This research monograph summarizes solutions to reconfigurable fault-tolerant control problems for nonlinear dynamical systems that are based on the fault-hiding principle. It emphasizes but is not limited to complete actuator and sensor failures. In the first part, the monograph starts with a broad introduction of the control reconfiguration problems and objectives as well as summaries and explanations of solutions for linear dynamical systems. The solution is always a reconfiguration block, which consists of linear virtual actuators in the case of actuator faults and linear virtual sensors in the case of sensor faults. The main advantage of the fault-hiding concept is the reusability of the nominal controller, which remains in the loop as an active system while the virtual actuator and sensor adapt the control input and the measured output to the fault scenario. The second and third parts extend virtual actuators and virtual sensors towards the classes of Hammerstein-Wiener systems and piecewise affine systems. The main analyses concern stability recovery, setpoint tracking recovery, and performance recovery as reconfiguration objectives. The fourth part concludes the monograph with descriptions of practical implementations and case studies. The book is primarily intended for active researchers and practicing engineers in the field of fault-tolerant control. Due to many running examples it is also suitable for interested graduate students.
This book constitutes a practical guide to the important skills of both theorizing and writing in social scientific scholarship, focusing on the importance of identifying relations between concepts that are useful for explaining social entities and of producing a text that convincingly advances the theory that has been constructed. Taking as its point of departure the distinction between the research process and the reporting process – between clarifying one’s ideas to oneself and writing to express these ideas clearly to others – this volume concentrates on writing when theorizing as a way of thinking, emphasizing the series of relations that exist between ontology, epistemology and rhetoric upon which successful theoretical writing depends. Richly illustrated with practical examples, the book is divided into two parts, the first of which presents techniques for theorizing based upon visualized and logical connections of ideas, concepts and empirical patterns in both free and systematic ways, and the second part providing techniques for structuring and presenting arguments in essays, papers, articles or books.As such, Methods for Social Theory offers a toolbox for the development and presentation of social thought, which will prove essential for students and teachers across the social sciences.
The primary objective of this monograph is to give a comprehensive exposition of results surrounding the work of the authors concerning boundary regularity of weak solutions of second order elliptic quasilinear equations in divergence form. The book also contains a complete development of regularity of solutions of variational inequalities, including the double obstacle problem, where the obstacles are allowed to be discontinuous. The book concludes with a chapter devoted to the existence theory thus providing the reader with a complete treatment of the subject ranging from regularity of weak solutions to the existence of weak solutions.
No matter your age or where you live, you'll find yourself rolling on the floor in hysterics at this hilariously funny look at life in the South, life in the military, and life of a southerner living in Germany. Go to the Bubba Fest in South Carolina, learn about the wurst of all wieners, and do the Doggy Dance of Joy. Find out if you have vacaphobia, how to tell if you're nekkid, and lessons on marriage from your dog and helicopters. You'll be "busier than a mosquito in a nudist colony" reading short stories such as "Armadillo and Red Wine," "Eat Crackers and Whistle Your National Anthem," "My dog is From the Planet Uranus," and "Hoodoo, Doorknobs, and Automobiles." The author, Jan Hornung, is an awarding winning humor columnist and author of "If A Frog Had Wings ... Helicopter Tales.
In this book, a beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. The unified approach provides a new viewpoint of and a deeper insight into the subject.
Statistics for Finance develops students’ professional skills in statistics with applications in finance. Developed from the authors’ courses at the Technical University of Denmark and Lund University, the text bridges the gap between classical, rigorous treatments of financial mathematics that rarely connect concepts to data and books on econometrics and time series analysis that do not cover specific problems related to option valuation. The book discusses applications of financial derivatives pertaining to risk assessment and elimination. The authors cover various statistical and mathematical techniques, including linear and nonlinear time series analysis, stochastic calculus models, stochastic differential equations, Itō’s formula, the Black–Scholes model, the generalized method-of-moments, and the Kalman filter. They explain how these tools are used to price financial derivatives, identify interest rate models, value bonds, estimate parameters, and much more. This textbook will help students understand and manage empirical research in financial engineering. It includes examples of how the statistical tools can be used to improve value-at-risk calculations and other issues. In addition, end-of-chapter exercises develop students’ financial reasoning skills.
