, Hunan University, Changsha, China; J. Wu, B. C. Hall, University of Notre Dame, IN, USA Jolla, CA, USA; J. Nešetřil, Charles University, Prague, York University, Toronto, ON, Canada Quantum Theory for Czech Republic; S. Butler, Iowa State University, Bifurcation Theory of Ames, IA, USA (Eds) Mathematicians The Mathematics of Paul Erdős II Functional Differential Equations Features Contents 7 Explains physical ideas in the language of mathematics 7 Provides a self-contained treat- VOLUME II.- Part I Combinatorics and Graph This book provides a crash course on various ment of the necessary mathematics, including Theory.- Introduction.- Reconstruction Problems methods from the bifurcation theory of Function- spectral theory and Lie theory 7 Contains many for Digraphs.- Neighborly Families of Boxes al Differential Equations (FDEs). FDEs arise very exercises that will appeal to graduate students and Bipartite Coverings.- On the Isolation of a naturally in economics, life sciences and engineer- Common Secret.- Properties of Graded Posets ing and the study of FDEs has been a major source Contents Preserved by Some Operations.- The Dimension of inspiration for advancement in nonlinear analy- 1 The Experimental Origins of Quantum Mechan- of Random Graph Orders.- Hereditary and Mono- sis and infinite dimensional dynamical systems. ics.- 2 A First Approach to Classical Mechanics.- 3 tone Properties of Graphs.- Cycles and Paths in The book summarizes some practical and general A First Approach to Quantum Mechanics.- 4 Triangle-Free Graphs.- Problems in Graph Theory approaches and frameworks for the investigation The Free Schrödinger Equation.- 5 A Particle in from Memphis.- Some Remarks on the Cycle Plus of bifurcation phenomena of FDEs depending on a Square Well.- 6 Perspectives on the Spectral Triangles Problem.- Intersection Representations parameters with chap. This well illustrated book Theorem.- 7 The Spectral Theorem for Bounded of the Complete Bipartite Graph.- Reflections on aims to be self contained so the readers will find Self-Adjoint Operators: Statements.- 8 The Spec- a Problem of Erdős and Hajnal.- The Chromatic in this book all relevant materials in bifurcation, tral Theorem for Bounded Sef-Adjoint Operators: Number of the Two-Packing of a Forest.- Part dynamical systems with symmetry, functional Proofs.- 9 Unbounded Self-Adjoint Operators.- 10 II Ramsey and Extremal Theory.- Introduc- differential equations, normal forms and center The Spectral Theorem for Unbounded Self-Adjoint tion.- Ramsey Theory in the Work of Paul Erdős.- manifold reduction. Operators.- 11 The Harmonic Oscillator.- 12 The Memories on Shadows and Shadows of Memo- Uncertainty Principle.- 13 Quantization Schemes Features ries.- A Bound of the Cardinality of Families Not for Euclidean Space.- 14 The Stone–von Neumann 7 Authored by two leading active research- Containing Δ-Systems.- Flag Algebras: An Interim Theorem.- 15 The WKB Approximation.- 16 Lie ers 7 Self-contained and with most recent results Report.- Arrangeability and Clique Subdivisions.- Groups, Lie Algebras, and Representations.- 17 on state-dependent delay equations and global A Finite Partition Theorem with Double Expo- Angular Momentum and Spin.- 18 Radial Poten- bifurcations 7 Contains theory and some related nential Bound.- Paul Erdős’ Influence on Extremal tials and the Hydrogen Atom.- 19 Systems and applications Graph Theory.- Applications of the Probabilistic Subsystems, Multiple Particles.- V Advanced Top- Method to Partially Ordered Sets.- Part III Infin- Contents ics in Classical and Quantum Mechanics.- 20 The ity.- Introduction.- A Few Remarks on a Conjec- Path-Integral Formulation of Quantum Mechan- ture of Erdős on the Infinite Version of Menger’s Introduction to Dynamic Bifurcation Theory.- In- troduction to Functional Differential Equations.- ics.- 21 Hamiltonian Mechanics on Manifolds.- 22 Theorem.- The Random Graph.- Paul Erdős’ Set Geometric Quantization on Euclidean Space.- 23 Theory.- Set Theory: Geometric and Real.- On Center Manifold Reduction.- Normal form theory.- Lyapunov-Schmidt Reduction.- Degree Geometric Quantization on Manifolds.- A Review Order-Perfect Lattices.- The PCF Theorem Revisit- of Basic Material.- References.- Index. ed.- Paul Erdős: The Master of Collaboration.- List theory.- Bifurcation in Symmetric FDEs. of Publications of Paul Erdős.- Postscript. Fields of interest Fields of interest Difference and Functional Equations; Dynamical Mathematical Physics; Mathematical Applications Fields of interest in the Physical Sciences; Quantum Physics Mathematics, general; Combinatorics; Graph Systems and Ergodic Theory; Ordinary Differen- Theory tial Equations Target groups Graduate Target groups Target groups Research Research Product category Graduate/Advanced undergraduate textbook Product category Product category Contributed volume Monograph
