Publications of the Newton Institute – serie

Dynamo theory is the study of how large-scale magnetic fields can arise in bodies such as the Earth, Sun and stars, and it brings together researchers in such diverse subjects as geophysics, astronomy and nuclear reactor technology. In this book are papers on the theory of dynamos, delivered at the Isaac Newton Institute for Mathematical Sciences in Cambridge in September 1992, and these have been carefully brought together to form a unified presentation. Topics covered include: modelling of solar magnetic field generation, theoretical studies of the galaxies, and papers on 'fast dynamos', study of magnetic field regeneration in fluid of very high electrical conductivity. This volume represents a comprehensive record of research into the theory of dynamos.

This is a major synthesis of the theory and empirical knowledge about the ecology and epidemiology of infectious diseases in natural, unmanaged, animal and plant populations. Throughout the book a dialogue is developed between the patterns observed in empirical studies of disease in natural populations and the mathematical models used to dissect and examine the observed epidemiological patterns. The book arose from a symposium at the Newton Institute at Cambridge University. It is divided into a number of reviews by experts in various fields and four group reports: two of these synthesize important issues relating to the dynamics of microparasites and macroparasites, while the others discuss spatial patterns in disease dynamics and the evolutionary biology of parasites, pathogens and their hosts.

Certain nonlinear optimization problems arising in such disparate areas as the theory of computation, pure and applied probability and mathematical physics, can be solved by linear methods, provided one replaces the usual number system with one in which addition satisfies the idempotent law. This systematic study of the subject has emerged, triggered in part by a workshop organized by Hewlett-Packard's Basic Research Institute in the Mathematical Sciences (BRIMS), which brought together many leading researchers in the area. This volume is a record of that workshop, but it also includes other invited contributions, a broad Introduction to Idempotency, written specially for the book, and a bibliography of the subject. In sum, the articles cover both practical and more theoretical considerations, making it essential reading for all workers in the area.

Infectious disease accounts for more death and disability globally than either non-infectious disease or injury. This book contains a breadth of different quantitative approaches to understanding the patterns of infectious diseases in populations, and the design of control strategies to lessen their effect. The contributors bring a great variety of mathematical expertise (including deterministic and stochastic modelling and statistical data analysis) and involvement in a wide range of applied fields across the spectrum of biological, medical and social sciences. The aim is to increase interaction between specialities by describing research on many of the infectious diseases that affect humans, including both viral diseases like measles and AIDS and tropical parasitic infections. The papers are divided into groups dealing with problems relating to transmissible diseases, vaccination strategies, the consequences of treatment interventions, the dynamics of immunity, heterogeneity of populations, and prediction.

Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution of portfolio management strategies; statistical procedures; identification of models; Monte Carlo methods; and numerical implications of stochastic volatilities. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems. Thus the book has something to offer economists, probabilists and applied mathematicians working in finance.

The problems of understanding and controlling disease present a range of mathematical challenges, from broad theoretical issues to specific practical ones, making epidemiology one of the most vibrant branches of applied ecology. Progress in this field requires interdisciplinary collaboration; leading researchers with a wide range of mathematical expertise and close involvement in applied fields across the social, medical and biological sciences came together for a NATO Advanced Research Workshop marking the opening of a six-month programme on Epidemic Models at the Newton Institute in Cambridge in 1993. This volume is a result of that collaboration and surveys the state of epidemic modelling at the time in relation to basic aims such as understanding, prediction, and evaluation and implementation of control strategies.

Many of the fundamental theories of modern physics can be considered as descriptions of dynamical systems subjected to constraints. The study of these constrained dynamical systems, in particular the problems encountered in formulating them as quantum systems, has many profound links with geometry. These links were explored in the Symposium on Geometry and Gravity, held at the Newton Institute in 1994. This book arose from a conference held during that symposium, and is a collection of papers devoted to problems such as Chern-Simons theory, sigma-models, gauge invariance and loop quantization, general relativity and the notion of time and quantum gravity. They present a lively, varied and topical perspective on this important branch of theoretical physics, from some of the leading authorities in the subject.

This is a systematic introduction to electromagnetic duality and its generalizations. The authors are the leading figures in this exciting area of mathematical physics, and their lectures have been organised not only to link with each other but also to describe the fundamental ideas, the developments and some earlier work whose significance has become apparent. This will be essential reading for all those working in mathematical physics.

On-line learning is one of the most powerful and commonly used techniques for training large layered networks and has been used successfully in many real-world applications. Traditional analytical methods have been recently complemented by ones from statistical physics and Bayesian statistics. This powerful combination of analytical methods provides more insight and deeper understanding of existing algorithms and leads to novel and principled proposals for their improvement. This book presents a coherent picture of the state-of-the-art in the theoretical analysis of on-line learning. An introduction relates the subject to other developments in neural networks and explains the overall picture. Surveys by leading experts in the field combine new and established material and enable non-experts to learn more about the techniques and methods used. This book, the first in the area, provides a comprehensive view of the subject and will be welcomed by mathematicians, scientists and engineers, whether in industry or academia.

