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Fractional Calculus deals with differentiation and integration of arbitrary order. The origin of this subject can be traced back to the end of seventeenth century, the time when Newton and Leibniz developed foundations of differential and integral calculus. Nonetheless, utility and applicability of FC to various branches of science and engineering have been realized only in last few decades. Recent years have witnessed tremendous upsurge in research activities related to the applications of FC...

This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a wide variety of financial derivative securities. With this objective, the book is divided into two main parts. In the first part, after an introduction concerning the basics on derivative securities, the authors explain how to establish the adequate PDE boundary value problems for different sets of derivative products (vanilla and exotic options, and interest...

Variational methods are very powerful techniques in nonlinear analysis and are extensively used in many disciplines of pure and applied mathematics (including ordinary and partial differential equations, mathematical physics, gauge theory, and geometrical analysis).In our first chapter, we gather the basic notions and fundamental theorems that will be applied throughout the chapters. While many of these items are easily available in the literature, we gather them here both for the convenience of...

This book collects papers presented during the European Workshop on High Order Nonlinear Numerical Methods for Evolutionary PDEs (HONOM 2013) that was held at INRIA Bordeaux Sud-Ouest, Talence, France in March, 2013. The central topic is high order methods for compressible fluid dynamics. In the workshop, and in this proceedings, greater emphasis is placed on the numerical than the theoretical aspects of this scientific field. The range of topics is broad, extending through algorithm design, a...

This monograph is devoted to the study of the dynamics of expanding Thurston maps under iteration. A Thurston map is a branched covering map on a two-dimensional topological sphere such that each critical point of the map has a finite orbit under iteration. A Thurston map is called expanding if, roughly speaking, preimages of a fine open cover of the underlying sphere under iterates of the map become finer and finer as the order of the iterate increases. Every expanding Thurston map gives rise t...

This book contains the latest advances in variational analysis and set / vector optimization, including uncertain optimization, optimal control and bilevel optimization. Recent developments concerning scalarization techniques, necessary and sufficient optimality conditions and duality statements are given. New numerical methods for efficiently solving set optimization problems are provided. Moreover, applications in economics, finance and risk theory are discussed. Summary The objective of thi...

Hamiltonian systems began as a mathematical approach to the study of mechanical systems. As the theory developed, it became clear that the systems that had a sufficient number of conserved quantities enjoyed certain remarkable properties. These are the completely integrable systems. In time, a rich interplay arose between integrable systems and other areas of mathematics, particularly topology, geometry, and group theory.This book presents some modern techniques in the theory of integrable syste...

Ordinary differential equations are made accessible to beginning readers in this text by the emphasis on solution techniques and applications. Examples are worked out in detailed steps to help readers understand and solve problems efficiently, and theoretical discussion is kept to a minimum. Alternate methods for solving systems of equations allow readers to practice solving problems with and without linear algebra. This third edition includes coverage of computer algebra systems, including refe...

The subject of harmonic morphisms is relatively new but has attracted a huge worldwide following. Mathematicians, young researchers and distinguished experts came from all corners of the globe to the City of Brest - site of the first, international conference devoted to the fledgling but dynamic field of harmonic morphisms. Harmonic Morphisms, Harmonic Maps, and Related Topics reports the proceedings of that conference, forms the first work primarily devoted to harmonic morphisms, bringing toget...

C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochastic differential equations and applications.- D.W. Stroock, S.R.S. Varadhan: Theory of diffusion processes.- G.C. Papanicolaou: Wave propagation and heat conduction in a random medium.- C. Dewitt Morette: A stochastic problem in Physics.- G.S. Goodman: The embedding problem for stochastic matrices.

This book addresses an important class of mathematical problems (the Riemann problem) for first-order hyperbolic partial differential equations (PDEs), which arise when modeling wave propagation in applications such as fluid dynamics, traffic flow, acoustics, and elasticity. It covers the fundamental ideas related to classical Riemann solutions, including their special structure and the types of waves that arise, as well as the ideas behind fast approximate solvers for the Riemann problem. The...

Professor Ralph Kleinman was director of the Center for the Mathematics of Waves and held the UNIDEL Professorship of the University of Delaware. Before his death in 1998, he made major scientific contributions in the areas of electromagnetic scattering, wave propagation, and inverse problems. He was instrumental in bringing together the mathematic

This volume contains the proceedings of the Workshop Energy Methods for Free Boundary Problems in Continuum Mechanics, held in Oviedo, Spain, from March 21 to March 23, 1994. It is well known that the conservation laws and the constitutive equations of Continuum Mechanics lead to complicated coupled systems of partial differential equations to which, as a rule, one fails to apply the techniques usually employed in the studies of scalar uncoupled equations such as, for instance, the maximum princ...