Tensor Calculus With Applications

An introduction to the calculus, with an excellent balance between theory and technique. Integration is treated before differentiation -- this is a departure from most modern texts, but it is historically correct, and it is the best way to establish the true connection between the integral and the derivative. Proofs of all the important theorems are given, generally preceded by geometric or intuitive discussion. This Second Edition introduces the mean-value theorems and their applications earlier in the text, incorporates a treatment of linear algebra, and contains many new and easier exercises. As in the first edition, an interesting historical introduction precedes each important new concept.

An introduction to the Calculus, with an excellent balance between theory and technique. Integration is treated before differentiation--this is a departure from most modern texts, but it is historically correct, and it is the best way to establish the true connection between the integral and the derivative. Proofs of all the important theorems are given, generally preceded by geometric or intuitive discussion. This Second Edition introduces the mean-value theorems and their applications earlier in the text, incorporates a treatment of linear algebra, and contains many new and easier exercises. As in the first edition, an interesting historical introduction precedes each important new concept.

The goal of this Third Edition is the same as previous editions: to provide a good foundation - and a joyful experience! - for anyone who'd like to learn about nonlinear dynamics and chaos from an applied perspective.The presentation stresses analytical methods, concrete examples, and geometric intuition. The theory is developed systematically, starting with first-order differential equations and their bifurcations, followed by phase plane analysis, limit cycles and their bifurcations, and culminating with the Lorenz equations, chaos, iterated maps, period doubling, renormalization, fractals, strange attractors, and synchronization.The prerequisites are comfort with multivariable calculus and linear algebra, as well as a first course in physics.Changes to this edition include substantial exercises about conceptual models of climate change, an updated treatment of the SIR model of epidemics, and amendments (based on recent research) about the Selkov model of oscillatory glycolysis. Equa

This textbook bypasses the need for advanced mathematics by providing in-text computer code, allowing students to explore Bayesian data analysis without the calculus background normally considered a prerequisite for this material. Now, students can use the best methods without needing advanced mathematical techniques. This approach goes beyond “frequentist” concepts of p-values and null hypothesis testing, using the full power of modern probability theory to solve real-world problems. The book offers a fully self-contained course, which demonstrates analysis techniques throughout with worked examples crafted specifically for students in the behavioral and neural sciences. The book presents two general algorithms that help students solve the measurement and model selection (also called “hypothesis testing”) problems most frequently encountered in real-world applications.

This textbook bypasses the need for advanced mathematics by providing in-text computer code, allowing students to explore Bayesian data analysis without the calculus background normally considered a prerequisite for this material. Now, students can use the best methods without needing advanced mathematical techniques. This approach goes beyond “frequentist” concepts of p-values and null hypothesis testing, using the full power of modern probability theory to solve real-world problems. The book offers a fully self-contained course, which demonstrates analysis techniques throughout with worked examples crafted specifically for students in the behavioral and neural sciences. The book presents two general algorithms that help students solve the measurement and model selection (also called “hypothesis testing”) problems most frequently encountered in real-world applications.

This unique text provides a thorough, yet accessible, grounding in the mathematics, statistics, and programming that students need to master for coursework and research in climate science, meteorology, and oceanography. Assuming only high school mathematics, it presents carefully selected concepts and techniques in linear algebra, statistics, computing, calculus and differential equations within the context of real climate science examples. Computational techniques are integrated to demonstrate how to visualize, analyze, and apply climate data, with R code featured in the book and both R and Python code available online. Exercises are provided at the end of each chapter with selected solutions available to students to aid self-study and further solutions provided online for instructors only. Additional online supplements to aid classroom teaching include datasets, images, and animations. Guidance is provided on how the book can support a variety of courses at different levels, making i

Written in a clear, logical and concise manner, this comprehensive resource allows students to quickly understand the key principles, techniques and applications of ordinary differential equations. Important topics including first and second order linear equations, initial value problems and qualitative theory are presented in separate chapters. The concepts of two point boundary value problems, physical models and first order partial differential equations are discussed in detail. The text uses tools of calculus and real analysis to get solutions in explicit form. While discussing first order linear systems, linear algebra techniques are used. The real-life applications are interspersed throughout the book to invoke reader's interest. The methods and tricks to solve numerous mathematical problems with sufficient derivations and explanation are provided. The proofs of theorems are explained for the benefit of the readers.

