Bøger udgivet af Birkhauser Boston

. . . And indeed, these latest centuries merit praise because it is during them that the arts and sciences, discovered Iry the ancients, have been reduced to so great and constantlY increasing perfec­ tion through the investigations and experiments of clear-seeing minds. This development is particularlY evident in the case of the mathematical sciences. Here, without mentioning various men who have achieved success, we must without hesitation and with the unanimous approval of scholars assign the first place to Gali­ leo Galilei, Member of the Acadmry of the Lincei. This he de­ serves not onlY because he has effectivelY demonstrated faUacies in many of our current conclusions, as is amplY shown Iry his published works, but also Iry means of the telescope (invented in this country but greatlY perfected Iry him) he has discovered the four sateOites of Jupiter, has shown us the true character of the Milky wa~ and has made us acquainted with spots on the Sun, with the rough and cloudy portions of the lunar surface, with the threefold nature of Saturn, with the phases of Venus and with the physical character of comets. These matters were entirelY unknown to the ancient astronomers and philosophers; so that we may trulY say that he has restored to the world the science of astronomy and has presented it in a new light.

STANISLAW MARCIN ULAM, or Stan as his friends called him, was one of those great creative mathematicians whose interests ranged not only over all fields of mathematics, but over the physical and biological sciences as well. Like his good friend "e;Johnny"e; von Neumann, and unlike so many of his peers, Ulam is unclassifiable as a pure or applied mathematician. He never ceased to find as much beauty and excitement in the applications of mathematics as in working in those rarefied regions where there is a total un- concern with practical problems. In his Adventures of a Mathematician Ulam recalls playing on an oriental carpet when he was four. The curious patterns fascinated him. When his father smiled, Ulam remembers thinking: "e;He smiles because he thinks I am childish, but I know these are curious patterns. I know something my father does not know."e; The incident goes to the heart of Ulam's genius. He could see quickly, in flashes of brilliant insight, curious patterns that other mathematicians could not see. "e;I am the type that likes to start new things rather than improve or elaborate,"e; he wrote. "e;I cannot claim that I know much of the technical material of mathematics.

by Gian-Carlo Rota The subjects of mathematics, like the subjects of mankind, have finite lifespans, which the historian will record as he freezes history at one instant of time. There are the old subjects, loaded with distinctions and honors. As their problems are solved away and the applications reaped by engineers and other moneymen, ponderous treatises gather dust in library basements, awaiting the day when a generation as yet unborn will rediscover the lost paradise in awe. Then there are the middle-aged subjects. You can tell which they are by roaming the halls of Ivy League universities or the Institute for Advanced Studies. Their high priests haughtily refuse fabulous offers from eager provin­ cial universities while receiving special permission from the President of France to lecture in English at the College de France. Little do they know that the load of technicalities is already critical, about to crack and submerge their theorems in the dust of oblivion that once enveloped the dinosaurs. Finally, there are the young subjects-combinatorics, for instance. Wild­ eyed individuals gingerly pick from a mountain of intractable problems, chil­ dishly babbling the first words of what will soon be a new language. Child­ hood will end with the first Seminaire Bourbaki. It could be impossible to find a more fitting example than matroid theory of a subject now in its infancy. The telltale signs, for an unfailing diagnosis, are the abundance of deep theorems, going together with a paucity of theories.

The theory of General Relativity, after its invention by Albert Einstein, remained for many years a monument of mathemati- cal speculation, striking in its ambition and its formal beauty, but quite separated from the main stream of modern Physics, which had centered, after the early twenties, on quantum mechanics and its applications. In the last ten or fifteen years, however, the situation has changed radically. First, a great deal of significant exper~en- tal data became available. Then important contributions were made to the incorporation of general relativity into the framework of quantum theory. Finally, in the last three years, exciting devel- opments took place which have placed general relativity, and all the concepts behind it, at the center of our understanding of par- ticle physics and quantum field theory. Firstly, this is due to the fact that general relativity is really the "e;original non-abe- lian gauge theory,"e; and that our description of quantum field in- teractions makes extensive use of the concept of gauge invariance. Secondly, the ideas of supersymmetry have enabled theoreticians to combine gravity with other elementary particle interactions, and to construct what is perhaps the first approach to a more finite quantum theory of gravitation, which is known as super- gravity.

