Courant Lecture Notes – serie

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.

Algebraic curves have many special properties that make their study particularly rewarding. As a result, curves provide a natural introduction to algebraic geometry. In this book, the authors also bring out aspects of curves that are unique to them and emphasize connections with algebra. This text covers the essential topics in the geometry of algebraic curves, such as line bundles and vector bundles, the Riemann-Roch Theorem, divisors, coherent sheaves, and zeroth and first cohomology groups. The authors make a point of using concrete examples and explicit methods to ensure that the style is clear and understandable. Several chapters develop the connections between the geometry of algebraic curves and the algebra of one-dimensional fields. This is an interesting topic that is rarely found in introductory texts on algebraic geometry. This book makes an excellent text for a first course for graduate students.

Written by a leading specialist in the area of atmosphere/ocean science (AOS), this book presents an excellent introduction to this important topic. The goals of these lecture notes, based on courses presented by the author at the Courant Institute of Mathematical Sciences, are to introduce mathematicians to the fascinating and important area of atmosphere/ocean science (AOS) and, conversely, to develop a mathematical viewpoint on basic topics in AOS of interest to the disciplinary AOS community, ranging from graduate students to researchers. The lecture notes emphasize the serendipitous connections between applied mathematics and geophysical flows in the style of modern applied mathematics, where rigorous mathematical analysis as well as asymptotic, qualitative, and numerical modeling all interact to ease the understanding of physical phenomena.Reading these lecture notes does not require a previous course in fluid dynamics, although a serious reader should supplement them with additional information on geophysical flows, as suggested in the preface. The book is intended for graduate students and researchers working in interdisciplinary areas between mathematics and AOS. It is excellent for supplementary course reading or independent study.

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.

Supersymmetry has been studied by theoretical physicists since the early 1970s. Nowadays, because of its novelty and significance - in both mathematics and physics - the issues it raises attract the interest of mathematicians. Written by the well-known mathematician, V. S. Varadarajan, this book presents a cogent and self-contained exposition of the foundations of supersymmetry for the mathematically-minded reader. It begins with a brief introduction to the physical foundations of the theory, in particular, to the classification of relativistic particles and their wave equations, such as those of Dirac and Weyl. It then continues with the development of the theory of supermanifolds, stressing the analogy with the Grothendieck theory of schemes.Here, Varadarajan develops all the super linear algebra needed for the book and establishes the basic theorems: differential and integral calculus in supermanifolds, Frobenius theorem, foundations of the theory of super Lie groups, and so on. A special feature is the in-depth treatment of the theory of spinors in all dimensions and signatures, which is the basis of all supergeometry developments in both physics and mathematics, especially in quantum field theory and supergravity. The material is suitable for graduate students and mathematicians interested in the mathematical theory of supersymmetry. The book is recommended for independent study. For other wonderful titles written by this author see: Euler through ""Time: A New Look at Old Themes"", ""The Mathematical Legacy of Harish-Chandra: A Celebration of Representation Theory and Harmonic Analysis"", ""The Selected Works of V.S. Varadarajan"", and ""Algebra in Ancient and Modern Times"".

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.

The present text was first published in 1947 by the Courant Institute of Mathematical Sciences of New York University. Published under the title Modern Higher Algebra. Galois Theory, it was based on lectures by Emil Artin and written by Albert A. Blank. This volume became one of the most popular in the series of lecture notes published by Courant. Many instructors used the book as a textbook, and it was popular among students as a supplementary text as well as a primary textbook. Because of its popularity, Courant has republished the volume under the new title Algebra with Galois Theory. Information for our distributors: Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.

This book provides a rapid overview of the basic methods and concepts in mechanics for beginning Ph.D. students and advanced undergraduates in applied mathematics or related fields. It is based on a graduate course given in 2006-07 at the Courant Institute of Mathematical Sciences. Among other topics, the book introduces Newton's law, action principles, Hamilton-Jacobi theory, geometric wave theory, analytical and numerical statistical mechanics, discrete and continuous quantum mechanics, and quantum path-integral methods. The focus is on fundamental mathematical methods that provide connections between seemingly unrelated subjects.There is an example is Hamilton-Jacobi theory, which appears in the calculus of variations, in Fermat's principle of classical mechanics, and in the geometric theory of dispersive wavetrains. The material is developed in a sequence of simple examples and the book can be used in a one-semester class on classical, statistical, and quantum mechanics. Some familiarity with differential equations is required but otherwise the book is self-contained. In particular, no previous knowledge of physics is assumed.

Applications in modern biotechnology and molecular medicine often require simulation of biomolecular systems in atomic representation with immense length and timescales that are far beyond the capacity of computer power currently available. As a consequence, there is an increasing need for reduced models that describe the relevant dynamical properties while at the same time being less complex. In this book the authors exploit the existence of metastable sets for constructing such a reduced molecular dynamics model, the so-called Markov State Model (MSM), with good approximation properties on the long timescales. With its many examples and illustrations, this book is addressed to graduate students, mathematicians, and practical computational scientists wanting an overview of the mathematical background for the ever increasing research activity on how to construct MSMs for very different molecular systems ranging from peptides to proteins, from RNA to DNA, and via molecular sensors to molecular aggregation. This book bridges the gap between mathematical research on molecular dynamics and its practical use for realistic molecular systems by providing readers with tools for performing in-depth analysis of simulation and data-analysis methods.

