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History: Fiction or Science? (Chronology, No. 1)
Anatoly Fomenko Manufacturer: Mithec ProductGroup: Book Binding: Paperback Similar Items:
ASIN: 2913621058 |
Book Description
Customer Reviews:
Calculations are only as good as your numbers.......2007-08-03
Pants on fire?.......2007-07-19
Accepted History & Chronology Must Be Changed. .......2007-04-09
Very Interesting.......2007-03-07
History as Science Fiction.......2007-01-10
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The Complete Roman Army
Adrian Goldsworthy Manufacturer: Thames & Hudson ProductGroup: Book Binding: Hardcover Similar Items:
ASIN: 0500051240 |
Book Description
The Roman army was one of the most successful fighting forces in history. Its highly advanced organization and tactics were unequaled until the modern era, and monuments to its perseverance and engineering skill are still visible today throughout Europe and the Mediterranean world.This book is the first to examine in detail not just the early imperial army, but also the citizens' militia of the republic and the army of the later empire. Every aspect of the Roman army, from the daily lives of individual soldiers to the outcome of major campaigns, is explored:
The Republican Army considers the earliest armies, the creation of the Roman navy, and the militia army that conquered the Mediterranean.
The Professional Army describes reforms under Marius and his successors and the creation of the new legionary structure.
The Life of a Roman Soldier looks in detail at all aspects, from recruitment and daily routine to equipment and off-duty life.
The Army at War reveals how the army operated, from grand tactics to hand-to-hand combat and siege warfare.
The Army of Late Antiquity examines the reorganization after the defeats of the third century and the rise in the use of cavalry.
Discussions of key Roman battles and brief biographies of the great commanders bring the army's campaigns and personalities to life, while hundreds of photographs, diagrams, and specially commissioned battle plans illustrate the many aspects of the Roman army over several centuries. 245 illustrations, 107 in color.
Customer Reviews:
All in one place.......2007-09-01
The Single Best Reference on the Roman Army!.......2007-06-30
Complete coverage.......2007-04-30
Detailed guide to Roman Army operations.......2007-02-07
Worth the money.......2006-12-16
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The Complete Roman Army.(Book Review) : An article from: The Historian
John Dayton Manufacturer: Thomson Gale ProductGroup: Book Binding: Digital ASIN: B000B9DUDO Release Date: 2005-09-03 |
Book Description
This digital document is an article from The Historian, published by Thomson Gale on March 22, 2005. The length of the article is 497 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
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The East India Company: Trade and Conquest from 1600
Antony Wild Manufacturer: The Lyons Press ProductGroup: Book Binding: Hardcover ASIN: 1585740594 |
Book Description
Here is a historical chronicle of the most powerful corporation in world history, beautifully illustrated with full-color paintings, photographs, and maps. Established by Royal Charter in 1600, the East India Company was, and remains to this day, the largest and most powerful multinational business the world has ever seen. It controlled over half the world's trade and a quarter of its population. It singlehandedly ruled India, raised its own army and navy, minted its own currency, and traded with every corner of the globe. It also trafficked in opium, greed, and brutal oppression, sowing the seeds that would lead to its downfall-and absorption by the British Crown.The East India Company describes how "the Honourable Company" created its extraordinary trading empire by introducing an exotic cache of tea, silks, porcelain, cashmere, and spices to a luxury-starved England. It also explains how the company conducted its day-to-day business at home and in the East, through colorful figures such as Captain James Skinner and John Nicholson; how the opulent daily life of East India Company rulers amongst the ruled led to "the Mutiny"; and why India's first war of independence spelled an end not only to the company itself, but, eventually, to an entire empire.
Customer Reviews:
Excellent, well illustrated.......2005-05-26
History that is Informative and Relevant.......2000-08-09
As a historian myself, the biggest problem in expressing yourself is making "old" topics informative and interesting to modern generations. Antony Wild has succeeded beyond any scale of recognition in his book The East India Company: Trade and Conquest from 1600.
This book, which details the English East India Company's history will appeal to anyone with an interest in British, Indian, Asian, American, military, nautical, or commerical history-- it is that wide-ranging. This book is also a must-read for anyone interested or concerned over the so-called modern phenomenon of "globalization." After reading Wild's account, one can see that globalization has been around for nearly four hundred years, if not longer.
