Bücher der Reihe Applied Mathematical Sciences

Most physical systems lose or gain stability through bifurcation behavior. This book explains a series of experimentally found bifurcation phenomena by means of the methods of static bifurcation theory.

This graduate textbook provides a self-contained introduction to modern mathematical theory on fractional differential equations. It addresses both ordinary and partial differential equations with a focus on detailed solution theory, especially regularity theory under realistic assumptions on the problem data.

This book addresses recent developments in mathematical analysis and computational methods for solving direct and inverse problems for Maxwell's equations in periodic structures. The book provides both introductory materials and in-depth discussion to the areas in diffractive optics that offer rich and challenging mathematical problems.

In this fourth edition, a number of significant additions have been made including a new chapter on transmission eigenvalues and a new section on the impedance boundary condition where particular attention has been made to the generalized impedance boundary condition and to nonlocal impedance boundary conditions.

The first monograph to treat topological, group-theoretic, and geometric problems of ideal hydrodynamics and magnetohydrodynamics from a unified point of view. The book is accessible to graduates as well as pure and applied mathematicians working in hydrodynamics, Lie groups, dynamical systems, and differential geometry.

Nonlinear Dispersive Equations are partial differential equations that naturally arise in physical settings where dispersion dominates dissipation, notably hydrodynamics, nonlinear optics, plasma physics and Bose¿Einstein condensates. The topic has traditionally been approached in different ways, from the perspective of modeling of physical phenomena, to that of the theory of partial differential equations, or as part of the theory of integrable systems.This monograph offers a thorough introduction to the topic, uniting the modeling, PDE and integrable systems approaches for the first time in book form. The presentation focuses on three "universal" families of physically relevant equations endowed with a completely integrable member: the Benjamin¿Ono, Davey¿Stewartson, and Kadomtsev¿Petviashvili equations. These asymptotic models are rigorously derived and qualitative properties such as soliton resolution are studied in detail in both integrable and non-integrable models. Numerical simulations are presented throughout to illustrate interesting phenomena.By presenting and comparing results from different fields, the book aims to stimulate scientific interactions and attract new students and researchers to the topic. To facilitate this, the chapters can be read largely independently of each other and the prerequisites have been limited to introductory courses in PDE theory.

This monograph is devoted to the theory and approximation by finite volume methods of nonlinear hyperbolic systems of conservation laws in one or two space variables.

This is a book on optimal control problems (OCPs) for partial differential equations (PDEs) that evolved from a series of courses taught by the authors in the last few years at Politecnico di Milano, both at the undergraduate and graduate levels.

This book presents an introduction to variational analysis, a field which unifies theories and techniques developed in calculus of variations, optimization, and control, and covers convex analysis, nonsmooth analysis, and set-valued analysis.

Analysis and Simulation of Chaotic Systems is a text designed to be used at the graduate level in applied mathematics for students from mathematics, engineering, physics, chemistry and biology. The book can be used as a stand-alone text for a full year course or it can be heavily supplemented with material of more mathematical, more engineering or more scientific nature. Computations and computer simulations are used throughout this text to illustrate phenomena discussed and to supply readers with probes to use on new problems.

Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical.This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.

In this book the author presents the dynamical systems in infinite dimension, especially those generated by dissipative partial differential equations. This book attempts a systematic study of infinite dimensional dynamical systems generated by dissipative evolution partial differential equations arising in mechanics and physics and in other areas of sciences and technology. This second edition has been updated and extended.

