Matrix-analytic Methods in Stochastic Models

Arid and semi-arid regions face major challenges in the management of scarce freshwater resources under pressures of population, economic development, climate change, pollution and over-abstraction. Groundwater is commonly the most important water resource in these areas. Groundwater models are widely used globally to understand groundwater systems and to guide decisions on management. However, the hydrology of arid and semi-arid areas is very different from that of humid regions, and there is little guidance on the special challenges of groundwater modelling for these areas. This book brings together the experience of internationally leading experts to fill a gap in the scientific and technical literature. It introduces state-of-the-art methods for modelling groundwater resources, illustrated with a wide-ranging set of illustrative examples from around the world. The book is valuable for researchers, practitioners in developed and developing countries, and graduate students in hydrolo

Cross-cultural research is now an undeniable part of mainstream psychology and has had a major impact on conceptual models of human behavior. Although it is true that the basic principles of social psychological methodology and data analysis are applicable to cross-cultural research, there are a number of issues that are distinct to it, including managing incongruities of language and quantifying cultural response sets in the use of scales. Cross-Cultural Research Methods in Psychology provides state-of-the-art knowledge about the methodological problems that need to be addressed if a researcher is to conduct valid and reliable cross-cultural research. It also offers practical advice and examples of solutions to those problems and is a must-read for any student of culture.

Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stochastic mixed-integer models. For their so

Models and methods for operational risks assessment and mitigation are gaining importance in financial institutions, healthcare organizations, industry, businesses and organisations in general. This

Facility in the targeted manipulation of the genetic and metabolic composition of organisms, combined with unprecedented computational power, is forging a niche for a new subspecialty of biotechnology called metabolic engineering. First published in 2002, this book introduces researchers and advanced students in biology and engineering to methods of optimizing biochemical systems of biotechnological relevance. It examines the development of strategies for manipulating metabolic pathways, demonstrates the need for effective systems models, and discusses their design and analysis, while placing special emphasis on optimization. The authors propose power-law models and methods of biochemical systems theory toward these ends. All concepts are derived from first principles, and the text is richly illustrated with numerous graphs and examples throughout. Special features include: nontechnical and technical introductions to models of biochemical systems; a review of basic methods of model des

Random matrices arise from, and have important applications to, number theory, probability, combinatorics, representation theory, quantum mechanics, solid state physics, quantum field theory, quantum gravity, and many other areas of physics and mathematics. This 2001 volume of surveys and research results, based largely on lectures given at the Spring 1999 MSRI program of the same name, covers broad areas such as topologic and combinatorial aspects of random matrix theory; scaling limits, universalities and phase transitions in matrix models; universalities for random polynomials; and applications to integrable systems. Its stress on the interaction between physics and mathematics will make it a welcome addition to the shelves of graduate students and researchers in both fields, as will its expository emphasis.

This book is aimed at presenting different methods and perspectives in the theory of Quantum Groups, bridging between the algebraic, representation theoretic, analytic, and differential-geometric appr

This book was first published in 1970. It addresses the increasing use of digital computers for equilibrium calculations in high temperature, high pressure processes, in rocketry and in explosives technology. It surveys the numerical techniques developed over the fifteen to twenty years preceding its publication. The authors derive the equations describing equilibria in different types of system and outline the effect of variation of the parameters of the system on the equilibrium composition. They discuss critically the available methods of solution of the chemical equilibrium problem, both in the minimization and non-linear equations form, and indicate the factors that should be taken into account in selecting the optimum method of solution for a particular problem and computer. The fundamental chemical and thermodynamic analytic material was selected so as to make the book fully accessible for students of chemical engineering, explosives and technology.

This collection brings together important contributions by leading econometricians on (i) parametric approaches to qualitative and sample selection models, (ii) nonparametric and semi-parametric approaches to qualitative and sample selection models, and (iii) nonlinear estimation of cross-sectional and time series models. The advances achieved here can have important bearing on the choice of methods and analytical techniques in applied research.

