This book is first of all designed as a text for the course usually called "theory of functions of a real variable". This course is at present cus tomarily offered as a first or second year graduate course in United States universities, although there are signs that this sort of analysis will soon penetrate upper division undergraduate curricula. We have included every topic that we think essential for the training of analysts, and we have also gone down a number of interesting bypaths. We hope too that the book will be useful as a reference for mature mathematicians and other scientific workers. Hence we have presented very general and complete versions of a number of important theorems and constructions. Since these sophisticated versions may be difficult for the beginner, we have given elementary avatars of all important theorems, with appro priate suggestions for skipping. We have given complete definitions, ex planations, and proofs throughout, so that the book should be usable for individual study as well as for a course text. Prerequisites for reading the book are the following. The reader is assumed to know elementary analysis as the subject is set forth, for example, in ToM M. APOSTOL's Mathematical Analysis [Addison-Wesley Publ. Co., Reading, Mass., 1957], orWALTERRUDIN's Principles of Mathe matical Analysis [2nd Ed., McGraw-Hill Book Co., New York, 1964].
The last decade witnessed an increasing interest of mathematicians in prob lems originated in mathematical physics. As a result of this effort, the scope of traditional mathematical physics changed considerably. New problems es pecially those connected with quantum physics make use of new ideas and methods. Together with classical and functional analysis, methods from dif ferential geometry and Lie algebras, the theory of group representation, and even topology and algebraic geometry became efficient tools of mathematical physics. On the other hand, the problems tackled in mathematical physics helped to formulate new, purely mathematical, theorems. This important development must obviously influence the contemporary mathematical literature, especially the review articles and monographs. A considerable number of books and articles appeared, reflecting to some extend this trend. In our view, however, an adequate language and appropriate methodology has not been developed yet. Nowadays, the current literature includes either mathematical monographs occasionally using physical terms, or books on theoretical physics focused on the mathematical apparatus. We hold the opinion that the traditional mathematical language of lem mas and theorems is not appropriate for the contemporary writing on mathe matical physics. In such literature, in contrast to the standard approaches of theoretical physics, the mathematical ideology must be utmost emphasized and the reference to physical ideas must be supported by appropriate mathe matical statements. Of special importance are the results and methods that have been developed in this way for the first time.
The primary objective of the course presented here is orientation for those interested in applying mathematics, but the course should also be of value or in using math to those interested in mathematical research and teaching ematics in some other professional context. The course should be suitable for college seniors and graduate students, as well as for college juniors who have had mathematics beyond the basic calculus sequence. Maturity is more significant than any formal prerequisite. The presentation involves a number of topics that are significant for applied mathematics but that normally do not appear in the curriculum or are depicted from an entirely different point of view. These topics include engineering simulations, the experience patterns of the exact sciences, the conceptual nature of pure mathematics and its relation to applied mathe matics, the historical development of mathematics, the associated conceptual aspects of the exact sciences, and the metaphysical implications of mathe matical scientific theories. We will associate topics in mathematics with areas of application. This presentation corresponds to a certain logical structure. But there is an enormous wealth of intellectual development available, and this permits considerable flexibility for the instructor in curricula and emphasis. The prime objective is to encourage the student to contact and utilize this rich heritage. Thus, the student's activity is critical, and it is also critical that this activity be precisely formulated and communicated.
The book reviews a large number of 1- and 2-dimensional equations that describe nonlinear phenomena in various areas of modern theoretical and mathematical physics. It is meant, above all, for physicists who specialize in the field theory and physics of elementary particles and plasma, for mathe maticians dealing with nonlinear differential equations, differential geometry, and algebra, and the theory of Lie algebras and groups and their representa tions, and for students and post-graduates in these fields. We hope that the book will be useful also for experts in hydrodynamics, solid-state physics, nonlinear optics electrophysics, biophysics and physics of the Earth. The first two chapters of the book present some results from the repre sentation theory of Lie groups and Lie algebras and their counterpart on supermanifolds in a form convenient in what follows. They are addressed to those who are interested in integrable systems but have a scanty vocabulary in the language of representation theory. The experts may refer to the first two chapters only occasionally. As we wanted to give the reader an opportunity not only to come to grips with the problem on the ideological level but also to integrate her or his own concrete nonlinear equations without reference to the literature, we had to expose in a self-contained way the appropriate parts of the representation theory from a particular point of view.
