Books in the Modeling and Simulation in Science, Engineering and Technology series

This edited volume provides an essential resource for urban morphology, the study of urban forms and structures, offering a much-needed mathematical perspective.

This textbook, now in its fourth edition, offers a rigorous and self-contained introduction to the theory of continuous-time stochastic processes, stochastic integrals, and stochastic differential equations. Expertly balancing theory and applications, it features concrete examples of modeling real-world problems from biology, medicine, finance, and insurance using stochastic methods. No previous knowledge of stochastic processes is required. Unlike other books on stochastic methods that specialize in a specific field of applications, this volume examines the ways in which similar stochastic methods can be applied across di¿erent ¿elds.Beginning with the fundamentals of probability, the authors go on to introduce the theory of stochastic processes, the Itô Integral, and stochastic differential equations. The following chapters then explore stability, stationarity, and ergodicity. The second half of the book is dedicated to applications to a variety of fields, including finance, biology, and medicine. Some highlights of this fourth edition include a more rigorous introduction to Gaussian white noise, additional material on the stability of stochastic semigroups used in models of population dynamics and epidemic systems, and the expansion of methods of analysis of one-dimensional stochastic di¿erential equations.An Introduction to Continuous-Time Stochastic Processes, Fourth Edition is intended for graduate students taking an introductory course on stochastic processes, applied probability, stochastic calculus, mathematical finance, or mathematical biology. Prerequisites include knowledge of calculus and some analysis; exposure to probability would be helpful but not required since the necessary fundamentals of measure and integration are provided. Researchers and practitioners in mathematical finance, biomathematics, biotechnology, and engineering will also find this volume to be of interest, particularlythe applications explored in the second half of the book.

This contributed volume explores innovative research in the modeling, simulation, and control of crowd dynamics. Chapter authors approach the topic from the perspectives of mathematics, physics, engineering, and psychology, providing a comprehensive overview of the work carried out in this challenging interdisciplinary research field. After providing a critical analysis of the current state of the field and an overview of the current research perspectives, chapters focus on three main research areas: pedestrian interactions, crowd control, and multiscale modeling. Specific topics covered in this volume include: crowd dynamics through conservation lawsrecent developments in controlled crowd dynamicsmixed traffic modelinginsights and applications from crowd psychology Crowd Dynamics, Volume 2 is ideal for mathematicians, engineers, physicists, and other researchers working in therapidly growing field of modeling and simulation of human crowds.

This contributed volume explores innovative research in the modeling, simulation, and control of crowd dynamics. Chapter authors approach the topic from the perspectives of mathematics, physics, engineering, and psychology, providing a comprehensive overview of the work carried out in this challenging interdisciplinary research field. After providing a critical analysis of the current state of the field and an overview of the current research perspectives, chapters focus on three main research areas: pedestrian interactions, crowd control, and multiscale modeling. Specific topics covered in this volume include: crowd dynamics through conservation lawsrecent developments in controlled crowd dynamicsmixed traffic modelinginsights and applications from crowd psychology Crowd Dynamics, Volume 2 is ideal for mathematicians, engineers, physicists, and other researchers working in therapidly growing field of modeling and simulation of human crowds.

This contributed volume highlights two areas of fundamental interest in high-performance computing: core algorithms for important kernels and computationally demanding applications.

This contributed volume highlights two areas of fundamental interest in high-performance computing: core algorithms for important kernels and computationally demanding applications.

This book presents the physical principles pertinent to the mathematical modeling of soft materials used in engineering, including man-made materials and biological tissues. It offers two theories of elasticity and their associated theories of viscoelasticity.

The chapters are arranged according to the mathematical complexity of the analysis, from systems of ordinary linear differential equations, through nonlinear ordinary differential equations, to linear and nonlinear partial differential equations.

A vital text that collates a wealth of previously dispersed material on the derivation and analysis of fluid models in plasma physics, this stimulating introduction to the topic deploys rigorous asymptotic analysis to justify classical physical approximations.

In particular, the work covers active R filters, OTA-C filters, and switched-capacitor filters, including topics such as differential output opamps, sensitivity analysis for passive components, multiple-feedback techniques, double-sampling, and N-path filters.

This book offers a new approach to third-order aberrations theory. It presents the basic elements of third-order aberrations of optical telescopes, along with the necessary mathematical background, to design almost all optical combinations used in astronomy.

This volume collects ten surveys on the modeling, simulation, and applications of active particles using methods ranging from mathematical kinetic theory to nonequilibrium statistical mechanics.

This volume explores the complex problems that arise in the modeling and simulation of crowd dynamics in order to present the state-of-the-art of this emerging field and contribute to future research activities.

This book offers a unified presentation that does not discriminate between atmospheric and space flight.

This edited volume provides an essential resource for urban morphology, the study of urban forms and structures, offering a much-needed mathematical perspective.