Mathematical Tools for Physicists

The new edition is significantly updated and expanded. This unique collection of review articles, ranging from fundamental concepts up to latest applications, contains individual contributions written by renowned experts in the relevant fields. Much attention is paid to ensuring fast access to the information, with each carefully reviewed article featuring cross-referencing, references to the most relevant publications in the field, and suggestions for further reading, both introductory as well as more specialized. While the chapters on group theory, integral transforms, Monte Carlo methods, numerical analysis, perturbation theory, and special functions are thoroughly rewritten, completely new content includes sections on commutative algebra, computational algebraic topology, differential geometry, dynamical systems, functional analysis, graph and network theory, PDEs of mathematical physics, probability theory, stochastic differential equations, and variational methods.

The mathematical and statistical tools needed in the rapidly growing quantitative finance field With the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J. Fabozzi Series, has been created with this in mind. Designed to provide the tools needed to apply finance theory to real world financial markets, this book offers a wealth of insights and guidance in practical applications. It contains applications that are broader in scope from what is covered in a typical book on mathematical techniques. Most books focus almost exclusively on derivatives pricing, the applications in this book cover not only derivatives and asset pricing but also risk management—including credit risk management—and portfolio management. Includes an overview of the essential math and statistical skills required to succeed in quantitative finance Offers the basic mathematical concepts that apply to the field of quantitative finance, from sets and distances to functions and variables The book also includes information on calculus, matrix algebra, differential equations, stochastic integrals, and much more Written by Sergio Focardi, one of the world's leading authors in high-level finance Drawing on the author's perspectives as a practitioner and academic, each chapter of this book offers a solid foundation in the mathematical tools and techniques need to succeed in today's dynamic world of finance.

This textbook presents essential methodology for physicists of the theory and applications of fluid mechanics within a single volume. Building steadily through a syllabus, it will be relevant to almost all undergraduate physics degrees which include an option on hydrodynamics, or a course in which hydrodynamics figures prominently.

Filling the gap for a treatment of the subject as an advanced course in theoretical physics with a huge potential for future applications, this monograph discusses aspects of these applications and provides theoretical methods and tools for their investigation. Throughout this coherent and up-to-date work the main emphasis is on classical plasmas at high-temperatures, drawing on the experienced author's specialist background. As such, it covers the key areas of magnetic fusion plasma, laser-plasma-interaction and astrophysical plasmas, while also including nonlinear waves and phenomena. For master and PhD students as well as researchers interested in the theoretical foundations of plasma models.

Mathematical Models of Spoken Language presents the motivations for, intuitions behind, and basic mathematical models of natural spoken language communication. A comprehensive overview is given of all aspects of the problem from the physics of speech production through the hierarchy of linguistic structure and ending with some observations on language and mind. The author comprehensively explores the argument that these modern technologies are actually the most extensive compilations of linguistic knowledge available.Throughout the book, the emphasis is on placing all the material in a mathematically coherent and computationally tractable framework that captures linguistic structure. It presents material that appears nowhere else and gives a unification of formalisms and perspectives used by linguists and engineers. Its unique features include a coherent nomenclature that emphasizes the deep connections amongst the diverse mathematical models and explores the methods by means of which they capture linguistic structure. This contrasts with some of the superficial similarities described in the existing literature; the historical background and origins of the theories and models; the connections to related disciplines, e.g. artificial intelligence, automata theory and information theory; an elucidation of the current debates and their intellectual origins; many important little-known results and some original proofs of fundamental results, e.g. a geometric interpretation of parameter estimation techniques for stochastic models and finally the author's own unique perspectives on the future of this discipline. There is a vast literature on Speech Recognition and Synthesis however, this book is unlike any other in the field. Although it appears to be a rapidly advancing field, the fundamentals have not changed in decades. Most of the results are presented in journals from which it is difficult to integrate and evaluate all of these recent ideas. Some of the fundamentals have been collected into textbooks, which give detailed descriptions of the techniques but no motivation or perspective. The linguistic texts are mostly descriptive and pictorial, lacking the mathematical and computational aspects. This book strikes a useful balance by covering a wide range of ideas in a common framework. It provides all the basic algorithms and computational techniques and an analysis and perspective, which allows one to intelligently read the latest literature and understand state-of-the-art techniques as they evolve.

A balanced introduction to the theoretical foundations and real-world applications of mathematical finance The ever-growing use of derivative products makes it essential for financial industry practitioners to have a solid understanding of derivative pricing. To cope with the growing complexity, narrowing margins, and shortening life-cycle of the individual derivative product, an efficient, yet modular, implementation of the pricing algorithms is necessary. Mathematical Finance is the first book to harmonize the theory, modeling, and implementation of today's most prevalent pricing models under one convenient cover. Building a bridge from academia to practice, this self-contained text applies theoretical concepts to real-world examples and introduces state-of-the-art, object-oriented programming techniques that equip the reader with the conceptual and illustrative tools needed to understand and develop successful derivative pricing models. Utilizing almost twenty years of academic and industry experience, the author discusses the mathematical concepts that are the foundation of commonly used derivative pricing models, and insightful Motivation and Interpretation sections for each concept are presented to further illustrate the relationship between theory and practice. In-depth coverage of the common characteristics found amongst successful pricing models are provided in addition to key techniques and tips for the construction of these models. The opportunity to interactively explore the book's principal ideas and methodologies is made possible via a related Web site that features interactive Java experiments and exercises. While a high standard of mathematical precision is retained, Mathematical Finance emphasizes practical motivations, interpretations, and results and is an excellent textbook for students in mathematical finance, computational finance, and derivative pricing courses at the upper undergraduate or beginning graduate level. It also serves as a valuable reference for professionals in the banking, insurance, and asset management industries.