The aim of this volume is to present developments in semantics and logics of computation in a way that is accessible to graduate students. The book is based on a summer school at the Isaac Newton Institute and consists of a sequence of linked lecture courses by international authorities in the area. The whole set has been edited to form a coherent introduction to these topics, most of which have not been presented pedagogically before.

Infectious disease accounts for more death and disability globally than either non-infectious disease or injury. This book contains a breadth of different quantitative approaches to understanding the patterns of infectious diseases in populations, and the design of control strategies to lessen their effect. The contributors bring a great variety of mathematical expertise (including deterministic and stochastic modelling and statistical data analysis) and involvement in a wide range of applied fields across the spectrum of biological, medical and social sciences. The aim is to increase interaction between specialities by describing research on many of the infectious diseases that affect humans, including both viral diseases like measles and AIDS and tropical parasitic infections. The papers are divided into groups dealing with problems relating to transmissible diseases, vaccination strategies, the consequences of treatment interventions, the dynamics of immunity, heterogeneity of populations, and prediction.

Dynamo theory is the study of how large-scale magnetic fields can arise in bodies such as the Earth, Sun and stars, and it brings together researchers in such diverse subjects as geophysics, astronomy and nuclear reactor technology. In this book are papers on the theory of dynamos, delivered at the Isaac Newton Institute for Mathematical Sciences in Cambridge in September 1992, and these have been carefully brought together to form a unified presentation. Topics covered include: modelling of solar magnetic field generation, theoretical studies of the galaxies, and papers on 'fast dynamos', study of magnetic field regeneration in fluid of very high electrical conductivity. This volume represents a comprehensive record of research into the theory of dynamos.

Dynamo theory, the study of the generation and maintenance of magnetic fields by fluid motions, is important in many areas of physics, ranging from stellar and galactic dynamics, through solar physics and geomagnetism, to reactor physics. This volume contains the lectures given by leading specialists, for an intensive course held at the Newton Institute, as part of a NATO Advanced Study Institute. The course was intended for beginning graduate students, so starts with background material, before leading on to describe areas closer to current research. Topics covered include planetary and solar dynamos, fast dynamos and the use of symmetry principles to derive evolution equations. Detailed bibliographies are provided. As the only modern introduction to the subject, this will be welcome reading for students in planetary and solar physics, plasma physics and astrophysics.

This is a major synthesis of the theory and empirical knowledge about the ecology and epidemiology of infectious diseases in natural, unmanaged, animal and plant populations. Throughout the book a dialogue is developed between the patterns observed in empirical studies of disease in natural populations and the mathematical models used to dissect and examine the observed epidemiological patterns. The book arose from a symposium at the Newton Institute at Cambridge University. It is divided into a number of reviews by experts in various fields and four group reports: two of these synthesize important issues relating to the dynamics of microparasites and macroparasites, while the others discuss spatial patterns in disease dynamics and the evolutionary biology of parasites, pathogens and their hosts.

Dynamo theory, the study of the generation and maintenance of magnetic fields by fluid motions, is important in many areas of physics, ranging from stellar and galactic dynamics, through solar physics and geomagnetism, to reactor physics. This volume contains the lectures given by leading specialists, for an intensive course held at the Newton Institute, as part of a NATO Advanced Study Institute. The course was intended for beginning graduate students, so starts with background material, before leading on to describe areas closer to current research. Topics covered include planetary and solar dynamos, fast dynamos and the use of symmetry principles to derive evolution equations. Detailed bibliographies are provided. As the only modern introduction to the subject, this will be welcome reading for students in planetary and solar physics, plasma physics and astrophysics.

Computer vision is a rapidly developing and highly interdisciplinary field of computer science and engineering. An increasing number of researchers are turning their attention to the development of vision algorithms that can analyse dynamic images at real-time rates. Real-time vision is needed for automated systems to keep pace with real-world activities and thus control or respond appropriately to them. This is the first book devoted to the subject of real-time computer vision, and includes articles by some of the leading researchers in the world. The focus is on algorithms for interpreting visual input at video rates and on using the gathered information for decision-making and control. Topics covered include: shape recovery; model-based vehicle tracking; active exploration; tracking heads and eyes; controlling robot behavior; visual monitoring; controlling distributed robots. The book will be of interest to students, researchers and engineers involved in the design and programming of visually guided systems.

The problems of understanding and controlling disease present a range of mathematical challenges, from broad theoretical issues to specific practical ones, making epidemiology one of the most vibrant branches of applied ecology. Progress in this field requires interdisciplinary collaboration; leading researchers with a wide range of mathematical expertise and close involvement in applied fields across the social, medical and biological sciences came together for a NATO Advanced Research Workshop marking the opening of a six-month programme on Epidemic Models at the Newton Institute in Cambridge in 1993. This volume is a result of that collaboration and surveys the state of epidemic modelling at the time in relation to basic aims such as understanding, prediction, and evaluation and implementation of control strategies.

