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Perturbed functional iterations (PFI) is a large‑scale nonlinear system solver. Nature is abundant with events simulated mathematically by nonlinear systems of equations and inequalities. These we call nonlinear models. Often, they are ill‑conditioned, meaning small changes in data causing huge changes in the output. PFI, previously called the perturbed iterative scheme (PIS), is a numerical method to solve nonlinear systems of equations in multidimensional space. Computational results demonstrate that this numerical method has some unique features, which have made it more practical for applications in engineering and applied mathematics. This book will guide readers in the proper use of PFI, both in theoretical and practical settings. Features: Ideal resource for postgraduates and professional researchers in science and engineering working in nonlinear systems Algorithmically simple enough for engineers and applied scientists to write their own software based on the contents

Asymptotic Perturbation Methods Cohesive overview of powerful mathematical methods to solve differential equations in physics Asymptotic Perturbation Methods for Nonlinear Differential Equations in Physics addresses nonlinearity in various fields of physics from the vantage point of its mathematical description in the form of nonlinear partial differential equations and presents a unified view on nonlinear systems in physics by providing a common framework to obtain approximate solutions to the respective nonlinear partial differential equations based on the asymptotic perturbation method. Aside from its complete coverage of a complicated topic, a noteworthy feature of the book is the emphasis on applications. There are several examples included throughout the text, and, crucially, the scientific background is explained at an elementary level and closely integrated with the mathematical theory to enable seamless reader comprehension. To fully understand the concepts within this book, the prerequisites are multivariable calculus and introductory physics. Written by a highly qualified author with significant accomplishments in the field, Asymptotic Perturbation Methods for Nonlinear Differential Equations in Physics covers sample topics such as: Application of the various flavors of the asymptotic perturbation method, such as the Maccari method to the governing equations of nonlinear system Nonlinear oscillators, limit cycles, and their bifurcations, iterated nonlinear maps, continuous systems, and nonlinear partial differential equations (NPDEs) Nonlinear systems, such as the van der Pol oscillator, with advanced coverage of plasma physics, quantum mechanics, elementary particle physics, cosmology, and chaotic systems Infinite-period bifurcation in the nonlinear Schrodinger equation and fractal and chaotic solutions in NPDEs Asymptotic Perturbation Methods for Nonlinear Differential Equations in Physics is ideal for an introductory course at the senior or first year graduate level. It is also a highly valuable reference for any professional scientist who does not possess deep knowledge about nonlinear physics.

A kink is a stationary solution to a cubic one-dimensional wave equation (∂2/tâˆ'∂2/x)Ï•=Ï•âˆ'Ï•3 that has different limits when x goes to âˆ'∞ and +∞. Asymptotic stability of this solution under small odd perturbation in the energy space has been studied in a recent work of Kowalczyk, Martel and Muñoz. They have been able to show that the perturbation may be written as the sum a(t)Y(x)+ψ(t,x), where Y is a function in Schwartz space, a(t) a function of time having some decay properties at infinity, and ψ(t,x) satisfies some local in space dispersive estimate. These results are likely to be optimal when the initial data belong to the energy space. On the other hand, for initial data that are smooth and have some decay at infinity, one may ask if precise dispersive time decay rates for the solution in the whole space-time, and not just for x in a compact set, may be obtained. The goal of this work is to attack these questions. Our main result gives, for small odd perturbations of the kink that are smooth enough and have some space decay, explicit rates of decay for a(t) and for ψ(t,x) in the whole space-time domain intersected by a strip ∣t∣≤ϵâˆ'4+c, for any c>0, where ϵ is the size of the initial perturbation. This limitation is due to some new phenomena that appear along lines that cannot be detected by a local in space analysis. Our method of proof relies on construction of approximate solutions to the equation satisfied by ψ, conjugation of the latter in order to eliminate several potential terms, and normal forms to get rid of problematic contributions in the nonlinearity. We use also Fermi’s golden rule in order to prove that the a(t)Y component decays when time grows.

This textbook is devoted to nonlinear physics, using the asymptotic perturbation method as a mathematical tool. The theory is developed systematically, starting with nonlinear oscillators, limit cycles and their bifurcations, followed by iterated nonlinear maps, continuous systems, nonlinear partial differential equations (NPDEs) and culminating with infinite-period bifurcation in the nonlinear Schrodinger equation and fractal and chaotic solutions in NPDEs.A remarkable feature of the book is its emphasis on applications. It offers several examples, and the scientific background is explained at an elementary level and closely integrated with the mathematical theory. In addition, it is ideal for an introductory course at the senior or first-year graduate level.

