Vincenzo Capasso - Böcker

Combining two important and growing areas of applied mathematics—control theory and modeling—this textbook introduces and builds on methods for simulating and tackling concrete problems in a variety of applied sciences.Emphasizing "learning by doing," the authors focus on examples and applications to real-world problems. An elementary presentation of advanced concepts, proofs to introduce new concepts, and carefully presented MATLAB® programs guide the reader through methods in optimal control and related models. This approach not only fosters an understanding of the basic topics, but also leads the way to new, independent research.With minimal prerequisites and exercises in each chapter, An Introduction to Optimal Control Problems in Life Sciences and Economics, serves as an excellent textbook for graduate and advanced undergraduate courses in mathematics, physics, engineering, computer science, as well as biology, biotechnology, economics, and finance. The work is also a useful reference for researchers and practitioners working with optimal control theory in the above areas.

This textbook, now in its third edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, the work features concrete examples of modeling real-world problems from biology, medicine, industrial applications, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Key topics include: Markov processes Stochastic differential equations Arbitrage-free markets and financial derivatives Insurance risk Population dynamics, and epidemics Agent-based models New to the Third Edition: Infinitely divisible distributions Random measures Levy processes Fractional Brownian motion Ergodic theory Karhunen-Loeve expansion Additional applications Additional  exercises Smoluchowski  approximation of  Langevin systems An Introduction to Continuous-Time Stochastic Processes, Third Edition will be ofinterest to a broad audience of students, pure and applied mathematicians, and researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering. Suitable as a textbook for graduate or undergraduate courses, as well as European Masters courses (according to the two-year-long second cycle of the “Bologna Scheme”), the work may also be used for self-study or as a reference. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. From reviews of previous editions: "The book is ... an account of fundamental concepts as they appear in relevant modern applications and literature. ... The book addresses three main groups: first, mathematicians working in a different field; second, other scientists and professionals from a business or academic background; third, graduate or advanced undergraduate students of a quantitative subject related to stochastic theory and/or applications." -Zentralblatt MATH

This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.

This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations.

This monograph explores the use of mathematical modeling and control theory in a variety of contemporary challenges in mathematical biology and environmental sciences.  Emphasizing an approach of learning by doing, the authors focus on a set of significant case studies emerging from real-world problems and illustrate how mathematical techniques and computational experiments can be employed in the search for sustainable solutions.The following topics are extensively discussed:Eradicability and control of a paradigmatic epidemic model, with a view to the existence of endemic states, their stability, and the existence of travelling wavesA spatially structured epidemic model concerning malaria as an example of vector-borne epidemicsOptimal harvesting problems for space-structured and age-structured population dynamicsControlling epidemics in agriculture due to pest insectsThe role of predators as a possible biocontrol agent of epidemics in agricultureControl by taxation of the environmental pollution produced by human activitiesThe originality of this text is in its leitmotif – regional control – along the principle of “Think Globally, Act Locally.” Indeed, for example, in many real spatially structured ecosystems, it is practically impossible to control the relevant system by global interventions in the whole habitat.Proofs are given whenever they may serve as a guide to the introduction of new concepts. Each chapter includes a comprehensive description of the numerical methods used for the computational experiments, and MATLAB© codes for many of the numerical simulations are available for download.  Several challenging open problems are also provided to stimulate future research.This text is aimed at mathematicians, engineers, and other scientists working in areas such as biology, medicine, and economics. Graduate and advanced undergraduate students of a quantitative subject related to the analysis and applications of dynamical systems and their control will also find it to be a valuable resource.

