In the present 3rd edition small changes were made to the chapters in which long-time behavior of the perturbed system is determined by large deviations. Most of these changes concern terminology. In particular, it is explained that the notion of sub-limiting distribution for a given initial point and a time scale is identical to the idea of metastability, that the stochastic resonance is a manifestation of metastability, and that the theory of this effect is a part of the large deviation theory. The reader will also find new comments on the notion of quasi-potential that the authors introduced more than forty years ago, and new references to recent papers in which the proofs of some conjectures included in previous editions have been obtained.
Apart from the above mentioned changes the main innovations in the 3rd edition concern the averaging principle. A new Section on deterministic perturbations of one-degree-of-freedom systems was added in Chapter 8. It is shown there that pure deterministic perturbations of an oscillator may lead to a stochastic, in a certain sense, long-time behavior of the system, if the corresponding Hamiltonian has saddle points. The usefulness of a joint consideration of classical theory of deterministic perturbations together with stochastic perturbations is illustrated in this section. Also a new Chapter 9 has been inserted in which deterministic and stochastic perturbations of systems with many degrees of freedom are considered. Because of the resonances, stochastic regularization in this case is even more important.
The book begins with a short review of calculus and ordinary differential equations, then moves on to explore integral curves and surfaces of vector fields, quasi-linear and linear equations of first order, series solutions and the Cauchy Kovalevsky theorem. It then delves into linear partial differential equations, examines the Laplace, wave and heat equations, and concludes with a brief treatment of hyperbolic systems of equations.
Among the most important features of the text are the challenging problems at the end of each section which require a wide variety of responses from students, from providing details of the derivation of an item presented to solving specific problems associated with partial differential equations. Requiring only a modest mathematical background, the text will be indispensable to those who need to use partial differential equations in solving physical problems. It will provide as well the mathematical fundamentals for those who intend to pursue the study of more advanced topics, including modern theory.
Containing a careful selection of standard and timely topics, the Pocket Book of Integrals and Mathematical Formulas, Fourth Edition presents many numerical and statistical tables, scores of worked examples, and the most useful mathematical formulas for engineering and scientific applications. This fourth edition of a bestseller provides even more comprehensive coverage with the inclusion of several additional topics, all while maintaining its accessible, clear style and handy size.
New to the Fourth Edition
• An expanded chapter on series that covers many fascinating properties of the natural numbers that follow from number theory
• New applications such as geostationary satellite orbits and drug kinetics
• An expanded statistics section that discusses nonlinear regression as well as the normal approximation of the binomial distribution
• Revised format of the table of integrals for easier use of the forms and functions
Easy to Use on the Go
The book addresses a range of areas, from elementary algebra, geometry, matrices, and trigonometry to calculus, vector analysis, differential equations, and statistics. Featuring a convenient, portable size, it is sure to remain in the pockets or on the desks of all who use mathematical formulas and tables of integrals and derivatives.
In addition to expanded explanations, the 11th edition includes new problems, updated figures and examples to help motivate students. The program is primarily intended for undergraduate students of mathematics, science, or engineering, who typically take a course on differential equations during their first or second year of study. The main prerequisite for engaging with the program is a working knowledge of calculus, gained from a normal two?] or three?] semester course sequence or its equivalent. Some familiarity with matrices will also be helpful in the chapters on systems of differential equations.
Topics include ordinary differential equations in more than two variables, partial differential equations of the first and second orders, Laplace's equation, the wave equation, and the diffusion equation. A helpful Appendix offers information on systems of surfaces, and solutions to the odd-numbered problems appear at the end of the book. Readers pursuing independent study will particularly appreciate the worked examples that appear throughout the text.
Volume III concentrates on the classical aspects of gauge theory, describing the four fundamental forces by the curvature of appropriate fiber bundles. This must be supplemented by the crucial, but elusive quantization procedure.
