The point of the technique is to describe the asymptotic behavior of families of minimum problems. This textbook was developed from a lectures series for doctoral students in applied functional analysis to describe all the main features of the convergence to an audience primarily interested in applications but not intending to enter the specialty. Annotation copyrighted by Book News, Inc., Portland, OR

This book addresses new questions related to the asymptotic description of converging energies from the standpoint of local minimization and variational evolution. It explores the links between Gamma-limits, quasistatic evolution, gradient flows and stable points, raising new questions and proposing new techniques. These include the definition of effective energies that maintain the pattern of local minima, the introduction of notions of convergence of energies compatible with stable points, the computation of homogenized motions at critical time-scales through the definition of minimizing movement along a sequence of energies, the use of scaled energies to study long-term behavior or backward motion for variational evolutions. The notions explored in the book are linked to existing findings for gradient flows, energetic solutions and local minimizers, for which some generalizations are also proposed.

An introduction to the mathematical theory of the homogenization of multiple integrals, this book describes the overall properties of such functionals with various applications ranging from cellular elastic materials to Riemannian metrics.

Aimed at graduate students and researchers in mathematics, engineering, oceanography, meteorology and mechanics, this text provides a detailed introduction to the physical theory of rotating fluids, a significant part of geophysical fluid dynamics. The Navier-Stokes equations are examined in both incompressible and rapidly rotating forms.

The objective of this book is to navigate beginning graduate students in mathematics and engineering through a mature field of multiscale problems in homogenization theory and to provide an idea of its broad scope. An overview of a wide spectrum of homogenization techniques ranging from classical two-scale asymptotic expansions to Gamma convergence and the rapidly developing field of stochastic homogenization is presented. The mathematical proofs and definitions are supplemented with intuitive explanations and figures to make them easier to follow. A blend of mathematics and examples from materials science and engineering is designed to teach a mixed audience of mathematical and non-mathematical students.

At the summer school in Pisa in September 1996, Luigi Ambrosio and Norman Dancer each gave a course on the geometric problem of evolution of a surface by mean curvature, and degree theory with applications to PDEs respectively. This self-contained presentation accessible to PhD students bridged the gap between standard courses and advanced research on these topics. The resulting book is divided accordingly into 2 parts, and neatly illustrates the 2-way interaction of problems and methods. Each of the courses is augmented and complemented by additional short chapters by other authors describing current research problems and results.

Homogenization is not about periodicity, or Gamma-convergence, but about understanding which effective equations to use at macroscopic level, knowing which partial differential equations govern mesoscopic levels, without using probabilities (which destroy physical reality); instead, one uses various topologies of weak type, the G-convergence of Sergio Spagnolo, the H-convergence of François Murat and the author, and some responsible for the appearance of nonlocal effects, which many theories in continuum mechanics or physics guessed wrongly. For a better understanding of 20th century science, new mathematical tools must be introduced, like the author’s H-measures, variants by Patrick Gérard, and others yet to be discovered.

Functionals involving both volume and surface energies have a number of applications ranging from Computer Vision to Fracture Mechanics. In order to tackle numerical and dynamical problems linked to such functionals many approximations by functionals defined on smooth functions have been proposed (using high-order singular perturbations, finite-difference or non-local energies, etc.) The purpose of this book is to present a global approach to these approximations using the theory of gamma-convergence and of special functions of bounded variation. The book is directed to PhD students and researchers in calculus of variations, interested in approximation problems with possible applications.

This book is concerned with the study in two dimensions of stationary solutions of uɛ of a complex valued Ginzburg-Landau equation involving a small parameter ɛ. Such problems are related to questions occurring in physics, e.g., phase transition phenomena in superconductors and superfluids. The parameter ɛ has a dimension of a length which is usually small. Thus, it is of great interest to study the asymptotics as ɛ tends to zero. One of the main results asserts that the limit u-star of minimizers uɛ exists. Moreover, u-star is smooth except at a finite number of points called defects or vortices in physics. The number of these defects is exactly the Brouwer degree – or winding number – of the boundary condition. Each singularity has degree one – or as physicists would say, vortices are quantized. The material presented in this book covers mostly original results by the authors. It assumes a moderate knowledge of nonlinear functional analysis, partial differential equations, and complex functions. This book is designed for researchers and graduate students alike, and can be used as a one-semester text. The present softcover reprint is designed to make this classic text available to a wider audience.

Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money managers Watch the professionals. From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts and derivatives. But the promise of ever larger profits also creates the potential for catastrophic trading losses. Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns. Unlike other books that offer risk management for corporate treasurers, Dynamic Hedging targets the real-world needs of professional traders and money managers. Written by a leading options trader and derivatives risk advisor to global banks and exchanges, this book provides a practical, real-world methodology for monitoring and managing all the risks associated with portfolio management. Nassim Nicholas Taleb is the founder of Empirica Capital LLC, a hedge fund operator, and a fellow at the Courant Institute of Mathematical Sciences of New York University. He has held a variety of senior derivative trading positions in New York and London and worked as an independent floor trader in Chicago. Dr. Taleb was inducted in February 2001 in the Derivatives Strategy Hall of Fame. He received an MBA from the Wharton School and a Ph.D. from University Paris-Dauphine.