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Thomas' Calculus Early Transcendentals (10th Edition, Part I)
by George Brinton Thomas Ross L. Finney Maurice D. Weir Frank R. GiordanoThroughout its illustrious history, Thomas' Calculus has been used to support a variety of courses and teaching methods, from traditional to experimental. This tenth edition is a substantial revision, yet it retains the traditional strengths of the text: sound mathematics, relevant and important applications to the sciences and engineering, and excellent exercises. This flexible and modern text contains all the elements needed to teach the many different kinds of courses that exist today.
Thomas' Calculus Early Transcendentals (11th edition)
by George Brinton Thomas Maurice D. Weir Frank R. Giordano Joel HassThis 11th edition is the most comprehensive revision of Thomas' Calculus. All content in the new edition reinforces thinking among students and encourages them to have a deep understanding of the material. The book teaches the ideas of Calculus to enable students apply them in new and novel ways, first in the exercises but ultimately in their careers.
Thomas' Calculus, Early Transcendentals, Single Variable with Second-Order Differential Equations (Twelfth Edition)
by George B. Thomas Maurice D. Weir Joel HassThis text is designed for the single variable component of a three-semester or four-quarter calculus course (math, engineering, and science majors).
Thomas' Calculus (Thirteenth Edition)
by George B. Thomas Maurice D. Weir Joel HassThomas’ Calculus, Thirteenth Edition, introduces readers to the intrinsic beauty of calculus and the power of its applications. For more than half a century, this text has been revered for its clear and precise explanations, thoughtfully chosen examples, superior figures, and time-tested exercise sets. With this new edition, the exercises were refined, updated, and expanded–always with the goal of developing technical competence while furthering readers’ appreciation of the subject. Co-authors Hass and Weir have made it their passion to improve the text in keeping with the shifts in both the preparation and ambitions of today's learners.
Thomas-Fermi Model for Mesons and Noise Subtraction Techniques in Lattice QCD (Springer Theses)
by Suman BaralThis thesis make significant contributions to both the numerical and analytical aspects of particle physics, reducing the noise associated with matrix calculations in quantum chromodynamics (QCD) and modeling multi-quark mesonic matters that could be used to investigate particles previously unseen in nature. Several methods are developed that can reduce the statistical uncertainty in the extraction of hard-to-detect lattice QCD signals from disconnected diagrams. The most promising technique beats competing methods by 1700 percent, leading to a potential decrease in the computation time of quark loop quantities by an order of magnitude. This not only increases efficiency but also works for QCD matrices with almost-zero eigenvalues, a region where most QCD algorithms break down. This thesis also develops analytical solutions used to investigate exotic particles, specifically the Thomas-Fermi quark model, giving insight into possible new states formed from mesonic matter. The main benefit of this model is that it can work for a large number of quarks which is currently almost impossible with lattice QCD. Patterns of single-quark energies are observed which give the first a priori indication that stable octa-quark and hexadeca-quark versions of the charmed and bottom Z-meson exist.
Thomas Jefferson and his Decimals 1775-1810: Neglected Years in the History of U.S. School Mathematics
by M. A. Ken Clements Nerida F. EllertonThis well-illustrated book, by two established historians of school mathematics, documents Thomas Jefferson's quest, after 1775, to introduce a form of decimal currency to the fledgling United States of America. The book describes a remarkable study showing how the United States' decision to adopt a fully decimalized, carefully conceived national currency ultimately had a profound effect on U. S. school mathematics curricula. The book shows, by analyzing a large set of arithmetic textbooks and an even larger set of handwritten cyphering books, that although most eighteenth- and nineteenth-century authors of arithmetic textbooks included sections on vulgar and decimal fractions, most school students who prepared cyphering books did not study either vulgar or decimal fractions. In other words, author-intended school arithmetic curricula were not matched by teacher-implemented school arithmetic curricula. Amazingly, that state of affairs continued even after the U. S. Mint began minting dollars, cents and dimes in the 1790s. In U. S. schools between 1775 and 1810 it was often the case that Federal money was studied but decimal fractions were not. That gradually changed during the first century of the formal existence of the United States of America. By contrast, Chapter 6 reports a comparative analysis of data showing that in Great Britain only a minority of eighteenth- and nineteenth-century school students studied decimal fractions. Clements and Ellerton argue that Jefferson's success in establishing a system of decimalized Federal money had educationally significant effects on implemented school arithmetic curricula in the United States of America. The lens through which Clements and Ellerton have analyzed their large data sets has been the lag-time theoretical position which they have developed. That theory posits that the time between when an important mathematical "discovery" is made (or a concept is "created") and when that discovery (or concept) becomes an important part of school mathematics is dependent on mathematical, social, political and economic factors. Thus, lag time varies from region to region, and from nation to nation. Clements and Ellerton are the first to identify the years after 1775 as the dawn of a new day in U. S. school mathematics--traditionally, historians have argued that nothing in U. S. school mathematics was worthy of serious study until the 1820s. This book emphasizes the importance of the acceptance of decimal currency so far as school mathematics is concerned. It also draws attention to the consequences for school mathematics of the conscious decision of the U. S. Congress not to proceed with Thomas Jefferson's grand scheme for a system of decimalized weights and measures.