NOTE: This edition features the same content as the traditional text in a convenient, three-hole-punched, loose-leaf version. Books a la Carte also offer a great value–this format costs signific

Continuum mechanics studies the foundations of deformable body mechanics from a mathematical perspective. It also acts as a base upon which other applied areas such as solid mechanics and fluid mechanics are developed. This book discusses some important topics, which have come into prominence in the latter half of the twentieth century, such as material symmetry, frame-indifference and thermomechanics. The study begins with the necessary mathematical background in the form of an introduction to tensor analysis followed by a discussion on kinematics, which deals with purely geometrical notions such as strain and rate of deformation. Moving on to derivation of the governing equations, the book also presents applications in the areas of linear and nonlinear elasticity. In addition, the volume also provides a mathematical explanation to the axioms and laws of deformable body mechanics, and its various applications in the field of solid mechanics.

This innovative text features a graphing calculator approach, incorporating real-life applications and such technology as graphing utilities and Excel spreadsheets to help students learn mathematical

The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate engineers, mathematicians and those working in quantitative finance wishing to use filtering techniques will find in the first half of this book an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion. Exercises are included. The book then provides an excellent users' guide to filtering: basic theory is followed by a thorough treatment of Kalman filtering, including recent results which extend the Kalman filter to provide parameter estimates. These ideas are then applied to problems arising in finance, genetics and population modelling in three separate chapters, making this a comprehensive resource for b

Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and the authors include some first results in this direction. They also emphasize interactions with other parts of mathematics, including Caratheodory geometry, Dirichlet forms and Malliavin calculus. Based on successful courses at the graduate level, this up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the

Steganography, the art of hiding of information in apparently innocuous objects or images, is a field with a rich heritage, and an area of rapid current development. This clear, self-contained guide shows you how to understand the building blocks of covert communication in digital media files and how to apply the techniques in practice, including those of steganalysis, the detection of steganography. Assuming only a basic knowledge in calculus and statistics, the book blends the various strands of steganography, including information theory, coding, signal estimation and detection, and statistical signal processing. Experiments on real media files demonstrate the performance of the techniques in real life, and most techniques are supplied with pseudo-code, making it easy to implement the algorithms. The book is ideal for students taking courses on steganography and information hiding, and is also a useful reference for engineers and practitioners working in media security and informati

This clear and lively introduction to probability theory concentrates on the results that are the most useful for applications, including combinatorial probability and Markov chains. Concise and focused, it is designed for a one-semester introductory course in probability for students who have some familiarity with basic calculus. Reflecting the author's philosophy that the best way to learn probability is to see it in action, there are more than 350 problems and 200 examples. The examples contain all the old standards such as the birthday problem and Monty Hall, but also include a number of applications not found in other books, from areas as broad ranging as genetics, sports, finance, and inventory management.

Alfred North Whitehead (1861–1947) was equally celebrated as a mathematician, a philosopher and a physicist. He collaborated with his former student Bertrand Russell on the first edition of Principia Mathematica (published in three volumes between 1910 and 1913), and after several years teaching and writing on physics and the philosophy of science at University College London and Imperial College, was invited to Harvard to teach philosophy and the theory of education. A Treatise on Universal Algebra was published in 1898, and was intended to be the first of two volumes, though the second (which was to cover quaternions, matrices and the general theory of linear algebras) was never published. This book discusses the general principles of the subject and covers the topics of the algebra of symbolic logic and of Grassmann's calculus of extension.

Here is a textbook of intuitive calculus. The material is presented in a concrete setting with many examples and problems chosen from the social, physical, behavioural and life sciences. Chapters include core material and more advanced optional sections. The book begins with a review of algebra and graphing.

This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingal

This volume offers a working knowledge of the fundamentals of matrix and tensor calculus that can be applied to a variety of fields, particularly scientific aeronautical engineering. Mathematicians, p

This book provides an accessible yet accurate presentation of applied calculus combined with just the right balance of applications, pedagogy, and technology to help students succeed in the course. Re

This 2006 book introduces and develops the basic actuarial models and underlying pricing of life-contingent pension annuities and life insurance from a unique financial perspective. The ideas and techniques are then applied to the real-world problem of generating sustainable retirement income towards the end of the human life-cycle. The role of lifetime income, longevity insurance, and systematic withdrawal plans are investigated in a parsimonious framework. The underlying technology and terminology of the book are based on continuous-time financial economics by merging analytic laws of mortality with the dynamics of equity markets and interest rates. Nonetheless, the book requires a minimal background in mathematics and emphasizes applications and examples more than proofs and theorems. It can serve as an ideal textbook for an applied course on wealth management and retirement planning in addition to being a reference for quantitatively-inclined financial planners.

