Infectious disease accounts for more death and disability worldwide than either noninfectious disease or injury. This book contains a number of different quantitative approaches to understanding the patterns of such diseases in populations, and the design of control strategies to lessen their effect. The papers are written by experts with varied mathematical expertise and involvement in biological, medical and social sciences. The volume increases interaction between specialties by describing research on many infectious diseases that affect humans, including viral diseases, such as measles...

Dynamo theory is the study of how large scale magnetic fields can arise in bodies such as the Earth, Sun, and stars. This text brings together researchers in such diverse subjects as geophysics, astronomy, and nuclear reactor technology and covers topics such as modeling of solar magnetic field generation, theoretical studies of the dynamics of the Earth's core, studies of the magnetic fields in galaxies, and papers on "fast dynamos," the study of magnetic field regeneration in fluid of very high electrical conductivity. This volume represents the most comprehensive and up-to-date record of...

This book is the first major synthesis of theory and empirical knowledge regarding the ecology and epidemiology of infectious diseases in natural, unmanaged, animal and plant populations. Throughout the book, the contributors develop a dialogue between the patterns observed in empirical studies of disease in natural populations and the mathematical models used to dissect and examine the observed epidemiological patterns. The book is divided into a number of reviews and group reports by experts in various fields. Two sections synthesize important issues relating to the dynamics of...

Numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance and numerical analysis. This book describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially American option prices, by finite difference and other methods; numerical solution of portfolio management strategies; statistical procedures, identification of models; Monte Carlo methods; and numerical implications of stochastic volatilities. Lucid and concise, it covers both mathematical matters and practical issues in...