First published in 1999, Dynamic Issues in Commercial Policy Analysis focuses on the explicit specification of dynamic mechanisms in the formal analytics of trade models. A wide range of modelling approaches is employed to investigate an even wider range of policy issues, with an overall objective of further extension of the basic conceptual framework of applied commercial policy analysis in the direction of dynamic issues and applications. Professors Baldwin and Francois and their contributors emphasise methods for the analysis of interactions between commercial policy and leading policy issues, including investment performance, economic growth and innovation, the location of industry, migration, and the environment.

This 2006 book presents a systematic introduction to the theory of parametric stability of structures under both deterministic and stochastic loadings. A comprehensive range of theories are presented and various application problems are formulated and solved, often using more than one approach. Investigation of an elastic system's dynamic stability frequently leads to the study of dynamic behaviour of the solutions of parametrically excited systems. Parametric instability or resonance is more dangerous than ordinary resonance as it is characterised by exponential growth of the response amplitudes even in the presence of damping. The emphasis in this book is on the applications and various analytical and numerical methods for solving engineering problems. The materials presented are as self-contained as possible, with all of the important steps of analysis provided in order to make the book suitable as a graduate-level textbook and especially for self-study.

This 2005 book gives a comprehensive overview of measurement techniques and theories for marine turbulence and mixing processes. It describes the processes which control the mixing of greenhouse gases, nutrients, trace elements, and hazardous substances in our oceans and shelf seas - from local to planetary scales. These processes buffer climate changes and are centrally important for regional to global ecosystem dynamics. The publication also contains source codes of turbulence models and models of the upper-ocean mixing layer (COHERENS and GOTM), and observational data sets of turbulence characteristics or corresponding proxies of waters from all over the world. These can be found at www.cambridge.org/9780521153720. Written by a team of 53 world-leading experts, it represents a rich source of data and methods for students and scientists in oceanography, hydrology, limnology, and meteorology, as well as marine, naval and civil engineers.

The new edition of Prevention Is Primary provides models, methods, and approaches for building health and equity in communities. This comprehensive book includes the theory, concepts, and models need

With an emphasis on models and techniques, this textbook introduces many of the fundamental concepts of stochastic modeling that are now a vital component of almost every scientific investigation. In

Originally published in 2000, this is the second volume of a comprehensive two-volume treatment of quadratic optimal control theory for partial differential equations over a finite or infinite time horizon, and related differential (integral) and algebraic Riccati equations. Both continuous theory and numerical approximation theory are included. The authors use an abstract space, operator theoretic approach, which is based on semigroups methods, and which unifies across a few basic classes of evolution. The various abstract frameworks are motivated by, and ultimately directed to, partial differential equations with boundary/point control. Volume 2 is focused on the optimal control problem over a finite time interval for hyperbolic dynamical systems. A few abstract models are considered, each motivated by a particular canonical hyperbolic dynamics. It presents numerous fascinating results. These volumes will appeal to graduate students and researchers in pure and applied mathematics and

This collection of articles by well-known experts was originally published in 2000 and is intended for researchers in computer science, practitioners of formal methods, and computer programmers working in safety-critical applications or in the technology of component-based systems. The work brings together several elements of this area that were fast becoming the focus of much research and practice in computing. The introduction by Clemens Szyperski gives a snapshot of research in the field. About half the articles deal with theoretical frameworks, models, and systems of notation; the rest of the book concentrates on case studies by researchers who have built prototype systems and present findings on architectures verification. The emphasis is on advances in the technological infrastructure of component-based systems; how to design and specify reusable components; and how to reason about, verify, and validate systems from components. Thus the book shows how theory might move into pract