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Architectural Structures presents an alternative approach to understanding structural engineering load flow using a visually engaging and three-dimensional format. This book presents a ground-breaking new way of establishing equilibrium in architectural structures using the Modern Müller-Breslau method.While firmly grounded in principles of mechanics, this method does not use traditional algebraic statics, nor does it use classical graphic statics. Rather, it solely uses new geometric tools. Both statically determinate and statically indeterminate structures are analyzed using this graphic method to provide a geometric understanding of how load flows through architectural structures. This book includes approachable coverage of parametric modeling of two-dimensional and three-dimensional structures, as well as more advanced topics such as indeterminate structural analysis and plastic analysis. Hundreds of detailed drawings created by the author are included throughout to aid understanding. Architecture and structural engineering students can employ this novel method by hand sketching, or by programming in parametric design software.A detailed yet approachable guide, Architectural Structures is ideal for students of architecture, construction management, and structural engineering, at all levels. Practitioners will find the method extremely useful for quickly solving load tracing problems in three-dimensional grids.

Analytical solutions to the orbital motion of celestial objects have been nowadays mostly replaced by numerical solutions, but they are still irreplaceable whenever speed is to be preferred to accuracy, or to simplify a dynamical model. In this book, the most common orbital perturbations problems are discussed according to the Lie transforms method, which is the de facto standard in analytical orbital motion calculations. Due to an oversight, an error slipped in Section 4.1 of the book, where it is implicitly assumed the case of the Kepler problem. The following text should replace Sections 4.1 and 4.2 of the book. Cross-references may be affected with the new writing. In particular, former crossed references to Eq.(4.3) should now point to current Eq.(4.12). Please find the Erratum below.

Essential mathematical insights into one of the most important and challenging open problems in general relativity—the stability of black holesOne of the major outstanding questions about black holes is whether they remain stable when subject to small perturbations. An affirmative answer to this question would provide strong theoretical support for the physical reality of black holes. In this book, Sergiu Klainerman and Jérémie Szeftel take a first important step toward solving the fundamental black hole stability problem in general relativity by establishing the stability of nonrotating black holes—or Schwarzschild spacetimes—under so-called polarized perturbations. This restriction ensures that the final state of evolution is itself a Schwarzschild space. Building on the remarkable advances made in the past fifteen years in establishing quantitative linear stability, Klainerman and Szeftel introduce a series of new ideas to deal with the strongly nonlinear, covariant features of the Einstein equations. Most preeminent among them is the general covariant modulation (GCM) procedure that allows them to determine the center of mass frame and the mass of the final black hole state. Essential reading for mathematicians and physicists alike, this book introduces a rich theoretical framework relevant to situations such as the full setting of the Kerr stability conjecture.

This book provides a comprehensive study of how attractors behave under perturbations for both autonomous and non-autonomous problems. Furthermore, the forward asymptotics of non-autonomous dynamical systems is presented here for the first time in a unified manner. When modelling real world phenomena imprecisions are unavoidable. On the other hand, it is paramount that mathematical models reflect the modelled phenomenon, in spite of unimportant neglectable influences discounted by simplifications, small errors introduced by empirical laws or measurements, among others. The authors deal with this issue by investigating the permanence of dynamical structures and continuity properties of the attractor. This is done in both the autonomous (time independent) and non-autonomous (time dependent) framework in four distinct levels of approximation: the upper semicontinuity, lower semicontinuity, topological structural stability and geometrical structural stability. This book is aimed at graduate students and researchers interested in dissipative dynamical systems and stability theory, and requires only a basic background in metric spaces, functional analysis and, for the applications, techniques of ordinary and partial differential equations.

This book describes the direct and inverse problems of the multidimensional Schrödinger operator with a periodic potential, a topic that is especially important in perturbation theory, constructive determination of spectral invariants and finding the periodic potential from the given Bloch eigenvalues. It provides a detailed derivation of the asymptotic formulas for Bloch eigenvalues and Bloch functions in arbitrary dimensions while constructing and estimating the measure of the iso-energetic surfaces in the high-energy regime. Moreover, it presents a unique method proving the validity of the Bethe–Sommerfeld conjecture for arbitrary dimensions and arbitrary lattices. Using the perturbation theory constructed, it determines the spectral invariants of the multidimensional operator from the given Bloch eigenvalues. Some of these invariants are explicitly expressed by the Fourier coefficients of the potential, making it possible to determine the potential constructively using Bloch eigenvalues as input data. Lastly, the book presents an algorithm for the unique determination of the potential. This updated second edition includes an additional chapter that specifically focuses on lower-dimensional cases, providing the basis for the higher-dimensional considerations of the chapters that follow.

During the past two decades the gravitational asymptotic safety scenario has undergone a major transition from an exotic possibility to a serious contender for a realistic theory of quantum gravity. It aims at a mathematically consistent quantum description of the gravitational interaction and the geometry of spacetime within the realm of quantum field theory, which keeps its predictive power at the highest energies. This volume provides a self-contained pedagogical introduction to asymptotic safety, and introduces the functional renormalization group techniques used in its investigation, along with the requisite computational techniques. The foundational chapters are followed by an accessible summary of the results obtained so far. It is the first detailed exposition of asymptotic safety, providing a unique introduction to quantum gravity and it assumes no previous familiarity with the renormalization group. It serves as an important resource for both practising researchers and graduate students entering this maturing field.

