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Introduction To The Calculus of Variations And Its Applications, Second Edition

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Introduction To The Calculus of Variations And Its Applications, Second Edition by Frederic Wan Book Summary:

This comprehensive text provides all information necessary for an introductory course on the calculus of variations and optimal control theory. Following a thorough discussion of the basic problem, including sufficient conditions for optimality, the theory and techniques are extended to problems with a free end point, a free boundary, auxiliary and inequality constraints, leading to a study of optimal control theory.

Introduction to Stochastic Calculus with Applications

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Introduction to Stochastic Calculus with Applications by Fima C. Klebaner Book Summary:

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.

Multivariable Calculus and Mathematica®

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Multivariable Calculus and Mathematica® by Kevin R. Coombes,Ronald Lipsman,Jonathan Rosenberg Book Summary:

Aiming to "modernise" the course through the integration of Mathematica, this publication introduces students to its multivariable uses, instructs them on its use as a tool in simplifying calculations, and presents introductions to geometry, mathematical physics, and kinematics. The authors make it clear that Mathematica is not algorithms, but at the same time, they clearly see the ways in which Mathematica can make things cleaner, clearer and simpler. The sets of problems give students an opportunity to practice their newly learned skills, covering simple calculations, simple plots, a review of one-variable calculus using Mathematica for symbolic differentiation, integration and numerical integration, and also cover the practice of incorporating text and headings into a Mathematica notebook. The accompanying diskette contains both Mathematica 2.2 and 3.0 version notebooks, as well as sample examination problems for students, which can be used with any standard multivariable calculus textbook. It is assumed that students will also have access to an introductory primer for Mathematica.

Brownian Motion and Stochastic Calculus

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Brownian Motion and Stochastic Calculus by Ioannis Karatzas,Steven Shreve Book Summary:

A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises.

Ellipsoidal Calculus for Estimation and Control

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Ellipsoidal Calculus for Estimation and Control by A. B. Kurzhanskiĭ,István Vályi Book Summary:

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Boolean Calculus of Differences

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Boolean Calculus of Differences by A. Thayse Book Summary:

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Calculus [Pdf/ePub] eBook

Calculus by Morris Kline Book Summary:

Application-oriented introduction relates the subject as closely as possible to science with explorations of the derivative; differentiation and integration of the powers of x; theorems on differentiation, antidifferentiation; the chain rule; trigonometric functions; more. Examples. 1967 edition.

Elementary Stochastic Calculus with Finance in View

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Elementary Stochastic Calculus with Finance in View by Thomas Mikosch Book Summary:

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory. This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black -- Scholes option pricing formula is derived. The book can serve as a text for a course on stochastic calculus for non-mathematicians or as elementary reading material for anyone who wants to learn about Ito calculus and/or stochastic finance.

Applications of Calculus

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Applications of Calculus by Clark T. Benson Book Summary:

This book explains how calculus can be used to explain and analyze many diverse phenomena.

Calculus Mysteries and Thrillers

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Calculus Mysteries and Thrillers by R. Grant Woods Book Summary:

The author presents eleven mathematic problems and their solutions in story form for the reader. The calculus concepts on which the problems are based include; tangent and normal lines, optimization by use of criticla points, inverse trig functions, volumes of solids, surface area integrals, and modeling economic concepts using definite integrals"--Back cover.

Essential Calculus with Applications

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Essential Calculus with Applications by Richard A. Silverman Book Summary:

Rigorous but accessible text introduces undergraduate-level students to necessary background math, then clear coverage of differential calculus, differentiation as a tool, integral calculus, integration as a tool, and functions of several variables. Numerous problems and a supplementary section of "Hints and Answers." 1977 edition.

Multivariate Calculus and Geometry

Calculus [Pdf/ePub] eBook

Multivariate Calculus and Geometry by Sean Dineen Book Summary:

This book provides the higher-level reader with a comprehensive review of all important aspects of Differential Calculus, Integral Calculus and Geometric Calculus of several variables The revised edition, which includes additional exercises and expanded solutions, and gives a solid description of the basic concepts via simple familiar examples which are then tested in technically demanding situations. Readers will gain a deep understanding of the uses and limitations of multivariate calculus.

