Applied mathematics Books
Cambridge University Press Random Matrix Models and their Applications 40 Mathematical Sciences Research Institute Publications Series Number 40
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£45.59
Cambridge University Press Probability for Finance
Book SynopsisStudents and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes. Results are proved carefully and the key concepts are motivated by concrete examples drawn from financial market models. Students can test their understanding through the large number of exercises and worked examples that are integral to the text.Table of ContentsPreface; 1. Probability space; 2. Probability distributions and random variables; 3. Product measure and independence; 4. Conditional expectation; 5. Sequences of random variables; Index.
£37.37
Cambridge University Press Stochastic Calculus for Finance Mastering Mathematical Finance
Book SynopsisThis book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Ità integrals in some detail, with a focus on results needed for the BlackâScholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Ità formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Ità calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.Trade Review'… a very accessible and comprehensive introduction.' Robert Stelzer, Mathematical ReviewsTable of ContentsPreface; 1. Discrete time processes; 2. Wiener process; 3. Stochastic integrals; 4. Itô formula; 5. Stochastic differential equations; Index.
£37.37
Cambridge University Press Mathematical Theory of Entropy 12 Encyclopedia of Mathematics and its Applications Series Number 12
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£65.86
Cambridge University Press Introduction to Continuum Mechanics
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£30.99
Cambridge University Press Association Schemes Designed Experiments Algebra and Combinatorics 84 Cambridge Studies in Advanced Mathematics Series Number 84
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Cambridge University Press Differential Equations for Engineers
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£80.74
Cambridge University Press A Window Into Zeta and Modular Physics
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£122.55
Cambridge University Press LMS 30 Interaction Models London Mathematical Society Lecture Note Series Series Number 30
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£45.16
Cambridge University Press Introduction to Dynamics
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£47.49
Cambridge University Press Mathematical Methods of Population Biology
Book SynopsisThis introduction to mathematical methods that are useful for studying population phenomena is intended for advanced undergraduate and graduate students, and will be accessible to scientists who do not have a strong mathematics background. Exercises illustrate material in the text and also deal with models more advanced than those derived and studied in the text.Trade Review"What makes for a good mathematics textbook? Challenging, didactic exercises with hints and solutions are a sine qua non: without them you might have a good monograph, but not a good text. Score several points for Hoppensteadt's book, with its meaty exercises...I would recommend the book for a senior or graduate-level course...also valuable as a sourcebook of ideas for applied mathematicians who want to get into this branch of mathematical biology." Mathematical BiosciencesTable of ContentsPreface; 1. Population dynamics; 2. Renewal theory and reproduction matrices; 3. Markov chains; 4. Perturbation methods; 5. Dispersal processes; Appendix; Solutions to selected exercises; References; Author index; Subject index.
£28.99
Cambridge University Press Genealogical Genetic Structure 3 Cambridge Studies in Mathematical Biology Series Number 3
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£36.87
Cambridge University Press Vectors in ThreeDimensional Space
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£39.89
Cambridge University Press Vibration
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£35.14
Cambridge University Press Mathematical Theory of Entropy 12 Encyclopedia of Mathematics and its Applications Series Number 12
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£105.45
Cambridge University Press The Excitation and Propagation of Elastic Waves
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£36.87
Cambridge University Press The Bending and Stretching of Plates
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£111.40
Cambridge University Press Manifolds and Mechanics 2 Australian Mathematical Society Lecture Series Series Number 2
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£36.87
Cambridge University Press An Introduction to General Relativity 5 London Mathematical Society Student Texts Series Number 5
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£38.94
Cambridge University Press Biological Delay Systems Linear Stability Theory 9 Cambridge Studies in Mathematical Biology Series Number 9
Book SynopsisIn studying the dynamics of populations, whether of animals, plants or cells, it is crucial to allow for intrinsic delays, due to such things as gestation, maturation or transport. This book is concerned with one of the fundamental questions in the analysis of the effect of delays, namely determining whether they effect the stability of steady states. The analysis is presented for one or two such delays treated both as discrete, where an event which occurred at a precise time in the past has an effect now, and distributed, where the delay is averaged over the population's history. Both of these types occur in biological contexts. The method used to tackle these questions is linear stability analysis which leads to an understanding of the local stability. By avoiding global questions, the author has kept the mathematical prerequisites to a minimum, essentially advanced calculus and ordinary differential equations.Table of ContentsPreface; 1. How delays arise and what effects they have; 2. Ordinary differential equations: the polynomial characteristic equation; 3. Functional differential equations: the transcendental characteristic equation; 4. Hurwitz polynomials; 5. First- and second-order systems with a discrete delay; 6. Higher-order systems, and systems with two delays; 7. Reducing a discrete delay problem to one with a polynomial characteristic equation; 8. Stability independent of delay; 9. Distributed delay; 10. Reducible delays and linear subsystems; Appendices; Solutions to exercises; References; Index.
