CBMS-NSF Regional Conference Series in Applied Mathematics - Böcker

An exploration of the interrelated fields of design of experiments and sequential analysis with emphasis on the nature of theoretical statistics and how this relates to the philosophy and practice of statistics.

Presents a coherent body of theory for the derivation of the sampling distributions of a wide range of test statistics. Emphasis is on the development of practical techniques. A unified treatment of the theory was attempted, e.g., the author sought to relate the derivations for tests on the circle and the two-sample problem to the basic theory for the one-sample problem on the line. The Markovian nature of the sample distribution function is stressed, as it accounts for the elegance of many of the results achieved, as well as the close relation with parts of the theory of stochastic processes.

Presents a theory of indexing capable of ranking index terms, or subject identifiers in decreasing order of importance. This leads to the choice of good document representations, and also accounts for the role of phrases and of thesaurus classes in the indexing process.This study is typical of theoretical work in automatic information organization and retrieval, in that concepts are used from mathematics, computer science, and linguistics. A complete theory of information retrieval may emerge from an appropriate combination of these three disciplines.

Solutions of the wave equation or Maxwell's equations in boundary value and free space problems are analyzed. Hyperbolic systems in domains going off to infinity are studied. New results on Maxwell's equations and nonstar shaped reflecting bodies are included.

Mathematical theories of populations have appeared both implicitly and explicitly in many important studies of populations, human populations as well as populations of animals, cells and viruses. They provide a systematic way for studying a population's underlying structure.In this book, a basic model in population age structure is studied and then applied, extended and modified, to several population phenomena such as stable age distributions, self-limiting effects, and two-sex populations. Population genetics are studied with special attention to derivation and analysis of a model for a one-locus, two-allele trait in a large randomly mating population. The dynamics of contagious phenomena in a population are studied in the context of epidemic diseases.

Lectures on a unified theory of and practical procedures for the numerical solution of very general classes of linear and nonlinear two point boundary-value problems.

A unified discussion of the formulation and analysis of special methods of mixed initial boundary-value problems. The focus is on the development of a new mathematical theory that explains why and how well spectral methods work. Included are interesting extensions of the classical numerical analysis.

Topics include: ways modern statistical procedures can yield estimates of pi more precisely than the original Buffon procedure traditionally used; the question of density and measure for random geometric elements that leave probability and expectation statements invariant under translation and rotation; the number of random line intersections in a plane and their angles of intersection; developments due to W. L. Stevens's ingenious solution for evaluating the probability that n random arcs of size a cover a unit circumference completely; the development of M. W. Crofton's mean value theorem and its applications in classical problems; and an interesting problem in geometrical probability presented by a karyograph.

Explores modern topics in graph theory and its applications to problems in transportation, genetics, pollution, perturbed ecosystems, urban services, and social inequalities. The author presents both traditional and relatively atypical graph-theoretical topics to best illustrate applications.

This monograph considers pure integer programming problems which concern packing, partitioning or covering. For this class of problems, an algorithmic framework using a duality approach is offered. Furthermore, the author proposes for the first time a general framework for both packing and covering problems characterizing the convex whole of integer solutions.

Focuses on finding the minimum number of arithmetic operations needed to perform the computation and on finding a better algorithm when improvement is possible. The author concentrates on that class of problems concerned with computing a system of bilinear forms.Results that lead to applications in the area of signal processing are emphasized, since (1) even a modest reduction in the execution time of signal processing problems could have practical significance; (2) results in this area are relatively new and are scattered in journal articles; and (3) this emphasis indicates the flavor of complexity of computation.

Draws together some mathematical ideas that are useful in population genetics, concentrating on a few aspects which are both biologically relevant and mathematically interesting.

A monograph on some of the ways geometry and analysis can be used in mathematical problems of physical interest. The roles of symmetry, bifurcation, and Hamiltonian systems in diverse applications are explored.