Due May 2013 Due May 2013 Due May 2013
2nd ed. 2013. X, 610 p. 100 illus., 10 in color. 2013. X, 290 p. 18 illus., 11 in color. (Applied 2013. XV, 552 p. 30 illus., 1 in color. (Graduate Texts in Hardcover Mathematical Sciences, Volume 184) Hardcover Mathematics, Volume 267) Hardcover 7 * € (D) 117,69 | € (A) 120,99 | sFr 146,50 7 * € (D) 101,64 | € (A) 104,49 | sFr 126,50 7 * € (D) 74,89 | € (A) 76,99 | sFr 93,50 7 € 109,99 | £99.00 7 € 94,99 | £85.50 7 € 69,99 | £62.99 9
T. Kapitula, Calvin College, Grand Rapids, MI, USA; A. Klein, State University of Ghent, Belgium S. Lang, Yale University, New Haven, CT, USA K. Promislow, Michigan State University, East Lansing, MI, USA Stream Ciphers Collected Papers I Spectral and Dynamical In cryptography, ciphers is the technical term for 1952-1970 encryption and decryption algorithms. They are Serge Lang is one of the top mathematicians of Stability of Nonlinear Waves an important sub-family that features high speed our time. Being an excellent writer, Lang has and easy implementation and are an essential part This book unifies the dynamical systems and made innumerable contributions in diverse fields of wireless internet and mobile phones. Unlike functional analysis approaches to the linear and in mathematics and they are invaluable. He was block ciphers, stream ciphers work on single bits nonlinear stability of waves. It synthesizes fun- honored with the Cole Prize by the American or single words and need to maintain an internal damental ideas of the past 20+ years of research, Mathematical Society as well as with the Prix state to change the cipher at each step. Typically carefully balancing theory and application. The Carriere by the French Academy of Sciences. In stream ciphers can reach higher speeds than block book isolates and methodically develops key ideas these four volumes 83 of his research papers are ciphers but they can be more vulnerable to attack. by working through illustrative examples that are collected. They range over a variety of topics and Here, mathematics comes into play. Number theo- subsequently synthesized into general principles. will be of interest to many readers. ry, algebra and statistics are the key to a better un- Features derstanding of stream ciphers and essential for an Features 7 This book fills an important gap in the litera- informed decision on their safety. Since the theory 7 Integrates classic material 7 Authored by the ture, bridging PDE and dynamical systems ap- is less developed, stream ciphers are often skipped winner of the Cole prize 7 Historical signifi- proach to stability 7 Presents a unified treatment in books on cryptography. This book fills this gap. cance of the dynamical systems and functional analysis It covers the mathematics of stream ciphers and its background of nonlinear stability 7 Includes history, and also discusses many modern examples Contents illustrative examples and a variety of exercises and their robustness against attacks. Foreword.- Curriculum Vitae.- Bibliography (through 1999).- 39 articles by Serge Lang. Contents Features Introduction.- Background material and nota- 7 Provides a detailed introduction to stream Fields of interest tion.- Essential and absolute spectra.- Dynamical ciphers including history, mathematics and many Number Theory; Algebraic Geometry implications of spectra: dissipative systems.- Dy- examples 7 Contains many useful exercises and Target groups namical implications of spectra: Hamiltonian solutions 7 Features many real-world applica- Research systems.- Dynamical implications of spectra: tions like the security of mobile phones Hamiltonian systems.- Point spectrum: reduc- Contents Product category tion to finite-rank eigenvalue problems.- Point Introduction to Stream Ciphers.- Linear Feed- Collected works spectrum: linear Hamiltonian systems.- The Evans back Shift Registers.- Non-linear Combinations function for boundary value problems.- The Evans of LFSRs.- Correlation Attacks.- BDD-Based function for Sturm-Liouville operators on the real Attacks.- Algebraic Attacks.- Irregular Clocked line.- The Evans function for nth-order operators Shift Registers.- The Security of Mobile Phones on the real line.- Index.- References. (GSM).- RC4 and Related Ciphers.- The eStream Fields of interest Project.- The Blum-Blum-Shub Generator and Partial Differential Equations; Nonlinear Dynam- Related Ciphers.- Mathematical Background.- Part ics; Dynamical Systems and Ergodic Theory IV Exercises with Solutions.
