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This monograph presents a rigorous mathematical introduction to optimal transport as a variational problem, its use in modeling various phenomena, and its connections with partial differential equations. Its main goal is to provide the reader with the techniques necessary to understand the current research in optimal transport and the tools which are most useful for its applications. Full proofs are used to illustrate mathematical concepts and each chapter includes a section that discusses applications of optimal transport to various areas, such as economics, finance, potential games, image processing and fluid dynamics. Several topics are covered that have never been previously in books on this subject, such as the Knothe transport, the properties of functionals on measures, the Dacorogna-Moser flow, the formulation through minimal flows with prescribed divergence formulation, the case of the supremal cost, and the most classical numerical methods. Graduate students and researchers in both pure and applied mathematics interested in the problems and applications of optimal transport will find this to be an invaluable resource.
This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.
The budding field of nanotechnology offers enormous potential for advances in medical science, engineering, transportation, computers, and many other industries. As this growing field solidifies, these technological advances may soon become a reality. Nanoscience and Advancing Computational Methods in Chemistry: Research Progress provides innovative chapters covering the growth of educational, scientific, and industrial research activities among chemical engineers and provides a medium for mutual communication between international academia and the industry. This book publishes significant research reporting new methodologies and important applications in the fields of chemical informatics and discusses latest coverage of chemical databases and the development of new experimental methods.
This book studies the existence and uniqueness of solutions to parabolic-type equations with irregular coefficients and/or initial conditions. It elaborates on the DiPerna-Lions theory of renormalized solutions to linear transport equations and related equations, and also examines the connection between the results on the partial differential equation and the well-posedness of the underlying stochastic/ordinary differential equation.
Written from the expertise of an agricultural engineering background, this exciting new book presents the most useful numerical methods and their complete program listings.
The purpose of this book is to provide the mathematical foundations of numerical methods, to analyze their basic theoretical properties and to demonstrate their performances on examples and counterexamples. Within any specific class of problems, the most appropriate scientific computing algorithms are reviewed, their theoretical analyses are carried out and the expected results are verified using the MATLAB software environment. Each chapter contains examples, exercises and applications of the theory discussed to the solution of real-life problems. While addressed to senior undergraduates and graduates in engineering, mathematics, physics and computer sciences, this text is also valuable for researchers and users of scientific computing in a large variety of professional fields.
This textbook develops the fundamental skills of numerical analysis: designing numerical methods, implementing them in computer code, and analyzing their accuracy and efficiency. A number of mathematical problems?interpolation, integration, linear systems, zero finding, and differential equations?are considered, and some of the most important methods for their solution are demonstrated and analyzed. Notable features of this book include the development of Chebyshev methods alongside more classical ones; a dual emphasis on theory and experimentation; the use of linear algebra to solve problems from analysis, which enables students to gain a greater appreciation for both subjects; and many examples and exercises. Numerical Analysis: Theory and Experiments is designed to be the primary text for a junior- or senior-level undergraduate course in numerical analysis for mathematics majors. Scientists and engineers interested in numerical methods, particularly those seeking an accessible introduction to Chebyshev methods, will also be interested in this book.
Character theory is a powerful tool for understanding finite groups. In particular, the theory has been a key ingredient in the classification of finite simple groups. Characters are also of interest in their own right, and their properties are closely related to properties of the structure of the underlying group. The book begins by developing the module theory of complex group algebras. After the module-theoretic foundations are laid in the first chapter, the focus is primarily on characters. This enhances the accessibility of the material for students, which was a major consideration in the writing. Also with students in mind, a large number of problems are included, many of them quite challenging. In addition to the development of the basic theory (using a cleaner notation than previously), a number of more specialized topics are covered with accessible presentations. These include projective representations, the basics of the Schur index, irreducible character degrees and group structure, complex linear groups, exceptional characters, and a fairly extensive introduction to blocks and Brauer characters. This is a corrected reprint of the original 1976 version, later reprinted by Dover. Since 1976 it has become the standard reference for character theory, appearing in the bibliography of almost every research paper in the subject. It is largely self-contained, requiring of the reader only the most basic facts of linear algebra, group theory, Galois theory and ring and module theory.
Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scienti?c disciplines and a resurgence of interest in the modern as well as the cl- sical 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). Thedevelopmentofnewcoursesisanaturalconsequenceofahighlevelof 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 to encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Ma- ematical Sciences (AMS) series, which will focus on advanced textbooks and research-level monographs.