This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in March 1982. This was the second of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The invited participants in this year's seminar were B. ATKINSON, R. BASS, K. BICHTELER, D. BURKHOLDER, K.L. CHUNG, J.L. DOOB, C. DOLEANS-DADE, H. FOLLMER, R.K. GETOOR, J. GLOVER, J. MITRO, D. MONRAD, E. PERKINS, J. PITMAN, Z. POP-STOJANOVIC, M.J. SHARPE, and J. WALSH. We thank them and the other participants for the lively atmosphere of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other work having been committed to other publications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 80-0252A. We are grateful to them as well as the publisher, Birkhauser, Boston, for their support and encouragement. E.C. , Evanston, 1983 Seminar on stochastic Processes, 1982 Birkhauser, Boston, 1983 GERM FIELDS AND A CONVERSE TO THE STRONG MARKOV PROPERTY by BRUCE W. ATKINSON 1. Introduction The purpose of this paper is to give an intrinsic characterization of optional (i.e., stopping) times for the general germ Markov process, which includes the general right process as a special case. We proceed from the general to the specific.

In many scientific or engineering applications, where ordinary differen- tial equation (OOE),partial differential equation (POE), or integral equation (IE) models are involved, numerical simulation is in common use for prediction, monitoring, or control purposes. In many cases, however, successful simulation of a process must be preceded by the solution of the so-called inverse problem, which is usually more complex: given meas- ured data and an associated theoretical model, determine unknown para- meters in that model (or unknown functions to be parametrized) in such a way that some measure of the "e;discrepancy"e; between data and model is minimal. The present volume deals with the numerical treatment of such inverse probelms in fields of application like chemistry (Chap. 2,3,4, 7,9), molecular biology (Chap. 22), physics (Chap. 8,11,20), geophysics (Chap. 10,19), astronomy (Chap. 5), reservoir simulation (Chap. 15,16), elctrocardiology (Chap. 14), computer tomography (Chap. 21), and control system design (Chap. 12,13). In the actual computational solution of inverse problems in these fields, the following typical difficulties arise: (1) The evaluation of the sen- sitivity coefficients for the model. may be rather time and storage con- suming. Nevertheless these coefficients are needed (a) to ensure (local) uniqueness of the solution, (b) to estimate the accuracy of the obtained approximation of the solution, (c) to speed up the iterative solution of nonlinear problems. (2) Often the inverse problems are ill-posed. To cope with this fact in the presence of noisy or incomplete data or inev- itable discretization errors, regularization techniques are necessary.

Quite apart from the fact that percolation theory had its orlgln in an honest applied problem (see Hammersley and Welsh (1980)), it is a source of fascinating problems of the best kind a mathematician can wish for: problems which are easy to state with a minimum of preparation, but whose solutions are (apparently) difficult and require new methods. At the same time many of the problems are of interest to or proposed by statistical physicists and not dreamt up merely to demons~te ingenuity. Progress in the field has been slow. Relatively few results have been established rigorously, despite the rapidly growing literature with variations and extensions of the basic model, conjectures, plausibility arguments and results of simulations. It is my aim to treat here some basic results with rigorous proofs. This is in the first place a research monograph, but there are few prerequisites; one term of any standard graduate course in probability should be more than enough. Much of the material is quite recent or new, and many of the proofs are still clumsy. Especially the attempt to give proofs valid for as many graphs as possible led to more complications than expected. I hope that the Applications and Examples provide justifi- cation for going to this level of generality.