This monograph explores the use of mathematical modeling and control theory in a variety of contemporary challenges in mathematical biology and environmental sciences.  Emphasizing an approach of learning by doing, the authors focus on a set of significant case studies emerging from real-world problems and illustrate how mathematical techniques and computational experiments can be employed in the search for sustainable solutions.The following topics are extensively discussed:Eradicability and control of a paradigmatic epidemic model, with a view to the existence of endemic states, their stability, and the existence of travelling wavesA spatially structured epidemic model concerning malaria as an example of vector-borne epidemicsOptimal harvesting problems for space-structured and age-structured population dynamicsControlling epidemics in agriculture due to pest insectsThe role of predators as a possible biocontrol agent of epidemics in agricultureControl by taxation of the environmental pollution produced by human activitiesThe originality of this text is in its leitmotif – regional control – along the principle of “Think Globally, Act Locally.” Indeed, for example, in many real spatially structured ecosystems, it is practically impossible to control the relevant system by global interventions in the whole habitat.Proofs are given whenever they may serve as a guide to the introduction of new concepts. Each chapter includes a comprehensive description of the numerical methods used for the computational experiments, and MATLAB© codes for many of the numerical simulations are available for download.  Several challenging open problems are also provided to stimulate future research.This text is aimed at mathematicians, engineers, and other scientists working in areas such as biology, medicine, and economics. Graduate and advanced undergraduate students of a quantitative subject related to the analysis and applications of dynamical systems and their control will also find it to be a valuable resource.

This book presents a collection of papers emphasizing applications of mathematical models and methods to real-world problems of relevance for industry, life science, environment, finance and so on.The biannual Conference of ECMI (the European Consortium of Mathematics in Industry) held in 2014 focused on various aspects of industrial and applied mathematics. The five main topics addressed at the conference were mathematical models in life science, material science and semiconductors, mathematical methods in the environment, design automation and industrial applications, and computational finance. Several other topics have been treated, such as, among others, optimization and inverse problems, education, numerical methods for stiff pdes, model reduction, imaging processing, multi physics simulation, mathematical models in textile industry. The conference, which brought together applied mathematicians and experts from industry, provided a unique opportunity to exchange ideas, problems and methodologies, bridging the gap between mathematics and industry and contributing to the advancement of science and technology. The conference has included a presentation of EU-Maths-In (European Network of Mathematics for Industry and Innovation), a recent joint initiative of ECMI and EMS. The proceedings from this conference represent a snapshot of the current activity in industrial mathematics in Europe, and are highly relevant to anybody interested in the latest applications of mathematics to industrial problems.

This book introduces random currents by presenting underlying mathematical methods necessary for applications. Beginning with an overview of mathematical aspects of the theory of currents, this book moves on to examine applications in medicine, material science, and image analysis.

The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.

These Proceedings contain a large part of the papers presented at the International Conference "Mathematics in Biology and Medicine" organized by the Dipartimento di Matematica and the Istituto di Igiene at the University of Bari, Italy, July 18-22, 1983. The main objective of the Conference was to bring together scientists in pure and applied mathematics and scientists in biology and medicine. The purpose was to exchange ideas and discuss the common problems encoun~red in the formulation, ana- lysis and numerical treatment of mathematical models in the biomedical sciences. Si- mulation methods and problems of validation of models vs. experimental data were al- so treated. SUrveys on recent mathematical results motivated by biological questioffi were given. Altogether,we think that a balance between mathematical and biomedical aspects was maintained. The Scientific Committee consisted of E. Biondi (Milano), P. Colli-Franzone (Udine), I. Galligani (Bologna), M. Iannelli (Trento), G. Koch (Roma), E. Marubini (Milano), C. Matessi (Pavia), M. Primicerio (Firenze), L.M. Ricciardi (Napoli), R. Rinaldi (Milano), A. Zampieri (Roma), and the European Liaison Committee consisted of R.M.Anderson (United Kingdom), N.T.J. Bailey (Switzerland), O. Diekmann (The Netherlands), K. Dietz (F. R. Germany), K.P. Hadeler (F* .*. R. Germany), J.P. Kernevez (France).

