Mathematical Systems Theory In Biology Communications Computation And Finance

This volume contains survey and research articles by some of the leading researchers in mathematical systems theory - a vibrant research area in its own right. Many authors have taken special care that their articles are self-contained and accessible also to non-specialists.

This volume contains survey and research articles by some of the leading researchers in mathematical systems theory - a vibrant research area in its own right. Many authors have taken special care that their articles are self-contained and accessible also to non-specialists.

Thisisthe?rstissueofanewjournaloftheLNCSjournalsubline.Theaimofthe journal is to encourage inter- and multidisciplinary research in the ?elds of c- puter science and life sciences. The recent paradigmatic shift in biology towards a system view of biological phenomena requires a corresponding paradigmatic shift in the techniques from computer science that can face the new challenges. Classical tools usually used in bioinformatics are no longer up to date and new ideas are needed. The convergence of sciences and technologies we are experiencing these days is changing the classical terms of reference for research activities. In fact clear distinctions between disciplines no longer exist because advances in one ?eld permit advances in others and vice versa, thus establishing a positive feedback loop between sciences. The potential impact of the convergence of sciences and technologies is so huge that we must consider how to control and correctly drive our future activities. International and national funding agencies are looking at interdisciplinary research as a key issue for the coming years, especially in the intersection of life sciences and information technology. To speed up this process, we surely need to establish relationships between researchers of di?erent communities and to de?ne a common language that will allow them to exchange ideas and - sults. Furthermore, expectations of di?erent communities can be merged only by running activities like common projects and experiences. TheTransactionsonComputationalSystemsBiologycouldbeagoodforumto helplifescientistsandcomputerscientiststodiscusstogethertheircommongoals.

For more than three decades, Anders Lindquist has delivered fundamental cont- butions to the ?elds of systems, signals and control. Throughout this period, four themes can perhaps characterize his interests: Modeling, estimation and ?ltering, feedback and robust control. His contributions to modeling include seminal work on the role of splitting subspaces in stochastic realization theory, on the partial realization problem for both deterministic and stochastic systems, on the solution of the rational covariance extension problem and on system identi?cation. His contributions to ?ltering and estimation include the development of fast ?ltering algorithms, leading to a nonlinear dynamical system which computes spectral factors in its steady state, and which provide an alternate, linear in the dimension of the state space, to computing the Kalman gain from a matrix Riccati equation. His further research on the phase portrait of this dynamical system gave a better understanding of when the Kalman ?lter will converge, answering an open question raised by Kalman. While still a student he established the separation principle for stochastic function differential equations, including some fundamental work on optimal control for stochastic systems with time lags. He continued his interest in feedback control by deriving optimal and robust control feedback laws for suppressing the effects of harmonic disturbances. Moreover, his recent work on a complete parameterization of all rational solutions to the Nevanlinna-Pick problem is providing a new approach to robust control design.

This Festschrift, published on the occasion of the sixtieth birthday of Yutaka - mamoto (‘YY’ as he is occasionally casually referred to), contains a collection of articles by friends, colleagues, and former Ph.D. students of YY. They are a tribute to his friendship and his scienti?c vision and oeuvre, which has been a source of inspiration to the authors. Yutaka Yamamoto was born in Kyoto, Japan, on March 29, 1950. He studied applied mathematics and general engineering science at the Department of Applied Mathematics and Physics of Kyoto University, obtaining the B.S. and M.Sc. degrees in 1972 and 1974. His M.Sc. work was done under the supervision of Professor Yoshikazu Sawaragi. In 1974, he went to the Center for Mathematical System T- ory of the University of Florida in Gainesville. He obtained the M.Sc. and Ph.D. degrees, both in Mathematics, in 1976 and 1978, under the direction of Professor Rudolf Kalman.

This volume is dedicated to Bill Helton on the occasion of his sixty fifth birthday. It contains biographical material, a list of Bill's publications, a detailed survey of Bill's contributions to operator theory, optimization and control and 19 technical articles. Most of the technical articles are expository and should serve as useful introductions to many of the areas which Bill's highly original contributions have helped to shape over the last forty odd years. These include interpolation, Szegö limit theorems, Nehari problems, trace formulas, systems and control theory, convexity, matrix completion problems, linear matrix inequalities and optimization. The book should be useful to graduate students in mathematics and engineering, as well as to faculty and individuals seeking entry level introductions and references to the indicated topics. It can also serve as a supplementary text to numerous courses in pure and applied mathematics and engineering, as well as a source book for seminars.

Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains. Coverage of all aspects of quantitative finance including models, computational methods and applications Provides an overview of new ideas and results Contributors are leaders of the field