Target groups Fields of interest Graduate Algorithms; Discrete Mathematics in Computer Science Product category Graduate/Advanced undergraduate textbook Target groups Graduate
Product category Graduate/Advanced undergraduate textbook
Due May 2013
Due May 2013 Only available in print Due May 2013 2013. X, 369 p. 10 illus. (Applied Mathematical 2000. XXIV, 525 p. 1 illus. (Springer Collected Works Sciences, Volume 185) Hardcover 2013. XXIV, 408 p. 66 illus. Softcover in Mathematics) Softcover 7 * € (D) 64,19 | € (A) 65,99 | sFr 80,00 7 * € (D) 64,19 | € (A) 65,99 | sFr 80,00 7 approx. * € (D) 64,15 | € (A) 65,95 | sFr 80,00 7 € 59,99 | £53.99 7 € 59,99 | £53.99 7 approx. € 59,95 | £53.99 9
G. Ledder, University of Nebraska, Lincoln, NE, USA D. Lima Goncalves, Universidade de São Paulo, B. Makarov, A. Podkorytov, St Petersburg State Mathematics for the Life Brazil; J. Guaschi, Normandie Université, France University, Russia Sciences: Calculus, Modeling, The Classification of the Real Analysis: Measures, Probability, and Dynamical Virtually Cyclic Subgroups of Integrals and Applications Systems the Sphere Braid Groups Real Analysis: Measures, Integrals and Applica- tions is devoted to the basics of integration theory This manuscript is devoted to classifying the iso- Mathematics for the Life Sciences provides pres- and its related topics. The main emphasis is made morphism classes of the virtually cyclic subgroups ent and future biologists with the mathematical on the properties of the Lebesgue integral and of the braid groups of the 2-sphere. As well as en- concepts and tools needed to understand and various applications both classical and those rarely abling us to understand better the global structure use mathematical models and read advanced covered in literature. This book provides a detailed of these groups, it marks an important step in the mathematical biology books. It presents math- introduction to Lebesgue measure and integration computation of the K-theory of their group rings. ematics in biological contexts, focusing on the as well as the classical results concerning integrals The classification itself is somewhat intricate, due central mathematical ideas, and providing detailed of multivariable functions. It examines the concept to the rich structure of the finite subgroups of explanations. The author assumes no mathemat- of the Hausdorff measure, the properties of the these braid groups, and is achieved by an in-depth ics background beyond algebra and precalculus. area on smooth and Lipschitz surfaces, the diver- analysis of their group-theoretical and topological Calculus is presented as a one-chapter primer that gence formula, and Laplace’s method for finding properties, such as their centralisers, normalisers is suitable for readers who have not studied the the asymptotic behavior of integrals. The general and cohomological periodicity. Another impor- subject before, as well as readers who have taken theory is then applied to harmonic analysis, ge- tant aspect of our work is the close relationship a calculus course and need a review. This primer ometry, and topology. Preliminaries are provided of the braid groups with mapping class groups. is followed by a novel chapter on mathematical on probability theory, including the study of the This manuscript will serve as a reference for the modeling that begins with discussions of biologi- Rademacher functions as a sequence of indepen- study of braid groups of low-genus surfaces, and cal data and the basic principles of modeling. dent random variables. isaddressed to graduate students and research- Features ers in low-dimensional, geometric and algebraic Features 7 Many examples and exercises 7 Emphasis on topology and in algebra. 7 A detailed account of measure and integration theory 7 Contains over 600 examples 7 Cov- mathematical modeling and dynamical systems Contents approach 7 Most topics presented in a biological ers several topics and applications of integration Introduction and statement of the main results.- context rather than a math context theory that are rarely studied in literature Virtually cyclic groups: generalities, reduction and Contents the mapping class group.- Realisation of the ele- Contents A Brief Summary of Calculus.- Mathematical ments of V1(n) and V2(n) in Bn(S2).- Appendix: Measure.- The Lebesgue Model.- Measurable Modeling.- Probability Distributions.- Working The subgroups of the binary polyhedral groups.