The present book builds upon an earlier work of J. Hale, "e;Theory of Func- tional Differential Equations"e; published in 1977. We have tried to maintain the spirit of that book and have retained approximately one-third of the material intact. One major change was a complete new presentation of lin- ear systems (Chapters 6~9) for retarded and neutral functional differential equations. The theory of dissipative systems (Chapter 4) and global at- tractors was completely revamped as well as the invariant manifold theory (Chapter 10) near equilibrium points and periodic orbits. A more complete theory of neutral equations is presented (see Chapters 1, 2, 3, 9, and 10). Chapter 12 is completely new and contains a guide to active topics of re- search. In the sections on supplementary remarks, we have included many references to recent literature, but, of course, not nearly all, because the subject is so extensive. Jack K. Hale Sjoerd M. Verduyn Lunel Contents Preface............................................................ v Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 . . . . . . . . . . . . . . . . . . . . 1. Linear differential difference equations . . . . . . . . . . . . . . 11 . . . . . . 1.1 Differential and difference equations. . . . . . . . . . . . . . . . . . . . 11 . . . . . . . . 1.2 Retarded differential difference equations. . . . . . . . . . . . . . . . 13 . . . . . . . 1.3 Exponential estimates of x( f) . . . . . . . . . . . . . . . . . . . . . 15 . . . . . . . . . . 1.4 The characteristic equation . . . . . . . . . . . . . . . . . . . . . . . . 17 . . . . . . . . . . . . 1.5 The fundamental solution. . . . . . . . . . . . . . . . . . . . . . . . . . 18 . . . . . . . . . . . . 1.6 The variation-of-constants formula............................. 23 1. 7 Neutral differential difference equations . . . . . . . . . . . . . . . . . 25 . . . . . . . 1.8 Supplementary remarks. . . . . . . . . . . . . . . . . . . . . . . . . . . 34 . . . . . . . . . . . . . 2. Functional differential equations: Basic theory . . . . . . . . 38 . . 2.1 Definition of a retarded equation. . . . . . . . . . . . . . . . . . . . . . 38 . . . . . . . . . 2.2 Existence, uniqueness, and continuous dependence . . . . . . . . . . 39 . . . 2.3 Continuation of solutions . . . . . . . . . . . . . . . . . . . . . . . . . . 44 . . . . . . . . . . . .

This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density. Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking problem, based on optimizing the mean time to loss of lock. The book is based on lecture notes from a one-semester special topics course on stochastic processes and their applications that the author taught many times to graduate students of mathematics, applied mathematics, physics, chemistry, computer science, electrical engineering, and other disciplines. The book contains exercises and worked-out examples aimed at illustrating the methods of mathematical modeling and performance analysis of phase trackers.

These Notes grew out of a course given by the author in 1952-53. Though the field of Partial Differential Equations has changed considerably since those days, particularly under the impact of methods taken from Functional Analysis, the author feels that the introductory material offered here still is basic for an understanding of the subject. It supplies the necessary intuitive foundation which motivates and anticipates abstract formulations of the questions and relates them to the description of natual phenomena. In the present edition, only minor corrections have been made in the text. An Index and up-to-date listing of books recommended for further study have been added. Fritz John New York November 19, 1970 v TABLE OF CONTENTS Introduetion 1 CHAPl'ER I - TEE SINGLE FIRST ORDER EQUATION 1. The linear and quasi-linear equations. 6 The general first order equation for a funetion 2. of two variables. * * * * * * * * * 15 The general first order equation for a funetion 3. of n independent variables. * * * * * 37 CHAPl'ER II - TEE CAUCIIT PROBLEM FOR HIGEER ORDER EQUATIONS 1. Analytie funetions of several real variables * Formulation of the Cauehy problem. The not ion 2. of eharaeteristies. * * * 54 3. The Cauehy problem for the general non-linear equation. 71 4. The Cauehy-Kowalewsky theorem. 76 CHAPl'ER 111 - SECOND ORDER EQUATIONS WITH CONSTANT COEFFICIENTS 1. Equations in two independent variables.

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as weil as the classical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high Ievel of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos, mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses. T AM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Mathe- matical Seiences ( AMS) series, which will focus on advanced textbooks and research Ievel monographs. Preface to the Fourth Edition There are two major changes in the Fourth Edition of Differential Equations and Their Applications. The first concerns the computer programs in this text. In keeping with recent trends in computer science, we have replaced all the APL programs with Pascal and C programs. The Pascal programs appear in the text in place ofthe APL programs, where they are followed by the Fortran programs, while the C programs appear in Appendix C.