£111.15
Cambridge University Press Maximum and Minimum Principles A Unified Approach with Applications 1 Cambridge Texts in Applied Mathematics Series Number 1
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£56.74
Cambridge University Press Seismic Ray Theory
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£143.00
Cambridge University Press Wave Interactions and Fluid Flows
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£53.43
Cambridge University Press The Kinematics of Mixing
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£68.39
Cambridge University Press Decisions Under Uncertainty
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£73.14
Cambridge University Press LMSST 17 Aspects of Quantum Field London Mathematical Society Student Texts Series Number 17
Book SynopsisThe theory of quantum fields on curved spacetimes has attracted great attention since the discovery, by Stephen Hawking, of black-hole evaporation. It remains an important subject for the understanding of such contemporary topics as inflationary cosmology, quantum gravity and superstring theory. This book provides, for mathematicians, an introduction to this field of physics in a language and from a viewpoint which such a reader should find congenial. Physicists should also gain from reading this book a sound grasp of various aspects of the theory, some of which have not been particularly emphasised in the existing review literature. The topics covered include normal-mode expansions for a general elliptic operator, Fock space, the Casimir effect, the 'Klein' paradox, particle definition and particle creation in expanding universes, asymptotic expansion of Green's functions and heat kernels, and renormalisation of the stress tensor. The style is pedagogic rather than formal; some knowleTrade Review"...an excellent introduction to the research of the past two decades bearing on this test problem." American Scientist"It provides for the mathematician an introduction to this field of physics in a language and from a point of view which we quickly find familiar. The physicist will gain the conviction that this quantum field theory has a very sound mathematical basis." Sorin Marculescu, Mathematical ReviewsTable of ContentsPreface; 1. A quick course in quantum mechanics; 2. Self-adjoint, elliptic differential operators and eigen-function expansions; 3. Quantisation of a static, scalar field theory; 4. Two-point functions; 5. The stress tensor and the Casimir effect; 6. Quantum field theory in general space-times; 7. Quantum field theory in an expanding universe; 8. Some geometrical apparatus; 9. Renormalisation of the stress tensor; Conclusion; Appendix; Bibliography; Index.
£56.99
Cambridge University Press Inverse Methods in Physical Oceanography Cambridge Monographs on Mechanics
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£118.75
Cambridge University Press Finite Plastic Deformation of Crystalline Solids
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£104.50
Cambridge University Press The Thermomechanics of Plasticity 7 Cambridge Texts in Applied Mathematics Series Number 7
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£54.14
Cambridge University Press NonLinear Wave Processes Acoustics 9 Cambridge Texts in Applied Mathematics Series Number 9
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£56.99
Cambridge University Press Integral Methods for Linear Flow 8 Cambridge Texts in Applied Mathematics Series Number 8
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£41.79
Cambridge University Press The Mathematical Theory of Nonuniform Gases An Account Of The Kinetic Theory Of Viscosity Thermal Conduction And Diffusion In Gases Cambridge Mathematical Library
Book SynopsisThis classic, now in paperback, discusses the mathematical theory of viscosity, thermal conduction and diffusion in non-uniform gases, based on the solutions of the Maxwell–Boltzmann equations. The theories of Chapman and Enskog, the quantum theory of collisions and the theory of conduction and diffusion in ionized gases in electric and magnetic fields are also detailed.Table of ContentsForeword; Introduction; 1. Vectors and tensors; 2. Properties of a gas: definitions and theorems; 3. The equations of Boltzmann and Maxwell; 4. Boltzmann's H-theorem and the Maxwellian velocity-distribution; 5. The free path, the collision-frequency and persistence of velocities; 6. Elementary theories of the transport phenomena; 7. The non-uniform state for a simple gas; 8. The non-uniform state for a binary gas-mixture; 9. Viscosity, thermal conduction, and diffusion: general expressions; 10. Viscosity, thermal conduction, and diffusion: theoretical formulae for special molecular models; 11. Molecules with internal energy; 12; Viscosity: comparison of theory with experiment; 13. Thermal conductivity: comparison of theory with experiment; 14. Diffusion: comparison of theory with experiment; 15. The third approximation to the velocity-distribution function; 16. Dense gases; 17. Quantum theory and the transport phenomena; 18. Multiple gas mixtures; 19. Electromagnetic phenomena in ionized gases; Historical summary; Name index; Subject index; References to numerical data for particular gases (simple and mixed).
