This volume focuses on asymptotic methods in the low and high frequency limits for the solution of scattering and propagation problems. Each chapter is pedagogical in nature, starting with the basic foundations and ending with practical applications. For example, using the Geometrical Theory of Diffraction, the canonical problem of edge diffraction is first solved and then used in solving the problem of diffraction by a finite crack. In recent times, the crack problem has been of much interest for its applications to Non-Destructive Evaluation (NDE) of flaws in structural materials.

Scattering theory deals with the interactions of waves with obstacles in their path, and low frequency scattering occurs when the obstacles involved are very small. This book gives an overview of the subject for graduates and researchers, for the first time unifying the theories covering acoustic, electromagnetic and elastic waves.

The central theme of Introduction to Electric Circuits is the concept that electric circuits are a part of the basic fabric of modern technology. Given this theme, this book endeavors to show how the analysis and design of electric circuits are inseparably intertwined with the ability of the engineer to design complex electronic, communication, computer and control systems as well as consumer products.This book is designed for a one-to three-term course in electric circuits or linear circuit analysis, and is structured for maximum flexibility.

Many dynamical systems are described by differential equations that can be separated into one part, containing linear terms with constant coefficients, and a second part, relatively small compared with the first, containing nonlinear terms. Such a system is said to be weakly nonlinear. The small terms rendering the system nonlinear are referred to as perturbations. A weakly nonlinear system is called quasi-linear and is governed by quasi-linear differential equations. We will be interested in systems that reduce to harmonic oscillators in the absence of perturbations. This book is devoted primarily to applied asymptotic methods in nonlinear oscillations which are associated with the names of N. M. Krylov, N. N. Bogoli ubov and Yu. A. Mitropolskii. The advantages of the present methods are their simplicity, especially for computing higher approximations, and their applicability to a large class of quasi-linear problems. In this book, we confine ourselves basi cally to the scheme proposed by Krylov, Bogoliubov as stated in the monographs [6,211. We use these methods, and also develop and improve them for solving new problems and new classes of nonlinear differential equations. Although these methods have many applications in Mechanics, Physics and Technique, we will illustrate them only with examples which clearly show their strength and which are themselves of great interest. A certain amount of more advanced material has also been included, making the book suitable for a senior elective or a beginning graduate course on nonlinear oscillations.

The discipline of antenna theory has experienced vast technological changes. In response, Constantine Balanis has updated his classic text, Antenna Theory, offering the most recent look at all the necessary topics. New material includes smart antennas and fractal antennas, along with the latest applications in wireless communications. Multimedia material on an accompanying CD presents PowerPoint viewgraphs of lecture notes, interactive review questions, Java animations and applets, and MATLAB features. Like the previous editions, Antenna Theory, Third Edition meets the needs of electrical engineering and physics students at the senior undergraduate and beginning graduate levels, and those of practicing engineers as well. It is a benchmark text for mastering the latest theory in the subject, and for better understanding the technological applications. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a spectrum of estimation methods, including nonparametric estimation as well as parametric estimation based on likelihood methods, estimating functions, and simulation techniques. Two chapters are devoted to high-frequency data. Multivariate models are also considered, including partially observed systems, asynchronous sampling, tests for simultaneous jumps, and multiscale diffusions. Statistical Methods for Stochastic Differential Equations is useful to the theoretical statistician and the probabilist who works in or intends to work in the field, as well as to the applied statistician or financial econometrician who needs the methods to analyze biological or financial time series.