Vector Calculus

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Vector Calculus by Paul C. Matthews Book Summary:

Vector calculus is the fundamental language of mathematical physics. It pro vides a way to describe physical quantities in three-dimensional space and the way in which these quantities vary. Many topics in the physical sciences can be analysed mathematically using the techniques of vector calculus. These top ics include fluid dynamics, solid mechanics and electromagnetism, all of which involve a description of vector and scalar quantities in three dimensions. This book assumes no previous knowledge of vectors. However, it is assumed that the reader has a knowledge of basic calculus, including differentiation, integration and partial differentiation. Some knowledge of linear algebra is also required, particularly the concepts of matrices and determinants. The book is designed to be self-contained, so that it is suitable for a pro gramme of individual study. Each of the eight chapters introduces a new topic, and to facilitate understanding of the material, frequent reference is made to physical applications. The physical nature of the subject is clarified with over sixty diagrams, which provide an important aid to the comprehension of the new concepts. Following the introduction of each new topic, worked examples are provided. It is essential that these are studied carefully, so that a full un derstanding is developed before moving ahead. Like much of mathematics, each section of the book is built on the foundations laid in the earlier sections and chapters.

Calculus I

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Calculus I by Jerrold Marsden,A. Weinstein Book Summary:

The goal of this text is to help students learn to use calculus intelligently for solving a wide variety of mathematical and physical problems. This book is an outgrowth of our teaching of calculus at Berkeley, and the present edition incorporates many improvements based on our use of the first edition. We list below some of the key features of the book. Examples and Exercises The exercise sets have been carefully constructed to be of maximum use to the students. With few exceptions we adhere to the following policies. • The section exercises are graded into three consecutive groups: (a) The first exercises are routine, modelled almost exactly on the exam ples; these are intended to give students confidence. (b) Next come exercises that are still based directly on the examples and text but which may have variations of wording or which combine different ideas; these are intended to train students to think for themselves. (c) The last exercises in each set are difficult. These are marked with a star (*) and some will challenge even the best students. Difficult does not necessarily mean theoretical; often a starred problem is an interesting application that requires insight into what calculus is really about. • The exercises come in groups of two and often four similar ones.

Calculus For Iit-Jee

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Calculus For Iit-Jee by Sannu Rahi Book Summary:

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Integral Calculus and Applications

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Integral Calculus and Applications by Anthony Nicolaides Book Summary:

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Advanced Calculus

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Advanced Calculus by James J. Callahan Book Summary:

With a fresh geometric approach that incorporates more than 250 illustrations, this textbook sets itself apart from all others in advanced calculus. Besides the classical capstones--the change of variables formula, implicit and inverse function theorems, the integral theorems of Gauss and Stokes--the text treats other important topics in differential analysis, such as Morse's lemma and the Poincaré lemma. The ideas behind most topics can be understood with just two or three variables. The book incorporates modern computational tools to give visualization real power. Using 2D and 3D graphics, the book offers new insights into fundamental elements of the calculus of differentiable maps. The geometric theme continues with an analysis of the physical meaning of the divergence and the curl at a level of detail not found in other advanced calculus books. This is a textbook for undergraduates and graduate students in mathematics, the physical sciences, and economics. Prerequisites are an introduction to linear algebra and multivariable calculus. There is enough material for a year-long course on advanced calculus and for a variety of semester courses--including topics in geometry. The measured pace of the book, with its extensive examples and illustrations, make it especially suitable for independent study.

Learning Basic Calculus

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Learning Basic Calculus by Alexander Hahn Book Summary:

This introductory calculus text was developed by the author through his teaching of an honors calculus course at Notre Dame. The book develops calculus, as well as the necessary trigonometry and analytic geometry, from witin the relevant historical context, and yet it is not a textbook in the history of mathematics as such. The notation is modern, and the material is selected to cover the basics of the subject. Special emphasis is placed on pedagogy throughout. Whhile emphasizing the broad applications of the subject, emphasis is placed on the mathematical content of the subject.

From the Calculus to Set Theory, 1630-1910

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From the Calculus to Set Theory, 1630-1910 by I. Grattan-Guinness,H. J. M. Bos Book Summary:

Waterglass is wishful thinking. The word won't be found in the dictionary, nor will you come across the thing itself in any shop of curios. But there it rests, nonetheless, as an imagined possibility, among and between the lines of Jeffery Donaldson's second collection of verse.

Functional Fractional Calculus for System Identification and Controls

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Functional Fractional Calculus for System Identification and Controls by Shantanu Das Book Summary:

In this book, not only are mathematical abstractions discussed in a lucid manner, but also several practical applications are given particularly for system identification, description and then efficient controls. The reader gets a feeling of the wide applicability of fractional calculus in the field of science and engineering. With this book, a starter can understand the concepts of this emerging field with a minimal effort and basic mathematics.