The book presents a unified approach to the perturbation analysis in Matrix Analysis and Control, based on the method of splitting operators and Lyapunov majorant functions. Combined with the Schauder or Banach fixed point principles, this approach allows to obtain rigorous non-local perturbation bounds for a set of important objects in Linear Algebra and Control Theory. Among them are the Schur system of a matrix, the QR decomposition of a matrix, the orthogonal canonical forms of time-invariant linear systems, the state and output feedback gains in pole assignment design, the generalized Schur system of a pair of matrices, the Hamiltonian-Schur and block Hamiltonian-Schur forms of Hamiltonian matrices, and others. In this way, the approach proposed can be used as a unified tool in deriving asymptotic and nonlocal perturbation bounds in matrix analysis and control theory. An important technique of the method considered is the construction of an operator equation, which is equivalent to the perturbed problem. It is based on the splitting of a certain linear matrix operator and its argument into strictly lower, diagonal and strictly upper parts, respectively. This allows to unify the perturbation analysis of matrix problems, involving unitary matrices, in which the resulting matrix is upper triangular. Some other issues such as perturbation analysis of problems with non-unique solution and construction of improved asymptotic perturbation bounds are also considered. The book is intended as a reference in the area of matrix computations and control theory. It will be of interest to researchers in the area of matrix analysis, linear control theory and applied mathematics. The book may also be useful for graduate students in the area of applied mathematics.

This book is the first systematic study of graphical enumeration and the asymptotic algebraic structures in perturbative quantum field theory. Starting with an exposition of the Hopf algebra structure of generic graphs, it reviews and summarizes the existing literature. It then applies this Hopf algebraic structure to the combinatorics of graphical enumeration for the first time, and introduces a novel method of asymptotic analysis to answer asymptotic questions. This major breakthrough has combinatorial applications far beyond the analysis of graphical enumeration. The book also provides detailed examples for the asymptotics of renormalizable quantum field theories, which underlie the Standard Model of particle physics. A deeper analysis of such renormalizable field theories reveals their algebraic lattice structure. The pedagogical presentation allows readers to apply these new methods to other problems, making this thesis a future classic for the study of asymptotic problems in quantum fields, network theory and far beyond.

Perturbation Theory: Advances in Research and Applications begins with a deliberation on the development of a formalism of the Exchange perturbation theory (EPT) that accounts for the general identity principle of electrons that belong to different atomic centres. The possible applications of the theory concerning scattering and collision problems are discussed, and the authors apply the TDEPT to the description of the positron scattering on a Lithium atom as an example. Next, spin fluctuations in metallic multiband systems are discussed, including how to calculate the effect of itinerant spin excitations on the electronic properties and formulate a theory of spin fluctuation-induced superconductivity. The function of spin-orbit coupling is emphasized. Following this, the authors review how, governed by chiral symmetry, the long- and intermediate-range parts of the $NN$ potential unfold order by order, proceeding up to sixth order where convergence is achieved. Perturbative and nonperturbative approaches to nuclear amplitude are discussed, including the implications for renormalization. Continuing, this book presents proof of the good convergence properties of the new expansions on mathematical models that simulate the physical polarization function for light quarks and its derivative (the Adler function), in various prescriptions of renormalization-group summation. An overview of the calculation of one-loop corrections to the baryon axial vector current in the large-Nc heavy baryon chiral perturbation theory is offered, where Nc is the number of color charges. The matrix elements of the space components of the renormalization of the baryon axial vector current between SU(6) symmetric states yield the values of the axial vector couplings.

Noncommutative Deformation Theory is aimed at mathematicians and physicists studying the local structure of moduli spaces in algebraic geometry. This book introduces a general theory of noncommutative deformations, with applications to the study of moduli spaces of representations of associative algebras and to quantum theory in physics. An essential part of this theory is the study of obstructions of liftings of representations using generalised (matric) Massey products. Suitable for researchers in algebraic geometry and mathematical physics interested in the workings of noncommutative algebraic geometry, it may also be useful for advanced graduate students in these fields.

This book covers recent developments in the covariant formulation of quantum gravity. Developed in the 1960s by Feynman and DeWitt, by the 1980s this approach seemed to lead nowhere due to perturbative non-renormalizability. The possibility of non-perturbative renormalizability or'asymptotic safety', originally suggested by Weinberg but largely ignored for two decades, was revived towards the end of the century by technical progress in the field of the renormalization group. It is now a very active field of research, providing an alternative to other approaches to quantum gravity.Written by one of the early contributors to this subject, this book provides a gentle introduction to the relevant ideas and calculational techniques. Several explicit calculations gradually bring the reader close to the current frontier of research. The main difficulties and present lines of development are also outlined.

