Explore the vast range of titles available.

Do the movements of animals, including humans, follow patterns that can be described quantitatively by simple laws of motion? If so, then why? These questions have attracted the attention of scientists in many disciplines, and stimulated debates ranging from ecological matters to queries such as 'how can there be free will if one follows a law of motion?' This is the first book on this rapidly evolving subject, introducing random searches and foraging in a way that can be understood by readers without a previous background on the subject. It reviews theory as well as experiment, addresses open problems and perspectives, and discusses applications ranging from the colonization of Madagascar by Austronesians to the diffusion of genetically modified crops. The book will interest physicists working in the field of anomalous diffusion and movement ecology as well as ecologists already familiar with the concepts and methods of statistical physics.

The aim of the paper is twofold. On one hand the authors want to present a new technique called $p$-caloric approximation, which is a proper generalization of the classical compactness methods first developed by DeGiorgi with his Harmonic Approximation Lemma. This last result, initially introduced in the setting of Geometric Measure Theory to prove the regularity of minimal surfaces, is nowadays a classical tool to prove linearization and regularity results for vectorial problems. Here the authors develop a very far reaching version of this general principle devised to linearize general degenerate parabolic systems. The use of this result in turn allows the authors to achieve the subsequent and main aim of the paper, that is, the implementation of a partial regularity theory for parabolic systems with degenerate diffusion of the type $\\partial_t u - \\mathrm{div} a(Du)=0$, without necessarily assuming a quasi-diagonal structure, i.e. a structure prescribing that the gradient non-linearities depend only on the the explicit scalar quantity.

The field of multiphase flows has grown by leaps and bounds in the last thirty years and is now regarded as a major discipline. Engineering applications, products and processes with particles, bubbles and drops have consistently grown in number and importance. An increasing number of conferences, scientific fora and archived journals are dedicated to the dissemination of information on flow, heat and mass transfer of fluids with particles, bubbles and drops. Numerical computations and “thought experiments” have supplemented most physical experiments and a great deal of the product design and testing processes. The literature on computational fluid dynamics with particles, bubbles and drops has grown at an exponential rate, giving rise to new results, theories and better understanding of the transport processes with particles, bubbles and drops. This book captures and summarizes all these advances in a unified, succinct and pedagogical way.

This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of standard GARCH models is studied in detail as well as statistical inference such as identification, estimation and tests. The book also provides coverage of several extensions such as asymmetric and multivariate models and looks at financial applications. Key features: Provides up-to-date coverage of the current research in the probability, statistics and econometric theory of GARCH models. Numerous illustrations and applications to real financial series are provided. Supporting website featuring R codes, Fortran programs and data sets. Presents a large collection of problems and exercises. This authoritative, state-of-the-art reference is ideal for graduate students, researchers and practitioners in business and finance seeking to broaden their skills of understanding of econometric time series models.

During the last two centuries, the way economic science is done has changed radically: it has become a social science based on mathematical models in place of words. This book describes and analyses that change - both historically and philosophically - using a series of case studies to illuminate the nature and the implications of these changes. It is not a technical book; it is written for the intelligent person who wants to understand how economics works from the inside out. This book will be of interest to economists and science studies scholars (historians, sociologists and philosophers of science). But it also aims at a wider readership in the public intellectual sphere, building on the current interest in all things economic and on the recent failure of the so-called economic model, which has shaped our beliefs and the world we live in.

\"The book's content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation adjustments, re-hypothecation and closeout rules. The book however also looks at quite practical problems, linking particular models to particular 'concrete' financial situations across asset classes, including interest rates, FX, commodities, equity, credit itself, and the emerging asset class of longevity. The authors also aim to help quantitative analysts, traders, and anyone else needing to frame and price counterparty credit and funding risk, to develop a 'feel' for applying sophisticated mathematics and stochastic calculus to solve practical problems. The main models are illustrated from theoretical formulation to final implementation with calibration to market data, always keeping in mind the concrete questions being dealt with. The authors stress that each model is suited to different situations and products, pointing out that there does not exist a single model which is uniformly better than all the others, although the problems originated by counterparty credit and funding risk point in the direction of global valuation. Finally, proposals for restructuring counterparty credit risk, ranging from contingent credit default swaps to margin lending, are considered\"--provided by publisher.

Noise and Vibration Analysis is a complete and practical guide that combines both signal processing and modal analysis theory with their practical application in noise and vibration analysis.It provides an invaluable, integrated guide for practicing engineers as well as a suitable introduction for students new to the topic of noise and vibration.

Fuzzy Multicriteria Decision-Making: Models, Algorithms and Applications addresses theoretical and practical gaps in considering uncertainty and multicriteria factors encountered in the design, planning, and control of complex systems.

\"Applied Likelihood Methods provides an accessible and practical introduction to likelihood modeling, supported by examples and software. The book features applications from a range of disciplines, including statistics, medicine, biology, and ecology. The methods are implemented in SAS--the most widely used statistical software package--and the data sets and SAS code are provided on a Web site, enabling the reader to use the methods to solve problems in their own work. This book serves as an ideal text for applied scientists and researchers and graduate students of statistics\"--

Differential-algebraic equations (DAEs) provide an essential tool for system modeling and analysis within different fields of applied sciences and engineering. This book addresses modeling issues and analytical properties of DAEs, together with some applications in electrical circuit theory.