Courant Lecture Notes - Böcker

This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random $n {\times} n$ matrices exhibit universal behavior as $n {\rightarrow} {\infty}$? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems.

This volume offers an expanded version of lectures given at the Courant Institute on the theory of Sobolev spaces on Riemannian manifolds. 'Several surprising phenomena appear when studying Sobolev spaces on manifolds,' according to the author. 'Questions that are elementary for Euclidean space become challenging and give rise to sophisticated mathematics, where the geometry of the manifold plays a central role.' The volume is organized into nine chapters. Chapter 1 offers a brief introduction to differential and Riemannian geometry. Chapter 2 deals with the general theory of Sobolev spaces for compact manifolds. Chapter 3 presents the general theory of Sobolev spaces for complete, noncompact manifolds. Best constants problems for compact manifolds are discussed in Chapters 4 and 5.Chapter 6 presents special types of Sobolev inequalities under constraints. Best constants problems for complete noncompact manifolds are discussed in Chapter 7. Chapter 8 deals with Euclidean-type Sobolev inequalities. And Chapter 9 discusses the influence of symmetries on Sobolev embeddings. An appendix offers brief notes on the case of manifolds with boundaries. This topic is a field undergoing great development at this time. However, several important questions remain open. So a substantial part of the book is devoted to the concept of best constants, which appeared to be crucial for solving limiting cases of some classes of PDEs. The volume is highly self-contained. No familiarity is assumed with differentiable manifolds and Riemannian geometry, making the book accessible to a broad audience of readers, including graduate students and researchers.

This volume contains notes of the lectures given at the Courant Institute and a DMV-Seminar at Oberwolfach. The focus is on the recent work of the authors on semilinear wave equations with critical Sobolev exponents and on wave maps in two space dimensions. Background material and references have been added to make the notes self-contained. The book is suitable for use in a graduate-level course on the topic.

Since its first appearance as a set of lecture notes published by the Courant Institute in 1974, this book served as an introduction to various subjects in nonlinear functional analysis. The current edition is a reprint of these notes, with added bibliographic references. Topological and analytic methods are developed for treating nonlinear ordinary and partial differential equations. The first two chapters of the book introduce the notion of topological degree and develop its basic properties. These properties are used in later chapters in the discussion of bifurcation theory (the possible branching of solutions as parameters vary), including the proof of Rabinowitz's global bifurcation theorem. Stability of the branches is also studied.The book concludes with a presentation of some generalized implicit function theorems of Nash-Moser type with applications to Kolmogorov-Arnold-Moser theory and to conjugacy problems. After more than 20 years, this book continues to be an excellent graduate level textbook and a useful supplementary course text.

This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability.

The nonlinear Schrodinger equation has received a great deal of attention from mathematicians, particularly because of its applications to nonlinear optics. It is also a good model dispersive equation, since it is often technically simpler than other dispersive equations, such as the wave or the Korteweg-de Vries equation. From the mathematical point of view, Schrodinger's equation is a delicate problem, possessing a mixture of the properties of parabolic and elliptic equations. Useful tools in studying the nonlinear Schrodinger equation are energy and Strichartz's estimates.This book presents various mathematical aspects of the nonlinear Schrodinger equation. It studies both problems of local nature (local existence of solutions, uniqueness, regularity, smoothing effect) and problems of global nature (finite-time blowup, global existence, asymptotic behavior of solutions). In principle, the methods presented apply to a large class of dispersive semilinear equations. The first chapter recalls basic notions of functional analysis (Fourier transform, Sobolev spaces, etc). Otherwise, the book is mostly self-contained. It is suitable for graduate students and research mathematicians interested in nonlinear partial differential equations and applications to mathematical physics.

The theory of hyperbolic equations is a large subject, and its applications are many: fluid dynamics and aerodynamics, the theory of elasticity, optics, electromagnetic waves, direct and inverse scattering, and the general theory of relativity. This book is an introduction to most facets of the theory and is an ideal text for a second-year graduate course on the subject. The first part deals with the basic theory: the relation of hyperbolicity to the finite propagation of signals, the concept and role of characteristic surfaces and rays, energy, and energy inequalities. The structure of solutions of equations with constant coefficients is explored with the help of the Fourier and Radon transforms. The existence of solutions of equations with variable coefficients with prescribed initial values is proved using energy inequalities. The propagation of singularities is studied with the help of progressing waves. The second part describes finite difference approximations of hyperbolic equations, presents a streamlined version of the Lax-Phillips scattering theory, and covers basic concepts and results for hyperbolic systems of conservation laws, an active research area today. Four brief appendices sketch topics that are important or amusing, such as Huygens' principle and a theory of mixed initial and boundary value problems. A fifth appendix by Cathleen Morawetz describes a nonstandard energy identity and its uses. Information for our distributors: Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.

This book is an introduction to the field of dynamical systems, in particular, to the special class of Hamiltonian systems. The authors aimed at keeping the requirements of mathematical techniques minimal but giving detailed proofs and many examples and illustrations from physics and celestial mechanics. After all, the celestial $N$-body problem is the origin of dynamical systems and gave rise in the past to many mathematical developments. Jurgen Moser (1928-1999) was a professor at the Courant Institute, New York, and then at ETH Zurich. He served as president of the International Mathematical Union and received many honors and prizes, among them the Wolf Prize in mathematics. Jurgen Moser is the author of several books, among them ""Stable and Random Motions in Dynamical Systems"". Eduard Zehnder is a professor at ETH Zurich. He is coauthor with Helmut Hofer of the book ""Symplectic Invariants and Hamiltonian Dynamics"".

