In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market...

This first volume, a three-part introduction to the subject, is intended for students with a beginning knowledge of mathematical analysis who are motivated to discover the ideas that shape Fourier analysis. It begins with the simple conviction that Fourier arrived at in the early nineteenth century when studying problems in the physical...

Hilbert space frames have long served as a valuable tool for signal and image processing due to their resilience to additive noise, quantization, and erasures, as well as their ability to capture valuable signal characteristics. More recently, finite frame theory has grown into an important research topic in its own right, with a myriad...

Maor attempts to give the irrational number e its rightful standing alongside pi as a fundamental constant in science and nature; he succeeds very well.... Maor writes so that both mathematical newcomers and long-time professionals alike can thoroughly enjoy his book, learn something new, and witness the ubiquity of mathematical ideas in...

The presentation and interpretation of (non-relativistic) quantum mechanics is a very well-worked area of study; there have to be very good reasons for adding to the literature on this subject.

My reasons are (obviously) that I am far from satisfied with much of the published work and find difficulties with some points, in...

This self-contained introduction discusses the evolution of the notion of coherent states, from the early works of Schr?dinger to the most recent advances, including signal analysis. An integrated and modern approach to the utility of coherent states in many different branches of physics, it strikes a balance between mathematical and physical...

The problem of approximating a given quantity is one of the oldest challenges faced by mathematicians. Its increasing importance in contemporary mathematics has created an entirely new area known as Approximation Theory. The modern theory was initially developed along two divergent schools of thought: the Eastern or Russian group, employing...

Starting with simple examples showing the relevance of cutting and pasting logics, the monograph develops a mathematical theory of combining and decomposing logics, ranging from propositional and first-order based logics to higher-order based logics as well as to non-truth functional logics. The theory covers mechanisms for combining semantic...

A systematic introduction to partial differential equations and modern finite element methods for their efficient numerical solution

Partial Differential Equations and the Finite Element Method provides a much-needed, clear, and systematic introduction to modern theory of partial differential equations (PDEs) and...

This paper initiates a mathematical theory of aeroelasticity centered on the canonical problem of the flutter boundary — an instability endemic to aircraft that limits attainable speed in the subsonic regime. We develop a continuum mathematical model that exhibits the known flutter phenomena and yet is amenable to analysis...

Amazon.com's top-selling DSP book for 5 straight years-now fully updated!

Real-world DSP solutions for working professionals!

Understanding Digital Signal Processing, Second Edition is quite simply the best way for engineers, and other technical professionals, to master and apply DSP techniques. Lyons has updated and expanded his...

"With a name like Gohberg–Goldberg–Kaashoek, it has got to be good. But let me count the ways. If you are interested in learning the basic theories of Hilbert and Banach spaces together with the well-known operators that act on them, this book is for you. It is intended for advanced undergraduate and beginning graduate students in...