This book offers a detailed review of perturbed random walks, perpetuities, and random processes with immigration. Being of major importance in modern probability theory, both theoretical and applied, these objects have been used to model various phenomena in the natural sciences as well as in insurance and finance. The book also presents the many significant results and efficient techniques and methods that have been worked out in the last decade.The first chapter is devoted to perturbed random walks and discusses their asymptotic behavior and various functionals pertaining to them, including supremum and first-passage time. The second chapter examines perpetuities, presenting results on continuity of their distributions and the existence of moments, as well as weak convergence of divergent perpetuities. Focusing on random processes with immigration, the third chapter investigates the existence of moments, describes long-time behavior and discusses limit theorems, both withand without scaling. Chapters four and five address branching random walks and the Bernoulli sieve, respectively, and their connection to the results of the previous chapters.With many motivating examples, this book appeals to both theoretical and applied probabilists.

In this monograph the authors introduce a new method to study bifurcations of KAM tori with fixed Diophantine frequency in parameter-dependent Hamiltonian systems. It is based on Singularity Theory of critical points of a real-valued function which the authors call the potential. The potential is constructed in such a way that: nondegenerate critical points of the potential correspond to twist invariant tori (i.e. with nondegenerate torsion) and degenerate critical points of the potential correspond to non-twist invariant tori. Hence, bifurcating points correspond to non-twist tori.

This book is an introduction to the perturbation theory for linear and nonlinear waves in dispersive and dissipative media. The main focus is on the direct asymptotic method which is based on the asymptotic expansion of the solution in series of one or more small parameters and demanding finiteness of the perturbations; this results in slow variation of the main-order solution. The method, which does not depend on integrability of basic equations, is applied to quasi-harmonic and non-harmonic periodic waves, as well as to localized waves such as solitons, kinks, and autowaves. The basic theoretical ideas are illustrated by many physical examples throughout the book.

This book, Perturbation Theories for the Thermodynamic Properties of Fluids and Solids, provides a comprehensive review of current perturbation theories-as well as integral equation theories and density functional theories-for the equilibrium thermodynamic and structural properties of classical systems. Emphasizing practical applications, the text

The main subject of this book is perturbation analysis of continuous optimization problems. In the last two decades considerable progress has been made in that area, and it seems that it is time now to present a synthetic view of many important results that apply to various classes of problems. The model problem that is considered throughout the book is of the form (P) Min/(x) subjectto G(x) E K. xeX Here X and Y are Banach spaces, K is a closed convex subset of Y, and / : X -+ IR and G : X -+ Y are called the objective function and the constraint mapping, respectively. We also consider a parameteriZed version (P) of the above u problem, where the objective function / (x, u) and the constraint mapping G(x, u) are parameterized by a vector u varying in a Banach space U. Our aim is to study continuity and differentiability properties of the optimal value v(u) and the set S(u) of optimal solutions of (P) viewed as functions of the parameter vector u.

Undergraduates in engineering and the physical sciences receive a thorough introduction to perturbation theory in this useful and accessible text. Students discover methods for obtaining an approximate solution of a mathematical problem by exploiting the presence of a small, dimensionless parameter — the smaller the parameter, the more accurate the approximate solution. Knowledge of perturbation theory offers a twofold benefit: approximate solutions often reveal the exact solution's essential dependence on specified parameters; also, some problems resistant to numerical solutions may yield to perturbation methods. In fact, numerical and perturbation methods can be combined in a complementary way.The text opens with a well-defined treatment of finding the roots of polynomials whose coefficients contain a small parameter. Proceeding to differential equations, the authors explain many techniques for handling perturbations that reorder the equations or involve an unbounded independent variable. Two disparate practical problems that can be solved efficiently with perturbation methods conclude the volume.Written in an informal style that moves from specific examples to general principles, this elementary text emphasizes the'why'along with the'how'; prerequisites include a knowledge of one-variable calculus and ordinary differential equations. This newly revised second edition features an additional appendix concerning the approximate evaluation of integrals.

Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and financial engineering. However, due to their complexities that often involve millions or even billions of events with many variables and constraints, modeling these stochastic simulations has long been a “hard nut to crack”. The advance in available computer technology, especially of cluster and cloud computing, has paved the way for the realization of a number of stochastic simulation optimization for complex discrete event systems. This book will introduce two important techniques initially proposed and developed by Professor Y C Ho and his team; namely perturbation analysis and ordinal optimization for stochastic simulation optimization, and present the state-of-the-art technology, and their future research directions.

The analysis of singular perturbed differential equations began early in this century, when approximate solutions were constructed from asymptotic ex­ pansions. (Preliminary attempts appear in the nineteenth century [vD94].) This technique has flourished since the mid-1960s. Its principal ideas and methods are described in several textbooks. Nevertheless, asymptotic ex­ pansions may be impossible to construct or may fail to simplify the given problem; then numerical approximations are often the only option. The systematic study of numerical methods for singular perturbation problems started somewhat later - in the 1970s. While the research frontier has been steadily pushed back, the exposition of new developments in the analysis of numerical methods has been neglected. Perhaps the only example of a textbook that concentrates on this analysis is [DMS80], which collects various results for ordinary differential equations, but many methods and techniques that are relevant today (especially for partial differential equa­ tions) were developed after 1980.Thus contemporary researchers must comb the literature to acquaint themselves with earlier work. Our purposes in writing this introductory book are twofold. First, we aim to present a structured account of recent ideas in the numerical analysis of singularly perturbed differential equations. Second, this important area has many open problems and we hope that our book will stimulate further investigations.Our choice of topics is inevitably personal and reflects our own main interests.