Branching processes form one of the classical fields of applied probability and are still an active area of research. The field has by now grown so large and diverse that a complete and unified treat- ment is hardly possible anymore, let alone in one volume. So, our aim here has been to single out some of the more recent developments and to present them with sufficient background material to obtain a largely self-contained treatment intended to supplement previous mo- nographs rather than to overlap them. The body of the text is divided into four parts, each of its own flavor. Part A is a short introduction, stressing examples and applications. In Part B we give a self-contained and up-to-date pre- sentation of the classical limit theory of simple branching processes, viz. the Gal ton-Watson ( Bienayme-G-W) process and i ts continuous time analogue. Part C deals with the limit theory of Il!arkov branching processes with a general set of types under conditions tailored to (multigroup) branching diffusions on bounded domains, a setting which also covers the ordinary multitype case. Whereas the point of view in Parts A and B is quite pedagogical, the aim of Part C is to treat a large subfield to the highest degree of generality and completeness possi"e;ble. Thus the exposition there is at times quite technical.

In a remarkably short time, the field of inequality problems has seen considerable development in mathematics and theoretical mechanics. Applied mechanics and the engineering sciences have also benefitted from these developments in that open problems have been treated and entirely new classes of problems have been formulated and solved. This book is an outgrowth of seven years of seminars and courses on inequality problems in mechanics for a variety of audiences in the Technical University of Aachen, the Aristotle University of Thessaloniki, the University of Hamburg and the Technical University of Milan. The book is intended for a variety of readers, mathematicians and engineers alike, as is detailed in the Guidelines for the Reader. It goes without saying that the work of G. Fichera, J. L. Lions, G. Maier, J. J. Moreau in originating and developing the theory of inequality problems has considerably influenced the present book. I also wish to acknowledge the helpful comments received from C. Bisbos, J. Haslinger, B. Kawohl, H. Matthies, H. O. May, D. Talaslidis and B. Werner. Credit is also due to G. Kyriakopoulos and T. Mandopoulou for their exceptionally diligent work in the preparation of the fmal figures. Many thanks are also due to T. Finnegan and J. Gateley for their friendly assistance from the linguistic standpoint. I would also like to thank my editors in Birkhiiuser Verlag for their cooperation, and all those who helped in the preparation of the manuscript.

The material discussed in this monograph should be accessible to upper level undergraduates in the mathemati­ cal sciences. Formal prerequisites include a solid intro­ duction to calculus and one semester of probability. Although differential equations are employed, these are all linear, constant coefficient, ordinary differential equa­ tions which are solved either by separation of variables or by introduction of an integrating factor. These techniques can be taught in a few minutes to students who have studied calculus. The models developed to describe an epidemic outbreak of smallpox are standard stochastic processes (birth-death, random walk and branching processes). While it would be helpful for students to have seen these prior to their introduction in this monograph, it is certainly not necessary. The stochastic processes are developed from first principles and then solved using elementary tech­ niques. Since all that turns out to be necessary are ex­ pected values of random variables, the differential-differ­ ence equatlon descriptions of the stochastic processes are reduced to ordinary differential equations before being solved. Students who have studied stochastic processes are generally pleased to learn that different formulations are possible for the same set of conditions. The choice of which formulation to employ depends upon what one wishes to calculate. Specifically, in Section 6 a birth-death pro­ cess is replaced by a random walk and in Section 7 a prob­ lem is formulated both as a multi-birth-death process and as a branching process.

~his Monograph has two objectives : to analyze a f inite e l e m en t m e th o d useful for solving a large class of t hi n shell prob l e ms, and to show in practice how to use this method to simulate an arch dam prob lem. The first objective is developed in Part I. We record the defi- tion of a general thin shell model corresponding to the W.T. KOlTER linear equations and we show the existence and the uniqueness for a solution. By using a co nform ing fi nite e l e m ent me t hod , we associate a family of discrete problems to the continuous problem ; prove the convergence of the method ; and obtain error estimates between exact and approximate solutions. We then describe the impl em enta t ion of some specific conforming methods. The second objective is developed in Part 2. It consists of applying these finite element methods in the case of a representative practical situation that is an arc h dam pro b le m. This kind of problem is still of great interest, since hydroelectric plants permit the rapid increase of electricity production during the day hours of heavy consumption. This regulation requires construction of new hydroelectric plants on suitable sites, as well as permanent control of existing dams that may be enlightened by numerical stress analysis .