Calculus [Pdf/ePub] eBook

Calculus by Dennis G. Zill,Warren S. Wright Book Summary:

Appropriate for the third semester in the college calculus sequence, the Fourth Edition of Multivariable Calculus maintains the student-friendly writing style and robust exercises and problem sets that Dennis Zill is famous for. Ideal as a follow-up companion to Zill's first volume, or as a stand-alone text, this exceptional revision presents the topics typically covered in the traditional third course, including Vector-Valued Functions, Differential Calculus of Functions of Several Variables, Integral Calculus of Functions of Several Variables, Vector Integral Calculus, and an Introduction to Differential Equations.


Calculus [Pdf/ePub] eBook

Calculus by Michael Comenetz Book Summary:

This book provides a full and clear account of the essentials of calculus, presented in an engaging style that is both readable and mathematically precise. Concepts and central ideas are emphasized throughout. Physical examples and interpretations play a leading role, and alternative approaches to fundamental ways of thinking help the student develop the intuitive understanding so important in science and engineering. Many questions and problems, with detailed solutions, encourage active reading and independent thought. Usable either as a basic classroom text or as a supplement that will give the reader a grasp of calculus as a whole, the book is also ideally suited for self-study.

Language as Calculus vs. Language as Universal Medium

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Language as Calculus vs. Language as Universal Medium by Maren Kusch Book Summary:

I first became interested in Husserl and Heidegger as long ago as 1980, when as an undergraduate at the Freie Universitat Berlin I studied the books by Professor Ernst Tugendhat. Tugendhat's at tempt to bring together analytical and continental philosophy has never ceased to fascinate me, and even though in more recent years other influences have perhaps been stronger, I should like to look upon the present study as still being indebted to Tugendhat's initial incentive. It was my good fortune that for personal reasons I had to con tinue my academic training from 1981 onwards in Finland. Even though Finland is a stronghold of analytical philosophy, it also has a tradition of combining continental and Anglosaxon philosophical thought. Since I had already admired this line of work in Tugendhat, it is hardly surprising that once in Finland I soon became impressed by Professor Jaakko Hintikka's studies on Husserl and intentionality, and by Professor Georg Henrik von Wright's analytical hermeneu tics. While the latter influence has-at least in part-led to a book on the history of hermeneutics, the former influence has led to the present work. My indebtedness to Professor Hintikka is enormous. Not only is the research reported here based on his suggestions, but Hintikka has also commented extensively on different versions of the manuscript, helped me to make important contacts, found a publisher for me, and-last but not least-was a never failing source of encouragement.

Differential and Integral Calculus

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Differential and Integral Calculus by Richard Courant Book Summary:

The classic introduction to the fundamentals of calculus Richard Courant's classic text Differential and Integral Calculus is an essential text for those preparing for a career in physics or applied math. Volume 1 introduces the foundational concepts of "function" and "limit", and offers detailed explanations that illustrate the "why" as well as the "how". Comprehensive coverage of the basics of integrals and differentials includes their applications as well as clearly-defined techniques and essential theorems. Multiple appendices provide supplementary explanation and author notes, as well as solutions and hints for all in-text problems.


Calculus [Pdf/ePub] eBook

Calculus by R. A. Rosenbaum,G. P. Johnson Book Summary:

Here is a textbook of intuitive calculus. The material is presented in a concrete setting with many examples and problems chosen from the social, physical, behavioural and life sciences. Chapters include core material and more advanced optional sections. The book begins with a review of algebra and graphing.

Advances in Fractional Calculus

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Advances in Fractional Calculus by J. Sabatier,O. P. Agrawal,J. A. Tenreiro Machado Book Summary:

In the last two decades, fractional (or non integer) differentiation has played a very important role in various fields such as mechanics, electricity, chemistry, biology, economics, control theory and signal and image processing. For example, in the last three fields, some important considerations such as modelling, curve fitting, filtering, pattern recognition, edge detection, identification, stability, controllability, observability and robustness are now linked to long-range dependence phenomena. Similar progress has been made in other fields listed here. The scope of the book is thus to present the state of the art in the study of fractional systems and the application of fractional differentiation. As this volume covers recent applications of fractional calculus, it will be of interest to engineers, scientists, and applied mathematicians.