- Functions.- The Integral.- The Product Mea- with Probability.- Dynamics of Single Popula- References. sure.- Change of Variables in an Integral.- In- tegrals Dependent on a Parameter.- Surface tions.- Discrete Dynamical Systems.- Continuous Fields of interest Dynamical Systems.- Index. Integrals.- Approximation and Convolution of the Group Theory and Generalizations; Algebraic Space.- Fourier Series and the Fourier Transform.- Topology; Algebra Fields of interest Charges. The Radon-Nikodym Theory.- Integral Mathematical and Computational Biology; Life Target groups Representation of Linear Functionals.- Appendi- Sciences, general; Dynamical Systems and Ergodic Research ces. Theory Product category Fields of interest Target groups Brief Measure and Integration; Fourier Analysis; Real Lower undergraduate Functions
Product category Target groups Undergraduate textbook Graduate
Product category Graduate/Advanced undergraduate textbook
Due June 2013 Due May 2013 Due May 2013 2013. X, 528 p. (Springer Undergraduate Texts in 2013. X, 107 p. (SpringerBriefs in Mathematics) Mathematics and Technology) Hardcover Softcover 2013. Approx. 675 p. 23 illus. (Universitext) Softcover 7 * € (D) 53,49 | € (A) 54,99 | sFr 67,00 7 approx. * € (D) 53,49 | € (A) 54,99 | sFr 67,00 7 * € (D) 74,89 | € (A) 76,99 | sFr 93,50 7 € 49,99 | £44.99 7 approx. € 49,99 | £44.99 7 € 69,99 | £49.99 9
S. Ovchinnikov, San Francisco State University, CA, N. Privault, Nanyang Technological University, P. Pudlák, ASCR, Prague, Czech Republic USA Singapore Logical Foundations Measure, Integral, Derivative Understanding Markov Chains of Mathematics and A Course on Lebesgue’s Theory Examples and Applications Computational Complexity This classroom-tested text is intended for a Features A Gentle Introduction one-semester course in Lebesgue’s theory. With 7 Easily accessible to both mathematics and non- over 180 exercises, the text takes an elementary mathematics majors who are taking an introduc- The two main themes of this book, logic and approach, making it easily accessible to both tory course on Stochastic Processes 7 Filled with complexity, are both essential for understand- upper-undergraduate- and lower-graduate-level numerous exercises to test students' understand- ing the main problems about the foundations of students. The three main topics presented are ing of key concepts 7 A gentle introduction to mathematics. Logical Foundations of Mathematics measure, integration, and differentiation, and the help students ease into later chapters, also suitable and Computational Complexity covers a broad only prerequisite is a course in elementary real for self-study spectrum of results in logic and set theory that are analysis. In order to keep the book self-contained, relevant to the foundations, as well as the results in an introductory chapter is included with the Contents computational complexity and the interdisciplin- intent to fill the gap between what the student may Introduction.- 1) Probability Background.- ary area of proof complexity. The author presents have learned before and what is required to fully 2) Gambling Problems.- 3) Random Walks.- his ideas on how these areas are connected, what understand the consequent text. Proofs of difficult 4) Discrete-Time Markov Chains.- 5) First Step are the most fundamental problems and how they results, such as the differentiability property of Analysis.- 6) Classication of States.- 7) Long-Run should be approached. In particular, he argues that functions of bounded variations, are dissected into Behavior of Markov Chains.- 8) Branching Pro- complexity is as important for foundations as are small steps in order to be accessible to students. cesses.- 9) Continuous-Time Markov Chains.- the more traditional concepts of computability With the exception of a few simple statements, all 10) Discrete-Time Martingales.- 11) Spatial and provability. Emphasis is on explaining the results are proven in the text. The presentation is Poisson Processes.- 12) Reliability Theory.- Some essence of concepts and the ideas of proofs, rather elementary, where σ-algebras are not used in the Useful Identities.- Solutions to the Exercises.- Ref- than presenting precise formal statements and full text on measure theory and Dini’s derivatives are erences.