The English East India Company, acting under a royal charter from Queen Elizabeth I, sought entry into the Spice Trade in Asia. Soon, however, it found itself involved with Indian piece trade and trade from the Middle East and Arabia. Its trade interests in India eventually led to de facto conquest and colonization on that subcontinent-- all with the tacit support of the crown. The company reached into China and even North America-- it was East India Company tea that got dumped into Boston Harbor during the Tea Party.
The company exported and imported goods, laid the foundations for three important Indian cities, fought land wars and naval battles with other European merchant powers or local natives, and brought a host of new products and new words into the consciousness of the English-speaking world.
India proved to be the company's lasting legacy, and not always a positive one. However Wild provides a well-balanced account that does not paint the company as either completely ethical traders or imperialistic devils. No matter one's opinion, India proved to the company's (and Britain's) largest asset and also the cause for the company's eventual dissolution.
The book is well-illustrated and is an easy but very informative read. I would rank this amongst the top 10 books I have read in the last 5 years.
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The Malliavin Calculus and Related Topics (PROBABILITY AND ITS APPLICATIONS)
Nualart D. Manufacturer: Springer ProductGroup: Book Binding: Hardcover Similar Items:
Accessories:
ASIN: 3540283285 |
Book Description
The Malliavin calculus (or stochastic calculus of variations) is an infinite-dimensional differential calculus on a Gaussian space. Originally, it was developed to provide a probabilistic proof to Hörmander's "sum of squares" theorem, but it has found a wide range of applications in stochastic analysis. This monograph presents the main features of the Malliavin calculus and discusses in detail its main applications. The author begins by developing the analysis on the Wiener space, and then uses this to establish the regularity of probability laws and to prove Hörmander's theorem. The regularity of the law of stochastic partial differential equations driven by a space-time white noise is also studied. The subsequent chapters develop the connection of the Malliavin with the anticipating stochastic calculus, studying anticipating stochastic differential equations and the Markov property of solutions to stochastic differential equations with boundary conditions. The second edition of this monograph includes recent applications of the Malliavin calculus in finance and a chapter devoted to the stochastic calculus with respect to the fractional Brownian motion.
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Stochastic Partial Differential Equations (CHAPMAN & HALL/CRC APPLIED MATHEMATICS & NONLINEAR SCIENCE)
Pao-Liu Chow Manufacturer: Chapman and Hall ProductGroup: Book Binding: Hardcover Similar Items: ASIN: 1584884436 |
Book Description
As a relatively new area in mathematics, stochastic partial differential equations (PDEs) are still at a tender age and have not yet received much attention in the mathematical community. Filling the void of an introductory text in the field, Stochastic Partial Differential Equations introduces PDEs to students familiar with basic probability theory and Itô's equations, highlighting several computational and analytical techniques. Without assuming specific knowledge of PDEs, the text includes many challenging problems in stochastic analysis and treats stochastic PDEs in a practical way. The author first brings the subject back to its root in classical concrete problems. He then discusses a unified theory of stochastic evolution equations and describes a few applied problems, including the random vibration of a nonlinear elastic beam and invariant measures for stochastic Navier-Stokes equations. The book concludes by pointing out the connection of stochastic PDEs to infinite-dimensional stochastic analysis. By thoroughly covering the concepts and applications of stochastic PDEs at an introductory level, this text provides a guide to current research topics and lays the groundwork for further study.
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Diffusions and Elliptic Operators (Probability and its Applications)
Richard F. Bass Manufacturer: Springer ProductGroup: Book Binding: Hardcover Similar Items: ASIN: 0387983155 |
Book Description
This is author-approved bcc: This book discusses the interplay of diffusion processes and partial differential equations with an emphasis on probabilistic methods in PDE. It begins with stochastic differential equations, the probabilistic machinery needed to study PDE. After spending three chapters on probabilistic representations of solutions for PDE, regularity of solutions and one dimensional diffusions, the author discusses in depth two main types of second order linear differential operators: non-divergence operators and divergence operators, including topics such as the Harnack inequality of Krylov-Safonov for non-divergence operators and heat kernel estimates for divergence form operators. Martingale problems and the Malliavin calculus are presented in two other chapters. This book can be used as a textbook for a graduate course on diffusion theory with applications to PDE. It will also be a valuable reference to researchers in probability who are interested in PDE as well as for analysts who are interested in probabilistic methods. Richard F. Bass is Professor of Mathematics at the University of Washington. He has written many research papers on the topics covered by this book. Also Available: Richard F. Bass, Probabilistic Techniques in Analysis. Springer-Verlag New York, Inc, 0-387-94387-0
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Probabilistic Models for Nonlinear Partial Differential Equations: Lectures Given at the 1st Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) ... 22-30, 1995 (Lecture Notes in Mathematics)
Manufacturer: Springer ProductGroup: Book Binding: Paperback ASIN: 3540613978 |
Book Description
The lecture courses of the CIME Summer School on Probabilistic Models for Nonlinear PDE's and their Numerical Applications (April 1995) had a three-fold emphasis: first, on the weak convergence of stochastic integrals; second, on the probabilistic interpretation and the particle approximation of equations coming from Physics (conservation laws, Boltzmann-like and Navier-Stokes equations); third, on the modelling of networks by interacting particle systems. This book, collecting the notes of these courses, will be useful to probabilists working on stochastic particle methods and on the approximation of SPDEs, in particular, to PhD students and young researchers.
