In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering

Essentials of Padé Approximants

Although Padé presented his fundamental paper at the end of the last century, the studies on Padé's approximants only became significant in the second part of this century.Padé procedure is related to the theory of continued fractions, and some convergence theorems can be expressed only in terms of continued fractions. Further, Padé approximants have some advantages of practical applicability with respect to the continued-fraction theory. Moreover, as Chisholm notes, a given power series determines a set of approximants which are usually unique, whereas there are many ways of writing an associated continued fraction.The principal advantage of Padé approximants with respect to the generating Taylor series is that they provide an extension beyond the interval of convergence of the series.Padé approximants can be applied in many parts of fluid-dynamics, both in steady and in nonsteady flows, both in incompressible and in compressible regimes.This book is divided into four parts. The first one deals with the properties of the Padé approximants that are useful for the applications and illustrates, with the aid of diagrams and tables, the effectiveness of this technique in the field of applied mathematics. The second part recalls the basic equations of fluid-dynamics (those associated with the names of Navier-Stokes, Euler and Prandtl) and gives a quick derivation of them from the general balance equation. The third shows eight examples of the application of Padé approximants to steady flows, also taking into account the influence of the coupling of heat conduction in the body along which a fluid flows with conduction and convection in the fluid itself. The fourth part considers two examples of the application of Padé approximants to unsteady flows.

The book incorporates research papers and surveys written by participants ofan International Scientific Programme on Approximation Theory jointly supervised by Institute for Constructive Mathematics of University of South Florida at Tampa, USA and the Euler International Mathematical Instituteat St. Petersburg, Russia. The aim of the Programme was to present new developments in Constructive Approximation Theory. The topics of the papers are: asymptotic behaviour of orthogonal polynomials, rational approximation of classical functions, quadrature formulas, theory of n-widths, nonlinear approximation in Hardy algebras,numerical results on best polynomial approximations, wavelet analysis. FROM THE CONTENTS: E.A. Rakhmanov: Strong asymptotics for orthogonal polynomials associated with exponential weights on R.- A.L. Levin, E.B. Saff: Exact Convergence Rates for Best Lp Rational Approximation to the Signum Function and for Optimal Quadrature in Hp.- H. Stahl: Uniform Rational Approximation of x .- M. Rahman, S.K. Suslov: Classical Biorthogonal Rational Functions.- V.P. Havin, A. Presa Sague: Approximation properties of harmonic vector fields and differential forms.- O.G. Parfenov: Extremal problems for Blaschke products and N-widths.- A.J. Carpenter, R.S. Varga: Some Numerical Results on Best Uniform Polynomial Approximation of x on 0,1 .- J.S. Geronimo: Polynomials Orthogonal on the Unit Circle with Random Recurrence Coefficients.- S. Khrushchev: Parameters of orthogonal polynomials.- V.N. Temlyakov: The universality of the Fibonacci cubature formulas.

The first edition of this book was reviewed in 1982 as "the most extensive treatment of Pade approximants actually available." This second edition has been thoroughly updated, with a substantial new chapter on multiseries approximants. Applications to statistical mechanics and critical phenomena are extensively covered, and there are newly extended sections devoted to circuit design, matrix Pade approximation, and computational methods. This succinct and straightforward treatment will appeal to scientists, engineers, and mathematicians alike.

Evgenii Mikhailovich Lifshitz is perhaps best known for his long association with his mentor Lev D Landau, with whom he co-wrote the classic Course of Theoretical Physics, but he was a noted and respected Soviet physicist in his own right. Born in the Ukraine to a scientific family, his long and distinguished career will be remembered for three things - his collaboration with Landau on the internationally acclaimed Course of Theoretical Physics, his work as editor of the Journal of Experimental and Theoretical Physics, and his scientific papers. As well as his work with Landau, E\M\Lifshitz collaborated with many noted Soviet scientists such as I\M\Khalatnikov, I\E\Dyzaloshinskii, V\V\Sudakov, V\A\Belinskii and the editor of this book, L\P\Pitaevskii. Many of the papers presented in this book include their contribution. Collected together they give a comprehensive and penetrating insight into the man and his work, clearly showing Lifshitz's contribution to physics and the influences on his work.