This introduction to complex variable methods begins by carefully defining complex numbers and analytic functions, and proceeds to give accounts of complex integration, Taylor series, singularities, residues and mappings. Both algebraic and geometric tools are employed to provide the greatest understanding, with many diagrams illustrating the concepts introduced. The emphasis is laid on understanding the use of methods, rather than on rigorous proofs. Throughout the text, many of the important theoretical results in complex function theory are followed by relevant and vivid examples in physical sciences. This second edition now contains 350 stimulating exercises of high quality, with solutions given to many of them. Material has been updated and additional proofs on some of the important theorems in complex function theory are now included, e.g. the Weierstrass–Casorati theorem. The book is highly suitable for students wishing to learn the elements of complex analysis in an applied con

This three-volume series presents the ideas, models and approaches essential to understanding plasma dynamics and self-organization for researchers and graduate students in plasma physics, controlled fusion and related fields such as plasma astrophysics. Volume I develops the physical kinetics of plasma turbulence through a focus on quasi-particle models and dynamics. It discusses the essential physics concepts and theoretical methods for describing weak and strong fluid and phase space turbulence in plasma systems far from equilibrium. The book connects the traditionally 'plasma' topic of weak or wave turbulence theory to more familiar fluid turbulence theory, and extends both to the realm of collisionless phase space turbulence. This gives readers a deeper understanding of these related fields, and builds a foundation for future applications to multi-scale processes of self-organization in tokamaks and other confined plasmas. This book emphasizes the conceptual foundations and physic

Dark energy, the mysterious cause of the accelerating expansion of the universe, is one of the most important fields of research in astrophysics and cosmology today. Introducing the theoretical ideas, observational methods and results, this textbook is ideally suited to graduate courses on dark energy, and will also supplement advanced cosmology courses. Providing a thorough introduction to this exciting field, the textbook covers the cosmological constant, quintessence, k-essence, perfect fluid models, extra-dimensional models, and modified gravity. Observational research is reviewed, from the cosmic microwave background to baryon acoustic oscillations, weak lensing and cluster abundances. Every chapter ends with problems, with full solutions provided, and any calculations are worked through step-by-step.

This textbook provides a modern, quantitative and process-oriented approach to equip students with the tools to understand geomorphology. Insight into the interpretation of landscapes is developed from basic principles and simple models, and by stepping through the equations that capture the essence of the mechanics and chemistry of landscapes. Boxed worked examples and real-world applications bring the subject to life for students, allowing them to apply the theory to their own experience. The book covers cutting edge topics, including the revolutionary cosmogenic nuclide dating methods and modeling, highlights links to other Earth sciences through up-to-date summaries of current research, and illustrates the importance of geomorphology in understanding environmental changes. Setting up problems as a conservation of mass, ice, soil, or heat, this book arms students with tools to fully explore processes, understand landscapes, and to participate in this rapidly evolving field.

Thoroughly revised for its second edition, this advanced textbook provides an introduction to the basic methods of computational physics, and an overview of progress in several areas of scientific computing by relying on free software available from CERN. The book begins by dealing with basic computational tools and routines, covering approximating functions, differential equations, spectral analysis, and matrix operations. Important concepts are illustrated by relevant examples at each stage. The author also discusses more advanced topics, such as molecular dynamics, modeling continuous systems, Monte Carlo methods, genetic algorithm and programming, and numerical renormalization. It includes many more exercises. This can be used as a textbook for either undergraduate or first-year graduate courses on computational physics or scientific computation. It will also be a useful reference for anyone involved in computational research.

A Unified Summary of the Models and Optimization Methods Used in Computational Lithography Optical lithography is one of the most challenging areas of current integrated circuit manufacturing technol

A practical text suitable for an introductory or advanced course in formal methods, this book presents a mathematical approach to modelling and designing systems using an extension of the B formal method: Event-B. Based on the idea of refinement, the author's systematic approach allows the user to construct models gradually and to facilitate a systematic reasoning method by means of proofs. Readers will learn how to build models of programs and, more generally, discrete systems, but this is all done with practice in mind. The numerous examples provided arise from various sources of computer system developments, including sequential programs, concurrent programs and electronic circuits. The book also contains a large number of exercises and projects ranging in difficulty. Each of the examples included in the book has been proved using the Rodin Platform tool set, which is available free for download at www.event-b.org.