The Historical Development of the Calculus

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The Historical Development of the Calculus by C.H.Jr. Edwards Book Summary:

The calculus has served for three centuries as the principal quantitative language of Western science. In the course of its genesis and evolution some of the most fundamental problems of mathematics were first con fronted and, through the persistent labors of successive generations, finally resolved. Therefore, the historical development of the calculus holds a special interest for anyone who appreciates the value of a historical perspective in teaching, learning, and enjoying mathematics and its ap plications. My goal in writing this book was to present an account of this development that is accessible, not solely to students of the history of mathematics, but to the wider mathematical community for which my exposition is more specifically intended, including those who study, teach, and use calculus. The scope of this account can be delineated partly by comparison with previous works in the same general area. M. E. Baron's The Origins of the Infinitesimal Calculus (1969) provides an informative and reliable treat ment of the precalculus period up to, but not including (in any detail), the time of Newton and Leibniz, just when the interest and pace of the story begin to quicken and intensify. C. B. Boyer's well-known book (1949, 1959 reprint) met well the goals its author set for it, but it was more ap propriately titled in its original edition-The Concepts of the Calculus than in its reprinting.

Calculus with Analytic Geometry

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Calculus with Analytic Geometry by Earl William Swokowski Book Summary:

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Calculus [Pdf/ePub] eBook

Calculus by Gudmund R. Iversen Book Summary:

This book offers an overview of the central ideas in calculus and gives examples of how calculus is used to translate many real-world phenomena into mathematical functions. Beginning with an explanation of the two major parts of calculus - differentiation and integration - Gudmund R Iversen illustrates how calculus is used in statistics: to distinguish between the mean and the median; to derive the least squares formulas for regression co-efficients; to find values of parameters from theoretical distributions; and to find a statistical p-value when using one of the continuous test variables such as the t-variable.

Workshop Calculus

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Workshop Calculus by Nancy Baxter Hastings,P. Laws Book Summary:

Based on the Workshop Mathematics approach which focuses on interactive learning -- learning by doing -- this volume covers topics in calculus while reviewing precalculus concepts. The reader is encouraged to make observations and connections while exploring data and experimenting through the graphing calculator.


Calculus [Pdf/ePub] eBook

Calculus by Michael Spivak Book Summary:

Spivak's celebrated Calculus is ideal for mathematics majors seeking an alternative to doorstop textbooks and formidable introductions to real analysis.


Calculus [Pdf/ePub] eBook

Calculus by Brian E. Blank,Steven George Krantz Book Summary:

Calculus is one of the milestones of human thought, and has become essential to a broader cross-section of the population in recent years. This two-volume work focuses on today's best practices in calculus teaching, and is written in a clear, crisp style.

The Calculus of Variations and Optimal Control

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The Calculus of Variations and Optimal Control by George Leitmann Book Summary:

When the Tyrian princess Dido landed on the North African shore of the Mediterranean sea she was welcomed by a local chieftain. He offered her all the land that she could enclose between the shoreline and a rope of knotted cowhide. While the legend does not tell us, we may assume that Princess Dido arrived at the correct solution by stretching the rope into the shape of a circular arc and thereby maximized the area of the land upon which she was to found Carthage. This story of the founding of Carthage is apocryphal. Nonetheless it is probably the first account of a problem of the kind that inspired an entire mathematical discipline, the calculus of variations and its extensions such as the theory of optimal control. This book is intended to present an introductory treatment of the calculus of variations in Part I and of optimal control theory in Part II. The discussion in Part I is restricted to the simplest problem of the calculus of variations. The topic is entirely classical; all of the basic theory had been developed before the turn of the century. Consequently the material comes from many sources; however, those most useful to me have been the books of Oskar Bolza and of George M. Ewing. Part II is devoted to the elementary aspects of the modern extension of the calculus of variations, the theory of optimal control of dynamical systems.

The Calculus

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The Calculus by Otto Toeplitz Book Summary:

When first published posthumously in 1963, this bookpresented a radically different approach to the teaching of calculus. In sharp contrast to the methods of his time, Otto Toeplitz did not teach calculus as a static system of techniques and facts to be memorized. Instead, he drew on his knowledge of the history of mathematics and presented calculus as an organic evolution of ideas beginning with the discoveries of Greek scholars, such as Archimedes, Pythagoras, and Euclid, and developing through the centuries in the work of Kepler, Galileo, Fermat, Newton, and Leibniz. Through this unique approach, Toeplitz summarized and elucidated the major mathematical advances that contributed to modern calculus. Reissued for the first time since 1981 and updated with a new foreword, this classic text in the field of mathematics is experiencing a resurgence of interest among students and educators of calculus today.