Differently oriented specialists and students involved in image processing and analysis need to have a firm grasp of concepts and methods used in this now widely utilized area. This book aims at being a single-source reference providing such foundations in the form of theoretical yet clear and easy to follow explanations of underlying generic concepts. Medical Image Processing, Reconstruction and Analysis – Concepts and Methods explains the general principles and methods of image processing and analysis, focusing namely on applications used in medical imaging. The content of this book is divided into three parts: Part I – Images as Multidimensional Signals provides the introduction to basic image processing theory, explaining it for both analogue and digital image representations. Part II – Imaging Systems as Data Sources offers a non-traditional view on imaging modalities, explaining their principles influencing properties of the obtained images that are to be subsequently processed by methods described in this book. Newly, principles of novel modalities, as spectral CT, functional MRI, ultrafast planar-wave ultrasonography and optical coherence tomography are included. Part III – Image Processing and Analysis focuses on tomographic image reconstruction, image fusion and methods of image enhancement and restoration; further it explains concepts of low-level image analysis as texture analysis, image segmentation and morphological transforms. A new chapter deals with selected areas of higher-level analysis, as principal and independent component analysis and particularly the novel analytic approach based on deep learning. Briefly, also the medical image-processing environment is treated, including processes for image archiving and communication. Features Presents a theoretically exact yet understandable explanation of image processing and analysis concepts and methods Offers practical interpretations of all theoretical conclusions, as derived in the consistent explanation Provides a concise treatment of a wide variety of medical imaging modalities including novel ones, with respect to properties of provided image data
One of the most intriguing questions in image processing is the problem of recovering the desired or perfect image from a degraded version. In many instances one has the feeling that the degradations in the image are such that relevant information is close to being recognizable, if only the image could be sharpened just a little. This monograph discusses the two essential steps by which this can be achieved, namely the topics of image identification and restoration. More specifically the goal of image identifi cation is to estimate the properties of the imperfect imaging system (blur) from the observed degraded image, together with some (statistical) char acteristics of the noise and the original (uncorrupted) image. On the basis of these properties the image restoration process computes an estimate of the original image. Although there are many textbooks addressing the image identification and restoration problem in a general image processing setting, there are hardly any texts which give an indepth treatment of the state-of-the-art in this field. This monograph discusses iterative procedures for identifying and restoring images which have been degraded by a linear spatially invari ant blur and additive white observation noise. As opposed to non-iterative methods, iterative schemes are able to solve the image restoration problem when formulated as a constrained and spatially variant optimization prob In this way restoration results can be obtained which outperform the lem. results of conventional restoration filters.
This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows. The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process.
This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form. The book also provides an introduction to the use of Lie symmetry group methods for diffusions, which allows to compute a wide range of functionals. Besides the well-known methodology on affine diffusions it presents a novel approach to affine processes with applications in finance. Numerical methods, including Monte Carlo and quadrature methods, are discussed together with supporting material on stochastic processes. Applications in finance, for instance, on credit risk and credit valuation adjustment are included in the book. The functionals of multidimensional diffusions analyzed in this book are significant for many areas of application beyond finance. The book is aimed at a wide readership, and develops an intuitive and rigorous understanding of the mathematics underlying the derivation of explicit formulas for functionals of multidimensional diffusions.
Robust and nonparametric statistical methods have their foundation in fields ranging from agricultural science to astronomy, from biomedical sciences to the public health disciplines, and, more recently, in genomics, bioinformatics, and financial statistics. These disciplines are presently nourished by data mining and high-level computer-based algorithms, but to work actively with robust and nonparametric procedures, practitioners need to understand their background. Explaining the underpinnings of robust methods and recent theoretical developments, Methodology in Robust and Nonparametric Statistics provides a profound mathematically rigorous explanation of the methodology of robust and nonparametric statistical procedures. Thoroughly up-to-date, this book Presents multivariate robust and nonparametric estimation with special emphasis on affine-equivariant procedures, followed by hypotheses testing and confidence sets Keeps mathematical abstractions at bay while remaining largely theoretical Provides a pool of basic mathematical tools used throughout the book in derivations of main results The methodology presented, with due emphasis on asymptotics and interrelations, will pave the way for further developments on robust statistical procedures in more complex models. Using examples to illustrate the methods, the text highlights applications in the fields of biomedical science, bioinformatics, finance, and engineering. In addition, the authors provide exercises in the text.