The Thoreau You Don't Know: What the Prophet of Environmentalism Really Meant
by Robert "Sully" SullivanRobert Sullivan, the New York Times bestselling author of Rats and Cross Country, delivers a revolutionary reconsideration of Henry David Thoreau for modern readers of the seminal transcendentalist. Dispelling common notions of Thoreau as a lonely eccentric cloistered at Walden Pond, Sullivan (whom the New York Times Book Review calls “an urban Thoreau”) paints a dynamic picture of Thoreau as the naturalist who founded our American ideal of “the Great Outdoors;” the rugged individual who honed friendships with Ralph Waldo Emerson and other writers; and the political activist who inspired Martin Luther King, Jr., Mahatma Gandhi, and other influential leaders of progressive change. You know Thoreau is one of America’s legendary writers…but the Thoreau you don’t know may be one of America’s greatest heroes.
The Three-Body Problem and the Equations of Dynamics
by Henri Poincaré Bruce D PoppHere is an accurate and readable translation of a seminal article by Henri Poincaré that is a classic in the study of dynamical systems popularly called chaos theory. In an effort to understand the stability of orbits in the solar system, Poincaré applied a Hamiltonian formulation to the equations of planetary motion and studied these differential equations in the limited case of three bodies to arrive at properties of the equations’ solutions, such as orbital resonances and horseshoe orbits. Poincaré wrote for professional mathematicians and astronomers interested in celestial mechanics and differential equations. Contemporary historians of math or science and researchers in dynamical systems and planetary motion with an interest in the origin or history of their field will find his work fascinating.
Threshold: The Crisis of Western Culture
by Thom HartmannFrom the book jacket: As the first decade of the twenty-first century closes amid economic collapse and the seeming ruin of the American Dream, Thom Hartmann's Threshold could not be more relevant. We've reached a moment of cultural reckoning. If we are to make progress toward a more stable future-- not just economically, but culturally and environmentally-- it will require a paradigm shift, an evolution in mainstream thinking.
Through Optimization of Aerospace Vehicle Trajectories by the Pontryagin Maximum Principle (Studies in Systems, Decision and Control #579)
by Alexander S. Filatyev Vyacheslav G. PetukhovThis monograph investigates the trajectory optimization problems of low- and finite-thrust aerospace vehicles and spacecraft using an indirect method based on the Pontryagin maximum principle, providing a methodological basis for the construction of numerical techniques that are superior in versatility and accuracy to direct methods. This book provides a theoretical explanation of the approaches used and also an extensive gallery of the results of practical numerical studies. The problem of boundary value problem convergence has been largely overcome, which has made it possible to practically automate the optimization of trajectories and to achieve a qualitative generalization with a number of fundamentally new results. Examples of practical optimization of branching trajectories of complex dynamics systems with finite and continual sets of branches, in deterministic and stochastic statements, with control constraints and phase constraints of various orders are demonstrated. An emphasis is placed on the consistent application of methods of numerical continuation with respect to a parameter to solve various problems in the flight mechanics of spacecraft with an electric propulsion system (EPS). The problems considered include the optimization of direct interplanetary flights of spacecraft with thrusters having limited power or limited thrust, of interplanetary flights of such spacecraft using gravity assisted maneuvers, of multi-orbit interorbital transfers of spacecraft with limited-thrust EPS. As a result, it was possible to develop a set of numerical continuation methods for solving a wide range of optimization problems for spacecraft trajectories with EPS with improved characteristics in terms of convergence and performance. This monograph also contains a description of many pitfalls in solving a wide range of problems of optimizing the trajectories of aerospace vehicles and recipes for effectively overcoming them.
