Ivar Ekeland – författare

In this volume, Ekeland and Turnbull are mainly concerned with existence theory. They seek to determine whether, when given an optimization problem consisting of minimizing a functional over some feasible set, an optimal solution—a minimizer—may be found.

"Not the least unexpected thing about Mathematics and the Unexpected is that a real mathematician should write not just a literate work, but a literary one."—Ian Stewart, New Scientist"In this brief, elegant treatise, assessable to anyone who likes to think, Ivar Ekelund explains some philosophical implications of recent mathematics. He examines randomness, the geometry involved in making predictions, and why general trends are easy to project (it will snow in January) but particulars are practically impossible (it will snow from 2 p.m. to 5 p.m. on the 21st)."—Village Voice

Optimists believe this is the best of all possible worlds. And pessimists fear that might really be the case. But what is the best of all possible worlds? How do we define it? This question has preoccupied philosophers and theologians for ages, but there was a time, during the seventeenth and eighteenth centuries, when scientists and mathematicians felt they could provide the answer. This book is their story. Ivar Ekeland here takes the reader on a journey through scientific attempts to envision the best of all possible worlds. He begins with the French physicist Maupertuis, whose least action principle, Ekeland shows, was a pivotal breakthrough in mathematics, because it was the first expression of the concept of optimization, or the creation of systems that are the most efficient or functional. Tracing the profound impact of optimization and the unexpected ways in which it has influenced the study of mathematics, biology, economics, and even politics, Ekeland reveals how the idea has driven some of our greatest intellectual breakthroughs. The result is a dazzling display of erudition - one that will be essential reading for popular-science buffs and historians of science alike.

The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. This volume presents the following articles: "Hedging of Defaultable Claims" by T. Bielecki, M. Jeanblanc, and M. Rutkowski; "On the Geometry of Interest Rate Models" by T. Bjork; "Heterogeneous Beliefs, Speculation and Trading in Financial Markets" by J. A. Scheinkman, and W. Xiong.

The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.

This is the third volume in "The Paris-Princeton Lectures in Financial Mathematics", which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by Rene Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyen Pham.

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by:1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

In the case of completely integrable systems, periodic solutions are found by inspection. For nonintegrable systems, such as the three-body problem in celestial mechanics, they are found by perturbation theory: there is a small parameter € in the problem, the mass of the perturbing body for instance, and for € = 0 the system becomes completely integrable. One then tries to show that its periodic solutions will subsist for € -# 0 small enough. Poincare also introduced global methods, relying on the topological properties of the flow, and the fact that it preserves the 2-form L~=l dPi 1\ dqi' The most celebrated result he obtained in this direction is his last geometric theorem, which states that an area-preserving map of the annulus which rotates the inner circle and the outer circle in opposite directions must have two fixed points. And now another ancient theme appear: the least action principle. It states that the periodic solutions of a Hamiltonian system are extremals of a suitable integral over closed curves. In other words, the problem is variational. This fact was known to Fermat, and Maupertuis put it in the Hamiltonian formalism. In spite of its great aesthetic appeal, the least action principle has had little impact in Hamiltonian mechanics. There is, of course, one exception, Emmy Noether's theorem, which relates integrals ofthe motion to symmetries of the equations. But until recently, no periodic solution had ever been found by variational methods.

During the academic year 1995/96, I was invited by the Scuola Normale Superiore to give a series of lectures. The purpose of these notes is to make the underlying economic problems and the mathematical theory of exterior differential systems accessible to a larger number of people. It is the purpose of these notes to go over these results at a more leisurely pace, keeping in mind that mathematicians are not familiar with economic theory and that very few people have read Elie Cartan.

No one working in duality should be without a copy of this book. It contains different developments of infinite dimensional convex programming in the context of convex analysis, including duality, minmax and Lagrangians, and convexification of nonconvex optimization problems in the calculus of variations (infinite dimension). It also includes the theory of convex duality applied to partial differential equations; no other reference presents this in a systematic way. The minmax theorems contained in this book have many useful applications, in particular the robust control of partial differential equations in finite time horizon. This SIAM Classics in Applied Mathematics edition contains the original text along with a new preface and some additional references.