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Stochastic Partial Differential Equations : A Modeling, White Noise Functional Approach (Probability and Its Applications)
Helge Holden , Bernt Oksendal , Jan Uboe , and Tusheng Zhang Manufacturer: Birkhauser ProductGroup: Book Binding: Hardcover Accessories:
ASIN: 0817639284 |
Book Description
Stochastic methods have become increasingly important in the analysis of a broad range of phenomena in natural sciences and economics. Many processes are described by differential equations where some of the parameters and/or the initial data are not known with complete certainty due to lack of information, uncertainty in the measurements, or incomplete knowledge of the mechanisms themselves. To compensate for this lack of information one introduces stochastic noise in the equations, either in the parameters or in the initial data which results in stochastic differential equations.At the same time there has been considerable development in the mathematical theory of stochastic differential equations which are used to model these phenomena. In this book the authors give a comprehensive introduction to stochastic partial differential equations. Their approach is based on white noise analysis, where the often ill-defined white noise, the derivative of the familiar Brownian motion, is introduced rigorously as the fundamental object.
First some of the mathematical background is discussed to provide the necessary tools to study several different stochastic partial differential equations. The techniques are primarily derived from functional analysis. The Wiener-Itô chaos expansion as well as the Itô/Skorohod integrals are developed in this setting, and properties of the Wick product and the Hermite transform are proved. The first applications are given to stochastic ordinary differential equations, e.g., the Volterra equation.
The main emphasis of the book is on stochastic partial differential equations. First the stochastic Poisson equation and the stochastic transport equation are discussed. Next, the authors consider the stochastic Schrödinger equation as well as the stochastic heat equation. The nonlinear Burgers' equation with a stochastic source is discussed, and finally the stochastic pressure equation, as well as other important equations are treated. The white noise approach often allows for solutions given by explicit formulas in terms of expectations of certain auxiliary processes. The noise in the above examples are all of Gaussian white noise type, but in the end the authors also show how to adapt the analysis to SPDEs involving noise of Poissonian type.
Customer Reviews:
A new approach to stochastic partial differential equations.......2000-07-21
A stochastic PDE is a PDE containing a random noise term, which may be additive or multiplicative. One of the problems when working with Stochastic PDEs is to define a notion of solution which is meaningfully extendable to the nonlinear case. Problems arises because the noise term is highly irregular: for each sample of the noise, one has a (nonlinear) PDE with a very irregular term in it. In physical terms, one may encounter "ultraviolet" divergences. So, one is first faced with an existence/ unicity problem for such equations. Additionally, one would like to describe probabilitic properties of such solutions.
The method proposed by the authors can be described as follows: first, one expands the noise term in the PDE using a Wiener chaos expansion. Truncating the expansion at a certain order n yields a "regularized" equation in which the noise is smoothened. This can be roughly described as an ultraviolet cutoff. The equation then has a unique solution in an appropriate functional space. The solution of the original SPDE is then defined as the sequence of truncated solutions. In some cases, this sequence may converge in some classical sense in an appropriate function space to a weak or strong solution defined in the usual sense. But, in general, this is not the case and the notion of solution defined by the authors may be different from classical notions.