TI-84 Plus CE Graphing Calculator For Dummies
by Jeff McCallaYou and your trusty TI-84+ can ace math, together Graphing calculators are an essential tool in many high school and college math courses. TI-84 Plus CE Graphing Calculator For Dummies teaches you how to use these handy little machines with confidence, for basic math and far, far beyond. Packed with insider tips, common mistakes to avoid, and updates on the newest products available, this is the must-have reference to get the most out of your graphing calculator. You&’ll learn how to navigate the home screen, menus, and mode settings. And we&’ll teach you how to use your calculator to, uh, do math—starting with basic arithmetic functions and stepping up through matrices, complex numbers, and beyond. You can even learn about probability and how to conduct statistical data analysis with your TI-84+. Get graphing! Grasp the basics of using your TI-84+ graphing calculator Learn how to use shortcut menus to enter fractions, matrices and logarithms (with a change of base!) Figure out how to make charts, scatter plots, and more Get started programming in Python on the new TI-84 Plus CE Python Edition If you have the older TI-84+, look for tips that point out keystroke and functionality differencesThis edition of TI-84 Plus CE Graphing Calculator For Dummies lets you do everything there is to do with the very latest TI-84+ models. Whatever kind of math you&’re doing, you&’ll get some quality screen time in, thanks to Dummies.
Ti-84 Plus Graphing Calculator For Dummies
by Mccall EdwardsGet up-to-speed on the functionality of your TI-84 Plus calculatorCompletely revised to cover the latest updates to the TI-84 Plus calculators, this bestselling guide will help you become the most savvy TI-84 Plus user in the classroom! Exploring the standard device, the updated device with USB plug and upgraded memory (the TI-84 Plus Silver Edition), and the upcoming color screen device, this book provides you with clear, understandable coverage of the TI-84's updated operating system. Details the new apps that are available for download to the calculator via the USB cable Walks you through menus and basic arithmeticAddresses graphing and analyzing functions as well as probability and statistics functionsExplains how to use the calculator for geometryReviews communicating with PCs and other calculatorsTI-84 Plus Graphic Calculator For Dummies, 2nd Edition is the perfect solution for getting comfortable with the new line of TI-84 calculators!
Tidy Finance with Python (Chapman & Hall/CRC The Python Series)
by Stefan Voigt Christoph Frey Christoph Scheuch Patrick WeissThis textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with Python, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using pandas, numpy, and plotnine. Code is provided to prepare common open-source and proprietary financial data sources (CRSP, Compustat, Mergent FISD, TRACE) and organize them in a database. We reuse these data in all the subsequent chapters, which we keep as self-contained as possible. The empirical applications range from key concepts of empirical asset pricing (beta estimation, portfolio sorts, performance analysis, Fama-French factors) to modeling and machine learning applications (fixed effects estimation, clustering standard errors, difference-in-difference estimators, ridge regression, Lasso, Elastic net, random forests, neural networks) and portfolio optimization techniques.Key Features: Self-contained chapters on the most important applications and methodologies in finance, which can easily be used for the reader’s research or as a reference for courses on empirical finance. Each chapter is reproducible in the sense that the reader can replicate every single figure, table, or number by simply copying and pasting the code we provide. A full-fledged introduction to machine learning with scikit-learn based on tidy principles to show how factor selection and option pricing can benefit from Machine Learning methods. We show how to retrieve and prepare the most important datasets financial economics: CRSP and Compustat, including detailed explanations of the most relevant data characteristics. Each chapter provides exercises based on established lectures and classes which are designed to help students to dig deeper. The exercises can be used for self-studying or as a source of inspiration for teaching exercises.