"e;The task is done; the Maker rests. And lo! The engine turns. A million years shall flow, Ere round its axle shall the wheel run slow And a new cog be needed .... "e; Mad8.ch: The Tragedy of Man J.C.W. Horne's translation In this book I tried to sum up the facts and results I considered most important concerning periodic solutions of ordinary differential equations (ODEs) produced by this century from Henri Poincare up to the youngest mathematician appearing in the list of references. I have included also some results of my own that did not find their way into monographs in the past. I have done research in this direction for more than 25 years and have given graduate courses about some of the topics covered for many years at the Budapest University of Technology and also at the Universidad Central de Venezuela in Caracas. I hope that people interested in differential equations and applications may use this experience. Some may say that periodic solutions of ODEs has been a closed chapter of mathematics for some time.

Shapes are complex objects to apprehend, as mathematical entities, in terms that also are suitable for computerized analysis and interpretation. This volume provides the background that is required for this purpose, including different approaches that can be used to model shapes, and algorithms that are available to analyze them. It explores, in particular, the interesting connections between shapes and the objects that naturally act on them, diffeomorphisms. The book is, as far as possible, self-contained, with an appendix that describes a series of classical topics in mathematics (Hilbert spaces, differential equations, Riemannian manifolds) and sections that represent the state of the art in the analysis of shapes and their deformations. A direct application of what is presented in the book is a branch of the computerized analysis of medical images, called computational anatomy.

Many books have already been written about the perturbation theory of differential equations with a small parameter. Therefore, we would like to give some reasons why the reader should bother with still another book on this topic. Speaking for the present only about ordinary differential equations and their applications, we notice that methods of solutions are so numerous and diverse that this part of applied mathematics appears as an aggregate of poorly connected methods. The majority of these methods require some previous guessing of a structure of the desired asymptotics. The Poincare method of normal forms and the Bogolyubov-Krylov­ Mitropolsky averaging methods, well known in the literature, should be mentioned specifically in connection with what will follow. These methods do not assume an immediate search for solutions in some special form, but make use of changes of variables close to the identity transformation which bring the initial system to a certain normal form. Applicability of these methods is restricted by special forms of the initial systems.

The first edition of this book was originally published in 1985 under the ti- tle "e;Probabilistic Properties of Deterministic Systems. "e; In the intervening years, interest in so-called "e;chaotic"e; systems has continued unabated but with a more thoughtful and sober eye toward applications, as befits a ma- turing field. This interest in the serious usage of the concepts and techniques of nonlinear dynamics by applied scientists has probably been spurred more by the availability of inexpensive computers than by any other factor. Thus, computer experiments have been prominent, suggesting the wealth of phe- nomena that may be resident in nonlinear systems. In particular, they allow one to observe the interdependence between the deterministic and probabilistic properties of these systems such as the existence of invariant measures and densities, statistical stability and periodicity, the influence of stochastic perturbations, the formation of attractors, and many others. The aim of the book, and especially of this second edition, is to present recent theoretical methods which allow one to study these effects. We have taken the opportunity in this second edition to not only correct the errors of the first edition, but also to add substantially new material in five sections and a new chapter.

The first monograph to treat topological, group-theoretic, and geometric problems of ideal hydrodynamics and magnetohydrodynamics from a unified point of view. It describes the necessary preliminary notions both in hydrodynamics and pure mathematics with numerous examples and figures. The book is accessible to graduates as well as pure and applied mathematicians working in hydrodynamics, Lie groups, dynamical systems, and differential geometry.

This book is primarily based on the research done by the Numerical Analysis Group at the Goethe-Universitat in Frankfurt/Main, and on material presented in several graduate courses by the author between 1977 and 1981. It is hoped that the text will be useful for graduate students and for scientists interested in studying a fundamental theoretical analysis of numerical methods along with its application to the most diverse classes of differential and integral equations. The text treats numerous methods for approximating solutions of three classes of problems: (elliptic) boundary-value problems, (hyperbolic and parabolic) initial value problems in partial differential equations, and integral equations of the second kind. The aim is to develop a unifying convergence theory, and thereby prove the convergence of, as well as provide error estimates for, the approximations generated by specific numerical methods. The schemes for numerically solving boundary-value problems are additionally divided into the two categories of finite- difference methods and of projection methods for approximating their variational formulations.