Tensor Calculus With Applications

Fractional Calculus and Fractional Processes with Applications to Financial Economics presents a comprehensive history of fractional calculus which dates back to 1695 when calculus was invented by Got

This text is meant to be a hands-on lab manual that can be used in class everyday to guide the exploration of the theory and applications of differential and integral calculus. For the most part, labs

In this short monograph Newton-likeand other similar numerical methods with applications to solving multivariateequations are developed, which involve Caputotype fractional mixed partial derivatives a

The purpose of this book is to give a quick and elementary, yet rigorous, presentation of the rudiments of the so-called theory of Viscosity Solutions which applies to fully nonlinear 1st and 2nd orde

A ground-breaking and practical treatment of probability and stochastic processesA Modern Theory of Random Variation is a new and radical re-formulation of the mathematical underpinnings of subjects a

Advanced Engineering Analysis is a textbook on modern engineering analysis, covering the calculus of variations, functional analysis, and control theory, as well as applications of these disciplines t

The scalar-tensor theory of gravitation is one of the most popular alternatives to Einstein's theory of gravitation. This book provides a clear and concise introduction to the theoretical ideas and developments, exploring scalar fields and placing them in context with a discussion of Brans-Dicke theory. Topics covered include the cosmological constant problem, time variability of coupling constants, higher dimensional space-time, branes and conformal transformations. The authors emphasize the physical applications of the scalar-tensor theory and thus provide a pedagogical overview of the subject, keeping more mathematically detailed sections for the appendices. This book is suitable for graduate courses in cosmology, gravitation and relativity. It will also provide a valuable reference for researchers.

This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools greatly facilitate the application of classical statistical procedures to econometric models. The matrix calculus results are derived from a few basic rules that are generalizations of the rules of ordinary calculus. These results are summarized in a useful table. Well-known zero-one matrices, together with some newer ones, are defined, their mathematical roles explained, and their useful properties presented. The basic building blocks of classical statistics, namely the score vector, the information matrix, and the Cramer-Rao lower bound, are obtained for a sequence of linear econometric models of increasing statistical complexity. From these are obtained interactive interpretations of maximum likelihood estimators, linking them with efficient econometric estimators. Classical test statistics are also derived and compared for hypotheses of intere

The scalar-tensor theory of gravitation is one of the most popular alternatives to Einstein's theory of gravitation. This book provides a clear and concise introduction to the theoretical ideas and developments, exploring scalar fields and placing them in context with a discussion of Brans-Dicke theory. Topics covered include the cosmological constant problem, time variability of coupling constants, higher dimensional space-time, branes and conformal transformations. The authors emphasize the physical applications of the scalar-tensor theory and thus provide a pedagogical overview of the subject, keeping more mathematically detailed sections for the appendices. This book is suitable for graduate courses in cosmology, gravitation and relativity. It will also provide a valuable reference for researchers.

This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools greatly facilitate the application of classical statistical procedures to econometric models. The matrix calculus results are derived from a few basic rules that are generalizations of the rules of ordinary calculus. These results are summarized in a useful table. Well-known zero-one matrices, together with some newer ones, are defined, their mathematical roles explained, and their useful properties presented. The basic building blocks of classical statistics, namely the score vector, the information matrix, and the Cramer-Rao lower bound, are obtained for a sequence of linear econometric models of increasing statistical complexity. From these are obtained interactive interpretations of maximum likelihood estimators, linking them with efficient econometric estimators. Classical test statistics are also derived and compared for hypotheses of intere

This rigorous and advanced mathematical explanation of classic tensor analysis was written by one of the founders of tensor calculus. Its concise exposition of the mathematical basis of the discipline is integrated with well-chosen physical examples of the theory, including those involving elasticity, classical dynamics, relativity, and Dirac's matrix calculus. 1954 edition.

Everyone knows what braids are, whether they be made of hair, knitting wool, or electrical cables. However, it is not so evident that we can construct a theory about them, i.e. to elaborate a coherent and mathematically interesting corpus of results concerning them. This book demonstrates that there is a resoundingly positive response to this question: braids are fascinating objects, with a variety of rich mathematical properties and potential applications. A special emphasis is placed on the algorithmic aspects and on what can be called the 'calculus of braids', in particular the problem of isotopy. Prerequisites are kept to a minimum, with most results being established from scratch. An appendix at the end of each chapter gives a detailed introduction to the more advanced notions required, including monoids and group presentations. Also included is a range of carefully selected exercises to help the reader test their knowledge, with solutions available.