Tidy Finance with R (Chapman & Hall/CRC The R Series)
by Christoph Scheuch Stefan Voigt Patrick WeissThis textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with R, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using the tidyverse family of R packages. We then provide the code to prepare common open source and proprietary financial data sources (CRSP, Compustat, Mergent FISD, TRACE) and organize them in a database. We reuse these data in all the subsequent chapters, which we keep as self-contained as possible. The empirical applications range from key concepts of empirical asset pricing (beta estimation, portfolio sorts, performance analysis, Fama-French factors) to modeling and machine learning applications (fixed effects estimation, clustering standard errors, difference-in-difference estimators, ridge regression, Lasso, Elastic net, random forests, neural networks) and portfolio optimization techniques. Highlights 1. Self-contained chapters on the most important applications and methodologies in finance, which can easily be used for the reader’s research or as a reference for courses on empirical finance. 2. Each chapter is reproducible in the sense that the reader can replicate every single figure, table, or number by simply copy-pasting the code we provide. 3. A full-fledged introduction to machine learning with tidymodels based on tidy principles to show how factor selection and option pricing can benefit from Machine Learning methods. 4. Chapter 2 on accessing and managing financial data shows how to retrieve and prepare the most important datasets in the field of financial economics: CRSP and Compustat. The chapter also contains detailed explanations of the most relevant data characteristics. 5. Each chapter provides exercises that are based on established lectures and exercise classes and which are designed to help students to dig deeper. The exercises can be used for self-studying or as a source of inspiration for teaching exercises.
Tidy Modeling with R: A Framework for Modeling in the Tidyverse
by Max Kuhn Julia SilgeGet going with tidymodels, a collection of R packages for modeling and machine learning. Whether you're just starting out or have years of experience with modeling, this practical introduction shows data analysts, business analysts, and data scientists how the tidymodels framework offers a consistent, flexible approach for your work.RStudio engineers Max Kuhn and Julia Silge demonstrate ways to create models by focusing on an R dialect called the tidyverse. Software that adopts tidyverse principles shares both a high-level design philosophy and low-level grammar and data structures, so learning one piece of the ecosystem makes it easier to learn the next. You'll understand why the tidymodels framework has been built to be used by a broad range of people.With this book, you will:Learn the steps necessary to build a model from beginning to endUnderstand how to use different modeling and feature engineering approaches fluentlyExamine the options for avoiding common pitfalls of modeling, such as overfittingLearn practical methods to prepare your data for modelingTune models for optimal performanceUse good statistical practices to compare, evaluate, and choose among models
TILDA: Paving the Way for Future Accurate CFD - Results of the H2020 Research Project TILDA, Funded by the European Union, 2015 -2018 (Notes on Numerical Fluid Mechanics and Multidisciplinary Design #148)
by Charles Hirsch Koen Hillewaert Ralf Hartmann Vincent Couaillier Jean-Francois Boussuge Frederic Chalot Sergey Bosniakov Werner HaaseThis book offers detailed insights into new methods for high-fidelity CFD, and their industrially relevant applications in aeronautics. It reports on the H2020 TILDA project, funded by the European Union in 2015-2018. The respective chapters demonstrate the potential of high-order methods for enabling more accurate predictions of non-linear, unsteady flows, ensuring enhanced reliability in CFD predictions. The book highlights industrially relevant findings and representative test cases on the development of high-order methods for unsteady turbulence simulations on unstructured grids; on the development of the LES/DNS methodology by means of multilevel, adaptive, fractal and similar approaches for applications on unstructured grids; and on leveraging existent large-scale HPC networks to facilitate the industrial applications of LES/DNS in daily practice. Furthermore, the book discusses multidisciplinary applications of high-order methods in the area of aero-acoustics. All in all, it offers timely insights into the application and performance of high-order methods for CFD, and an extensive reference guide for researchers, graduate students, and industrial engineers whose work involves CFD and turbulence modeling.
Time (Math Counts: Updated Editions #6)
by Henry PluckroseAn introduction to capacity for the youngest readers!Math Counts series introduces young readers (grades K-3) to early math concepts. Real-world examples and corresponding photos make math concepts easy to grasp.Time is a measure of the hours, days, months, and years we live through.