This book is based on a course entitled 'Wigner measures and semiclassical limits of nonlinear Schrodinger equations,' which the author taught at the Courant Institute of Mathematical Sciences at New York University in the spring of 2007. The author's main purpose is to apply the theory of semiclassical pseudodifferential operators to the study of various high-frequency limits of equations from quantum mechanics. In particular, the focus of attention is on Wigner measure and recent progress on how to use it as a tool to study various problems arising from semiclassical limits of Schrodinger-type equations. At the end of each chapter, the reader will find references and remarks about recent progress on related problems. The book is self-contained and is suitable for an advanced graduate course on the topic.

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.

Micro- and nanoelectromechanical systems (MEMS and NEMS), which combine electronics with miniature-size mechanical devices, are essential components of modern technology. It is the mathematical model describing 'electrostatically actuated' MEMS that is addressed in this monograph. Even the simplified models that the authors deal with still lead to very interesting second- and fourth-order nonlinear elliptic equations (in the stationary case) and to nonlinear parabolic equations (in the dynamic case). While nonlinear eigenvalue problems - where the stationary MEMS models fit - are a well-developed field of PDEs, the type of inverse square nonlinearity that appears here helps shed a new light on the class of singular supercritical problems and their specific challenges. Besides the practical considerations, the model is a rich source of interesting mathematical phenomena. Numerics, formal asymptotic analysis, and ODE methods give lots of information and point to many conjectures. However, even in the simplest idealized versions of electrostatic MEMS, one essentially needs the full available arsenal of modern PDE techniques to do the required rigorous mathematical analysis, which is the main objective of this volume. This monograph could therefore be used as an advanced graduate text for a motivational introduction to many recent methods of nonlinear analysis and PDEs through the analysis of a set of equations that have enormous practical significance.

This book is based on a course on advanced topics in differential equations given in Spring 2010 at the Courant Institute of Mathematical Sciences. It describes aspects of mathematical modeling, analysis, computer simulation, and visualization in the mathematical sciences and engineering that involve singular perturbations. There is a large literature devoted to singular perturbation methods for ordinary and partial differential equations, but there are not many studies that deal with difference equations, Volterra integral equations, and purely nonlinear gradient systems where there is no dominant linear part. Designed for a one-semester course for students in applied mathematics, it is the purpose of this book to present sufficient rigorous methods and examples to position the reader to investigate singular perturbation problems in such equations. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.|This book is based on a course on advanced topics in differential equations given in Spring 2010 at the Courant Institute of Mathematical Sciences. It describes aspects of mathematical modeling, analysis, computer simulation, and visualization in the mathematical sciences and engineering that involve singular perturbations. There is a large literature devoted to singular perturbation methods for ordinary and partial differential equations, but there are not many studies that deal with difference equations, Volterra integral equations, and purely nonlinear gradient systems where there is no dominant linear part. Designed for a one-semester course for students in applied mathematics, it is the purpose of this book to present sufficient rigorous methods and examples to position the reader to investigate singular perturbation problems in such equations. 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.

Complex diseases involve most aspects of population biology, including genetics, demographics, epidemiology, and ecology. Mathematical methods, including differential, difference, and integral equations, numerical analysis, and random processes, have been used effectively in all of these areas. The aim of this book is to provide sufficient background in such mathematical and computational methods to enable the reader to better understand complex systems in biology, medicine, and the life sciences. It introduces concepts in mathematics to study population phenomena with the goal of describing complicated aspects of a disease, such as malaria, involving several species. The book is based on a graduate course in computational biology and applied mathematics taught at the Courant Institute of Mathematical Sciences in fall 2010. The mathematical level is kept to essentially advanced undergraduate mathematics, and the results in the book are intended to provide readers with tools for performing more in-depth analysis of population phenomena.

Any organism, to survive, must use a variety of defense mechanisms. A relatively recent evolutionary development is that of the adaptive immune system, carried to a quite sophisticated level by mammals. The complexity of this system calls for its encapsulation by mathematical models, and this book aims at the associated description and analysis. In the process, it introduces tools that should be in the armory of any current or aspiring applied mathematician, in the context of, arguably, the most effective system nature has devised to protect an organism from its manifold invisible enemies.

The path from relatively unstructured egg to full organism is one of the most fascinating trajectories in the biological sciences. Its complexity calls for a very high level of organization, with an array of subprocesses in constant communication with each other. These notes introduce an interleaved set of mathematical models representative of research in the last few decades, as well as the techniques that have been developed for their solution. Such models offer an effective way of incorporating reliable data in a concise form, provide an approach complementary to the techniques of molecular biology, and help to inform and direct future research.

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 is the first of two volumes on linear algebra for graduate students in mathematics, the sciences, and economics, who have: a prior undergraduate course in the subject; a basic understanding of matrix algebra; and some proficiency with mathematical proofs. Proofs are emphasized and the overall objective is to understand the structure of linear operators as the key to solving problems in which they arise.

This book is the second of two volumes on linear algebra for graduate students in mathematics, the sciences, and economics, who have: a prior undergraduate course in the subject; a basic understanding of matrix algebra; and some proficiency with mathematical proofs. Both volumes have been used for several years in a one-year course sequence, Linear Algebra I and II, offered at New York University's Courant Institute.The first three chapters of this second volume round out the coverage of traditional linear algebra topics: generalized eigenspaces, further applications of Jordan form, as well as bilinear, quadratic, and multilinear forms. The final two chapters are different, being more or less self-contained accounts of special topics that explore more advanced aspects of modern algebra: tensor fields, manifolds, and vector calculus in Chapter 4 and matrix Lie groups in Chapter 5. The reader can choose to pursue either chapter. Both deal with vast topics in contemporary mathematics. They include historical commentary on how modern views evolved, as well as examples from geometry and the physical sciences in which these topics are important. The book provides a nice and varied selection of exercises; examples are well-crafted and provide a clear understanding of the methods involved.