The material in this book attempts to address mathematical calculations common to both the environmental science and engineering professionals. The book provides the reader with nearly 100 solved illustrative examples. The interrelationship between both theory and applications is emphasized in nearly all of the 35 chapters. One key feature of this book is that the solutions to the problems are presented in a stand-alone manner. Throughout the book, the illustrative examples are laid out in such a way as to develop the reader’s technical understanding of the subject in question, with more difficult examples located at or near the end of each set. In presenting the text material, the authors have stressed the pragmatic approach in the application of mathematical tools to assist the reader in grasping the role of mathematical skills in environmental problem-solving situations. The book is divided up into five (V) parts: Introduction Analytical Analysis Numerical Analysis Statistical Analysis Optimization

A comprehensive and user-friendly guide to the use of logic in mathematical reasoning Mathematical Logic presents a comprehensive introduction to formal methods of logic and their use as a reliable tool for deductive reasoning. With its user-friendly approach, this book successfully equips readers with the key concepts and methods for formulating valid mathematical arguments that can be used to uncover truths across diverse areas of study such as mathematics, computer science, and philosophy. The book develops the logical tools for writing proofs by guiding readers through both the established «Hilbert» style of proof writing, as well as the «equational» style that is emerging in computer science and engineering applications. Chapters have been organized into the two topical areas of Boolean logic and predicate logic. Techniques situated outside formal logic are applied to illustrate and demonstrate significant facts regarding the power and limitations of logic, such as: Logic can certify truths and only truths. Logic can certify all absolute truths (completeness theorems of Post and G?del). Logic cannot certify all «conditional» truths, such as those that are specific to the Peano arithmetic. Therefore, logic has some serious limitations, as shown through G?del's incompleteness theorem. Numerous examples and problem sets are provided throughout the text, further facilitating readers' understanding of the capabilities of logic to discover mathematical truths. In addition, an extensive appendix introduces Tarski semantics and proceeds with detailed proofs of completeness and first incompleteness theorems, while also providing a self-contained introduction to the theory of computability. With its thorough scope of coverage and accessible style, Mathematical Logic is an ideal book for courses in mathematics, computer science, and philosophy at the upper-undergraduate and graduate levels. It is also a valuable reference for researchers and practitioners who wish to learn how to use logic in their everyday work.

Extensive coverage of mathematical techniques used in engineering with an emphasis on applications in linear circuits and systems Mathematical Foundations for Linear Circuits and Systems in Engineering provides an integrated approach to learning the necessary mathematics specifically used to describe and analyze linear circuits and systems. The chapters develop and examine several mathematical models consisting of one or more equations used in engineering to represent various physical systems. The techniques are discussed in-depth so that the reader has a better understanding of how and why these methods work. Specific topics covered include complex variables, linear equations and matrices, various types of signals, solutions of differential equations, convolution, filter designs, and the widely used Laplace and Fourier transforms. The book also presents a discussion of some mechanical systems that mathematically exhibit the same dynamic properties as electrical circuits. Extensive summaries of important functions and their transforms, set theory, series expansions, various identities, and the Lambert W-function are provided in the appendices. The book has the following features: Compares linear circuits and mechanical systems that are modeled by similar ordinary differential equations, in order to provide an intuitive understanding of different types of linear time-invariant systems. Introduces the theory of generalized functions, which are defined by their behavior under an integral, and describes several properties including derivatives and their Laplace and Fourier transforms. Contains numerous tables and figures that summarize useful mathematical expressions and example results for specific circuits and systems, which reinforce the material and illustrate subtle points. Provides access to a companion website that includes a solutions manual with MATLAB code for the end-of-chapter problems. Mathematical Foundations for Linear Circuits and Systems in Engineering is written for upper undergraduate and first-year graduate students in the fields of electrical and mechanical engineering. This book is also a reference for electrical, mechanical, and computer engineers as well as applied mathematicians. John J. Shynk, PhD, is Professor of Electrical and Computer Engineering at the University of California, Santa Barbara. He was a Member of Technical Staff at Bell Laboratories, and received degrees in systems engineering, electrical engineering, and statistics from Boston University and Stanford University.

This book provides a detailed study of Financial Mathematics. In addition to the extraordinary depth the book provides, it offers a study of the axiomatic approach that is ideally suited for analyzing financial problems. This book is addressed to MBA's, Financial Engineers, Applied Mathematicians, Banks, Insurance Companies, and Students of Business School, of Economics, of Applied Mathematics, of Financial Engineering, Banks, and more.