Europe, China, and India had distinct world views and inclinations. Europe excelled in science, China tended to art or aesthetics, and India's forte was religion or spirituality. Their mutual influence, which started in earnest in the 19th century, is shaping our planetary culture. The book is well-organized and easy to understand. The author takes concepts that are quite difficult to understand but somehow manages to make them easily digestible for a wide audience. That's an immense talent! This illuminating book shows that Western cultures are intertwined and entangled with Eastern ones and all the richer for it. It is a concise account of slices of cultural history that connects the Eastern past with modern Western movements in architecture and art, cybernetics and artificial intelligence, and spirituality. A mind-expanding trip across time and space! Bill Kelly, Communications lecturer, UCLA … This is an incredible book. I've learnt a lot, it was very interesting, easy to understand, readable by anyone over the age of 12. It's a well-organized book too and honestly, it feels too short. You left me wanting more. I knew a few facts that were mentioned, but had never made any of these links. Still, there were also a ton of facts I had no idea about. You're great at writing this type of book where you take concepts that are quite difficult to understand and you somehow manage to make them easily digestible for a wide audience. That's an immense talent! Creating a planetary culture: European science, Chinese Art, and Indian transcendence, the title alone already shows the broad perspective this book takes. Also, the cover is incredible and it lets the reader understand what they are getting, a book to expand their minds, to provide a new perspective or a mind shift. … Nicole Neuman
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years’ experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: ·Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks. ·Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations. ·Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations. ·Continuous time models such as Black-Scholes-Merton; Delta-hedging and Delta-Gamma-hedging; general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation. ·The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options; Barrier options; Lookbacks; Asian options; Chooses; Forward options; Ratchets; Compounded options; Basket options; Exchange and Currency-linked options; Pay later options and Quantos. ·A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies. With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field.
Petermann's Maps focuses on the maps published in the famous German journal Petermanns Geographische Mitteilungen. This journal, which still exists today, greatly influenced the development of scientific geography and cartography in Germany in the nineteenth century. Numerous articles have been published by recognized experts in this field, along with a multitude of illustrations, showing maps, prints and photographs. The journal developed into an important publication, setting the standard in the history of the great expeditions and discoveries, and European colonial matters. Petermann's Maps contains a bibliography of over 3400 maps, the complete series of maps published in Petermanns Geographische Mitteilungen between the year of its foundation, 1855, to the end of the Second World War. Besides the bibliography 160 of the most attractive geographical and thematic coloured maps are included in Petermann's Maps. These maps can also be viewed on the CD-ROM accompanying the book.An extensive introduction precedes the cartobibliography proper, placing Petermanns Geographische Mitteilungen in its historical context. The introduction describes the history of geography from the eighteenth century onwards, outlining the development of the study of the science of cartography in Germany. The major role the founder of the journal, Augustus Petermann (1822-1878), and the publishing house Justus Perthes in Gotha played in these developments is discussed at length.
This compact, well-written history covers major mathematical ideas and techniques from the ancient Near East to 20th-century computer theory, surveying the works of Archimedes, Pascal, Gauss, Hilbert, and many others. "The author's ability as a first-class historian as well as an able mathematician has enabled him to produce a work which is unquestionably one of the best." — Nature.
This study discusses the Mauthausen concentration camp complex, with facilities in St. Georgen and Gusen, Austria. Using information from local sources, camp survivors, and archives, it focuses on the SS industrial infrastructure and the underground earth and stone works factory where concentration camp prisoners were forced to labor.
This monograph presents the state of the art of convexity, with an emphasis to integral representation. The exposition is focused on Choquet’s theory of function spaces with a link to compact convex sets. An important feature of the book is an interplay between various mathematical subjects, such as functional analysis, measure theory, descriptive set theory, Banach spaces theory and potential theory. A substantial part of the material is of fairly recent origin and many results appear in the book form for the first time. The text is self-contained and covers a wide range of applications. From the contents: Geometry of convex sets Choquet theory of function spaces Affine functions on compact convex sets Perfect classes of functions and representation of affine functions Simplicial function spaces Choquet's theory of function cones Topologies on boundaries Several results on function spaces and compact convex sets Continuous and measurable selectors Construction of function spaces Function spaces in potential theory and Dirichlet problem Applications
This monograph presents computational techniques and numerical analysis to study conservation laws under uncertainty using the stochastic Galerkin formulation. With the continual growth of computer power, these methods are becoming increasingly popular as an alternative to more classical sampling-based techniques. The text takes advantage of stochastic Galerkin projections applied to the original conservation laws to produce a large system of modified partial differential equations, the solutions to which directly provide a full statistical characterization of the effect of uncertainties. Polynomial Chaos Methods of Hyperbolic Partial Differential Equations focuses on the analysis of stochastic Galerkin systems obtained for linear and non-linear convection-diffusion equations and for a systems of conservation laws; a detailed well-posedness and accuracy analysis is presented to enable the design of robust and stable numerical methods. The exposition is restricted to one spatial dimension and one uncertain parameter as its extension is conceptually straightforward. The numerical methods designed guarantee that the solutions to the uncertainty quantification systems will converge as the mesh size goes to zero. Examples from computational fluid dynamics are presented together with numerical methods suitable for the problem at hand: stable high-order finite-difference methods based on summation-by-parts operators for smooth problems, and robust shock-capturing methods for highly nonlinear problems. Academics and graduate students interested in computational fluid dynamics and uncertainty quantification will find this book of interest. Readers are expected to be familiar with the fundamentals of numerical analysis. Some background in stochastic methods is useful but notnecessary.
