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Geometric Wave Equations
This volume contains notes of the lectures given at the Courant Institute and a DMV-Seminar at Oberwolfach. The focus is on the recent work of the authors on semilinear wave equations with critical Sobolev exponents and on wave maps in two space dimensions. Background material and references have been added to make the notes self-contained. The book is suitable for use in a graduate-level course on the topic. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.
Stochastic Processes
This is a brief introduction to stochastic processes studying certain elementary continuous-time processes. After a description of the Poisson process and related processes with independent increments as well as a brief look at Markov processes with a finite number of jumps, the author proceeds to introduce Brownian motion and to develop stochastic integrals and Itô's theory in the context of one-dimensional diffusion processes. The book ends with a brief survey of the general theory of Markov processes. The book is based on courses given by the author at the Courant Institute and can be used.
Semilinear Schrodinger Equations
The nonlinear Schrodinger equation has received a great deal of attention from mathematicians, particularly because of its applications to nonlinear optics. This book presents various mathematical aspects of the nonlinear Schrodinger equation. It studies both problems of local nature and problems of global nature.
Linear Algebra I
This book is the first of two volumes on linear algebra for graduate students in mathematics, the sciences, and economics, who have: a prior undergraduate course in the subject; a basic understanding of matrix algebra; and some proficiency with mathematical proofs. Proofs are emphasized and the overall objective is to understand the structure of linear operators as the key to solving problems in which they arise. This first volume re-examines basic notions of linear algebra: vector spaces, linear operators, duality, determinants, diagonalization, and inner product spaces, giving an overview of linear algebra with sufficient mathematical precision for advanced use of the subject. This book provides a nice and varied selection of exercises; examples are well-crafted and provide a clear understanding of the methods involved. New notions are well motivated and interdisciplinary connections are often provided, to give a more intuitive and complete vision of linear algebra. Computational aspects are fully covered, but the study of linear operators remains the focus of study in this book.
Elliptic Partial Differential Equations
This volume is based on PDE courses given by the authors at the Courant Institute and at the University of Notre Dame, Indiana. Presented are basic methods for obtaining various a priori estimates for second-order equations of elliptic type with particular emphasis on maximal principles, Harnack inequalities, and their applications. The equations considered in the book are linear; however, the presented methods also apply to nonlinear problems.
Probability Theory
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems,...
Mathematical Methods of Electromagnetic Theory
This text provides a mathematically precise but intuitive introduction to classical electromagnetic theory and wave propagation, with a brief introduction to special relativity. While written in a distinctive, modern style, Friedrichs manages to convey the physical intuition and 19th century basis of the equations, with an emphasis on conservation laws. Particularly striking features of the book include: (a) a mathematically rigorous derivation of the interaction of electromagnetic waves with matter, (b) a straightforward explanation of how to use variational principles to solve problems in electro- and magnetostatics, and (c) a thorough discussion of the central importance of the conservation of charge. It is suitable for advanced undergraduate students in mathematics and physics with a background in advanced calculus and linear algebra, as well as mechanics and electromagnetics at an undergraduate level. Apart from minor corrections to the text, the notation was updated in this edition to follow the conventions of modern vector calculus. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.
Topics in Nonlinear Functional Analysis
Since its first appearance as a set of lecture notes published by the Courant Institute in 1974, this book served as an introduction to various subjects in nonlinear functional analysis. The current edition is a reprint of these notes, with added bibliographic references. Topological and analytic methods are developed for treating nonlinear ordinary and partial differential equations. The first two chapters of the book introduce the notion of topological degree and develop its basic properties. These properties are used in later chapters in the discussion of bifurcation theory (the possible branching of solutions as parameters vary), including the proof of Rabinowitz global bifurcation theorem. Stability of the branches is also studied. The book concludes with a presentation of some generalized implicit function theorems of Nash-Moser type with applications to Kolmogorov-Arnold-Moser theory and to conjugacy problems. For more than 20 years, this book continues to be an excellent graduate level textbook and a useful supplementary course text. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.
Supersymmetry for Mathematicians: An Introduction
An special feature of the book is the treatment in depth of the theory of spinors in all dimensions and signatures, which is the basis of all developments of supergeometry both in physics and mathematics, especially in quantum field theory and supergravity."--Jacket.
Introduction to PDEs and Waves for the Atmosphere and Ocean
Written by a leading specialist in the area of atmosphere/ocean science (AOS), the book presents an excellent introduction to this important topic. The goals of these lecture notes, based on courses presented by the author at the Courant Institute of Mathematical Sciences, are to introduce mathematicians to the fascinating and important area of atmosphere/ocean science (AOS) and, conversely, to develop a mathematical viewpoint on basic topics in AOS of interest to the disciplinary AOS community, ranging from graduate students to researchers. The lecture notes emphasize the serendipitous connections between applied mathematics and geophysical flows in the style of modern applied mathematics, ...