The book is arranged in four sections, devoted to realizing the universal principle force equals curvature:
Part I: The Euclidean Manifold as a Paradigm
Part II: Ariadne's Thread in Gauge Theory
Part III: Einstein's Theory of Special Relativity
Part IV: Ariadne's Thread in Cohomology
For students of mathematics the book is designed to demonstrate that detailed knowledge of the physical background helps to reveal interesting interrelationships among diverse mathematical topics. Physics students will be exposed to a fairly advanced mathematics, beyond the level covered in the typical physics curriculum.
Quantum Field Theory builds a bridge between mathematicians and physicists, based on challenging questions about the fundamental forces in the universe (macrocosmos), and in the world of elementary particles (microcosmos).
This book surveys some of these new developments in analytical and numerical methods, and relates the two through a series of PDE examples. The PDEs that have been selected are largely "named'' since they carry the names of their original contributors. These names usually signify that the PDEs are widely recognized and used in many application areas. The authors’ intention is to provide a set of numerical and analytical methods based on the concept of a traveling wave, with a central feature of conversion of the PDEs to ODEs.
The Matlab and Maple software will be available for download from this website shortly.
www.pdecomp.netIncludes a spectrum of applications in science, engineering, applied mathematicsPresents a combination of numerical and analytical methodsProvides transportable computer codes in Matlab and Maple
Ingeniously relying on elementary algebra and just a smidgen of calculus, Professor Walker demonstrates how the underlying ideas behind wavelet analysis can be applied to solve significant problems in audio and image processing, as well in biology and medicine.
Nearly twice as long as the original, this new edition provides
· 104 worked examples and 222 exercises, constituting a veritable book of review material
· Two sections on biorthogonal wavelets
· A mini-course on image compression, including a tutorial on arithmetic compression
· Extensive material on image denoising, featuring a rarely covered technique for removing isolated, randomly positioned clutter
· Concise yet complete coverage of the fundamentals of time-frequency analysis, showcasing its application to audio denoising, and musical theory and synthesis
· An introduction to the multiresolution principle, a new mathematical concept in musical theory
· Expanded suggestions for research projects
· An enhanced list of references
· FAWAV: software designed by the author, which allows readers to duplicate described applications and experiment with other ideas.
To keep the book current, Professor Walker has created a supplementary website. This online repository includes ready-to-download software, and sound and image files, as well as access to many of the most important papers in the field.
The first part explores Markov processes and Brownian motion; the stochastic integral and stochastic differential equations; elliptic and parabolic partial differential equations and their relations to stochastic differential equations; the Cameron-Martin-Girsanov theorem; and asymptotic estimates for solutions. The section concludes with a look at recurrent and transient solutions.
Volume 2 begins with an overview of auxiliary results in partial differential equations, followed by chapters on nonattainability, stability and spiraling of solutions; the Dirichlet problem for degenerate elliptic equations; small random perturbations of dynamical systems; and fundamental solutions of degenerate parabolic equations. Final chapters examine stopping time problems and stochastic games and stochastic differential games. Problems appear at the end of each chapter, and a familiarity with elementary probability is the sole prerequisite.
Fundamental theories are introduced in a straightforward way, and state-of-the-art techniques for designing and analyzing engineering systems, including microstructural systems are explained in detail. Case studies are used to demonstrate these theories, methods, techniques and practical applications, and numerous diagrams and tables are used throughout.
The case studies and examples use the commercial software package ABAQUS, but the techniques explained are equally applicable for readers using other applications including NASTRAN, ANSYS, MARC, etc.A practical and accessible guide to this complex, yet important subjectCovers modeling techniques that predict how components will operate and tolerate loads, stresses and strains in reality
The book is divided into three parts. The first introduces the framework for the above-mentioned classification, methodically developing a geometric and topological formulation applicable to all physical laws and properties; the second applies this formulation to a detailed study of particle dynamics, electromagnetism, deformable solids, fluid dynamics, heat conduction, and gravitation. The third part further analyses the general structure of the classification diagram for variables and equations of physical theories.
