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This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.
Stochastic orders and inequalities are being used at an accelerated rate in many diverse areas of probability and statistics. This book provides the first unified, systematic, and accessible treatment of stochasticorders, addressing the growing importance of these orders with the presentation of numerous results that illustrate their usefulness and applicability. Ten insightful chapters emphasize the applications by specialists in probability and statistics, economics, operations research, and reliability theory. Applications include multivariate variability, epidemics, comparisons of risk and risk aversion, scheduling, and systems reliability theory.
This book familiarizes the mathematical community with an analytic tool that is capable of so many applications and presents a list of open problems which might be amenable to analysis with order stars.
This book tries to point out the mathematical importance of the Partial Differential Equations of First Order (PDEFO) in Physics and Applied Sciences. The intention is to provide mathematicians with a wide view of the applications of this branch in physics, and to give physicists and applied scientists a powerful tool for solving some problems appearing in Classical Mechanics, Quantum Mechanics, Optics, and General Relativity. This book is intended for senior or first year graduate students in mathematics, physics, or engineering curricula.This book is unique in the sense that it covers the applications of PDEFO in several branches of applied mathematics, and fills the theoretical gap between the formal mathematical presentation of the theory and the pure applied tool to physical problems that are contained in other books.Improvements made in this second edition include corrected typographical errors; rewritten text to improve the flow and enrich the material; added exercises in all chapters; new applications in Chapters 1, 2, and 5 and expanded examples.
This book is about the theory and applications of Partial Differential Equations of First Order (PDEFO). Many interesting topics in physics such as constant motion of dynamical systems, renormalization theory, Lagrange transformation, ray trajectories, and Hamilton-Jacobi theory are or can be formulated in terms of partial differential equations of first order. In this book, the author illustrates the utility of the powerful method of PDEFO in physics, and also shows how PDEFO are useful for solving practical problems in different branches of science. The book focuses mainly on the applications of PDEFO, and the mathematical formalism is treated carefully but without diverging from the main objective of the book.
Higher Order Dynamic Mode Decomposition and Its Applications provides detailed background theory, as well as several fully explained applications from a range of industrial contexts to help readers understand and use this innovative algorithm. Data-driven modelling of complex systems is a rapidly evolving field, which has applications in domains including engineering, medical, biological, and physical sciences, where it is providing ground-breaking insights into complex systems that exhibit rich multi-scale phenomena in both time and space. Starting with an introductory summary of established order reduction techniques like POD, DEIM, Koopman, and DMD, this book proceeds to provide a detailed explanation of higher order DMD, and to explain its advantages over other methods. Technical details of how the HODMD can be applied to a range of industrial problems will help the reader decide how to use the method in the most appropriate way, along with example MATLAB codes and advice on how to analyse and present results. - Includes instructions for the implementation of the HODMD, MATLAB codes, and extended discussions of the algorithm - Includes descriptions of other order reduction techniques, and compares their strengths and weaknesses - Provides examples of applications involving complex flow fields, in contexts including aerospace engineering, geophysical flows, and wind turbine design
This book aims to propose implementations and applications of Fractional Order Systems (FOS). It is well known that FOS can be applied in control applications and systems modeling, and their effectiveness has been proven in many theoretical works and simulation routines. A further and mandatory step for FOS real world utilization is their hardware implementation and applications on real systems modeling. With this viewpoint, introductive chapters on FOS are included, on the definition of stability region of Fractional Order PID Controller and Chaotic FOS, followed by the practical implementation based on Microcontroller, Field Programmable Gate Array, Field Programmable Analog Array and Switched Capacitor. Another section is dedicated to FO modeling of Ionic Polymeric Metal Composite (IPMC). This new material may have applications in robotics, aerospace and biomedicine.
The maximum principle induces an order structure for partial differential equations, and has become an important tool in nonlinear analysis. This book is the first of two volumes to systematically introduce the applications of order structure in certain nonlinear partial differential equation problems.The maximum principle is revisited through the use of the Krein-Rutman theorem and the principal eigenvalues. Its various versions, such as the moving plane and sliding plane methods, are applied to a variety of important problems of current interest. The upper and lower solution method, especially its weak version, is presented in its most up-to-date form with enough generality to cater for wide applications. Recent progress on the boundary blow-up problems and their applications are discussed, as well as some new symmetry and Liouville type results over half and entire spaces. Some of the results included here are published for the first time.
The idea for this book originated during the workshop “Model order reduction, coupled problems and optimization” held at the Lorentz Center in Leiden from S- tember 19–23, 2005. During one of the discussion sessions, it became clear that a book describing the state of the art in model order reduction, starting from the very basics and containing an overview of all relevant techniques, would be of great use for students, young researchers starting in the ?eld, and experienced researchers. The observation that most of the theory on model order reduction is scattered over many good papers, making it dif?cult to ?nd a good starting point, was supported by most of the participants. Moreover, most of the speakers at the workshop were willing to contribute to the book that is now in front of you. The goal of this book, as de?ned during the discussion sessions at the workshop, is three-fold: ?rst, it should describe the basics of model order reduction. Second, both general and more specialized model order reduction techniques for linear and nonlinear systems should be covered, including the use of several related numerical techniques. Third, the use of model order reduction techniques in practical appli- tions and current research aspects should be discussed. We have organized the book according to these goals. In Part I, the rationale behind model order reduction is explained, and an overview of the most common methods is described.