The Summer School has been dedicated to one of the proponents and ?rst Chairman of the Strategy Board of MACSI-net, the late Jacques Louis Lions (see the dedication by Roland Glowinski). MACSI-net is a European Network of Excellence, where both enterprises and university institutions co-operate to solve challenging problems to their mutual bene?t. In particular the network focuses on strategies to enhance interactions between industry and academia. The aim is to help industry (in particular SMEs) alert academia about industrial needs in terms of advanced mathematical and computational methods and tools. The network is mul- disciplinary oriented, combining the power of applied mathematics, scienti?c computing and engineering, for modeling and simulation. It was set up by a joint e?ort of ECCOMAS and ECMI European associations. Thisparticularevent,occurredduringMarch17-22,2003,wasajointe?ort ofthe TrainingCommittee (chairedby VC)andIndustrialRelationsComm- tee (chairedby JP)to alert both Academia and Industry about the increasing role of Multidisciplinary Methods and Tools for the design of complex pr- uctsinvariousareasofindustrialinterest.Thisincreasingcomplexityisdriven by societal constraints to be satis?ed in a simultaneous and a?ordable way. The mastering of complexity implies the sharing of di?erent tools by di?erent actors which require much higher level of communication between culturally di?erent people. The school o?ered to young researchers the opportunity to be exposed to the presentation of real industrial and societal problems and the relevant innovative methods used; the need of further contributions from mathematics to improve or provide better solutions had also been considered.

The European Consortium for Mathematics in Industry (ECMI) was founded in 1986 by leading groups of mathematicians in Europe for the following scopes: i) direct involvement of mathematicians in R&D activities;ii) international cooperation at a European scale;iii) education of industrial mathematicians to meet the growing demand for such experts.ECMI 2000 shows that ECMI has offered a unique example of effective international cooperation thanks to the financial support of the European Framework programmes. In particular they have helped ECMI establishing a set of Special Interest Groups to favour interaction with industry. This volume includes minisymposia about their activities, in particular microelectronics, glass, polymers, finance, traffic, and textiles. Applied mathematicians and other professionals working in academia or industry will find the book to be a useful and stimulating source of mathematical applications related to industrial problems.

The polymer industry raises a large number of relevant mathematical problems with respect to the quality of manufactured polymer parts. These include in particular questions about: - the production of the polymeric material from a monomer (based on the Ziegler-Natta catalytic process) - the crystallization kinetic of the polymer melt - the coupling of the crystallization process with the fluid dynamics of the manufacturing process such as extrusion, injection moulding of film blowing, etc.This book provides the first unified presentation of the mathematical modelling of polymerization, crystallization and extrusion of polymer melts, by means of advanced methods, presented in an accessible way for applied scientists and engineers. The present volume is the result of a long-term cooperation between different research teams in Europe within the ECMI Special Interest Group on "Polymers".

The 1990 CIME course on Mathematical Modelling of Industrial Processes set out to illustrate some advances in questions of industrial mathematics, for example the application of mathematics to real-life problems. The papers contained in this volume describe the genesis of the models and illustrate their relevant mathematical characteristics. Among the themes dealt with are thermally controlled crystal growth, thermal behaviour of a high-pressure gas-discharge lamp, the sessile-drop problem, etching processes, the batch-coil-annealing process, inverse problems in classical dynamics, image representation and dynamical systems, scintillation in rear projections screens, identification of semiconductor properties, and pattern recognition with neural networks.

Mathematical modelling of communicable diseases has in the past two decades been the subject of intense research activity, on the part of both epidemiologists and biomathematicians. Nonlinear forces of infection, spatial structure, age structure and other relevant features have been integrated to make the models more and more realistic and useful in prediction and control. The author's perspective in this book is that there is a concrete possibility of classifying most of the available models according to their mathematical structure, to obtain a solid framework for analyzing the behaviour of the modelled epidemic systems. This monograph suggests a possible classification of a large amount of models (bilinear, nonlinear, with or without structure), based on the Lyapunov stability theory and the theory of preserving dynamical systems. The volume contains an original presentation of many worked out examples and case studies, mainly based on the author's experience, fully integrated with the exposition of the theory. It also contains a review of the most recent advances in the modelling of epidemics, including HIV/AIDS.