This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Ito's theory in the context of one-dimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes. The book is based on courses given by the author at the Courant Institute and can be used as a sequel to the author's successful book Probability Theory in this series. Information for our distributors: Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

The theory of large deviations deals with rates at which probabilities of certain events decay as a natural parameter in the problem varies. This book, which is based on a graduate course on large deviations at the Courant Institute, focuses on three concrete sets of examples: (i) diffusions with small noise and the exit problem, (ii) large time behavior of Markov processes and their connection to the Feynman-Kac formula and the related large deviation behavior of the number of distinct sites visited by a random walk, and (iii) interacting particle systems, their scaling limits, and large deviations from their expected limits. For the most part the examples are worked out in detail, and in the process the subject of large deviations is developed.The book will give the reader a flavor of how large deviation theory can help in problems that are not posed directly in terms of large deviations. The reader is assumed to have some familiarity with probability, Markov processes, and interacting particle systems.

This book features a unified derivation of the mathematical theory of the three classical types of invariant random matrix ensembles - orthogonal, unitary, and symplectic. The authors follow the approach of Tracy and Widom, but the exposition here contains a substantial amount of additional material, in particular, facts from functional analysis and the theory of Pfaffians. The main result in the book is a proof of universality for orthogonal and symplectic ensembles corresponding to generalized Gaussian type weights following the authors' prior work. New, quantitative error estimates are derived. The book is based in part on a graduate course given by the first author at the Courant Institute in fall 2005. Subsequently, the second author gave a modified version of this course at the University of Rochester in spring 2007. Anyone with some background in complex analysis, probability theory, and linear algebra and an interest in the mathematical foundations of random matrix theory will benefit from studying this valuable reference.

This book gives an overview of classical topics in fluid dynamics, focusing on the kinematics and dynamics of incompressible inviscid and Newtonian viscous fluids, but also including some material on compressible flow. The topics are chosen to illustrate the mathematical methods of classical fluid dynamics. The book is intended to prepare the reader for more advanced topics of current research interest. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

This volume is based on PDE courses given by the authors at the Courant Institute and at the University of Notre Dame, Indiana. Presented are basic methods for obtaining various a priori estimates for second-order equations of elliptic type with particular emphasis on maximal principles, Harnack inequalities, and their applications. The equations considered in the book are linear; however, the presented methods also apply to nonlinear problems. This second edition has been thoroughly revised and in a new chapter the authors discuss several methods for proving the existence of solutions of primarily the Dirichlet problem for various types of elliptic equations.

This text provides a mathematically precise but intuitive introduction to classical electromagnetic theory and wave propagation, with a brief introduction to special relativity. While written in a distinctive, modern style, Friedrichs manages to convey the physical intuition and 19th century basis of the equations, with an emphasis on conservation laws. Particularly striking features of the book include: (a) a mathematically rigorous derivation of the interaction of electromagnetic waves with matter, (b) a straightforwardexplanation of how to use variational principles to solve problems in electro- and magnetostatics, and (c) a thorough discussion of the central importance of the conservation of charge. It is suitable for advanced undergraduate students in mathematics and physics with a background in advanced calculus and linear algebra, as well as mechanics and electromagnetics at an undergraduate level. Apart from minor corrections to the text, the notation was updated in this edition to follow the conventions of modern vector calculus.Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University, USA.

This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality.This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses.

This book introduces the mathematical ideas connecting Statistical Mechanics and Conformal Field Theory (CFT). Building advanced structures on top of more elementary ones, the authors map out a well-posed road from simple lattice models to CFTs.Structured in two parts, the book begins by exploring several two-dimensional lattice models, their phase transitions, and their conjectural connection with CFT. Through these lattice models and their local fields, the fundamental ideas and results of two-dimensional CFTs emerge, with a special emphasis on the Unitary Minimal Models of CFT. Delving into the delicate ideas that lead to the classification of these CFTs, the authors discuss the assumptions on the lattice models whose scaling limits are described by CFTs. This produces a probabilistic rather than an axiomatic or algebraic definition of CFTs.Suitable for graduate students and researchers in mathematics and physics, Lattice Models and Conformal Field Theory introduces the ideas at the core of Statistical Field Theory. Assuming only undergraduate probability and complex analysis, the authors carefully motivate every argument and assumption made. Concrete examples and exercises allow readers to check their progress throughout.

Harmonic Analysis is an important tool that plays a vital role in many areas of mathematics as well as applications. It studies functions by decomposing them into components that are special functions. A prime example is decomposing a periodic function into a linear combination of sines and cosines. The subject is vast, and this book covers only the selection of topics that was dealt with in the course given at the Courant Institute in 2000 and 2019. These include standard topics like Fourier series and Fourier transforms of functions, as well as issues of convergence of Abel, Feier, and Poisson sums. At a slightly more advanced level the book studies convolutions with singular integrals, fractional derivatives, Sobolev spaces, embedding theorems, Hardy spaces, and BMO. Applications to elliptic partial differential equations and prediction theory are explored. Some space is devoted to harmonic analysis on compact non-Abelian groups and their representations, including some details about two groups: the permutation group and SO(3).The text contains exercises at the end of most chapters and is suitable for advanced undergraduate students as well as first- or second-year graduate students specializing in the areas of analysis, PDE, probability or applied mathematics.