Probabilistic analysis is increasing in popularity and importance within engineering and the applied sciences. However, the stochastic perturbation technique is a fairly recent development and therefore remains as yet unknown to many students, researchers and engineers. Fields in which the methodology can be applied are widespread, including various branches of engineering, heat transfer and statistical mechanics, reliability assessment and also financial investments or economical prognosis in analytical and computational contexts. Stochastic Perturbation Method in Applied Sciences and Engineering is devoted to the theoretical aspects and computational implementation of the generalized stochastic perturbation technique. It is based on any order Taylor expansions of random variables and enables for determination of up to fourth order probabilistic moments and characteristics of the physical system response. Key features: Provides a grounding in the basic elements of statistics and probability and reliability engineering Describes the Stochastic Finite, Boundary Element and Finite Difference Methods, formulated according to the perturbation method Demonstrates dual computational implementation of the perturbation method with the use of Direct Differentiation Method and the Response Function Method Accompanied by a website (www.wiley.com/go/kaminski) with supporting stochastic numerical software Covers the computational implementation of the homogenization method for periodic composites with random and stochastic material properties Features case studies, numerical examples and practical applications Stochastic Perturbation Method in Applied Sciences and Engineering is a comprehensive reference for researchers and engineers, and is an ideal introduction to the subject for postgraduate and graduate students.

This book is an introductory graduate text dealing with many of the perturbation methods currently used by applied mathematicians, scientists, and engineers. The author has based his book on a graduate course he has taught several times over the last ten years to students in applied mathematics, engineering sciences, and physics. The only prerequisite for the course is a background in differential equations. Each chapter begins with an introductory development involving ordinary differential equations. The book covers traditional topics, such as boundary layers and multiple scales. However, it also contains material arising from current research interest. This includes homogenization, slender body theory, symbolic computing, and discrete equations. One of the more important features of this book is contained in the exercises. Many are derived from problems of up- to-date research and are from a wide range of application areas.

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified. This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.

The capability to predict the nonlinear response of beams, plates and shells when subjected to thermal and mechanical loads is of prime interest to structural analysis. In fact, many structures are subjected to high load levels that may result in nonlinear load-deflection relationships due to large deformations. One of the important problems deserving special attention is the study of their nonlinear response to large deflection, postbuckling and nonlinear vibration. A two-step perturbation method is firstly proposed by Shen and Zhang (1988) for postbuckling analysis of isotropic plates. This approach gives parametrical analytical expressions of the variables in the postbuckling range and has been generalized to other plate postbuckling situations. This approach is then successfully used in solving many nonlinear bending, postbuckling, and nonlinear vibration problems of composite laminated plates and shells, in particular for some difficult tasks, for example, shear deformable plates with four free edges resting on elastic foundations, contact postbuckling of laminated plates and shells, nonlinear vibration of anisotropic cylindrical shells. This approach may be found its more extensive applications in nonlinear analysis of nano-scale structures. Concentrates on three types of nonlinear analyses: vibration, bending and postbuckling Presents not only the theoretical aspect of the techniques, but also engineering applications of the method A Two-Step Perturbation Method in Nonlinear Analysis of Beams, Plates and Shells is an original and unique technique devoted entirely to solve geometrically nonlinear problems of beams, plates and shells. It is ideal for academics, researchers and postgraduates in mechanical engineering, civil engineering and aeronautical engineering.

Mathematicians often face the question to which extent mathematical models describe processes of the real world. These models are derived from experimental data, hence they describe real phenomena only approximately. Thus a mathematical approach must begin with choosing properties which are not very sensitive to small changes in the model, and so may be viewed as properties of the real process. In particular, this concerns real processes which can be described by means of ordinary differential equations. By this reason different notions of stability played an important role in the qualitative theory of ordinary differential equations commonly known nowdays as the theory of dynamical systems. Since physical processes are usually affected by an enormous number of small external fluctuations whose resulting action would be natural to consider as random, the stability of dynamical systems with respect to random perturbations comes into the picture. There are differences between the study of stability properties of single trajectories, i. e., the Lyapunov stability, and the global stability of dynamical systems. The stochastic Lyapunov stability was dealt with in Hasminskii [Has]. In this book we are concerned mainly with questions of global stability in the presence of noise which can be described as recovering parameters of dynamical systems from the study of their random perturbations. The parameters which is possible to obtain in this way can be considered as stable under random perturbations, and so having physical sense. -1- Our set up is the following.