Correlation is a robust and general technique for pattern recognition and is used in many applications, such as automatic target recognition, biometric recognition and optical character recognition. The design, analysis and use of correlation pattern recognition algorithms requires background information, including linear systems theory, random variables and processes, matrix/vector methods, detection and estimation theory, digital signal processing and optical processing. This book provides a needed review of this diverse background material and develops the signal processing theory, the pattern recognition metrics, and the practical application know-how from basic premises. It shows both digital and optical implementations. It also contains technology presented by the team that developed it and includes case studies of significant interest, such as face and fingerprint recognition. Suitable for graduate students taking courses in pattern recognition theory, whilst reaching technical

Perturbation series expansion methods are sophisticated numerical tools used to provide quantitative calculations in many areas of theoretical physics. This book gives a comprehensive guide to the use of series expansion methods for investigating phase transitions and critical phenomena, and lattice models of quantum magnetism, strongly correlated electron systems and elementary particles. Early chapters cover the classical treatment of critical phenomena through high-temperature expansions, and introduce graph theoretical and combinatorial algorithms. The book then discusses high-order linked-cluster perturbation expansions for quantum lattice models, finite temperature expansions, and lattice gauge models. Also included are numerous detailed examples and case studies, and an accompanying resources website, www.cambridge.org/9780521842426, contains programs for implementing these powerful numerical techniques. A valuable resource for graduate students and postdoctoral researchers work

Fundamentals of Seismic Wave Propagation, published in 2004, presents a comprehensive introduction to the propagation of high-frequency body-waves in elastodynamics. The theory of seismic wave propagation in acoustic, elastic and anisotropic media is developed to allow seismic waves to be modelled in complex, realistic three-dimensional Earth models. This book provides a consistent and thorough development of modelling methods widely used in elastic wave propagation ranging from the whole Earth, through regional and crustal seismology, exploration seismics to borehole seismics, sonics and ultrasonics. Particular emphasis is placed on developing a consistent notation and approach throughout, which highlights similarities and allows more complicated methods and extensions to be developed without difficulty. This book is intended as a text for graduate courses in theoretical seismology, and as a reference for all academic and industrial seismologists using numerical modelling methods. Exe

If you are a semiconductor engineer or a magnetics physicist developing magnetic memory, get the information you need with this, the first book on magnetic memory. From magnetics to the engineering design of memory, this practical book explains key magnetic properties and how they are related to memory performance, characterization methods of magnetic films, and tunneling magnetoresistance effect devices. It also covers memory cell options, array architecture, circuit models, and read-write engineering issues. You'll understand the soft fail nature of magnetic memory, which is very different from that of semiconductor memory, as well as methods to deal with the issue. You'll also get invaluable problem-solving insights from real-world memory case studies. This is an essential book for semiconductor engineers who need to understand magnetics, and for magnetics physicists who work with MRAM. It is also a valuable reference for graduate students working in electronic/magnetic device resea

Discover what you can do with R! Introducing the R system, covering standard regression methods, then tackling more advanced topics, this book guides users through the practical, powerful tools that the R system provides. The emphasis is on hands-on analysis, graphical display, and interpretation of data. The many worked examples, from real-world research, are accompanied by commentary on what is done and why. The companion website has code and datasets, allowing readers to reproduce all analyses, along with solutions to selected exercises and updates. Assuming basic statistical knowledge and some experience with data analysis (but not R), the book is ideal for research scientists, final-year undergraduate or graduate-level students of applied statistics, and practising statisticians. It is both for learning and for reference. This third edition expands upon topics such as Bayesian inference for regression, errors in variables, generalized linear mixed models, and random forests.