Time and Fractals: Perspectives in Economics, Entrepreneurship, and Management (Contributions to Management Science)
by Nezameddin FaghihThis edited volume discusses time and fractal phenomena in economics, entrepreneurship, and management. Chapters embrace a wide spectrum of topics, such as time series analysis of entrepreneurial orientation, theoretical research on the effectiveness of time management in dynamics of employee-organization relationship, the degradation of goals over time and how ambiguity and managerial cognition shape distributions of project time and cost, and fractal characteristics in energy markets and organizations. Revealing emerging aspects of time and fractals across disciplines, this volume demonstrates their significance in advancing economics, entrepreneurship, and management research. As such, this text will be useful for academics, researchers, management professionals and policy makers.
Time and Money: How Long and How Much Money is Needed to Regulate a Viable Economy
by Jean-Pierre AubinThis authored monograph presents an unconventional approach to an important topic in economic theory. The author is an expert in the field of viability theory and applies this theory to analyze how an economy should be dynamically endowed so that it is economically viable. Economic viability requires an assumption on the joint evolution of transactions, fluctuations of prices and units of numeraire goods: the sum of the "transactions values" and the "impact of price fluctuations" should be negative or equal to zero. The book presents a computation of the minimum endowment which restores economic viability and derives the dynamic laws that regulate both transactions and price fluctuations. The target audience primarily comprises open-minded and mathematically interested economists but the book may also be beneficial for graduate students.
Time and the Generations: Population Ethics for a Diminishing Planet (Kenneth J. Arrow Lecture Series)
by Partha DasguptaHow should we evaluate the ethics of procreation, especially the environmental consequences of reproductive decisions on future generations, in a resource-constrained world? While demographers, moral philosophers, and environmental scientists have separately discussed the implications of population size for sustainability, no one has attempted to synthesize the concerns and values of these approaches. The culmination of a half century of engagement with population ethics, Partha Dasgupta’s masterful Time and the Generations blends economics, philosophy, and ecology to offer an original lens on the difficult topic of optimum global population.After offering careful attention to global inequality and the imbalance of power between men and women, Dasgupta provides tentative answers to two fundamental questions: What level of economic activity can our planet support over the long run, and what does the answer say about optimum population numbers? He develops a population ethics that can be used to evaluate our choices and guide our sense of a sustainable global population and living standards. Structured around a central essay from Dasgupta, the book also features a foreword from Robert Solow; correspondence with Kenneth Arrow; incisive commentaries from Joseph Stiglitz, Eric Maskin, and Scott Barrett; an extended response by the author to them; and a joint paper with Aisha Dasgupta on inequalities in reproductive decisions and the idea of reproductive rights. Taken together, Time and the Generations represents a fascinating dialogue between world-renowned economists on a central issue of our time.
Time Delay ODE/PDE Models: Applications in Biomedical Science and Engineering
by W.E. SchiesserTime delayed (lagged) variables are an inherent feature of biological/physiological systems. For example, infection from a disease may at first be asymptomatic, and only after a delay is the infection apparent so that treatment can begin.Thus, to adequately describe physiological systems, time delays are frequently required and must be included in the equations of mathematical models. The intent of this book is to present a methodology for the formulation and computer implementation of mathematical models based on time delay ordinary differential equations (DODEs) and partial differential equations (DPDEs). The DODE/DPDE methodology is presented through a series of example applications, particularly in biomedical science and engineering (BMSE). The computer-based implementation of the example models is explained with routines coded (programmed) in R, a quality, open-source scientific computing system that is readily available from the Internet. Formal mathematics isminimized, e.g., no theorems and proofs. Rather, the presentation is through detailed examples that the reader/researcher/analyst can execute on modest computers. The DPDE analysis is based on the method of lines (MOL), an established general algorithm for PDEs, implemented with finite differences. The example applications can first be executed to confirm the reported solutions, then extended by variation of the parameters and the equation terms, and even the forumulation and use of alternative DODE/DPDE models. • Introduces time delay ordinary and partial differential equations (DODE/DPDEs) and their numerical computer-based integration (solution) • Illustrates the computer implementation of DODE/DPDE models with coding (programming) in R, a quality, open-source scientific programming system readily available from the Internet • Applies DODE/DPDE models to biological/physiological systems through a series of examples • Provides the R routines for all of the illustrative applications through a download link • Facilitates the use of the models with reasonable time and effort on modest computers