Suitable for a diverse audience of physicists, engineers, and mathematicians, The Mathematical Structure of Classical and Relativistic Physics offers a valuable resource for studying the physical world. Written at a level accessible to graduate and advanced undergraduate students in mathematical physics, the book can be used as a research monograph across various areas of physics, engineering and mathematics, and as a supplemental text for a broad range of upper-level scientific coursework.
Featuring a thoroughly revised presentation of topics, Beginning Partial Differential Equations, Third Edition provides a challenging, yet accessible, combination of techniques, applications, and introductory theory on the subjectof partial differential equations. The new edition offers nonstandard coverageon material including Burger’s equation, the telegraph equation, damped wavemotion, and the use of characteristics to solve nonhomogeneous problems.
The Third Edition is organized around four themes: methods of solution for initial-boundary value problems; applications of partial differential equations; existence and properties of solutions; and the use of software to experiment with graphics and carry out computations. With a primary focus on wave and diffusion processes, Beginning Partial Differential Equations, Third Edition also includes:Proofs of theorems incorporated within the topical presentation, such as the existence of a solution for the Dirichlet problem The incorporation of Maple™ to perform computations and experiments Unusual applications, such as Poe’s pendulum Advanced topical coverage of special functions, such as Bessel, Legendre polynomials, and spherical harmonics Fourier and Laplace transform techniques to solve important problems
Beginning of Partial Differential Equations, Third Edition is an ideal textbook for upper-undergraduate and first-year graduate-level courses in analysis and applied mathematics, science, and engineering.
This book is suitable for researchers and graduate students working in complex approximation and its applications, mathematical analysis and numerical analysis.
The applied techniques include those that arise in the present literature. The supporting mathematical theory includes the general convergence theory. This material should be readily accessible to students with basic knowledge of mathematical analysis, Lebesgue measure and the basics of Hilbert spaces and Banach spaces. Nevertheless, we have made the book free standing in most respects. Most importantly, the terminology is introduced, explained and developed as needed.
The examples presented are taken from multiple vital application areas including finance, aerospace, mathematical biology and fluid mechanics. The text may be used as the basis for several distinct lecture courses or as a reference. For instance, this text will support a general applications course or an FEM course with theory and applications. The presentation of material is empirically-based as more and more is demanded of the reader as we progress through the material. By the end of the text, the level of detail is reminiscent of journal articles. Indeed, it is our intention that this material be used to launch a research career in numerical PDE.
Contents:Modeling and Visualization:Some PreliminariesProblems with Closed Form SolutionNumerical Solutions to Steady-State ProblemsPopulation ModelsTransient Problems in One Spatial DimensionTransient Problems in Two Spatial DimensionsMethods and Theory:Finite Difference MethodFinite Element Method, the TechniquesFinite Element Method, the TheoryCollocation Method
Readership: Graduate students and researchers.
Key Features:There is no text/reference book that covers as broad a list of techniques as completely and as efficientlyWe accomplish this by judiciously selecting preliminary material that is essential
The University of Toronto Undergraduate Competition was founded to provide additional competition experience for undergraduates preparing for the Putnam competition, and is particularly useful for the freshman or sophomore undergraduate. Lecturers, instructors, and coaches for mathematics competitions will find this presentation useful. Many of the problems are of intermediate difficulty and relate to the first two years of the undergraduate curriculum. The problems presented may be particularly useful for regular class assignments. Moreover, this text contains problems that lie outside the regular syllabus and may interest students who are eager to learn beyond the classroom.
New York Times Bestseller
“Not so different in spirit from the way public intellectuals like John Kenneth Galbraith once shaped discussions of economic policy and public figures like Walter Cronkite helped sway opinion on the Vietnam War…could turn out to be one of the more momentous books of the decade.”
—New York Times Book Review
"Nate Silver's The Signal and the Noise is The Soul of a New Machine for the 21st century."