Many of the fundamental theories of modern physics can be considered as descriptions of dynamical systems subjected to constraints. The study of these constrained dynamical systems, in particular the problems encountered in formulating them as quantum systems, has many profound links with geometry. These links were explored in the Symposium on Geometry and Gravity, held at the Newton Institute in 1994. This book arose from a conference held during that symposium, and is a collection of papers devoted to problems such as Chern-Simons theory, sigma-models, gauge invariance and loop quantization, general relativity and the notion of time and quantum gravity. They present a lively, varied and topical perspective on this important branch of theoretical physics, from some of the leading authorities in the subject.

Certain nonlinear optimization problems arising in such disparate areas as the theory of computation, pure and applied probability and mathematical physics, can be solved by linear methods, provided one replaces the usual number system with one in which addition satisfies the idempotent law. This systematic study of the subject has emerged, triggered in part by a workshop organized by Hewlett-Packard's Basic Research Institute in the Mathematical Sciences (BRIMS), which brought together many leading researchers in the area. This volume is a record of that workshop, but it also includes other invited contributions, a broad Introduction to Idempotency, written specially for the book, and a bibliography of the subject. In sum, the articles cover both practical and more theoretical considerations, making it essential reading for all workers in the area.

This volume presents some of the lectures and research during the special programme held at the Newton Institute in 1994. The book, in two parts, begins with an introductory overview. The two parts each contain a mix of substantial expository articles and research papers that outline important and topical ideas. Many of the results have not been presented before. Symplectic methods are one of the most active areas of research in mathematics currently, and this volume will attract much attention.

The study of security market imperfections, namely the predictability of equity stock returns, is one of the fundamental research areas in financial modelling. These anomalies, which are not consistent with existing theories, concern the relation between stock returns and variables, such as firm size and earnings-to-price ratios, and seasonal effects, such as January and turn-of-the-month. This book provides the most complete and current account of work in the area. Leading academics and investment researchers have combined to produce a comprehensive coverage of the subject, including both cross-sectional and time series analyses, as well as discussing the measurement of risk and prediction models that have been used by institutional investors. The studies cover many worldwide markets including the US, Japan, Asia, and Europe. The book will be invaluable for courses in financial engineering, investment and portfolio management, and as a reference for investment professionals seeking an up-to-date source on return predictability.

The underlying theme of this volume is how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. Most investors, be they individuals or institutions, do not diversify properly across markets nor across time. The papers utilize several approaches and integrate a number of techniques as well as discussing a variety of models that have either been implemented, are close to being implemented, or represent new innovative approaches that may lead to future novel applications. Other issues address the future of asset-liability management modeling. This includes models for individuals, and various financial institutions such as banks and insurance companies. This will lead to custom products, that is, financial engineering. All in all, this will be essential reading for all involved in analysing the financial markets.

Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution of portfolio management strategies; statistical procedures; identification of models; Monte Carlo methods; and numerical implications of stochastic volatilities. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems. Thus the book has something to offer economists, probabilists and applied mathematicians working in finance.

The aim of this volume is to present developments in semantics and logics of computation in a way that is accessible to graduate students. The book is based on a summer school at the Isaac Newton Institute and consists of a sequence of linked lecture courses by international authorities in the area. The whole set has been edited to form a coherent introduction to these topics, most of which have not been presented pedagogically before.

During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. During this period more than 300 scholars and financial practitioners attended to conduct research and to attend more than 150 research seminars. Many of the presented papers were on the subject of financial derivatives. The very best were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest to both academic scholars and financial engineers.

Most object-oriented or functional languages are higher order languages, i.e. ones in which the means of manipulation (e.g. object or function) can itself be manipulated. This 1998 book contains a collection of original articles about recent developments in operational semantics for higher order programming languages by some of the leading researchers in the field. Operational techniques are important because they are closer to implementations and language definitions than more abstract mathematical techniques such as denotational semantics. One of the exciting developments reflected by the book is that mathematical structures and techniques used in denotational semantics (such as fixpoint induction) may be recovered from a purely operational starting point. The book surveys and introduces techniques such as contextual equivalence, applicative bisimulation, logical relations, improvement relations, explicit models of memory management, and labelling techniques for confluence properties. It treats a variety of higher order languages, based on functions, processes and objects, with and without side effects, typed and untyped.

This is a systematic introduction to electromagnetic duality and its generalizations. The authors are the leading figures in this exciting area of mathematical physics, and their lectures have been organised not only to link with each other but also to describe the fundamental ideas, the developments and some earlier work whose significance has become apparent. This will be essential reading for all those working in mathematical physics.

The representation theory of reductive algebraic groups and related finite reductive groups is a subject of great topical interest and has many applications. The articles in this volume provide introductions to various aspects of the subject, including algebraic groups and Lie algebras, reflection groups, abelian and derived categories, the Deligne-Lusztig representation theory of finite reductive groups, Harish-Chandra theory and its generalisations, quantum groups, subgroup structure of algebraic groups, intersection cohomology, and Lusztig's conjectured character formula for irreducible representations in prime characteristic. The articles are carefully designed to reinforce one another, and are written by a team of distinguished authors: M. Broué, R. W. Carter, S. Donkin, M. Geck, J. C. Jantzen, B. Keller, M. W. Liebeck, G. Malle, J. C. Rickard and R. Rouquier. This volume as a whole should provide a very accessible introduction to an important, though technical, subject.