The jackknife and the bootstrap are nonparametric methods for assessing the errors in a statistical estimation problem. They provide several advantages over the traditional parametric approach: the methods are easy to describe and they apply to arbitrarily complicated situations; distribution assumptions, such as normality, are never made.This monograph connects the jackknife, the bootstrap, and many other related ideas such as cross-validation, random subsampling, and balanced repeated replications into a unified exposition. The theoretical development is at an easy mathematical level and is supplemented by a large number of numerical examples.The methods described in this monograph form a useful set of tools for the applied statistician. They are particularly useful in problem areas where complicated data structures are common, for example, in censoring, missing data, and highly multivariate situations.

Provides a comprehensive theory of the approximations of quantile processes in light of recent advances, as well as some of their statistical applications.

An introduction to far reaching developments in theoretical combustion, with special emphasis on flame stability, a topic that has, to date, benefited most from the application of modern asymptotic methods. The authors provide a modern view of flame theory, and a complete description of the longstanding ignition and explosion problems, including the solutions that were made available independently by Kapila and Kassoy through activation energy asymptotics, the main theme of this monograph.

There has been an explosive growth in the field of combinatorial algorithms. These algorithms depend not only on results in combinatorics and especially in graph theory, but also on the development of new data structures and new techniques for analyzing algorithms.Four classical problems in network optimization are covered in detail, including a development of the data structures they use and an analysis of their running time.Data Structures and Network Algorithms attempts to provide the reader with both a practical understanding of the algorithms, described to facilitate their easy implementation, and an appreciation of the depth and beauty of the field of graph algorithms.

Uses fundamental ideas in dynamical systems to answer questions of a biological nature, in particular, questions about the behavior of populations given a relatively few hypotheses about the nature of their growth and interaction. The principal subject treated is that of coexistence under certain parameter ranges, while asymptotic methods are used to show competitive exclusion in other parameter ranges. Finally, some problems in genetics are posed and analyzed as problems in nonlinear ordinary differential equations.

Many situations exist in which solutions to problems are represented as function space integrals. Such representations can be used to study the qualitative properties of the solutions and to evaluate them numerically using Monte Carlo methods. The emphasis in this book is on the behavior of solutions in special situations when certain parameters get large or small.

A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional spaces.

The soliton is a dramatic concept in nonlinear science. What makes this book unique in the treatment of this subject is its focus on the properties that make the soliton physically ubiquitous and the soliton equation mathematically miraculous. Here, on the classical level, is the entity field theorists have been postulating for years: a local traveling wave pulse; a lump-like coherent structure; the solution of a field equation with remarkable stability and particle-like properties. It is a fundamental mode of propagation in gravity-driven surface and internal waves; in atmospheric waves; in ion acoustic and Langmuir waves in plasmas; in some laser waves in nonlinear media; and in many biologic contexts, such as alpha-helix proteins.This is not an encyclopedia of information on solitons in which every sentence is interrupted by either a caveat or a reference. Rather, Newell has tried to tell the story of the soliton as he would have liked to have heard it as a graduate student, with some historical development, lots of motivation, and frequent attempts to relate the topic at hand to the big picture.The book begins with a history of the soliton from its first sighting to the discovery of the inverse scattering method and recent ideas on the algebraic structure of soliton equations. Chapter 2 focuses on the universal nature of these equations and how and why they arise in physical and engineering contexts as asymptotic solvability conditions. The third chapter deals with the inverse scattering method and perturbation theories. Chapter 4 introduces the t-function and discusses the relations between the various methods for constructing solutions to the soliton equations and their various properties. Finally, an algebraic structure for the equations is provided in Chapter 5.

The subject of multivariate splines has become a rapidly growing field of mathematical research. The author presents the subject from an elementary point of view that parallels the theory and development of univariate spline analysis. To compensate for the missing proofs and details, an extensive bibliography has been included. There is a presentation of open problems with an emphasis on the theory and applications to computer aided design, data analysis, and surface fitting. Applied mathematicians and engineers working in the areas of curve fitting, finite element methods, computer aided geometric design, signal processing, mathematical modelling, computer aided design, computer aided manufacturing, and circuits and systems will find this monograph essential to their research.