This book results from various lectures given in recent years. Early drafts were used for several single semester courses on singular perturbation meth­ ods given at Rensselaer, and a more complete version was used for a one year course at the Technische Universitat Wien. Some portions have been used for short lecture series at Universidad Central de Venezuela, West Vir­ ginia University, the University of Southern California, the University of California at Davis, East China Normal University, the University of Texas at Arlington, Universita di Padova, and the University of New Hampshire, among other places. As a result, I've obtained lots of valuable feedback from students and listeners, for which I am grateful. This writing continues a pattern. Earlier lectures at Bell Laboratories, at the University of Edin­ burgh and New York University, and at the Australian National University led to my earlier works (1968, 1974, and 1978). All seem to have been useful for the study of singular perturbations, and I hope the same will be true of this monograph. I've personally learned much from reading and analyzing the works of others, so I would especially encourage readers to treat this book as an introduction to a diverse and exciting literature. The topic coverage selected is personal and reflects my current opin­ ions. An attempt has been made to encourage a consistent method of ap­ proaching problems, largely through correcting outer limits in regions of rapid change. Formal proofs of correctness are not emphasized.

Since the first edition of this book, the literature on fitted mesh methods for singularly perturbed problems has expanded significantly. Over the intervening years, fitted meshes have been shown to be effective for an extensive set of singularly perturbed partial differential equations. In the revised version of this book, the reader will find an introduction to the basic theory associated with fitted numerical methods for singularly perturbed differential equations. Fitted mesh methods focus on the appropriate distribution of the mesh points for singularly perturbed problems. The global errors in the numerical approximations are measured in the pointwise maximum norm. The fitted mesh algorithm is particularly simple to implement in practice, but the theory of why these numerical methods work is far from simple. This book can be used as an introductory text to the theory underpinning fitted mesh methods.

Asymptotical problems have always played an important role in probability theory. In classical probability theory dealing mainly with sequences of independent variables, theorems of the type of laws of large numbers, theorems of the type of the central limit theorem, and theorems on large deviations constitute a major part of all investigations. In recent years, when random processes have become the main subject of study, asymptotic investigations have continued to playa major role. We can say that in the theory of random processes such investigations play an even greater role than in classical probability theory, because it is apparently impossible to obtain simple exact formulas in problems connected with large classes of random processes. Asymptotical investigations in the theory of random processes include results of the types of both the laws of large numbers and the central limit theorem and, in the past decade, theorems on large deviations. Of course, all these problems have acquired new aspects and new interpretations in the theory of random processes.

A manipulator, or'robot', consists of a series of bodies (links) connected by joints to form a spatial mechanism. Usually the links are connected serially to form an open chain. The joints are either revolute (rotary) or prismatic (telescopic), various combinations of the two giving a wide va­ riety of possible configurations. Motive power is provided by pneumatic, hydraulic or electrical actuation of the joints. The robot arm is distinguished from other active spatial mechanisms by its reprogrammability. Therefore, the controller is integral to any de­ scription of the arm. In contrast with many other controlled processes (e. g. batch reactors), it is possible to model the dynamics of a ma­ nipulator very accurately. Unfortunately, for practical arm designs, the resulting models are complex and a considerable amount of research ef­ fort has gone into improving their numerical efficiency with a view to real time solution [32,41,51,61,77,87,91]. In recent years, improvements in electric motor technology coupled with new designs, such as direct-drive arms, have led to a rapid increase in the speed and load-carrying capabilities of manipulators. However, this has meant that the flexibility of the nominally rigid links has become increasingly significant. Present generation manipulators are limited to a load-carrying capacity of typically 5-10% of their own weight by the requirement of rigidity. For example, the Cincinatti-Milicron T3R3 robot weighs more than 1800 kg but has a maximum payload capacity of 23 kg.

Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. The primary setting is discrete-event stochastic simulation. This book presents applications to queueing and inventory, and to other diverse areas such as financial derivatives, pricing and statistical quality control. To researchers already in the area, this book offers a unified perspective and adequately summarizes the state of the art. To researchers new to the area, this book offers a more systematic and accessible means of understanding the techniques without having to scour through the immense literature and learn a new set of notation with each paper. To practitioners, this book provides a number of diverse application areas that makes the intuition accessible without having to fully commit to understanding all the theoretical niceties. In sum, the objectives of this monograph are two-fold: to bring together many of the interesting developments in perturbation analysis based on conditioning under a more unified framework, and to illustrate the diversity of applications to which these techniques can be applied. Conditional Monte Carlo: Gradient Estimation and Optimization Applications is suitable as a secondary text for graduate level courses on stochastic simulations, and as a reference for researchers and practitioners in industry.

