A text aimed at third year undergraduates and graduates in mathematics and physics, presenting elementary twistor theory as a universal technique for solving differential equations in applied mathematics and theoretical physics.

Most nonlinear differential equations arising in natural sciences admit chaotic behaviour and cannot be solved analytically. Integrable systems lie on the other extreme. They possess regular, stable, and well-behaved solutions known as solitons and instantons. These solutions play important roles in pure and applied mathematics as well as in theoretical physics where they describe configurations topologically different from vacuum. While integrable equations in lower space-time dimensions can be solved using the inverse scattering transform, the higher-dimensional examples of anti-self-dual Yang-Mills and Einstein equations require twistor theory. Both techniques rely on an ability to represent nonlinear equations as compatibility conditions for overdetermined systems of linear differential equations. The book provides a self-contained and accessible introduction to the subject. It starts with an introduction to integrability of ordinary and partial differential equations. Subsequent chapters explore symmetry analysis, gauge theory, vortices, gravitational instantons, twistor transforms, and anti-self-duality equations. The three appendices cover basic differential geometry, complex manifold theory, and the exterior differential system.

Designed to give graduate students an understanding of integrable systems via the study of Riemann surfaces, loop groups, and twistors, this book has its origins in a lecture series given by the internationally renowned authors. Written in an accessible, informal style, it fills a gap in the existing literature.

Advanced graduate-level treatment of semigroup theory explores semigroups of linear operators and linear Cauchy problems. The text features challenging exercises and emphasizes motivation, heuristics, and further applications. 1985 edition.

Stochastic Filtering Theory uses probability tools to estimate unobservable stochastic processes that arise in many applied fields including communication, target-tracking, and mathematical finance.As a topic, Stochastic Filtering Theory has progressed rapidly in recent years. For example, the (branching) particle system representation of the optimal filter has been extensively studied to seek more effective numerical approximations of the optimal filter; the stability of the filter with "incorrect" initial state, as well as the long-term behavior of the optimal filter, has attracted the attention of many researchers; and although still in its infancy, the study of singular filteringmodels has yielded exciting results.In this text, Jie Xiong introduces the reader to the basics of Stochastic Filtering Theory before covering these key recent advances. The text is written in a style suitable for graduates in mathematics and engineering with a background in basic probability.

This graduate text shows how the computer can be used as a tool for research in number theory through numerical experimentation. Examples of experiments in binary quadratic forms, zeta functions of varieties over finite fields, elementary class field theory, elliptic units, modular forms, are provided along with exercises and selected solutions.