£76.94
Cambridge University Press Wave Asymptotics
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£105.45
Cambridge University Press Ideas and Methods in Mathematical Analysis Stochastics and Applications
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£133.95
Cambridge University Press Ideas and Methods in Quantum and Statistical Physics
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£147.25
Cambridge University Press Turbulence and Random Processes in Fluid Mechanics
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£37.99
Cambridge University Press Perspectives of Nonlinear Dynamics Volume 1
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£58.89
Cambridge University Press LMS 179 Complex Projective Geomtry Selected Papers London Mathematical Society Lecture Note Series Series Number 179
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£65.86
Cambridge University Press Scaling Selfsimilarity and Intermediate Asymptotics Dimensional Analysis and Intermediate Asymptotics 14 Cambridge Texts in Applied Mathematics Series Number 14
Book SynopsisScaling laws reveal the fundamental property of phenomena, namely self-similarity - repeating in time and/or space - which substantially simplifies the mathematical modelling of the phenomena themselves. This book begins from a non-traditional exposition of dimensional analysis, physical similarity theory, and general theory of scaling phenomena, using classical examples to demonstrate that the onset of scaling is not until the influence of initial and/or boundary conditions has disappeared but when the system is still far from equilibrium. Numerous examples from a diverse range of fields, including theoretical biology, fracture mechanics, atmospheric and oceanic phenomena, and flame propagation, are presented for which the ideas of scaling, intermediate asymptotics, self-similarity, and renormalisation were of decisive value in modelling.Trade Review'A splendid and very readable work … Greatly recommended!' Sjoerd Rienstra, ITW NieuwsTable of ContentsPreface; Introduction; 1. Dimensions, dimensional analysis and similarity; 2. The application of dimensional analysis to the construction of intermediate asymptotic solutions to problems of mathematical physics. Self-similar solutions; 3. Self-similarities of the second kind: first examples; 4. Self-similarities of the second kind: further examples; 5. Classification of similarity rules and self-similarity solutions. Recipe for application of similarity analysis; 6. Scaling and transformation groups. Renormalization groups. 7. Self-similar solutions and travelling waves; 8. Invariant solutions: special problems of the theory; 9. Scaling in deformation and fracture in solids; 10. Scaling in turbulence; 11. Scaling in geophysical fluid dynamics; 12. Scaling: miscellaneous special problems.
£72.19
Cambridge University Press Greens Functions and Ordered Exponentials
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£35.14
Cambridge University Press Viscous Flow 13 Cambridge Texts in Applied Mathematics Series Number 13
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£41.79
Cambridge University Press Asymptotic Theory of Separated Flows
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£104.50
Cambridge University Press Hydrodynamics Cambridge Mathematical Library
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£72.19
Cambridge University Press Viscous Flow 13 Cambridge Texts in Applied Mathematics Series Number 13
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£26.99
Cambridge University Press Animal Groups in Three Dimensions
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£118.75
Cambridge University Press Cosmology and Astrophysics through Problems
Cosmology and Astrophysics through Problems | 9780521467834
£59.84
Cambridge University Press Vortex Dynamics
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£51.29
Cambridge University Press The Ocean Circulation Inverse Problem
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£133.95