This volume presents a selection of advanced case studies that address a substantial range of issues and challenges arising in space engineering. The contributing authors are well-recognized researchers and practitioners in space engineering and in applied optimization. The key mathematical modeling and numerical solution aspects of each application case study are presented in sufficient detai…
This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for…
No Inv.: 4943/P/00/1c
This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic control problems from the viewpoint of the recently developed weak dynamic programming principle. A special emphasis is put on the regularity issues and, in particular, on the behavior of the value function near the boundary. We then provide a…
In this book the author presents a new approach to the study of weakly structurable dynamic systems. It differs from other approaches by considering time as a source of fuzzy uncertainty in dynamic systems. It begins with a thorough introduction, where the general research domain, the problems, and ways of their solutions are discussed. The book then progresses systematically by first covering …
Mathematical biomedicine is a rapidly developing interdisciplinary field of research that connects the natural and exact sciences in an attempt to respond to the modeling and simulation challenges raised by biology and medicine. There exist a large number of mathematical methods and procedures that can be brought in to meet these challenges and this book presents a palette of such tools ranging…
A memorial conference for Leon Ehrenpreis was held at Temple University, November 15-16, 2010. In the spirit of Ehrenpreis’s contribution to mathematics, the papers in this volume, written by prominent mathematicians, represent the wide breadth of subjects that Ehrenpreis traversed in his career, including partial differential equations, combinatorics, number theory, complex analysis and a bi…
The book presents an introduction to Stochastic Processes including Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models. The emphasis is on simplifying both the underlying mathematics and the conceptual understanding of random processes. In particular, non-trivial computations are delegated to a computer-algebra system, specifically Maple (although other …
The book is intended for students who want to learn how to prove theorems and be better prepared for the rigors required in more advance mathematics. One of the key components in this textbook is the development of a methodology to lay bare the structure underpinning the construction of a proof, much as diagramming a sentence lays bare its grammatical structure. Diagramming a proof is a way of …
Lectures on Constructive Approximation: Fourier, Spline, and Wavelet Methods on the Real Line, the Sphere, and the Ball focuses on spherical problems as they occur in the geosciences and medical imaging. It comprises the author’s lectures on classical approximation methods based on orthogonal polynomials and selected modern tools such as splines and wavelets. Methods for approximating func…