A First Course on Complex Functions

Author: G. Jameson
Publisher: Springer Science & Business Media
ISBN: 9789400956803
Release Date: 2013-03-09
Genre: Juvenile Nonfiction

This book contains a rigorous coverage of those topics (and only those topics) that, in the author's judgement, are suitable for inclusion in a first course on Complex Functions. Roughly speaking, these can be summarized as being the things that can be done with Cauchy's integral formula and the residue theorem. On the theoretical side, this includes the basic core of the theory of differentiable complex functions, a theory which is unsurpassed in Mathematics for its cohesion, elegance and wealth of surprises. On the practical side, it includes the computational applications of the residue theorem. Some prominence is given to the latter, because for the more sceptical student they provide the justification for inventing the complex numbers. Analytic continuation and Riemann surfaces form an essentially different chapter of Complex Analysis. A proper treatment is far too sophisticated for a first course, and they are therefore excluded. The aim has been to produce the simplest possible rigorous treatment of the topics discussed. For the programme outlined above, it is quite sufficient to prove Cauchy'S integral theorem for paths in star-shaped open sets, so this is done. No form of the Jordan curve theorem is used anywhere in the book.

COMPLEX VARIABLES

Author: H. S. KASANA
Publisher: PHI Learning Pvt. Ltd.
ISBN: 8120326415
Release Date: 2005-01-01
Genre: Mathematics

The second edition of this comprehensive and accessible text continues to offer students a challenging and enjoyable study of complex variables that is infused with perfect balanced coverage of mathematical theory and applied topics. The author explains fundamental concepts and techniques with precision and introduces the students to complex variable theory through conceptual develop-ment of analysis that enables them to develop a thorough understanding of the topics discussed. Geometric interpretation of the results, wherever necessary, has been inducted for making the analysis more accessible. The level of the text assumes that the reader is acquainted with elementary real analysis. Beginning with the revision of the algebra of complex variables, the book moves on to deal with analytic functions, elementary functions, complex integration, sequences, series and infinite products, series expansions, singularities and residues. The application-oriented chapters on sums and integrals, conformal mappings, Laplace transform, and some special topics, provide a practical-use perspective. Enriched with many numerical examples and exercises designed to test the student's comprehension of the topics covered, this book is written for a one-semester course in complex variables for students in the science and engineering disciplines.

Mathematical Programming and Control Theory

Author: B. D. Craven
Publisher: Springer Science & Business Media
ISBN: 9789400957961
Release Date: 2012-12-06
Genre: Juvenile Nonfiction

In a mathematical programming problem, an optimum (maxi mum or minimum) of a function is sought, subject to con straints on the values of the variables. In the quarter century since G. B. Dantzig introduced the simplex method for linear programming, many real-world problems have been modelled in mathematical programming terms. Such problems often arise in economic planning - such as scheduling industrial production or transportation - but various other problems, such as the optimal control of an interplanetary rocket, are of similar kind. Often the problems involve nonlinear func tions, and so need methods more general than linear pro gramming. This book presents a unified theory of nonlinear mathe matical programming. The same methods and concepts apply equally to 'nonlinear programming' problems with a finite number of variables, and to 'optimal control' problems with e. g. a continuous curve (i. e. infinitely many variables). The underlying ideas of vector space, convex cone, and separating hyperplane are the same, whether the dimension is finite or infinite; and infinite dimension makes very little difference to the proofs. Duality theory - the various nonlinear generaliz ations of the well-known duality theorem of linear program ming - is found relevant also to optimal control, and the , PREFACE Pontryagin theory for optimal control also illuminates finite dimensional problems. The theory is simplified, and its applicability extended, by using the geometric concept of convex cones, in place of coordinate inequalities.

Introduction to Optimization Methods

Author: P. Adby
Publisher: Springer Science & Business Media
ISBN: 9789400957053
Release Date: 2013-03-09
Genre: Juvenile Nonfiction

During the last decade the techniques of non-linear optim ization have emerged as an important subject for study and research. The increasingly widespread application of optim ization has been stimulated by the availability of digital computers, and the necessity of using them in the investigation of large systems. This book is an introduction to non-linear methods of optimization and is suitable for undergraduate and post graduate courses in mathematics, the physical and social sciences, and engineering. The first half of the book covers the basic optimization techniques including linear search methods, steepest descent, least squares, and the Newton-Raphson method. These are described in detail, with worked numerical examples, since they form the basis from which advanced methods are derived. Since 1965 advanced methods of unconstrained and constrained optimization have been developed to utilise the computational power of the digital computer. The second half of the book describes fully important algorithms in current use such as variable metric methods for unconstrained problems and penalty function methods for constrained problems. Recent work, much of which has not yet been widely applied, is reviewed and compared with currently popular techniques under a few generic main headings. vi PREFACE Chapter I describes the optimization problem in mathemat ical form and defines the terminology used in the remainder of the book. Chapter 2 is concerned with single variable optimization. The main algorithms of both search and approximation methods are developed in detail since they are an essential part of many multi-variable methods.