Time-Delayed Linear Quadratic Optimal Control Problems (SpringerBriefs on PDEs and Data Science)
by Weijun Meng Jingtao Shi Jiongmin YongThis book characterizes the open-loop and closed-loop solvability for time-delayed linear quadratic optimal control problems. Different from the existing literature, in the current book, we present a theory of deterministic LQ problems with delays which has several new features: Our system is time-varying, with both the state equation and cost functional being allowed to include discrete and distributed delays, both in the state and the control. We take different approaches to discuss the unboundedness of the control operator. The open-loop solvability of the lifted problem is characterized by the solvability of a system of forward-backward integral evolution equations and the convexity condition of the cost functional. Surprisingly, the adjoint equations involve some coupled partial differential equations, which is significantly different from that in the literature, where, the adjoint equations are all some anticipated backward ordinary differential equations. The closed-loop solvability is characterized by the solvability of three equivalent integral operator-valued Riccati equations and two equivalent backward integral evolution equations which are much easier to handle than the differential operator-valued Riccati equations used in the literature to study similar problems. The closed-loop representation of open-loop optimal control is presented through three equivalent integral operator-valued Riccati equations.
Time Dependent Phase Space Filters: A Stable Absorbing Boundary Condition (SpringerBriefs on PDEs and Data Science)
by Avy Soffer Chris Stucchio Minh-Binh TranThis book introduces an interesting and alternative way to design absorbing boundary conditions (ABCs) for quantum wave equations, basically the nonlinear Schrödinger equation. The focus of this book is the application of the phase space filter approach to derive accurate radiation conditions for Schrödinger equations.Researchers who are interested in partial differential equations and mathematical physics might find this book appealing.
Time-Dependent Problems and Difference Methods
by Joseph Oliger Bertil Gustafsson Heinz-Otto KreissPraise for the First Edition". . . fills a considerable gap in the numerical analysis literature by providing a self-contained treatment . . . this is an important work written in a clear style . . . warmly recommended to any graduate student or researcher in the field of the numerical solution of partial differential equations."--SIAM ReviewTime-Dependent Problems and Difference Methods, Second Edition continues to provide guidance for the analysis of difference methods for computing approximate solutions to partial differential equations for time-dependent problems. The book treats differential equations and difference methods with a parallel development, thus achieving a more useful analysis of numerical methods.The Second Edition presents hyperbolic equations in great detail as well as new coverage on second-order systems of wave equations including acoustic waves, elastic waves, and Einstein equations. Compared to first-order hyperbolic systems, initial-boundary value problems for such systems contain new properties that must be taken into account when analyzing stability. Featuring the latest material in partial differential equations with new theorems, examples, and illustrations,Time-Dependent Problems and Difference Methods, Second Edition also includes:High order methods on staggered gridsExtended treatment of Summation By Parts operators and their application to second-order derivativesSimplified presentation of certain parts and proofsTime-Dependent Problems and Difference Methods, Second Edition is an ideal reference for physical scientists, engineers, numerical analysts, and mathematical modelers who use numerical experiments to test designs and to predict and investigate physical phenomena. The book is also excellent for graduate-level courses in applied mathematics and scientific computations.
Time-dependent Problems in Imaging and Parameter Identification
by Thomas Schuster Barbara Kaltenbacher Anne WaldInverse problems such as imaging or parameter identification deal with the recovery of unknown quantities from indirect observations, connected via a model describing the underlying context. While traditionally inverse problems are formulated and investigated in a static setting, we observe a significant increase of interest in time-dependence in a growing number of important applications over the last few years. Here, time-dependence affects a) the unknown function to be recovered and / or b) the observed data and / or c) the underlying process. Challenging applications in the field of imaging and parameter identification are techniques such as photoacoustic tomography, elastography, dynamic computerized or emission tomography, dynamic magnetic resonance imaging, super-resolution in image sequences and videos, health monitoring of elastic structures, optical flow problems or magnetic particle imaging to name only a few. Such problems demand for innovation concerning their mathematical description and analysis as well as computational approaches for their solution.