- Index. proofs. not used in the chapter on differentiation. How- Fields of interest ever, all the main results of Lebesgue’s theory are Features Probability Theory and Stochastic Processes; found in the book. 7 Presents a wide range of results in logic and Statistical Theory and Methods; Statistics for En- computational complexity 7 Explains the Features gineering, Physics, Computer Science, Chemistry topic informally and then in more detail for the 7 Contains all the main results of Lebesgue’s the- and Earth Sciences advanced reader 7 Presents the ideas behind the ory 7 Accessible to both upper-undergraduate theoretical concepts Target groups and master’s students 7 Includes 180+ exercises Upper undergraduate with varying degrees of difficulty Contents Mathematician’s world.- Language, logic and Product category Contents computations.- Set theory.- Proofs of impos- Undergraduate textbook 1 Preliminaries.- 2 Lebesgue Measure.- 3 Lebesgue sibility.- The complexity of computations.- Proof Integration.- 4 Differentiation and Integration.- A complexity.- Consistency, Truth and Existence.- Measure and Integral over Unbounded Sets.- In- References. dex. Fields of interest Fields of interest Mathematical Logic and Foundations; Math- Measure and Integration; Real Functions; Analysis ematics of Algorithmic Complexity; Algorithm Analysis and Problem Complexity Target groups Graduate Target groups Research Product category Graduate/Advanced undergraduate textbook Product category Monograph
Due July 2013 Due April 2013 Due May 2013 2013. Approx. 350 p. 35 illus. (Springer 2013. XII, 692 p. 40 illus., 3 in color. (Springer 2013. X, 152 p. 16 illus. (Universitext) Softcover Undergraduate Mathematics Series) Softcover Monographs in Mathematics) Hardcover 7 * € (D) 42,79 | € (A) 43,99 | sFr 53,50 7 approx. * € (D) 37,40 | € (A) 38,45 | sFr 47,00 7 * € (D) 149,79 | € (A) 153,99 | sFr 186,50 7 € 39,99 | £29.99 7 approx. € 34,95 | £31.99 7 € 139,99 | £126.00 9
R. P. Stanley, Massachusetts Institute of Technology, X. Xu, Chinese Academy of Sciences, Beijing, P. R. S. Yüksel, Queen’s University, Kingston, ON, Canada; Cambridge, MA, USA China. T. Başar, University of Illinois, Urbana-Champaign, Algebraic Combinatorics Algebraic Approaches to Partial IL, USA Stochastic Networked Control Walks, Trees, Tableaux, and More Differential Equations Systems Written by one of the foremost experts in the field, This book presents the various algebraic tech- Algebraic Combinatorics is a unique undergradu- niques for solving partial differential equations Stabilization and Optimization under ate textbook that will prepare the next genera- to yield exact solutions, techniques developed by Information Constraints tion of pure and applied mathematicians. The the author in recent years and with emphasis on Contents combination of the author’s extensive knowledge physical equations such as: the Maxwell equations, of combinatorics and classical and practical tools the Dirac equations, the KdV equation, the KP Introduction.- Part I Information Structures in from algebra will inspire motivated students to equation, the nonlinear Schrodinger equa- Networked Control.- Networked Control Systems delve deeply into the fascinating interplay between tion, the Davey and Stewartson equations, the as Stochastic Team Decision Problems: A General algebra and combinatorics. Readers will be able to Boussinesq equations in geophysics, the Navier- Introduction.- Characterization and Comparison apply their newfound knowledge to mathematical, Stokes equations and the boundary layer prob- of Information Structures.- Topological Proper- engineering, and business models. lems. In order to solve them, I have employed the ties of Information Structures: Comparison, grading technique, matrix differential operators, Convergence and Optimization.- Part II Stabili- Features stable-range of nonlinear terms, moving frames, zation of Networked Control Systems.- Coding 7 This is the first text on algebraic combinatorics asymmetric assumptions, symmetry transforma- for Control and Connections with Information targeted towards undergraduates 7 Textbook tions, linearization techniques and special func- Theory.- Stochastic Stability and Drift Criteria for written by the most well-known algebraic combi- tions. The book is self-contained and requires only Markov Chains in Networked Control.- Stochastic natorist world-wide 7 Covers topics of Walks in a minimal understanding of calculus and linear Stabilization over Noiseless Channels.