Padé and Rational Approximation: Theory and Applications presents the proceedings of the Conference on Rational Approximation with Emphasis on Applications of Padé Approximants, held in Tampa, Florida on December 15-17, 1976. The contributors focus on the interplay of theory, computation, and physical applications. This book is composed of six parts encompassing 44 chapters. The introductory part discusses the general theory of orthogonal polynomials that is the mathematical basis of Padé approximants and related matters evaluation. This text also examines the connection between approximants on a stepline in the ordinary Padé table and certain continued fractions and the convergence of diagonal Padé approximants to a class of functions with an even number of branch points. The following parts deal with the special functions and continued fractions of Padé approximation and the theory of rational approximations. These parts also investigate the geometric convergence of Chebyshev rational approximation on the half line, the optimal approximation by "Almost Classical interpolation, and the incomplete polynomials approximation. The discussion then shifts to the physical applications and computations of the Padé approximants. The concluding part presents the applications of rational approximation to gun fire control and to the White Sands Missile Range Computer Facility. This part also provides a list of some open problems and conjectures concerning polynomials and rational functions. This book is of great benefit to mathematicians, physicists, and laboratory workers.

Problems in theoretical physics often lead to paradoxical answers; yet closer reasoning and a more complete analysis invariably lead to the resolution of the paradox and to a deeper understanding of the physics involved. Drawing primarily from his own experience and that of his collaborators, Sir Rudolf Peierls selects examples of such "surprises" from a wide range of physical theory, from quantum mechanical scattering theory to the theory of relativity, from irreversibility in statistical mechanics to the behavior of electrons in solids. By studying such surprises and learning what kind of possibilities to look for, he suggests, scientists may be able to avoid errors in future problems. In some cases the surprise is that the outcome of a calculation is contrary to what physical intuition seems to demand. In other instances an approximation that looks convincing turns out to be unjustified, or one that looks unreasonable turns out to be adequate. Professor Peierls does not suggest, however, that theoretical physics is a hazardous game in which one can never foresee the surprises a detailed calculation might reveal. Rather, he contends, all the surprises discussed have rational explanations, most of which are very simple, at least in principle. This book is based on the author's lectures at the University of Washington in the spring of 1977 and at the Institut de Physique Nucleaire, University de Paris-Sud, Orsay, during the winter of 1977-1978.

A modern classic, this clearly written, incisive textbook provides a comprehensive, detailed survey of the functions of mathematical physics, a field of study straddling the somewhat artificial boundary between pure and applied mathematics. In the 18th and 19th centuries, the theorists who devoted themselves to this field — pioneers such as Gauss, Euler, Fourier, Legendre, and Bessel — were searching for mathematical solutions to physical problems. Today, although most of the functions have practical applications, in areas ranging from the quantum-theoretical model of the atom to the vibrating membrane, some, such as those related to the theory of discontinuous groups, still remain of purely mathematical interest. Chapters One and Two examine orthogonal polynomials, with sections on such topics as the recurrence formula, the Christoffel-Darboux formula, the Weierstrass approximation theorem, and the application of Hermite polynomials to quantum mechanics. Chapter Three is devoted to the principal properties of the gamma function, including asymptotic expansions and Mellin-Barnes integrals. Chapter Four covers hypergeometric functions, including a review of linear differential equations with regular singular points, and a general method for finding integral representations. Chapters Five and Six are concerned with the Legendre functions and their use in the solutions of Laplace's equation in spherical coordinates, as well as problems in an n-dimension setting. Chapter Seven deals with confluent hypergeometric functions, and Chapter Eight examines, at length, the most important of these — the Bessel functions. Chapter Nine covers Hill's equations, including the expansion theorems.