—Rachel Maddow, author of Drift
"A serious treatise about the craft of prediction—without academic mathematics—cheerily aimed at lay readers. Silver's coverage is polymathic, ranging from poker and earthquakes to climate change and terrorism."
—New York Review of Books
Nate Silver built an innovative system for predicting baseball performance, predicted the 2008 election within a hair’s breadth, and became a national sensation as a blogger—all by the time he was thirty. He solidified his standing as the nation's foremost political forecaster with his near perfect prediction of the 2012 election. Silver is the founder and editor in chief of FiveThirtyEight.com.
Drawing on his own groundbreaking work, Silver examines the world of prediction, investigating how we can distinguish a true signal from a universe of noisy data. Most predictions fail, often at great cost to society, because most of us have a poor understanding of probability and uncertainty. Both experts and laypeople mistake more confident predictions for more accurate ones. But overconfidence is often the reason for failure. If our appreciation of uncertainty improves, our predictions can get better too. This is the “prediction paradox”: The more humility we have about our ability to make predictions, the more successful we can be in planning for the future.
In keeping with his own aim to seek truth from data, Silver visits the most successful forecasters in a range of areas, from hurricanes to baseball, from the poker table to the stock market, from Capitol Hill to the NBA. He explains and evaluates how these forecasters think and what bonds they share. What lies behind their success? Are they good—or just lucky? What patterns have they unraveled? And are their forecasts really right? He explores unanticipated commonalities and exposes unexpected juxtapositions. And sometimes, it is not so much how good a prediction is in an absolute sense that matters but how good it is relative to the competition. In other cases, prediction is still a very rudimentary—and dangerous—science.
Silver observes that the most accurate forecasters tend to have a superior command of probability, and they tend to be both humble and hardworking. They distinguish the predictable from the unpredictable, and they notice a thousand little details that lead them closer to the truth. Because of their appreciation of probability, they can distinguish the signal from the noise.
With everything from the health of the global economy to our ability to fight terrorism dependent on the quality of our predictions, Nate Silver’s insights are an essential read.
From the Trade Paperback edition.
Featuring more than 100 stunning color illustrations and requiring only a modest background in math, Creating Symmetry begins by addressing the enigma of a simple curve, whose curious symmetry seems unexplained by its formula. Farris describes how complex numbers unlock the mystery, and how they lead to the next steps on an engaging path to constructing waveforms. He explains how to devise waveforms for each of the 17 possible wallpaper types, and then guides you through a host of other fascinating topics in symmetry, such as color-reversing patterns, three-color patterns, polyhedral symmetry, and hyperbolic symmetry. Along the way, Farris demonstrates how to marry waveforms with photographic images to construct beautiful symmetry patterns as he gradually familiarizes you with more advanced mathematics, including group theory, functional analysis, and partial differential equations. As you progress through the book, you'll learn how to create breathtaking art images of your own.
Fun, accessible, and challenging, Creating Symmetry features numerous examples and exercises throughout, as well as engaging discussions of the history behind the mathematics presented in the book.
This book is not just about math, not just about computing, and not just about applications, but about all three--in other words, computational science. Whether used as an undergraduate textbook, for self-study, or for reference, it builds the foundation you need to make numerical modeling and simulation integral parts of your investigational toolbox.
New to the Third Edition
New chapter on special topics, including discrete Cauchy–Euler equations; gamma, beta, and digamma functions; Lambert W-function; Euler polynomials; functional equations; and exact discretizations of differential equations New chapter on the application of difference equations to complex problems arising in the mathematical modeling of phenomena in engineering and the natural and social sciences Additional problems in all chapters Expanded bibliography to include recently published texts related to the subject of difference equations
Suitable for self-study or as the main text for courses on difference equations, this book helps readers understand the fundamental concepts and procedures of difference equations. It uses an informal presentation style, avoiding the minutia of detailed proofs and formal explanations.