- Stochastic graphs, cubes and Radon transform, Matrix-Tree algebra, making it accessible to a broad audience Stabilization over Noisy Channels.- Stabilization Theorem, the Sperner property, and more in the fields of mathematics, the sciences and engi- of Decentralized Systems over Communication neering. Readers may find the exact solutions and Channels.- Part III Optimization in Networked Contents mathematical skills needed in their own research. Control: Design of Optimal Policies under Infor- Preface.- Notation.- 1. Walks in graphs.- 2. Cubes mation Constraints.- Optimization of Real-Time and the Radon transform.- 3. Random walks.- 4. Features Coding and Control Policies: Structural and The Sperner property.- 5. Group actions on bool- 7 Fundamental algebraic techniques of solving Existence Results.- Optimal Coding and Control ean algebras.- 6. Young diagrams and q-binomial PDEs 7 Exact solutions to physical equa- for Linear Gaussian Systems over Gaussian Chan- coefficients.- 7. Enumeration under group action.- tions 7 Accessibility to general audience nels under Quadratic Cost.- Agreement in Teams 8. A glimpse of Young tableaux.- Appendix. The and the Dynamic Programming Approach under RSK algorithm.- Appendix. Plane partitions.- 9. Contents Information Constraints.- A Topological Notions The Matrix–Tree Theorem.- Appendix. Three Preface.- Introduction.- Ordinary Differential and Optimization.- B Probability Theory and elegant combinatorial proofs.- 10. Eulerian dia- Equations.- Partial Differential Equations.- Bibli- Stochastic Processes.- C Markov Chains, Martin- graphs and oriented trees.- 11. Cycles, bonds, and ography.- Index. gales and Ergodic Processes.- D Markov Decision electrical networks.- 12. Miscellaneous gems of Theory and Optimality of Markov Policies.- Refer- algebraic combinatorics.- Hints.- References. Fields of interest ences.- Index. Partial Differential Equations; Mathematical Phys- Fields of interest ics; Applications of Mathematics Fields of interest Combinatorics; Graph Theory Information and Communication, Circuits; Target groups Computer Systems Organization and Communi- Target groups Research cation Networks; Communications Engineering, Upper undergraduate Networks Product category Product category Monograph Target groups Undergraduate textbook Research
Product category Monograph
Due May 2013 Due May 2013 Due May 2013 2013. XX, 260 p. 14 illus. (Undergraduate Texts in 2013. XVI, 455 p. 40 illus., 1 in color. (Systems & Mathematics) Hardcover 2013. XXII, 342 p. Hardcover Control: Foundations & Applications) Hardcover 7 * € (D) 42,79 | € (A) 43,99 | sFr 53,50 7 * € (D) 101,64 | € (A) 104,49 | sFr 126,50 7 * € (D) 101,64 | € (A) 104,49 | sFr 126,50 7 € 39,99 | £35.99 7 € 94,99 | £85.50 7 € 94,99 | £85.50 9
Y.‑l. Zhu, University of North Carolina at Charlotte, NC, USA; X. Wu, Hong Kong Baptist University, Kowloon, China; I.‑L. Chern, National Taiwan University, Taipei, Taiwan; Z.‑z. Sun, Southeast University, Nanjing, China Derivative Securities and Difference Methods
This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financial derivative securities. With this objec- tive, the book is divided into two main parts. In the first part, after an introduction concerning the basics on derivative securities, the authors explain how to establish the adequate PDE boundary value problems for different sets of derivative products (vanilla and exotic options, and interest rate derivatives). For many option problems, the analytic solutions are also derived with details. The second part is devoted to explaining and analyzing the application of finite differences techniques to the financial models stated in the first part of the book.
Features 7 New chapters and subsections added 7 Ex- ercises are included at the end of each chap- ter 7 Covers a variety of topics in finance
Contents Introduction.- European Style Derivatives.- Amer- ican Style Derivatives.- Exotic Options.- Interest Rate Derivative Securities.- Basic Numerical Methods.- Finite Difference Methods.- Initial- Boundary Value and LC Problems.- Free-Bound- ary Problems.- Interest Rate Modeling.
Fields of interest Quantitative Finance; Partial Differential Equa- tions; Computational Mathematics and Numerical Analysis
Target groups Graduate
Product category Graduate/Advanced undergraduate textbook
Due June 2013
2nd ed. 2013. X, 653 p. (Springer Finance) Hardcover 7 approx. * € (D) 71,64 | € (A) 73,65 | sFr 89,00 7 approx. € 66,95 | £60.99 9