The estimation of noisily observed states from a sequence of data has traditionally incorporated ideas from Hilbert spaces and calculus-based probability theory. As conditional expectation is the key concept, the correct setting for filtering theory is that of a probability space. Graduate engineers, mathematicians and those working in quantitative finance wishing to use filtering techniques will find in the first half of this book an accessible introduction to measure theory, stochastic calculus, and stochastic processes, with particular emphasis on martingales and Brownian motion. Exercises are included. The book then provides an excellent users' guide to filtering: basic theory is followed by a thorough treatment of Kalman filtering, including recent results which extend the Kalman filter to provide parameter estimates. These ideas are then applied to problems arising in finance, genetics and population modelling in three separate chapters, making this a comprehensive resource for b

This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingal

One of the definitive works in game theory, this volume takes an original and expert look at conflict solutions. Drawing on game theory, the calculus of variations, and control theory, the author sol

This intermediate algebra text was developed in the spirit of the AMATYC standards for problem-solving, modeling, connecting with other disciplines, technology, and calculus reform. Many traditional t

This textbook, covering the basic mathematics taught to first-year students of science and engineering, reflects the growing awareness that ancillary mathematics should not be taught in isolation from its applications. Topics covered include calculus, ordinary and partial differential equations and statistics. Each chapter starts with two or three examples setting the new techniques to be studied in the context of the scientific world; the mathematics is then presented, along with worked examples. Numerical methods are integrated with analytical techniques where appropriate. The resulting textbook provides the teacher with a rich and varied source of applications for classroom use and students with a textbook for self-learning, giving insight into the significance and role of mathematics in science and engineering.

The purpose of the book is to present the Malliavin-Skorohod calculus for additive processes, that is, processes with independent increments; in other words, Lévy processes without the hypothesis of s

The purpose of this volume is to give an up-to-date introduction to tensor valuations and their applications. Starting with classical results concerning scalar-valued valuations on the families of con

This text focuses on the parts of stochastic theory that are particularly relevant to applications. It begins with a description of Brownian motion and the associated stochastic calculus, including th

The purpose of this book, first published in 1939, updated in 1953, is to give a treatment of the so-called operational method and to illustrate its application to problems in various branches of technology. It is written primarily for technologists who use mathematics in solving technical problems in industrial and applied research work, and the treatment is sufficiently rigorous for their needs. The theory of the complex variable and of transform calculus occupy the first half of the book. A further third of the book describes the application of this theory to problems arising in electrical circuits; vibrational systems; aeroplane dynamics; the deflexion of beams; radio and television receivers; the solution of partial differential equations; electrical transmission limes; electrical wave filters; solenoids with metal cores; condenser microphones; loud speaker horns and the absorption of moisture. The final part contains over 100 problems - many with hints for their solution - append

This practical treatment explains the applications complex calculus without requiring the rigor of a real analysis background. The author explores algebraic and geometric aspects of complex numbers, d

This book, first published in 2000, develops aspects of category theory fundamental to the study of algebraic K-theory. Ring and module theory illustrates category theory which provides insight into more advanced topics in module theory. Starting with categories in general, the text then examines categories of K-theory. This leads to the study of tensor products and the Morita theory. The categorical approach to localizations and completions of modules is formulated in terms of direct and inverse limits, prompting a discussion of localization of categories in general. Finally, local-global techniques which supply information about modules from their localizations and completions and underlie some interesting applications of K-theory to number theory and geometry are considered. Many useful exercises, concrete illustrations of abstract concepts placed in their historical settings and an extensive list of references are included. This book will help all who wish to work in K-theory to ma

Physics with Answers contains 500 problems covering the full range of introductory physics and its applications to many other subjects, along with clear, step-by-step solutions to each problem. No calculus is required. By attempting these exercises and learning from the solutions, students will gain confidence in solving class problems and improve their grasp of physics. The book is split into two parts. The first contains the problems, together with useful summaries of the main results needed for solving them. The second part gives full solutions to each problem, often accompanied by thoughtful comments. Subjects covered include statics, Newton's Laws, circular motion, gravitation, electricity and magnetism, electric circuits, liquids and gases, heat and thermodynamics, light and waves, atomic physics, and relativity. The book will be invaluable to anyone taking an introductory course in physics, whether at college or pre-university level.

Physics with Answers contains 500 problems covering the full range of introductory physics and its applications to many other subjects, along with clear, step-by-step solutions to each problem. No calculus is required. By attempting these exercises and learning from the solutions, students will gain confidence in solving class problems and improve their grasp of physics. The book is split into two parts. The first contains the problems, together with useful summaries of the main results needed for solving them. The second part gives full solutions to each problem, often accompanied by thoughtful comments. Subjects covered include statics, Newton's Laws, circular motion, gravitation, electricity and magnetism, electric circuits, liquids and gases, heat and thermodynamics, light and waves, atomic physics, and relativity. The book will be invaluable to anyone taking an introductory course in physics, whether at college or pre-university level.