The Essentials For Dummies Series
Dummies is proud to present our new series, The Essentials For Dummies. Now students who are prepping for exams, preparing to study new material, or who just need a refresher can have a concise, easy-to-understand review guide that covers an entire course by concentrating solely on the most important concepts. From algebra and chemistry to grammar and Spanish, our expert authors focus on the skills students most need to succeed in a subject.
The textbook presents only the most essential mathematical derivations, and places comments, discussion, and terminology in sidebars so that readers can follow the core material easily and without distraction. Annotated proofs with sidebars explain the techniques of proof construction, including contradiction, contraposition, cycles of implications to prove equivalence, and the difference between necessity and sufficiency. Annotated theoretical developments also use sidebars to discuss relevant commands available in MATLAB, allowing students to understand these important tools. The balanced chapters can each be covered in approximately two hours of lecture time, simplifying course planning and student review. Solutions to the theoretical and computational exercises are also available for instructors.Easy-to-use textbook in unique lecture-style format Sidebars explain topics in further detail Annotated proofs and discussions of MATLAB commands Balanced chapters can each be taught in two hours of course lecture Solutions to exercises available to instructors
Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.
This concise text offers undergraduates in mathematics and science a thorough and systematic first course in elementary differential equations. Presuming a knowledge of basic calculus, the book first reviews the mathematical essentials required to master the materials to be presented.
The next four chapters take up linear equations, those of the first order and those with constant coefficients, variable coefficients, and regular singular points. The last two chapters address the existence and uniqueness of solutions to both first order equations and to systems and n-th order equations.
Throughout the book, the author carries the theory far enough to include the statements and proofs of the simpler existence and uniqueness theorems. Dr. Coddington, who has taught at MIT, Princeton, and UCLA, has included many exercises designed to develop the student's technique in solving equations. He has also included problems (with answers) selected to sharpen understanding of the mathematical structure of the subject, and to introduce a variety of relevant topics not covered in the text, e.g. stability, equations with periodic coefficients, and boundary value problems.
The fun and easy way to get down to business with statistics
Stymied by statistics? No fear? this friendly guide offers clear, practical explanations of statistical ideas, techniques, formulas, and calculations, with lots of examples that show you how these concepts apply to your everyday life.
Statistics For Dummies shows you how to interpret and critique graphs and charts, determine the odds with probability, guesstimate with confidence using confidence intervals, set up and carry out a hypothesis test, compute statistical formulas, and more.Tracks to a typical first semester statistics course Updated examples resonate with today's students Explanations mirror teaching methods and classroom protocol
Packed with practical advice and real-world problems, Statistics For Dummies gives you everything you need to analyze and interpret data for improved classroom or on-the-job performance.
For those who slept through Stats 101, this book is a lifesaver. Wheelan strips away the arcane and technical details and focuses on the underlying intuition that drives statistical analysis. He clarifies key concepts such as inference, correlation, and regression analysis, reveals how biased or careless parties can manipulate or misrepresent data, and shows us how brilliant and creative researchers are exploiting the valuable data from natural experiments to tackle thorny questions.
And in Wheelan’s trademark style, there’s not a dull page in sight. You’ll encounter clever Schlitz Beer marketers leveraging basic probability, an International Sausage Festival illuminating the tenets of the central limit theorem, and a head-scratching choice from the famous game show Let’s Make a Deal—and you’ll come away with insights each time. With the wit, accessibility, and sheer fun that turned Naked Economics into a bestseller, Wheelan defies the odds yet again by bringing another essential, formerly unglamorous discipline to life.
Two of the authors co-wrote The Elements of Statistical Learning (Hastie, Tibshirani and Friedman, 2nd edition 2009), a popular reference book for statistics and machine learning researchers. An Introduction to Statistical Learning covers many of the same topics, but at a level accessible to a much broader audience. This book is targeted at statisticians and non-statisticians alike who wish to use cutting-edge statistical learning techniques to analyze their data. The text assumes only a previous course in linear regression and no knowledge of matrix algebra.