Providing a new perspective on quantum field theory, this book gives a pedagogical and up-to-date exposition of non-perturbative methods in relativistic quantum field theory and introduces the reader to modern research work in theoretical physics. It describes in detail non-perturbative methods in quantum field theory, and explores two- dimensional and four- dimensional gauge dynamics using those methods. The book concludes with a summary emphasizing the interplay between two- and four- dimensional gauge theories. Aimed at graduate students and researchers, this book covers topics from two-dimensional conformal symmetry, affine Lie algebras, solitons, integrable models, bosonization, and 't Hooft model, to four-dimensional conformal invariance, integrability, large N expansion, Skyrme model, monopoles and instantons. Applications, first to simple field theories and gauge dynamics in two dimensions, and then to gauge theories in four dimensions and quantum chromodynamics (QCD) in partic

It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on ch

It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on ch

Advances in the social sciences have emerged through a variety of research methods: field-based research, laboratory and field experiments, and agent-based models. However, which research method or ap

This book provides a pedagogical examination of the way in which stochastic models are encountered in applied sciences and techniques such as physics, engineering, biology and genetics, economics and

Advances in the social sciences have emerged through a variety of research methods: field-based research, laboratory and field experiments, and agent-based models. However, which research method or ap

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.

The proceedings of the Automotive Model Predictive Control: Models, Methods and Applications workshop investigates whether constrained predictive control is reasonable in automotive control and what i

The first edition of this book was reviewed in 1982 as 'the most extensive treatment of Padé approximants actually available'. This second edition has been thoroughly updated, with a substantial chapter on multiseries approximants. Applications to statistical mechanics and critical phenomena are extensively covered, and there are extended sections devoted to circuit design, matrix Pade approximation, and computational methods. This succinct and straightforward treatment will appeal to scientists, engineers, and mathematicians alike.

Maps of species' distributions or habitat suitability are required for many aspects of environmental research, resource management and conservation planning. These include biodiversity assessment, reserve design, habitat management and restoration, species and habitat conservation plans and predicting the effects of environmental change on species and ecosystems. The proliferation of methods and uncertainty regarding their effectiveness can be daunting to researchers, resource managers and conservation planners alike. Franklin summarises the methods used in species distribution modeling (also called niche modeling) and presents a framework for spatial prediction of species distributions based on the attributes (space, time, scale) of the data and questions being asked. The framework links theoretical ecological models of species distributions to spatial data on species and environment, and statistical models used for spatial prediction. Providing practical guidelines to students, resea

This book describes the tectonic landforms resulting from major internal and external forces acting on the outer layers of solid bodies throughout the Solar System. It presents a detailed survey of tectonic structures at a range of length scales found on Mercury, Venus, the Moon, Mars, the outer planet satellites, and asteroids. A diverse range of models for the sources of tectonic stresses acting on silicate and icy crusts is outlined, comparing processes acting throughout the Solar System. Rheological and mechanical properties of planetary crusts and lithospheres are discussed to understand how and why tectonic stresses manifest themselves differently on various bodies. Results from fault population data are assessed in detail. The book provides methods for mapping and analysing planetary tectonic features, and is illustrated with diagrams and spectacular images returned by manned and robotic spacecraft. It forms an essential reference for researchers and students in planetary geolog

This is the first book to promote the use of stochastic, or random, processes to understand, model and predict our climate system. One of the most important applications of this technique is in the representation of comprehensive climate models of processes which, although crucial, are too small or fast to be explicitly modelled. The book shows how stochastic methods can lead to improvements in climate simulation and prediction, compared with more conventional bulk-formula parameterization procedures. Beginning with expositions of the relevant mathematical theory, the book moves on to describe numerous practical applications. It covers the complete range of time scales of climate variability, from seasonal to decadal, centennial, and millennial. With contributions from leading experts in climate physics, this book is invaluable to anyone working on climate models, including graduate students and researchers in the atmospheric and oceanic sciences, numerical weather forecasting, climate