Real and Complex Analysis

Author: Christopher Apelian
Publisher: CRC Press
ISBN: 1584888075
Release Date: 2009-12-08
Genre: Mathematics

Presents Real & Complex Analysis Together Using a Unified Approach A two-semester course in analysis at the advanced undergraduate or first-year graduate level Unlike other undergraduate-level texts, Real and Complex Analysis develops both the real and complex theory together. It takes a unified, elegant approach to the theory that is consistent with the recommendations of the MAA’s 2004 Curriculum Guide. By presenting real and complex analysis together, the authors illustrate the connections and differences between these two branches of analysis right from the beginning. This combined development also allows for a more streamlined approach to real and complex function theory. Enhanced by more than 1,000 exercises, the text covers all the essential topics usually found in separate treatments of real analysis and complex analysis. Ancillary materials are available on the book’s website. This book offers a unique, comprehensive presentation of both real and complex analysis. Consequently, students will no longer have to use two separate textbooks—one for real function theory and one for complex function theory.

A Concise Introduction to Pure Mathematics Second Edition

Author: Martin Liebeck
Publisher: CRC Press
ISBN: 1584885475
Release Date: 2005-11-02
Genre: Mathematics

A Concise Introduction to Pure Mathematics, Second Edition provides a robust bridge between high school and university mathematics, expanding upon basic topics in ways that will interest first-year students in mathematics and related fields and stimulate further study. Divided into 22 short chapters, this textbook offers a selection of exercises ranging from routine calculations to quite challenging problems. The author discusses real and complex numbers and explains how these concepts are applied in solving natural problems. He introduces topics in analysis, geometry, number theory, and combinatorics. What's New in the Second Edition: Contains extra material concerning prime numbers, forming the basis for data encryption Explores "Secret Codes" - one of today's most spectacular applications of pure mathematics Discusses Permutations and their importance in many topics in discrete mathematics The textbook allows for the design of courses with various points of emphasis, because it can be divided into four fairly independent sections related to: an introduction to number systems and analysis; theory of the integers; an introduction to discrete mathematics; and functions, relations, and countability.

Complex Analysis

Author: John M. Howie
Publisher: Springer Science & Business Media
ISBN: 9781447100270
Release Date: 2012-12-06
Genre: Mathematics

Complex analysis can be a difficult subject and many introductory texts are just too ambitious for today’s students. This book takes a lower starting point than is traditional and concentrates on explaining the key ideas through worked examples and informal explanations, rather than through "dry" theory.

Option Valuation

Author: Hugo D. Junghenn
Publisher: CRC Press
ISBN: 9781439889114
Release Date: 2011-11-23
Genre: Business & Economics

Option Valuation: A First Course in Financial Mathematics provides a straightforward introduction to the mathematics and models used in the valuation of financial derivatives. It examines the principles of option pricing in detail via standard binomial and stochastic calculus models. Developing the requisite mathematical background as needed, the text presents an introduction to probability theory and stochastic calculus suitable for undergraduate students in mathematics, economics, and finance. The first nine chapters of the book describe option valuation techniques in discrete time, focusing on the binomial model. The author shows how the binomial model offers a practical method for pricing options using relatively elementary mathematical tools. The binomial model also enables a clear, concrete exposition of fundamental principles of finance, such as arbitrage and hedging, without the distraction of complex mathematical constructs. The remaining chapters illustrate the theory in continuous time, with an emphasis on the more mathematically sophisticated Black-Scholes-Merton model. Largely self-contained, this classroom-tested text offers a sound introduction to applied probability through a mathematical finance perspective. Numerous examples and exercises help students gain expertise with financial calculus methods and increase their general mathematical sophistication. The exercises range from routine applications to spreadsheet projects to the pricing of a variety of complex financial instruments. Hints and solutions to odd-numbered problems are given in an appendix and a full solutions manual is available for qualifying instructors.