Everyone knows what braids are, whether they be made of hair, knitting wool, or electrical cables. However, it is not so evident that we can construct a theory about them, i.e. to elaborate a coherent and mathematically interesting corpus of results concerning them. This book demonstrates that there is a resoundingly positive response to this question: braids are fascinating objects, with a variety of rich mathematical properties and potential applications. A special emphasis is placed on the algorithmic aspects and on what can be called the 'calculus of braids', in particular the problem of isotopy. Prerequisites are kept to a minimum, with most results being established from scratch. An appendix at the end of each chapter gives a detailed introduction to the more advanced notions required, including monoids and group presentations. Also included is a range of carefully selected exercises to help the reader test their knowledge, with solutions available.

Group theory helps readers in understanding the energy spectrum and the degeneracy of systems possessing discrete symmetry and continuous symmetry. The fundamental concepts of group theory and its applications are presented with the help of solved problems and exercises. The text covers two essential aspects of group theory, namely discrete groups and Lie groups. Important concepts including permutation groups, point groups and irreducible representation related to discrete groups are discussed with the aid of solved problems. Topics such as the matrix exponential, the circle group, tensor products, angular momentum algebra and the Lorentz group are explained to help readers in understanding the quark model and theory composites. Real-life applications including molecular vibration, level splitting perturbation, crystal field splitting and the orthogonal group are also covered. Application-oriented solved problems and exercises are interspersed throughout the text to reinforce understa

Abstract Algebra with Applications provides a friendly and concise introduction to algebra, with an emphasis on its uses in the modern world. The first part of this book covers groups, after some preliminaries on sets, functions, relations, and induction, and features applications such as public-key cryptography, Sudoku, the finite Fourier transform, and symmetry in chemistry and physics. The second part of this book covers rings and fields, and features applications such as random number generators, error correcting codes, the Google page rank algorithm, communication networks, and elliptic curve cryptography. The book's masterful use of colorful figures and images helps illustrate the applications and concepts in the text. Real-world examples and exercises will help students contextualize the information. Intended for a year-long undergraduate course in algebra for mathematics, engineering, and computer science majors, the only prerequisites are calculus and a bit of courage when ask

Many areas of continuum physics pose a challenge to physicists. What are the most general, admissible statistically homogeneous and isotropic tensor-valued random fields (TRFs)? Previously, only the TRFs of rank 0 were completely described. This book assembles a complete description of such fields in terms of one- and two-point correlation functions for tensors of ranks 1 through 4. Working from the standpoint of invariance of physical laws with respect to the choice of a coordinate system, spatial domain representations, as well as their wavenumber domain counterparts are rigorously given in full detail. The book also discusses, an introduction to a range of continuum theories requiring TRFs, an introduction to mathematical theories necessary for the description of homogeneous and isotropic TRFs, and a range of applications including a strategy for simulation of TRFs, ergodic TRFs, scaling laws of stochastic constitutive responses, and applications to stochastic partial differential e

Calculus with Applications, Eleventh Edition by Lial, Greenwell, and Ritchey, is our most applied text to date, making the math relevant and accessible for students of business, life science, and soci

This is the first book to present a systematic review of applications of the Haar wavelet method for solving Calculus and Structural Mechanics problems. Haar wavelet-based solutions for a wide range o

"This book is a thorough introduction to the Cantor (Ternary) Set and its applications and brings together many of the topics (advanced calculus, probability, topology, and algebra) that mathematics s

This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Itô calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.

This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Itô calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.

Stein's method is a collection of probabilistic techniques that allow one to assess the distance between two probability distributions by means of differential operators. In 2007, the authors discovered that one can combine Stein's method with the powerful Malliavin calculus of variations, in order to deduce quantitative central limit theorems involving functionals of general Gaussian fields. This book provides an ideal introduction both to Stein's method and Malliavin calculus, from the standpoint of normal approximations on a Gaussian space. Many recent developments and applications are studied in detail, for instance: fourth moment theorems on the Wiener chaos, density estimates, Breuer–Major theorems for fractional processes, recursive cumulant computations, optimal rates and universality results for homogeneous sums. Largely self-contained, the book is perfect for self-study. It will appeal to researchers and graduate students in probability and statistics, especially those who wi

This text helps students foster computational skills and intuitive understanding with a careful balance of theory, applications and optional materials. This edition offers revised coverage in several