* Focuses on the most often used features of Mathematica for the beginning Mathematica user
* New applications from a variety of fields, including engineering, biology, and physics
* All applications were completed using recent versions of Mathematica
Suitable for courses on differential equations with applications to mathematical biology or as an introduction to mathematical biology, Differential Equations and Mathematical Biology, Second Edition introduces students in the physical, mathematical, and biological sciences to fundamental modeling and analytical techniques used to understand biological phenomena. In this edition, many of the chapters have been expanded to include new and topical material.
New to the Second Edition
A section on spiral waves Recent developments in tumor biology More on the numerical solution of differential equations and numerical bifurcation analysis MATLAB® files available for download online Many additional examples and exercises
This textbook shows how first-order ordinary differential equations (ODEs) are used to model the growth of a population, the administration of drugs, and the mechanism by which living cells divide. The authors present linear ODEs with constant coefficients, extend the theory to systems of equations, model biological phenomena, and offer solutions to first-order autonomous systems of nonlinear differential equations using the Poincaré phase plane. They also analyze the heartbeat, nerve impulse transmission, chemical reactions, and predator–prey problems. After covering partial differential equations and evolutionary equations, the book discusses diffusion processes, the theory of bifurcation, and chaotic behavior. It concludes with problems of tumor growth and the spread of infectious diseases.
1,001 Statistics Practice Problems For Dummies takes you beyond the instruction and guidance offered in Statistics For Dummies to give you a more hands-on understanding of statistics. The practice problems offered range in difficulty, including detailed explanations and walk-throughs.
In this series, every step of every solution is shown with explanations and detailed narratives to help you solve each problem. With the book purchase, you’ll also get access to practice statistics problems online. This content features 1,001 practice problems presented in multiple choice format; on-the-go access from smart phones, computers, and tablets; customizable practice sets for self-directed study; practice problems categorized as easy, medium, or hard; and a one-year subscription with book purchase.Offers on-the-go access to practice statistics problems Gives you friendly, hands-on instruction 1,001 statistics practice problems that range in difficulty
1,001 Statistics Practice Problems For Dummies provides ample practice opportunities for students who may have taken statistics in high school and want to review the most important concepts as they gear up for a faster-paced college class.
One is heuristic and nonrigorous, and attempts to develop in students an intuitive feel for the subject that enables him or her to think probabilistically. The other approach attempts a rigorous development of probability by using the tools of measure theory. The first approach is employed in this text.
The book begins by introducing basic concepts of probability theory, such as the random variable, conditional probability, and conditional expectation. This is followed by discussions of stochastic processes, including Markov chains and Poison processes. The remaining chapters cover queuing, reliability theory, Brownian motion, and simulation. Many examples are worked out throughout the text, along with exercises to be solved by students.
This book will be particularly useful to those interested in learning how probability theory can be applied to the study of phenomena in fields such as engineering, computer science, management science, the physical and social sciences, and operations research. Ideally, this text would be used in a one-year course in probability models, or a one-semester course in introductory probability theory or a course in elementary stochastic processes.
New to this Edition:
65% new chapter material including coverage of finite capacity queues, insurance risk models and Markov chainsContains compulsory material for new Exam 3 of the Society of Actuaries containing several sections in the new examsUpdated data, and a list of commonly used notations and equations, a robust ancillary package, including a ISM, SSM, and test bankIncludes SPSS PASW Modeler and SAS JMP software packages which are widely used in the field
Superior writing styleExcellent exercises and examples covering the wide breadth of coverage of probability topics Real-world applications in engineering, science, business and economics
The author begins with basic characteristics of financial time series data before covering three main topics:Analysis and application of univariate financial time series The return series of multiple assets Bayesian inference in finance methods
Key features of the new edition include additional coverage of modern day topics such as arbitrage, pair trading, realized volatility, and credit risk modeling; a smooth transition from S-Plus to R; and expanded empirical financial data sets.
The overall objective of the book is to provide some knowledge of financial time series, introduce some statistical tools useful for analyzing these series and gain experience in financial applications of various econometric methods.