The aim of this volume that presents lectures given at a joint CIME and Banach Center Summer School, is to offer a broad presentation of a class of updated methods providing a mathematical framework for the development of a hierarchy of models of complex systems in the natural sciences, with a special attention to biology and medicine.

The Summer School has been dedicated to one of the proponents and ?rst Chairman of the Strategy Board of MACSI-net, the late Jacques Louis Lions (see the dedication by Roland Glowinski). MACSI-net is a European Network of Excellence, where both enterprises and university institutions co-operate to solve challenging problems to their mutual bene?t. In particular the network focuses on strategies to enhance interactions between industry and academia. The aim is to help industry (in particular SMEs) alert academia about industrial needs in terms of advanced mathematical and computational methods and tools. The network is mul- disciplinary oriented, combining the power of applied mathematics, scienti?c computing and engineering, for modeling and simulation. It was set up by a joint e?ort of ECCOMAS and ECMI European associations. Thisparticularevent,occurredduringMarch17-22,2003,wasajointe?ort ofthe TrainingCommittee (chairedby VC)andIndustrialRelationsComm- tee (chairedby JP)to alert both Academia and Industry about the increasing role of Multidisciplinary Methods and Tools for the design of complex pr- uctsinvariousareasofindustrialinterest.Thisincreasingcomplexityisdriven by societal constraints to be satis?ed in a simultaneous and a?ordable way. The mastering of complexity implies the sharing of di?erent tools by di?erent actors which require much higher level of communication between culturally di?erent people. The school o?ered to young researchers the opportunity to be exposed to the presentation of real industrial and societal problems and the relevant innovative methods used; the need of further contributions from mathematics to improve or provide better solutions had also been considered.

The European Consortium for Mathematics in Industry (ECMI) was founded in 1986 by leading groups of mathematicians in Europe for the following scopes: i) direct involvement of mathematicians in R&D activities;ii) international cooperation at a European scale;iii) education of industrial mathematicians to meet the growing demand for such experts.ECMI 2000 shows that ECMI has offered a unique example of effective international cooperation thanks to the financial support of the European Framework programmes. In particular they have helped ECMI establishing a set of Special Interest Groups to favour interaction with industry. This volume includes minisymposia about their activities, in particular microelectronics, glass, polymers, finance, traffic, and textiles. Applied mathematicians and other professionals working in academia or industry will find the book to be a useful and stimulating source of mathematical applications related to industrial problems.

Pattern Formation in Morphogenesis is a rich source of interesting and challenging mathematical problems. The volume aims at showing how a combination of new discoveries in developmental biology and associated modelling and computational techniques has stimulated or may stimulate relevant advances in the field. Finally it aims at facilitating the process of unfolding a mutual recognition between Biologists and Mathematicians of their complementary skills, to the point where the resulting synergy generates new and novel discoveries. It offers an interdisciplinary interaction space between biologists from embryology, genetics and molecular biology who present their own work in the perspective of the advancement of their specific fields, and mathematicians who propose solutions based on the knowledge grasped from biologists.

Pattern Formation in Morphogenesis is a rich source of interesting and challenging mathematical problems. The volume aims at showing how a combination of new discoveries in developmental biology and associated modelling and computational techniques has stimulated or may stimulate relevant advances in the field. Finally it aims at facilitating the process of unfolding a mutual recognition between Biologists and Mathematicians of their complementary skills, to the point where the resulting synergy generates new and novel discoveries. It offers an interdisciplinary interaction space between biologists from embryology, genetics and molecular biology who present their own work in the perspective of the advancement of their specific fields, and mathematicians who propose solutions based on the knowledge grasped from biologists.