The classical Melnikov method provides information on the behavior of deterministic planar systems that may exhibit transitions, i.e. escapes from and captures into preferred regions of phase space. This book develops a unified treatment of deterministic and stochastic systems that extends the applicability of the Melnikov method to physically realizable stochastic planar systems with additive, state-dependent, white, colored, or dichotomous noise. The extended Melnikov method yields the novel result that motions with transitions are chaotic regardless of whether the excitation is deterministic or stochastic. It explains the role in the occurrence of transitions of the characteristics of the system and its deterministic or stochastic excitation, and is a powerful modeling and identification tool. The book is designed primarily for readers interested in applications. The level of preparation required corresponds to the equivalent of a first-year graduate course in applied mathematics. No previous exposure to dynamical systems theory or the theory of stochastic processes is required. The theoretical prerequisites and developments are presented in the first part of the book. The second part of the book is devoted to applications, ranging from physics to mechanical engineering, naval architecture, oceanography, nonlinear control, stochastic resonance, and neurophysiology.

Electromagnetic complex media are artificial materials that affect the propagation of electromagnetic waves in surprising ways not usually seen in nature. Because of their wide range of important applications, these materials have been intensely studied over the past twenty-five years, mainly from the perspectives of physics and engineering. But a body of rigorous mathematical theory has also gradually developed, and this is the first book to present that theory. Designed for researchers and advanced graduate students in applied mathematics, electrical engineering, and physics, this book introduces the electromagnetics of complex media through a systematic, state-of-the-art account of their mathematical theory. The book combines the study of well posedness, homogenization, and controllability of Maxwell equations complemented with constitutive relations describing complex media. The book treats deterministic and stochastic problems both in the frequency and time domains. It also covers computational aspects and scattering problems, among other important topics. Detailed appendices make the book self-contained in terms of mathematical prerequisites, and accessible to engineers and physicists as well as mathematicians.

The proceedings contain contributions presented by authors from more than 30 countries at EURODYN 2002. The proceedings show recent scientific developments as well as practical applications, they cover the fields of theory of vibrations, nonlinear vibrations, stochastic dynamics, vibrations of structured elements, wave propagation and structure-borne sound, including questions of fatigue and damping. Emphasis is laid on vibrations of bridges, buildings, railway structures as well as on the fields of wind and earthquake engineering, repectively. Enriched by a number of keynote lectures and organized sessions the two volumes of the proceedings present an overview of the state of the art of the whole field of structural dynamics and the tendencies ot its further development.

A brand-new conceptual look at dynamical thermodynamics This book merges the two universalisms of thermodynamics and dynamical systems theory in a single compendium, with the latter providing an ideal language for the former, to develop a new and unique framework for dynamical thermodynamics. In particular, the book uses system-theoretic ideas to bring coherence, clarity, and precision to an important and poorly understood classical area of science. The dynamical systems formalism captures all of the key aspects of thermodynamics, including its fundamental laws, while providing a mathematically rigorous formulation for thermodynamical systems out of equilibrium by unifying the theory of mechanics with that of classical thermodynamics. This book includes topics on nonequilibrium irreversible thermodynamics, Boltzmann thermodynamics, mass-action kinetics and chemical reactions, finite-time thermodynamics, thermodynamic critical phenomena with continuous and discontinuous phase transitions, information theory, continuum and stochastic thermodynamics, and relativistic thermodynamics. A Dynamical Systems Theory of Thermodynamics develops a postmodern theory of thermodynamics as part of mathematical dynamical systems theory. The book establishes a clear nexus between thermodynamic irreversibility, the second law of thermodynamics, and the arrow of time to further unify discreteness and continuity, indeterminism and determinism, and quantum mechanics and general relativity in the pursuit of understanding the most fundamental property of the universe—the entropic arrow of time.

Quaternions are a number system that has become increasingly useful for representing the rotations of objects in three-dimensional space and has important applications in theoretical and applied mathematics, physics, computer science, and engineering. This is the first book to provide a systematic, accessible, and self-contained exposition of quaternion linear algebra. It features previously unpublished research results with complete proofs and many open problems at various levels, as well as more than 200 exercises to facilitate use by students and instructors. Applications presented in the book include numerical ranges, invariant semidefinite subspaces, differential equations with symmetries, and matrix equations. Designed for researchers and students across a variety of disciplines, the book can be read by anyone with a background in linear algebra, rudimentary complex analysis, and some multivariable calculus. Instructors will find it useful as a complementary text for undergraduate linear algebra courses or as a basis for a graduate course in linear algebra. The open problems can serve as research projects for undergraduates, topics for graduate students, or problems to be tackled by professional research mathematicians. The book is also an invaluable reference tool for researchers in fields where techniques based on quaternion analysis are used.

Modern complex large-scale dynamical systems exist in virtually every aspect of science and engineering, and are associated with a wide variety of physical, technological, environmental, and social phenomena, including aerospace, power, communications, and network systems, to name just a few. This book develops a general stability analysis and control design framework for nonlinear large-scale interconnected dynamical systems, and presents the most complete treatment on vector Lyapunov function methods, vector dissipativity theory, and decentralized control architectures. Large-scale dynamical systems are strongly interconnected and consist of interacting subsystems exchanging matter, energy, or information with the environment. The sheer size, or dimensionality, of these systems necessitates decentralized analysis and control system synthesis methods for their analysis and design. Written in a theorem-proof format with examples to illustrate new concepts, this book addresses continuous-time, discrete-time, and hybrid large-scale systems. It develops finite-time stability and finite-time decentralized stabilization, thermodynamic modeling, maximum entropy control, and energy-based decentralized control. This book will interest applied mathematicians, dynamical systems theorists, control theorists, and engineers, and anyone seeking a fundamental and comprehensive understanding of large-scale interconnected dynamical systems and control.

This book explores important aspects of Markov and hidden Markov processes and the applications of these ideas to various problems in computational biology. The book starts from first principles, so that no previous knowledge of probability is necessary. However, the work is rigorous and mathematical, making it useful to engineers and mathematicians, even those not interested in biological applications. A range of exercises is provided, including drills to familiarize the reader with concepts and more advanced problems that require deep thinking about the theory. Biological applications are taken from post-genomic biology, especially genomics and proteomics. The topics examined include standard material such as the Perron-Frobenius theorem, transient and recurrent states, hitting probabilities and hitting times, maximum likelihood estimation, the Viterbi algorithm, and the Baum-Welch algorithm. The book contains discussions of extremely useful topics not usually seen at the basic level, such as ergodicity of Markov processes, Markov Chain Monte Carlo (MCMC), information theory, and large deviation theory for both i.i.d and Markov processes. The book also presents state-of-the-art realization theory for hidden Markov models. Among biological applications, it offers an in-depth look at the BLAST (Basic Local Alignment Search Technique) algorithm, including a comprehensive explanation of the underlying theory. Other applications such as profile hidden Markov models are also explored.