This book serves well as an introduction into the more theoretical aspects of the use of spline models. It develops a theory and practice for the estimation of functions from noisy data on functionals. The simplest example is the estimation of a smooth curve, given noisy observations on a finite number of its values. The estimate is a polynomial smoothing spline. By placing this smoothing problem in the setting of reproducing kernel Hilbert spaces, a theory is developed which includes univariate smoothing splines, thin plate splines in d dimensions, splines on the sphere, additive splines, and interaction splines in a single framework. A straightforward generalization allows the theory to encompass the very important area of (Tikhonov) regularization methods for ill posed inverse problems.Convergence properties, data based smoothing parameter selection, confidence intervals, and numerical methods are established which are appropriate to a wide variety of problems which fall within this framework. Methods for including side conditions and other prior information in solving ill posed inverse problems are included. Data which involves samples of random variables with Gaussian, Poisson, binomial, and other distributions are treated in a unified optimization context. Experimental design questions, i.e., which functionals should be observed, are studied in a general context. Extensions to distributed parameter system identification problems are made by considering implicitly defined functionals.

Winner of the 1994 Leroy P. Steele Prize for excellence in expository writing.Ingrid Daubechies received the 2000 National Academy of Sciences (NAS) Award in Mathematics, which is given every four years for excellence in published mathematical research. Daubechies was chosen “for fundamental discoveries on wavelets and wavelet expansions and for her role in making wavelet methods a pracical basic tool of applied mathematics”.Wavelets are a mathematical development that may revolutionize the world of information storage and retrieval according to many experts. They are a fairly simple mathematical tool now being applied to the compression of data--such as fingerprints, weather satellite photographs, and medical x-rays--that were previously thought to be impossible to condense without losing crucial details.This monograph contains 10 lectures presented by Dr. Daubechies as the principal speaker at the 1990 CBMS-NSF Conference on Wavelets and Applications. The author has worked on several aspects of the wavelet transform and has developed a collection of wavelets that are remarkably efficient.The opening chapter provides an overview of the main problems presented in the book. Following chapters discuss the theoretical and practical aspects of wavelet theory, including wavelet transforms, orthonormal bases of wavelets, and characterization of functional spaces by means of wavelets. The last chapter presents several topics under active research, as multidimensional wavelets, wavelet packet bases, and a construction of wavelets tailored to decompose functions defined in a finite interval. Because of their interdisciplinary origins, wavelets appeal to scientists and engineers of many different backgrounds.Special Features:Only comprehensive book in English on this subject.Ideal for mapping out a graduate course or a seminar on the subject.Includes an extensive bibliography.

This update of the 1987 title of the same name is an examination of what is currently known about the probabilistic method, written by one of its principal developers. Based on the notes from Spencer's 1986 series of ten lectures, this new edition contains an additional lecture: The Janson Inequalities. These inequalities allow accurate approximation of extremely small probabilities. A new algorithmic approach to the Lovász Local Lemma, attributed to Jozsef Beck, has been added to Lecture 8, as well.Throughout the monograph, Spencer retains the informal style of his original lecture notes and emphasizes the methodology, shunning the more technical ""best possible"" results in favour of clearer exposition. The book is not encyclopaedic - it contains only those examples that clearly display the methodology.The probabilistic method is a powerful tool in graph theory, combinatorics, and theoretical computer science. It allows one to prove the existence of objects with certain properties (e.g., colourings) by showing that an appropriately defined random object has positive probability of having those properties.Spencer retains the informal style of his original lecture notes and emphasizes the methodology, shunning the more technical ""best possible"" results in favor of clearer exposition. Topics include: A description via examples of the basic Probabilistic Method and its refinements; Random Graphs; The Lovasz Local Lemma and its recent algorithmic implementations; Discrepancy; Derandomization; Large Deviation Estimates; Martingales; and the recent Janson Inequalities.

