SERIES ON COMPLEXITY, NONLINEARITY AND CHAOS – serie

This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models.All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book will keep in mind the trade-off between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice.The second edition of the book has been expanded and now includes a discussion of additional, newly developed numerical methods for fractional calculus and a chapter on the application of fractional calculus for modeling processes in the life sciences.

A systematic study of chaotic ray dynamics in underwater acoustic waveguides began in the mid-1990s when it was realized that this factor plays a crucial role in long-range sound propagation in the ocean. The phenomenon of ray chaos and its manifestation at a finite wavelength — wave chaos — have been investigated by combining methods from the theory of wave propagation and the theory of dynamical and quantum chaos.This book is the first monograph summarizing results obtained in this field. Emphasis is made on the exploration of ray and modal structures of the wave field in an idealized environmental model with periodic range dependence and in a more realistic model with sound speed fluctuations induced by random internal waves. The book is intended for acousticians investigating the long-range sound transmission through the fluctuating ocean and also for researchers studying waveguide propagation in other media. It will be of major interest to scientists working in the field of dynamical and quantum chaos.

This is the first monograph dealing with the applications of the Lie group analysis to the modeling equations governing internal wave propagation in the deep ocean. A new approach to describe the nonlinear interactions of internal waves in the ocean is presented. While the central idea of the book is to investigate oceanic internal waves through the prism of Lie group analysis, it is also shown for the first time that internal wave beams, representing exact solutions to the equation of motion of stratified fluid, can be found by solving the given model as invariant solutions of nonlinear equations of motion. On the illustrative basis, it is also shown that the presence of the invariant solutions makes it possible to construct a more general class of disturbances, which represent wave beams propagating in certain direction coinciding with the beam energy.This book is designed for specialists in Geophysical Fluid Dynamics, Ocean and Atmospheric Modeling, as well as for researchers, teachers and students — mathematicians and nonmathematicians — interested in methods of applied group analysis for investigating nonlinear problems in physical, engineering and natural sciences. It can also serve as a textbook on practical applications of symmetries of nonlinear differential equations for graduate students in applied mathematics, physics and engineering.

The subject of fractional calculus and its applications (that is, convolution-type pseudo-differential operators including integrals and derivatives of any arbitrary real or complex order) has gained considerable popularity and importance during the past three decades or so, mainly due to its applications in diverse fields of science and engineering. These operators have been used to model problems with anomalous dynamics, however, they also are an effective tool as filters and controllers, and they can be applied to write complicated functions in terms of fractional integrals or derivatives of elementary functions, and so on.This book will give readers the possibility of finding very important mathematical tools for working with fractional models and solving fractional differential equations, such as a generalization of Stirling numbers in the framework of fractional calculus and a set of efficient numerical methods. Moreover, we will introduce some applied topics, in particular fractional variational methods which are used in physics, engineering or economics. We will also discuss the relationship between semi-Markov continuous-time random walks and the space-time fractional diffusion equation, which generalizes the usual theory relating random walks to the diffusion equation. These methods can be applied in finance, to model tick-by-tick (log)-price fluctuations, in insurance theory, to study ruin, as well as in macroeconomics as prototypical growth models.All these topics are complementary to what is dealt with in existing books on fractional calculus and its applications. This book was written with a trade-off in mind between full mathematical rigor and the needs of readers coming from different applied areas of science and engineering. In particular, the numerical methods listed in the book are presented in a readily accessible way that immediately allows the readers to implement them on a computer in a programming language of their choice. Numerical code is also provided.

This volume presents several important and recent contributions to the emerging field of fractional differential equations in a self-contained manner. It deals with new results on existence, uniqueness and multiplicity, smoothness, asymptotic development, and stability of solutions. The new topics in the field of fractional calculus include also the Mittag-Leffler and Razumikhin stability, stability of a class of discrete fractional non-autonomous systems, asymptotic integration with a priori given coefficients, intervals of disconjugacy (non-oscillation), existence of Lp solutions for various linear, and nonlinear fractional differential equations.