During the last few decades historians of science have shown a growing interest in science as a cultural activity and have regarded science more and more as part of the gene- ral developments that have occurred in society. This trend has been less evident arnong historians of mathematics, who traditionally concentrate primarily on tracing the develop- ment of mathematical knowledge itself. To some degree this restriction is connected with the special role of mathematics compared with the other sciences; mathematics typifies the most objective, most coercive type of knowledge, and there- fore seems to be least affected by social influences. Nevertheless, biography, institutional history and his- tory of national developments have long been elements in the historiography of mathematics. This interest in the social aspects of mathematics has widened recently through the stu- dy of other themes, such as the relation of mathematics to the development of the educational system. Some scholars have begun to apply the methods of historical sociology of knowledge to mathematics; others have attempted to give a ix x Marxist analysis of the connection between mathematics and productive forces, and there have been philosophical studies about the communication processes involved in the production of mathematical knowledge. An interest in causal analyses of historical processes has led to the study of other factors influencing the development of mathematics, such as the f- mation of mathematical schools, the changes in the profes- onal situation of the mathematician and the general cultural milieu of the mathematical scientist.

The purpose of this monograph is to provide a concise introduction to the theory of generalized inverses of matrices that is accessible to undergraduate mathematics majors. Although results from this active area of research have appeared in a number of excellent graduate level text­ books since 1971, material for use at the undergraduate level remains fragmented. The basic ideas are so fundamental, however, that they can be used to unify various topics that an undergraduate has seen but perhaps not related. Material in this monograph was first assembled by the author as lecture notes for the senior seminar in mathematics at the University of Tennessee. In this seminar one meeting per week was for a lecture on the subject matter, and another meeting was to permit students to present solutions to exercises. Two major problems were encountered the first quarter the seminar was given. These were that some of the students had had only the required one-quarter course in matrix theory and were not sufficiently familiar with eigenvalues, eigenvectors and related concepts, and that many -v- of the exercises required fortitude. At the suggestion of the UMAP Editor, the approach in the present monograph is (1) to develop the material in terms of full rank factoriza­ tions and to relegate all discussions using eigenvalues and eigenvectors to exercises, and (2) to include an appendix of hints for exercises.

The text of this monograph represents the author's lecture notes from a course taught in the Department of Applied Mathematics and Statistics at the State University of New York at Stony Brook in the Spring of 1977. On account of its origin as lecture notes, some sections of the text are telegraphic in style while other portions are overly detailed. This stylistic foible has not been modified as it does not appear to detract seriously from the readability and it does help to indicate which topics were stressed. The audience for the course at Stony Brook was composed almost entirely of fourth year undergraduates majoring in the mathematical sciences. All of these students had studied at least four semesters of calculus and one of probability; few had any prior experience with either differential equations or ecology. It seems prudent to point out that the author's background is in engineering and applied mathematics and not in the biological sciences. It is hoped that this is not painfully obvious. -vii- The focus of the monograph is on the formulation and solution of mathematical models; it makes no pretense of being a text in ecology. The idea of a population is employed mainly as a pedagogic tool, providing unity and intuitive appeal to the varied mathematical ideas introduced. If the biological setting is stripped away, what remains can be interpreted as topics on the qualitative behavior of differential and difference equations.

More than twenty years ago I gave a course on Fourier Integral Op­ erators at the Catholic University of Nijmegen (1970-71) from which a set of lecture notes were written up; the Courant Institute of Mathematical Sciences in New York distributed these notes for many years, but they be­ came increasingly difficult to obtain. The current text is essentially a nicely TeXed version of those notes with some minor additions (e.g., figures) and corrections. Apparently an attractive aspect of our approach to Fourier Integral Operators was its introduction to symplectic differential geometry, the basic facts of which are needed for making the step from the local definitions to the global calculus. A first example of the latter is the definition of the wave front set of a distribution in terms of testing with oscillatory functions. This is obviously coordinate-invariant and automatically realizes the wave front set as a subset of the cotangent bundle, the symplectic manifold in which the global calculus takes place.