This second edition, like the first, attempts to arrive as simply as possible at some central problems in the Navier Stokes equations in the following areas: existence, uniqueness, and regularity of solutions in space dimensions two and three; large time behaviour of solutions and attractors; and numerical analysis of the Navier Stokes equations. Since publication of the first edition of these lectures in 1983, there has been extensive research in the area of inertial manifolds for Navier Stokes equations. These developments are addressed in a new section devoted entirely to inertial manifolds.Inertial manifolds were first introduced under this name in 1985 and, since then, have been systematically studied for partial differential equations of the Navier Stokes type. Inertial manifolds are a global version of central manifolds. When they exist they encompass the complete dynamics of a system, reducing the dynamics of an infinite system to that of a smooth, finite dimensional one called the inertial system. Although the theory of inertial manifolds for Navier Stokes equations is not complete at this time, there is already a very interesting and significant set of results which deserves to be known, in the hope that it will stimulate further research in this area. These results are reported in this edition.Part I presents the Navier Stokes equations of viscous incompressible fluids and the main boundary value problems usually associated with these equations. The case of the flow in a bounded domain with periodic or zero boundary conditions is studied and the functional setting of the equation as well as various results on existence, uniqueness, and regularity of time dependent solutions are given. Part II studies the behavior of solutions of the Navier Stokes equation when t approaches infinity and attempts to explain turbulence. Part III treats questions related to numerical approximation. In the Appendix, which is new to the second edition, concepts of inertial manifolds are described, definitions and some typical results are recalled, and the existence of inertial systems for two dimensional Navier Stokes equations is shown.

This monograph provides an introduction to the state of the art of the probability theory that is most directly applicable to combinatorial optimization. Much attention is paid to those questions dealing with discrete optimization problems for points in Euclidean space, such as the minimum spanning tree, the traveling-salesman tour, and minimal-length matchings. Still, there are several nongeometric optimization problems that receive full treatment, and these include the problems of the longest common subsequence and the longest increasing subsequence. The philosophy that guides the exposition is that analysis of concrete problems is the most effective way to explain even the most general methods or abstract principles.There are three fundamental probabilistic themes that are examined through our concrete investigations. First, there is a systematic exploitation of martingales. Over the last ten years, many investigators of problems of combinatorial optimization have come to count on martingale inequalities as versatile tools which let us show that many of the naturally occurring random variables of combinatorial optimization are sharply concentrated about their means - a phenomenon with numerous practical and theoretical consequences.The second theme that is explored is the systematic use of subadditivity of several flavors, ranging from the naïve subadditivity of real sequences to the subtler subadditivity of stochastic processes. By and large, subadditivity offers only elementary tools, but on remarkably many occasions such tools provide the key organizing principle in the attack on problems of nearly intractable difficulty.The third and deepest theme developed here concerns the application of Talagrand's isoperimetric theory of concentration inequalities. This new theory is reshaping almost everything that is known in the probability theory of combinatorial optimization. The treatment given here deals with only a small part of Talagrand's theory, but the reader will find considerable coaching on how to use some of the most important ideas from that theory.

Interest in the temporal fluctuations of biological populations can be traced to the dawn of civilization. How can mathematics be used to gain an understanding of population dynamics? This monograph introduces the theory of structured population dynamics and its applications, focusing on the asymptotic dynamics of deterministic models. This theory bridges the gap between the characteristics of individual organisms in a population and the dynamics of the total population as a whole.In this monograph, many applications that illustrate both the theory and a wide variety of biological issues are given, along with an interdisciplinary case study that illustrates the connection of models with the data and the experimental documentation of model predictions. The author also discusses the use of discrete and continuous models and presents a general modeling theory for structured population dynamics.Cushing begins with an obvious point: individuals in biological populations differ with regard to their physical and behavioral characteristics and therefore in the way they interact with their environment. Studying this point effectively requires the use of structured models. Specific examples cited throughout support the valuable use of structured models. Included among these are important applications chosen to illustrate both the mathematical theories and biological problems that have received attention in recent literature.

Here is an in-depth, up-to-date analysis of wave interactions for general systems of hyperbolic and viscous conservation laws. This self-contained study of shock waves explains the new wave phenomena from both a physical and a mathematical standpoint. The analysis is useful for the study of various physical situations, including nonlinear elasticity, magnetohydrodynamics, multiphase flows, combustion, and classical gas dynamic shocks. The central issue throughout the book is the understanding of nonlinear wave interactions.The book describes the qualitative theory of shock waves. It begins with the basics of the theory for scalar conservation laws and Lax's solution of the Reimann problem. For hyperbolic conservation law, the Glimm scheme and wave tracing techniques are presented and used to study the regularity and large-time behavior of solutions. Viscous nonlinear waves are studied via the recent approach to point wise estimates.