This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These families include most of the systems studied in many disciplines, including Economics, Engineering, Operations Research, and Management Science, among many others.The main objective is to give a concise, systematic, and reasonably self contained presentation of some key topics in optimal control theory. To this end, most of the analyses are based on the dynamic programming (DP) technique. This technique is applicable to almost all control...

This text provides an application oriented introduction to the numerical methods for partial differential equations. It covers finite difference, finite element, and finite volume methods, interweaving theory and applications throughout. The book examines modern topics such as adaptive methods, multilevel methods, and methods for convection-dominated problems and includes detailed illustrations and extensive exercises.

This book is about the dynamics of neural systems and should be suitable for those with a background in mathematics, physics, or engineering who want to see how their knowledge and skill sets can be applied in a neurobiological context. No prior knowledge of neuroscience is assumed, nor is advanced understanding of all aspects of applied mathematics! Rather, models and methods are introduced in the context of a typical neural phenomenon and a narrative developed that will allow the reader to test their understanding by tackling a set of mathematical problems at the end of each chapter. The...