This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fine subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.
The reader who is somewhat acquainted with the field of compressible fluid flow hears much about Stefan Bergman's method of integral operators. It took many years for him to develop this method which is based primarily on the theory of analytic functions and particularly on the theory of)functions of two complex variables. The method, as a whole, is scattered throughout many papers in mathematical journals, and as a matter of fact, in its present state, is accessible only to those who are fully acquainted with mathematical literature. In one of their papers, Professors R. von Mises and M. Schiffer greatly simplified the method in the subsonic casco The purpose of the present work is to represent the method in all its variations in such a way that a theoretical engineer or an applied aerodynamicist can use it in practical applications. A professional mathematician will find the discussion too elementary for him. The parts of Bergman's presentation which are most interesting mathe matically-the proofs-are mostly omitted in the present work. The emphasis was put upon the simplified representation of the final results and formulas, rather than upon the derivation of those formulas. In the preliminary remarks the author discusses various types of singularities in a very elementary way. The first two parts of the work deal with the subsonic case. In these sections the author followed mostly the paper of von Mises and Schiffer.
Kosaku Yosida, born on February 7, 1909, was brought up in Tokyo. Having majored in Mathematics at University of Tokyo, he was appointed to Assistant at Osaka University in 1933 and promoted to Associate Professor in 1934. He re ceived the title of Doctor of Science from Osaka University in 1939. In 1942 he was appointed to Professor at Nagoya University, where he worked very hard with his colleagues to promote and expand the newly established Department of Mathe matics. He was appointed to Professor at Osaka University in 1953 and then to Professor at University of Tokyo in 1955. After retiring from University of Tokyo in 1969, he was appointed to Professor at Kyoto University, where he also acted as Director of the Research Institute for Mathematical Sciences. He retired from Kyoto University in 1972 and worked as Professor at Gakushuin University until 1979. Yosida acted as President of the Mathematical Society of Japan, as Member of the Science Council of Japan, and as Member of the Executive Committee of the International Mathematical Union. In 1967 he received the Japan Academy Prize and the Imperial Prize for his famous work on the theory of semigroups and its applications. In 1971 he was elected Member of the Japan Academy. Yosida went abroad many times to give series of lectures at mathematical in stitutions and to deliver invited lectures at international mathematical symposia.
Categorical methods of speaking and thinking are becoming more and more widespread in mathematics because they achieve a unifi cation of parts of different mathematical fields, frequently they bring simplifications and provide the impetus for new developments. The purpose of this book is to introduce the reader to the central part of category theory and to make the literature accessible to the reader who wishes to go farther. In preparing the English version, I have used the opportunity to revise and enlarge the text of the original German edition. Only the most elementary concepts from set theory and algebra are assumed as prerequisites. However, the reader is expected to be mathe to follow an abstract axiomatic approach. matically sophisticated enough The vastness of the material requires that the presentation be concise, and careful cooperation and some patience is necessary on the part of the reader. Definitions alway precede the examples that illuminate them, and it is assumed that the reader is familiar with some of the algebraic and topological examples (he should not let the other ones confuse him). It is also hoped that he will be able to explain the con cepts to himself and that he will recognize the motivation.
A knowledge of linear systems provides a firm foundation for the study of optimal control theory and many areas of system theory and signal processing. State-space techniques developed since the early sixties have been proved to be very effective. The main objective of this book is to present a brief and somewhat complete investigation on the theory of linear systems, with emphasis on these techniques, in both continuous-time and discrete-time settings, and to demonstrate an application to the study of elementary (linear and nonlinear) optimal control theory. An essential feature of the state-space approach is that both time-varying and time-invariant systems are treated systematically. When time-varying systems are considered, another important subject that depends very much on the state-space formulation is perhaps real-time filtering, prediction, and smoothing via the Kalman filter. This subject is treated in our monograph entitled "Kalman Filtering with Real-Time Applications" published in this Springer Series in Information Sciences (Volume 17). For time-invariant systems, the recent frequency domain approaches using the techniques of Adamjan, Arov, and Krein (also known as AAK), balanced realization, and oo H theory via Nevanlinna-Pick interpolation seem very promising, and this will be studied in our forthcoming monograph entitled "Mathematical Ap proach to Signal Processing and System Theory". The present elementary treatise on linear system theory should provide enough engineering and mathe of these two subjects.