A text surveying perturbation techniques and sensitivity analysis of linear systems is an ambitious undertaking, considering the lack of basic comprehensive texts on the subject. A wide-ranging and global coverage of the topic is as yet missing, despite the existence of numerous monographs dealing with specific topics but generally of use to only a narrow category of people. In fact, most works approach this subject from the numerical analysis point of view. Indeed, researchers in this field have been most concerned with this topic, although engineers and scholars in all fields may find it equally interesting. One can state, without great exaggeration, that a great deal of engineering work is devoted to testing systems'sensitivity to changes in design parameters. As a rule, high-sensitivity elements are those which should be designed with utmost care. On the other hand, as the mathematical modelling serving for the design process is usually idealized and often inaccurately formulated, some unforeseen alterations may cause the system to behave in a slightly different manner. Sensitivity analysis can help the engineer innovate ways to minimize such system discrepancy, since it starts from the assumption of such a discrepancy between the ideal and the actual system.

This book is a slightly expanded reproduction of the first two chapters (plus Introduction) of my book Perturbation Theory tor Linear Operators, Grundlehren der mathematischen Wissenschaften 132, Springer 1980. Ever since, or even before, the publication of the latter, there have been suggestions about separating the first two chapters into a single volume. I have now agreed to follow the suggestions, hoping that it will make the book available to a wider audience. Those two chapters were intended from the outset to be a comprehen­ sive presentation of those parts of perturbation theory that can be treated without the topological complications of infinite-dimensional spaces. In fact, many essential and. even advanced results in the theory have non­ trivial contents in finite-dimensional spaces, although one should not forget that some parts of the theory, such as those pertaining to scatter­ ing. are peculiar to infinite dimensions. I hope that this book may also be used as an introduction to linear algebra. I believe that the analytic approach based on a systematic use of complex functions, by way of the resolvent theory, must have a strong appeal to students of analysis or applied mathematics, who are usually familiar with such analytic tools.

Systems with sub-processes evolving on many different time scales are ubiquitous in applications: chemical reactions, electro-optical and neuro-biological systems, to name just a few. This volume contains papers that expose the state of the art in mathematical techniques for analyzing such systems. Recently developed geometric ideas are highlighted in this work that includes a theory of relaxation-oscillation phenomena in higher dimensional phase spaces. Subtle exponentially small effects result from singular perturbations implicit in certain multiple time scale systems. Their role in the slow motion of fronts, bifurcations, and jumping between invariant tori are all explored here. Neurobiology has played a particularly stimulating role in the development of these techniques and one paper is directed specifically at applying geometric singular perturbation theory to reveal the synchrony in networks of neural oscillators.

This volume is intended to provide a comprehensive treatment of recent developments in methods of perturbation for nonlinear systems of ordinary differ­ ential equations. In this respect, it appears to be a unique work. The main goal is to describe perturbation techniques, discuss their ad­ vantages and limitations and give some examples. The approach is founded on analytical and numerical methods of nonlinear mechanics. Attention has been given to the extension of methods to high orders of approximation, required now by the increased accuracy of measurements in all fields of science and technology. The main theorems relevant to each perturbation technique are outlined, but they only provide a foundation and are not the objective of these notes. Each chapter concludes with a detailed survey of the pertinent literature, supplemental information and more examples to complement the text, when necessary, for better comprehension. The references are intended to provide a guide for background information and for the reader who wishes to analyze any particular point in more detail. The main sources referenced are in the fields of differential equations, nonlinear oscillations and celestial mechanics. Thanks are due to Katherine MacDougall and Sandra Spinacci for their patience and competence in typing these notes. Partial support from the Mathematics Program of the Office of Naval Research is gratefully acknowledged.

This book is a revised and updated version, including a substantial portion of new material, of our text Perturbation Methods in Applied Mathematics (Springer­ Verlag, 1981). We present the material at a level that assumes some familiarity with the basics of ordinary and partial differential equations. Some of the more advanced ideas are reviewed as needed; therefore this book can serve as a text in either an advanced undergraduate course or a graduate-level course on the subject. Perturbation methods, first used by astronomers to predict the effects of small disturbances on the nominal motions of celestial bodies, have now become widely used analytical tools in virtually all branches of science. A problem lends itself to perturbation analysis if it is'close'to a simpler problem that can be solved exactly. Typically, this closeness is measured by the occurrence of a small dimensionless parameter, E, in the governing system (consisting of differential equations and boundary conditions) so that for E = 0 the resulting system is exactly solvable. The main mathematical tool used is asymptotic expansion with respect to a suitable asymptotic sequence of functions of E. In a regular perturbation problem, a straightforward procedure leads to a system of differential equations and boundary conditions for each term in the asymptotic expansion. This system can be solved recursively, and the accuracy of the result improves as E gets smaller, for all values of the independent variables throughout the domain of interest. We discuss regular perturbation problems in the first chapter.