A Course in Multivariable Calculus and Analysis

Calculus [Pdf/ePub] eBook

A Course in Multivariable Calculus and Analysis by Sudhir R. Ghorpade,Balmohan V. Limaye Book Summary:

This self-contained textbook gives a thorough exposition of multivariable calculus. The emphasis is on correlating general concepts and results of multivariable calculus with their counterparts in one-variable calculus. Further, the book includes genuine analogues of basic results in one-variable calculus, such as the mean value theorem and the fundamental theorem of calculus. This book is distinguished from others on the subject: it examines topics not typically covered, such as monotonicity, bimonotonicity, and convexity, together with their relation to partial differentiation, cubature rules for approximate evaluation of double integrals, and conditional as well as unconditional convergence of double series and improper double integrals. Each chapter contains detailed proofs of relevant results, along with numerous examples and a wide collection of exercises of varying degrees of difficulty, making the book useful to undergraduate and graduate students alike.

Malliavin Calculus for Lévy Processes with Applications to Finance

Calculus [Pdf/ePub] eBook

Malliavin Calculus for Lévy Processes with Applications to Finance by Giulia Di Nunno,Bernt Øksendal,Frank Proske Book Summary:

This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use in new fields of application.

Introduction to the Calculus of Variations

Calculus [Pdf/ePub] eBook

Introduction to the Calculus of Variations by Bernard Dacorogna Book Summary:

The calculus of variations is one of the oldest subjects in mathematics, yet is very much alive and is still evolving. Besides its mathematical importance and its links to other branches of mathematics, such as geometry or differential equations, it is widely used in physics, engineering, economics and biology.This book serves both as a guide to the expansive existing literature and as an aid to the non-specialist ? mathematicians, physicists, engineers, students or researchers ? in discovering the subject's most important problems, results and techniques. Despite the aim of addressing non-specialists, mathematical rigor has not been sacrificed; most of the theorems are either fully proved or proved under more stringent conditions.In this new edition, the chapter on regularity has been significantly expanded and 27 new exercises have been added. The book, containing a total of 103 exercises with detailed solutions, is well designed for a course at both undergraduate and graduate levels.

Functional Fractional Calculus

Calculus [Pdf/ePub] eBook

Functional Fractional Calculus by Shantanu Das Book Summary:

When a new extraordinary and outstanding theory is stated, it has to face criticism and skeptism, because it is beyond the usual concept. The fractional calculus though not new, was not discussed or developed for a long time, particularly for lack of its application to real life problems. It is extraordinary because it does not deal with ‘ordinary’ differential calculus. It is outstanding because it can now be applied to situations where existing theories fail to give satisfactory results. In this book not only mathematical abstractions are discussed in a lucid manner, with physical mathematical and geometrical explanations, but also several practical applications are given particularly for system identification, description and then efficient controls. The normal physical laws like, transport theory, electrodynamics, equation of motions, elasticity, viscosity, and several others of are based on ‘ordinary’ calculus. In this book these physical laws are generalized in fractional calculus contexts; taking, heterogeneity effect in transport background, the space having traps or islands, irregular distribution of charges, non-ideal spring with mass connected to a pointless-mass ball, material behaving with viscous as well as elastic properties, system relaxation with and without memory, physics of random delay in computer network; and several others; mapping the reality of nature closely. The concept of fractional and complex order differentiation and integration are elaborated mathematically, physically and geometrically with examples. The practical utility of local fractional differentiation for enhancing the character of singularity at phase transition or characterizing the irregularity measure of response function is deliberated. Practical results of viscoelastic experiments, fractional order controls experiments, design of fractional controller and practical circuit synthesis for fractional order elements are elaborated in this book. The book also maps theory of classical integer order differential equations to fractional calculus contexts, and deals in details with conflicting and demanding initialization issues, required in classical techniques. The book presents a modern approach to solve the ‘solvable’ system of fractional and other differential equations, linear, non-linear; without perturbation or transformations, but by applying physical principle of action-and-opposite-reaction, giving ‘approximately exact’ series solutions. Historically, Sir Isaac Newton and Gottfried Wihelm Leibniz independently discovered calculus in the middle of the 17th century. In recognition to this remarkable discovery, J.von Neumann remarked, “...the calculus was the first achievement of modern mathematics and it is difficult to overestimate its importance. I think it defines more equivocally than anything else the inception of modern mathematical analysis which is logical development, still constitute the greatest technical advance in exact thinking.” This XXI century has thus started to ‘think-exactly’ for advancement in science & technology by growing application of fractional calculus, and this century has started speaking the language which nature understands the best.

A Text Book of Calculus

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A Text Book of Calculus by S. C. Arora,Ramesh Kumar Book Summary:

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Calculus Gems

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Calculus Gems by George F. Simmons Book Summary:

Demonstrates the profound connections that join mathematics to the history of philosophy.