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Probability is the most important concept in modern science especially as nobody has the slightest notion what it means.
Bertrand Russell
About 15 years ago, I wrote the book Essentials of Probability, which was designed for a one-semester course in probability that was taken by math majors and students from other departments. This book is, in some sense, the second edition of that book, but there are several important changes:
Chapter 1 quickly introduces the notions of independence, distribution, and expected value, which previously made their entrance in Chapters 2, 3, and 4. This makes it easier to discuss examples; for example, we can now talk about the expected value of bets.
For 5 years these notes were used in a course for students who knew only a little calculus and were looking to satisfy their distribution requirement in mathematics, so it is aimed at a wider audience.
Markov chains are covered, and thanks to a suggestion of Lea Popovic, this topic appears right after the notion of conditional probability is discussed. This material is usually covered in an undergraduate stochastic processes course, if you are fortunate enough to offer one in your department, but in our experience this material is popular with students.
Continuous distributions are presented as an optional topic. This decision originated to minimize the reliance on calculus, but in time I have grown to enjoy abandoning the boring mechanics of marginal and conditional distributions to spend more time talking about probability.
The level set method has become widely used in shape optimization where it allows a popular implementation of the steepest descent method. Once coupled with a ersatz material approximation [Allaire et al., J. Comput. Phys.194 (2004) 363–393], a single mesh is only used leading to very efficient and cheap numerical schemes in optimization of structures. However, it has some limitations and cannot be applied in every situation. This work aims at exploring such a limitation. We estimate the systematic error committed by using the ersatz material approximation and, on a model case, explain that they amplifies instabilities by a second order analysis of the objective function.
where Δ$\bar H_u$ = div {$\chi_\Omega$u}. Particular cases of such functionals arise inMicromagnetics. We also use our technique to construct upper boundsfor functionals that appear in a variational formulation ofthe method of vanishing viscosity for conservation laws.
We consider some discrete and continuous dynamics in a Banach spaceinvolving a non expansive operator J and a corresponding family ofstrictly contracting operators Φ (λ, x): = λJ($\frac{1-\lambda}{\lambda}$x) for λ ∈ ] 0,1] . Our motivationcomes from the study of two-player zero-sum repeated games, wherethe value of the n-stage game (resp. the value of theλ-discounted game) satisfies the relationvn = Φ($\frac{1}{n}$, $v_{n-1}$) (resp. $v_\lambda$ = Φ(λ, $v_\lambda$)) where J is the Shapleyoperator of the game. We study the evolution equationu'(t) = J(u(t))- u(t) as well as associated Eulerian schemes,establishing a new exponential formula and a Kobayashi-likeinequality for such trajectories. We prove that the solution of thenon-autonomous evolution equationu'(t) = Φ(λ(t), u(t))- u(t) has the same asymptoticbehavior (even when it diverges) as the sequence vn (resp. as thefamily $v_\lambda$) when λ(t) = 1/t (resp. whenλ(t) converges slowly enough to 0).
In this paper, we study the stabilization of a two-dimensional Burgers equation around a stationary solution by a nonlinear feedback boundary control. We are interested in Dirichlet and Neumann boundary controls. In the literature, it has already been shown that a linear control law, determined by stabilizing the linearized equation, locally stabilizes the two-dimensional Burgers equation. In this paper, we define a nonlinear control law which also provides a local exponential stabilization of the two-dimensional Burgers equation. We end this paper with a few numerical simulations, comparing the performance of the nonlinear law with the linear one.
In this paper, we consider a linear program with only equality constraints but containing interval and random coefficients. We first address the linear program with interval coefficients, and establish some structural properties of this linear program. On this basis, a solution method is proposed. We then move on to consider the linear program with random coefficients. Using the chance constraint approach and a new approach, the satisfaction degree approach, we obtain the two respective deterministic equivalent formulations. Then the results and the numerical solution methods obtained for these two linear models are applied to the original linear problem which contains both interval and random coefficients. By way of illustration, we consider a practical problem, where the optimal mixing proportions need to be determined for the mix slurry in the production process of aluminium with sintering. This gives rise to a linear program with interval and random coefficients. Its deterministic equivalent formulations are presented. Preliminary numerical examples show that the proposed models and the solution methods are promising.
In boats used for competitive rowing it is traditional for the rowers to use strokes in which the angle between the oar shaft and the perpendicular to the hull centre line is much greater at the catch than it is at the end of the power stroke. As a result, the oar blade is even more inefficient in its action at the catch than it is at the end of the power stroke. This paper shows how boat performance in a race would be improved by reducing the difference in these starting and finishing angles.The claim of improved race performance is supported by a detailed investigation of the dynamics involved in the case of a particular coxless pair whose performance has been recorded by the Australian Institute of Sport. We also suggest an easy way to make the necessary change in boat design.
A class of first-order impulsive functional differential equations with forcing terms is considered. It is shown that, under certain assumptions, there exist positive T-periodic solutions, and under some other assumptions, there exists no positive T-periodic solution. Applications and examples are given to illustrate the main results.
Groups usually appear in physics as symmetries of the system or model we are studying. Often the symmetry operation involves a linear transformation, and this naturally leads to the idea of finding sets of matrices having the same multiplication table as the group. These sets are called representations of the group. Given a group, we endeavour to find and classify all possible representations.
Basic ideas
We begin with a rapid review of basic group theory.
Group axioms
A group G is a set with a binary operation that assigns to each ordered pair (g1, g2) of elements a third element, g3, usually written with multiplicative notation as g3 = g1g2. The binary operation, or product, obeys the following rules:
(i) Associativity: g1(g2g3) = (g1g2)g3.
(ii) Existence of an identity: there is an element e ∈ G such that eg = g for all g ∈ G.
(iii) Existence of an inverse: for each g ∈ G there is an element g–1 such that g–1g = e.
From these axioms there follow some conclusions that are so basic that they are often included in the axioms themselves, but since they are not independent, we state them as corollaries.
We begin our tour of useful mathematics with what is called the calculus of variations. Many physics problems can be formulated in the language of this calculus, and once they are there are useful tools to hand. In the text and associated exercises we will meet some of the equations whose solution will occupy us for much of our journey.
What is it good for?
The classical problems that motivated the creators of the calculus of variations include:
(i) Dido's problem: In Virgil's Aeneid, Queen Dido of Carthage must find the largest area that can be enclosed by a curve (a strip of bull's hide) of fixed length.
(ii) Plateau's problem: Find the surface of minimum area for a given set of bounding curves. A soap film on a wire frame will adopt this minimal-area configuration.
(iii) Johann Bernoulli's brachistochrone: A bead slides down a curve with fixed ends. Assuming that the total energy ½ mv2 + V(x) is constant, find the curve that gives the most rapid descent.
(iv) Catenary: Find the form of a hanging heavy chain of fixed length by minimizing its potential energy.
These problems all involve finding maxima or minima, and hence equating some sort of derivative to zero. In the next section we define this derivative, and show how to compute it.
Functionals
In variational problems we are provided with an expression J[y] that “eats” whole functions y(x) and returns a single number. Such objects are called functionals to distinguish them from ordinary functions.