Many books have already been written about the perturbation theory of differential equations with a small parameter. Therefore, we would like to give some reasons why the reader should bother with still another book on this topic. Speaking for the present only about ordinary differential equations and their applications, we notice that methods of solutions are so numerous and diverse that this part of applied mathematics appears as an aggregate of poorly connected methods. The majority of these methods require some previous guessing of a structure of the desired asymptotics. The Poincare method of normal forms and the Bogolyubov-Krylov­ Mitropolsky averaging methods, well known in the literature, should be mentioned specifically in connection with what will follow. These methods do not assume an immediate search for solutions in some special form, but make use of changes of variables close to the identity transformation which bring the initial system to a certain normal form. Applicability of these methods is restricted by special forms of the initial systems.

The Theory of the Top: Volume III. Perturbations: Astronomical and Geophysical Applications is the third installment in a series of four self-contained English translations of the classic and definitive treatment of rigid body motion.Key features:• Complete and unabridged presentation with recent advances and additional notes;• Annotations by the translators provide insights into the nature of science and mathematics in the late 19th century;• Each volume interweaves theory and applicationsThe Theory of the Top was originally presented by Felix Klein as an 1895 lecture at Göttingen University that was broadened in scope and clarified as a result of collaboration with Arnold Sommerfeld. Graduate students and researchers interested in theoretical and applied mechanics will find this series of books a thorough and insightful account. Other volumes in the series include the Introduction to the Kinematics and Kinetics of the Top, Development of a Theory of the Heavy Symmetric Top, and Technical Applications of the Theory of the Top.

This textbook introduces the perturbation molecular orbital (PMO) th,eory of organic chemistry. Organic chemistry encompasses the largest body of factual information of any of the major divisions of science. The sheer bulk of the subject matter makes many demands on any theory that attempts to systematize it. Time has shown that the PMO method meets these demands admirably. The PMO method can provide practicing chemists with both a pictorial description of bonding and qualitative theoretical results that are well founded in more sophisticated treatments. The only requirements for use of the theory are high school algebra and a pencil and paper. The treatment described in this book is by no means new. Indeed, it was developed as a complete theory of organic chemistry more than twenty years ago. Although it was demonstrably superior to resonance theory and no more complicated to use, it escaped notice for two very simple reasons. First, the original papers describing it were very condensed, perhaps even obscure, and contained few if any examples. Second, for various reasons, no general account appeared in book form until 1969,• and this was still relatively inaccessible, being in the form of a monograph where molecular orbital (MO) theory was treated mainly at a much more sophisticated level. The generality of the PMO method is illustrated by the fact that all the new developments over the last two decades can be accommodated in it.

The book provides a general, broad approach to aspects of perturbation theory. The aim has been to cover all topics of interest, from construction, analysis, and summation of perturbation series to applications. Emphasis is placed on simple methods, as well as clear, intuitive ideas stemming from the physics of systems of interest.

'... if a physical system is capable of supporting solitary wave motions then such motions will invariably arise from quite general excitations.'- T. Maxworthy (1980), pg. 52. The discover of nonlocal solitary waves is unknown and anonymous, but he or she lived in the dry north of Australia many millenia before the birth of writing. There, on the shores of the Gulf of Carpentaria, vast cylinders of cloud roll from northeast to southwest most mornings. Perhaps 300 meters in diameter, perhaps 500 meters above the ocean, these cylinders of cloud stretch from horizon to horizon. As the cloud evaporates on the trailing edge of the wave and condenses on the leading edge, the cylinder appears to roll backwards even as it propagates inland at perhaps 10-20 meters per second. Often, a whole train of cloud-cylinders propagates from Cape Yorke Penisula across the Gulf towards the southwest across modern Burketown, perhaps as much as 500 km inland into the Northern Territory. Modern-day Australians call it the'Morning Glory'. What the discover called it, so many centuries before the invention of hieroglyphics, the foundation of Ur and the coronation of the First Dynasty of China, we do not know. But unless he was very different from us, he felt awe. Physicists (Smith, 1988, and Rottman and Einaudi, 1!:!93) have identified the Morning Glory as a solitary wave.

Dynamic Systems (DEDS) are almost endless: military C31 Ilogistic systems, the emergency ward of a metropolitan hospital, back offices of large insurance and brokerage fums, service and spare part operations of multinational fums.... the point is the pervasive nature of such systems in the daily life of human beings. Yet DEDS is a relatively new phenomenon in dynamic systems studies. From the days of Galileo to Newton to quantum mechanics and cosmology of the present, dynamic systems in nature are primarily differential equations based and time driven. A large literature and endless success stories have been built up on such Continuous Variable Dynamic Systems (CVDS). It is, however, equally clear that DEDS are fundamentally different from CVDS. They are event driven, asynchronous, mostly man-made and only became significant during the past generation. Increasingly, however, it can be argued that in the modem world our lives are being impacted by and dependent upon the efficient operations of such DEDS. Yet compared to the successful paradigm of differential equations for CVDS the mathematical modelling of DEDS is in its infancy. Nor are there as many successful and established techniques for their analysis and synthesis. The purpose of this series is to promote the study and understanding of the modelling, analysis, control, and management of DEDS. The idea of the series came from editing a special issue of the Proceedings of IEEE on DEOS during 1988.