Introduction to Electrophysiological Methods and Instrumentation, Second Edition covers all topics of interest to electrophysiologists, neuroscientists and neurophysiologists, from the reliable penetration of cells and the behavior and function of the equipment, to the mathematical tools available for analyzing data. It discusses the pros and cons of techniques and methods used in electrophysiology and how to avoid pitfalls. Although the basics of electrophysiological techniques remain the principal purpose of this second edition, it now integrates several current developments, including, amongst others, automated recording for high throughput screening and multimodal recordings to correlate electrical activity with other physiological parameters collected by optical means. This book provides the electrophysiologist with the tools needed to understand his or her equipment and how to acquire and analyze low-voltage biological signals. - Introduces possibilities and solutions, along with the problems, pitfalls, and artefacts of equipment and electrodes - Discusses the particulars of recording from brain tissue slices, oocytes and planar bilayers - Describes optical methods pertinent to electrophysiological practice - Presents the fundamentals of signal processing of analogue signals, spike trains and single channel recordings, along with procedures for signal recording and processing - Includes appendices on electrical safety and foundations of useful mathematical tools
Gregor Johann Mendel continues to fascinate the general public as well as scholars, the former for his life and the latter for his achievements. Solitude of a Humble Genius is a two-volume biography presenting Mendel in the context of the history of biology and philosophy, and in the context of the setting in which he lived and worked. In this first volume the authors set the stage for a new interpretation of Mendel’s achievements and personality. The period of Mendel’s life covered by this volume is critical to understanding why he saw what other biologists, including Charles Darwin, for example, didn’t. In searching for clues to Mendel’s thinking, the authors discuss at length the origin of his genes; the history of the region of his birth; they also spend a day and then the four seasons of the year with his family; and finally they examine the schooling he received, as well as the cultural and political influences he was exposed to. An indispensible part of the work is Norman Klein’s artwork. In this first volume alone, it comprises nearly 80 original drawings and includes cartoons that enliven the narration, scenes from Mendel’s life, portraits, and plans and drawings of the cities and buildings in which he lived, studied, and worked.
In the belief that every engineer and scientist working with signals or data should have a knowledge of them, Jan (electrical engineering and computer science, Technical U. of Brno, Czech Republic) explains some of the theoretical concepts that underlie the methods now in common use to process and analyze signals and data. He examines such topics as classical digital filtering, averaging methods to improve the signal-to-noise ratio of repetitive signals, correlation and spectral analysis, methods to estimate and define unknown signals, non-linear processing and neural networks, and multidimensional signals and data. The Czech original Cislicova filtrace, analyza a resaurace signalu was published by Vutium Press, Brno, in 1997. c. Book News Inc.
This is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both equity and debt like features and new market entrants will usually find that they have either a knowledge of fixed income mathematics or of equity derivatives and therefore have no idea how to incorporate credit and equity together into their existing pricing tools. Part I of the book covers the impact that the 2008 credit crunch has had on the markets, it then shows how to build up a convertible bond and introduces the reader to the traditional convertible vocabulary of yield to put, premium, conversion ratio, delta, gamma, vega and parity. The market of stock borrowing and lending will also be covered in detail. Using an intuitive approach based on the Jensen inequality, the authors will also show the advantages of using a hybrid to add value - pre 2008, many investors labelled convertible bonds as 'investing with no downside', there are of course plenty of 2008 examples to prove that they were wrong. The authors then go onto give a complete explanation of the different features that can be embedded in convertible bond. Part II shows readers how to price convertibles. It covers the different parameters used in valuation models: credit spreads, volatility, interest rates and borrow fees and Maturity. Part III covers investment strategies for equity, fixed income and hedge fund investors and includes dynamic hedging and convertible arbitrage. Part IV explains the all important risk management part of the process in detail. This is a highly practical book, all products priced are real world examples and numerical examples are not limited to hypothetical convertibles. It is a must read for anyone wanting to safely get into this highly liquid, high return market.
