This book presents the theoretical frame for studying lumped nonsmooth dynamical systems: the mathematical methods are recalled, and adapted numerical methods are introduced (differential inclusions, maximal monotone operators, Filippov theory, Aizerman theory, etc.
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering.
This book provides an introduction to localised excitations in spatially discrete systems, from the experimental, numerical and mathematical points of view.
This book contains 17 articles on stochastic processes (stochastic calculus and Malliavin calculus, functionals of Brownian motions and Levy processes, stochastic control and optimization problems, stochastic numerics, and so on) and their applications to problems in mathematical finance.
Synchronization processes bring about dynamical order and lead to spontaneous development of structural organization in complex systems of various origins, from chemical oscillators and biological cells to human societies and the brain.
Fractal geometry, together with the broader fields of nonlinear dynamics and complexity, represented a large segment of modern science at the end of the 20th century.
This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States.
The book collects a series of papers centered on two main streams: Feynman path integral approach to Quantum Mechanics and statistical mechanics of quantum open systems.
Nonlinear time series methods have developed rapidly over a quarter of a century and have reached an advanced state of maturity during the last decade.
This volume covers the most recent progress of research work on electrorheological (ER) and magnetorheological (MR) industrial applications related to controllable damping, ER/MR fundamental mechanisms, and understanding the potential of new classes of field responsive materials.
This proceedings volume is a collection of papers presented at the International Conference on SPT2004 focusing on symmetry, perturbation theory, and integrability.
With contributions from an international team of leading researchers, the book pulls together updated research results in the area of HIV/AIDS modeling to provide readers with the latest information in the field.
For engineering applications that are based on nonlinear phenomena, novel information processing systems require new methodologies and design principles.
This comprehensive volume contains the state of the art on ODE's and PDE's of different nature, functional differential equations, delay equations, and others, mostly from the dynamical systems point of view.
Written by the founders of the new and expanding field of numerical algebraic geometry, this is the first book that uses an algebraic-geometric approach to the numerical solution of polynomial systems and also the first one to treat numerical methods for finding positive dimensional solution sets.
This volume collects refereed contributions based on the presentations made at the Sixth Workshop on Advanced Mathematical and Computational Tools in Metrology, held at the Istituto di Metrologia "e;G.
In the domain of science concerned with systems structure and behavior, the issue of the relationship between the micro and the macro level is of key importance.
This invaluable volume is a collection of articles in memory of Jacques-Louis Lions, a leading mathematician and the founder of the Contemporary French Applied Mathematics School.
Understanding the spontaneous formation and dynamics of spatiotemporal patterns in dissipative nonequilibrium systems is one of the major challenges in nonlinear science.
This book covers comprehensive bifurcation theory and its applications to dynamical systems and partial differential equations (PDEs) from science and engineering, including in particular PDEs from physics, chemistry, biology, and hydrodynamics.
This volume documents the research carried out by visiting scientists attached to the Institute for Mathematical Sciences (IMS) at the National University of Singapore and the Institute of High Performance Computing (IHPC) under the program "e;Advances and Mathematical Issues in Large Scale Simulation.
The Hilbert-Huang Transform (HHT) represents a desperate attempt to break the suffocating hold on the field of data analysis by the twin assumptions of linearity and stationarity.
With the poems written by winner of the Posner Poetry Award from the Council of Wisconsin Writers in 2005, this coffee-table book will delight and inform general readers curious about ideas of chaos, fractals, and nonlinear complex systems.
This volume provides a concise introduction to the methodology of nonstandard finite difference (NSFD) schemes construction and shows how they can be applied to the numerical integration of differential equations occurring in the natural, biomedical, and engineering sciences.
Markov Chain Monte Carlo (MCMC) originated in statistical physics, but has spilled over into various application areas, leading to a corresponding variety of techniques and methods.
The collection of papers forming this volume is intended to provide a deeper study of some mathematical and physical subjects which are at the core of recent developments in the natural and living sciences.
A valuable introduction for newcomers as well as an important reference and source of inspiration for established researchers, this book provides an up-to-date summary of central topics in the field of nonequilibrium statistical mechanics and dynamical systems theory.
This volume details some of the latest advances in spectral theory and nonlinear analysis through various cutting-edge theories on algebraic multiplicities, global bifurcation theory, non-linear Schrodinger equations, non-linear boundary value problems, large solutions, metasolutions, dynamical systems, and applications to spatial ecology.
Based around recent lectures given at the prestigious Ritsumeikan conference, the tutorial and expository articles contained in this volume are an essential guide for practitioners and graduates alike who use stochastic calculus in finance.
This volume includes papers by leading mathematicians in the fields of stochastic analysis, white noise theory and quantum information, together with their applications.
The Hungarian born mathematical genius, John von Neumann, was undoubtedly one of the greatest and most influential scientific minds of the 20th century.
This book is the first monograph devoted exclusively to strange nonchaotic attractors (SNA), recently discovered objects with a special kind of dynamical behavior between order and chaos in dissipative nonlinear systems under quasiperiodic driving.