Although the title contains the word 'modeling', it may look as the abstract definition of solution proposed by the authors may have little to do with the physical notion of solution. One feels a need for a justification why this definition of a solution is physically relevant at all, which I feel is lacking. The authors give some examples, such as the noisy Burgers equation and the Kardar-Parisi-Zhang equation, but the results predicted for the solutions seem to be different than the ones predicted for example by renormalization group analysis for example regarding the scaling exponents for KPZ. Also, it would be interesting to compare this notion of solution with more classical ones for example using the semigroup/ Green function approach.
The approach proposed bears a strong resemblance to ultraviolet regularization schemes used in renormalization group theory. In fact, this framework may be seenas a probabilistic setting for renormalization methods.Unfortunately there is little discussion of this point in the book.
The first chapters contain an interesting review of white noise expansions and chaos expansions, useful in their own interest.
Overall I recommend this book as interesting for researchers in mathematical and theoretical physics.
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Ergodicity for Infinite Dimensional Systems (London Mathematical Society Lecture Note Series)
G. Da Prato , and J. Zabczyk Manufacturer: Cambridge University Press ProductGroup: Book Binding: Paperback Similar Items: ASIN: 0521579007 |
Book Description
This book is devoted to the asymptotic properties of solutions of stochastic evolution equations in infinite dimensional spaces. It is divided into three parts: Markovian dynamical systems; invariant measures for stochastic evolution equations; and invariant measures for specific models. The focus is on models of dynamical processes affected by white noise, which are described by partial differential equations such as the reaction-diffusion equations or Navier-Stokes equations. Besides existence and uniqueness questions, the authors pay special attention to the asymptotic behavior of the solutions, to invariant measures and ergodicity. The authors present some of the results found here for the first time. For all whose research interests involve stochastic modeling, dynamical systems, or ergodic theory, this book will be an essential purchase.
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Spatial Branching Processes, Random Snakes And Partial Differntial Equations (Lecture Notes Series)
J. LeGall Manufacturer: Birkhauser Boston ProductGroup: Book Binding: Paperback ASIN: 3764361263 |
Book Description
The text includes a presentation of the measure-valued branching processes also called superprocesses and of their basic properties. In the important quadratic branching case, the path-valued process known as the Brownian snake is used to give a concrete and powerful representation of superprocesses. This representation is applied to several connections with a class of semilinear partial differential equations. On the one hand, these connections give insight into properties of superprocesses. On the other hand, the probabilistic point of view sometimes leads to new analytic results, concerning for instance the trace classification of positive solutions in a smooth domain. An important tool is the analysis of random trees coded by linear Brownian motion. This includes the so-called continuum random tree and leads to the fractal random measure known as ISE, which has appeared recently in several limit theorems for models of statistical mechanics. This book is intended for postgraduate students and researchers in probability theory. It will also be of interest to mathematical physicists or specialists of PDE who want to learn about probabilistic methods. No prerequisites are assumed except for some familiarity with Brownian motion and the basic facts of the theory of stochastic processes. Although the text includes no new results, simplified versions of existing proofs are provided in several instances.
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Advances in Nonlinear Partial Differential Equations and Stochastics (Series on Advances in Mathematics for Applied Sciences)
Manufacturer: World Scientific Publishing Company ProductGroup: Book Binding: Hardcover ASIN: 9810233965 |
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Advances in Nonlinear Partial Differential Equations: A Volume in Honor of Professor Xiaqi Ding (Series on Advances in Mathematics for Applied Sciences)
Manufacturer: World Scientific Publishing Company ProductGroup: Book Binding: Hardcover ASIN: 9810236646 |
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Amplitude Equations for Stochastic Partial Differential Equations (Interdisciplinary Mathematical Sciences) (Interdisciplinary Mathematical Sciences)
Dirk Blomker Manufacturer: World Scientific Publishing Company ProductGroup: Book Binding: Hardcover ASIN: 9812706372 |
Product Description
Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community, such as for convective instabilities, without reliable error estimates at hand. This book is the first step in closing this gap. The author provides details about the reduction of dynamics to more simpler equations via amplitude or modulation equations, which relies on the natural separation of time-scales present near a change of stability. For students, the book provides a lucid introduction to the subject highlighting the new tools necessary for stochastic equations, while serving as an excellent guide to recent research.
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Biodiversity In Sub-Saharan Africa And Its Islands: Conservation, Management, and Sustainable Use (Occasional Papers of Hte Iucn Species Survival Com)
Manufacturer: World Conservation Union ProductGroup: Book Binding: Paperback ASIN: 2831700213 |
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