In this work, versions of an abstract scheme are developed, which are designed to provide a framework for solving a variety of extension problems. The abstract scheme is commonly known as the band method. The main feature of the new versions is that they express directly the conditions for existence of positive band extensions in terms of abstract factorizations (with certain additional properties). The results prove, amongst other things, that the band extension is continuous in an appropriate sense.
The prison system was one of the primary social issues of the Victorian era and a regular focus of debate among the period?s reformers, novelists, and poets. Stones of Law, Bricks of Shame brings together essays from a broad range of scholars, who examine writings on the Victorian prison system that were authored not by inmates, but by thinkers from the respectable middle class. Studying the ways in which writings on prisons were woven into the fabric of the period, the contributors consider the ways in which these works affected inmates, the prison system, and the Victorian public. Contesting and extending Michel Foucault's ideas on power and surveillance in the Victorian prison system, Stones of Law, Bricks of Shame covers texts from Charles Dickens to Henry James. This essential volume will refocus future scholarship on prison writing and the Victorian era.
Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk management To an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid securities. Neither equity nor debt, they possess characteristics of both, and carry unique risks that cannot be ignored, but are often woefully misunderstood. The first and only book of its kind, The Handbook of Hybrid Securities dispels the many myths and misconceptions about hybrid securities and arms you with a quantitative, practical approach to dealing with them from a valuation and risk management point of view. Describes a unique, quantitative approach to hybrid valuation and risk management that uses new structural and multi-factor models Provides strategies for the full range of hybrid asset classes, including convertible bonds, preferreds, trust preferreds, contingent convertibles, bonds labeled "additional Tier 1," and more Offers an expert review of current regulatory climate regarding hybrids, globally, and explores likely political developments and their potential impact on the hybrid market The most up-to-date, in-depth book on the subject, this is a valuable working resource for traders, analysts and risk managers, and a indispensable reference for regulators
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.
Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales and explains the basic concepts of Mathematical Finance such as arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modelling. It bridges thegap between introductory texts and the advanced literature in the field. Most textbooks on the subject are limited to diffusion-type models which cannot easily account for sudden price movements. Such abrupt changes, however, can often be observed in real markets. At the same time, purely discontinuous processes lead to a much wider variety of flexible and tractable models. This explains why processes with jumps have become an established tool in the statistics and mathematics of finance. Graduate students, researchers as well as practitioners will benefit from this monograph.
It is essential that differently oriented specialists and students involved in image processing have a firm grasp of the necessary concepts and principles. A single-source reference that can provide this foundation, as well as a thorough explanation of the techniques involved, particularly those found in medical image processing, would be an
Drawing on essays from leading international and multi-disciplinary scholars, A Companion to the Philosophy of Technology is the first comprehensive and authoritative reference source to cover the key issues of technology’s impact on society and our lives. Presents the first complete, authoritative reference work in the field Organized thematically for use both as a full introduction to the field or an encyclopedic reference Draws on original essays from leading interdisciplinary scholars Features the most up-to-date and cutting edge research in the interdisciplinary fields of philosophy, technology, and their broader intellectual environments
Written by psychologists, this book focuses on the design of computer systems from the perspective of the user. The authors place human beings firmly at the centre of system design and so assess their cognitive and physical attributes as well as their social needs. The model used specifically takes into consideration the way in which computer technology needs to be designed in order to take account of all these human factors. The text comprises a careful mix of theory and applications and is spiced throughout with practical examples of do's and don'ts in designing systems.
Missouri Biographical Dictionary contains biographies on hundreds of persons from diverse vocations that were either born, achieved notoriety and/or died in the state of Missouri. Prominent persons, in addition to the less eminent, that have played noteworthy roles are included in this resource. When people are recognized from your state or locale it brings a sense of pride to the residents of the entire state.
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