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Astronomy on the Personal Computer

A thorough introduction to the computation of celestial mechanics, covering everything from astronomical and computational theory to the construction of rapid and accurate applications programs. The book supplies the necessary knowledge and software solutions for determining and predicting positions of the Sun, Moon, planets, minor planets and comets, solar eclipses, stellar occultations by the Moon, phases of the Moon and much more. This completely revised edition takes advantage of C++, and individual applications may be efficiently realized through the use of a powerful module library. The accompanying CD-ROM contains the complete, fully documented and commented source codes as well as executable programs for Windows 98/2000/XP and LINUX.

Astronomy on the Personal Computer

It is said that a typical astronomer of the 19th century spent seven hours working at a desk for every hour spent at the telescope. That's how long the routine analysis of data took with pencil, paper, and logarithmic tables. Thus when Wilhelm Olbers discovered the minor planet Vesta in 1807 and gathered the necessary observations, his friend Gauss needed almost 10 hours to hand­ calculate its orbit. That achievement astonished many less gifted astronomers of the time, who might have labored days to work out the orbit of a newfound comet. How different things are today! Gauss's method of orbit determination, presented in Chap. 11 of this book, runs to completion on a home computer in a few seconds at most. The machine will issue its accurate results in less time than it takes to key in the observations. In this book, a landmark in the youthful literature of astronomical com­ puter algorithms, Oliver Montenbruck and Thomas Pfleger cover many topics of keen interest to the practical observer. For me its most remarkable feature is the library of interrelated program modules, all elegantly written in PAS­ CAL. Anyone who has tried to create such modules in interpreted BASIC soon runs into trouble: too few letters for variable names, not enough signifi­ cant digits, and so on. These PASCAL routines are invoked one after another in coordinate transformations and calendar conversions.

Astronomy on the Personal Computer

This long-awaited new edition of Montenbruck and Pfleger's successful book now includes chapters on perturbation calculations and on the calculation of physical ephemerides of the major planets and the sun. The book provides the reader with numerous programs and instructions for time and date calculation and for treating the two-body problem. Each chapter is carefully structured according to topic and closes with the listing of a relevant program, thereby facilitating its use as a practical handbook. The necessary astronomical and numerical fundamentals are also included in the text. The accompanying diskette has equally been completely revised.

Astroparticle Physics: Theory and Phenomenology (Atlantis Studies in Astroparticle Physics and Cosmology #1)

This books aims at giving an overview over theoretical and phenomenological aspects of particle astrophysics and particle cosmology. To be of interest for both students and researchers in neighboring fields of physics, it keeps a balance between well established foundations that will not significantly change in the future and a more in-depth treatment of selected subfields in which significant new developments have been taking place recently. These include high energy particle astrophysics, such as cosmic high energy neutrinos, the interplay between detection techniques of dark matter in the laboratory and in high energy cosmic radiation, axion-like particles, and relics of the early Universe such as primordial magnetic fields and gravitational waves. It also contains exercises and thus will be suitable for both introductory and advanced courses in astroparticle physics.

Astrophysical Applications of Gravitational Lensing: Proceedings of the 173rd Symposium of the International Astronomical Union, Held in Melbourne, Australia, 9–14 July, 1995 (International Astronomical Union Symposia #173)

EDWIN TURNER AND RACHEL WEBSTER Co-Chairs, Scientific Organizing Committee lAU Symposium 173, Astrophysical Applications of Gravitational Lenses, was held in Melbourne, Australia from July 9-14, 1995. The Symposium was sponsored by lAU Commissions 47 and 40. With the discovery by Walsh and collaborators of the first instance of a gravitational lens, the multiply imaged quasar 0957+561, the area of grav­ itational lensing moved from speculative theory to a major astrophysical tool. Since that time, there have been regular, approximately biennial in­ ternational meetings both in Europe and in North America, which have specifically focussed on gravitational lensing. On this occasion, with the blessing of the lA U, the meeting was held at the University of Melbourne in Australia. It was the first international astronomical meeting to be held at the University of Melbourne, and hope­ fully has given the astronomical community some enthusiasm for trekking half-way round the globe to Australia to discuss their latest work.

Astrophysical Disks: Collective and Stochastic Phenomena (Astrophysics and Space Science Library #337)

This book deals with collective and stochastic processes in astrophysical disks involving theory, observations, and the results of modelling. It examines the spiral-vortex structure in galactic and accretion disks, and stochastic and ordered structures in developed turbulence. The book advances the study in this important branch of astrophysics and will benefit professional researchers, lecturers, and graduate students.

Astrostatistical Challenges for the New Astronomy (Springer Series in Astrostatistics #1)

Astrostatistical Challenges for the New Astronomy presents a collection of monographs authored by several of the disciplines leading astrostatisticians, i.e. by researchers from the fields of statistics and astronomy-astrophysics, who work in the statistical analysis of astronomical and cosmological data. Eight of the ten monographs are enhancements of presentations given by the authors as invited or special topics in astrostatistics papers at the ISI World Statistics Congress (2011, Dublin, Ireland). The opening chapter, by the editor, was adapted from an invited seminar given at Los Alamos National Laboratory (2011) on the history and current state of the discipline; the second chapter by Thomas Loredo was adapted from his invited presentation at the Statistical Challenges in Modern Astronomy V conference (2011, Pennsylvania State University), presenting insights regarding frequentist and Bayesian methods of estimation in astrostatistical analysis. The remaining monographs are research papers discussing various topics in astrostatistics. The monographs provide the reader with an excellent overview of the current state astrostatistical research, and offer guidelines as to subjects of future research. Lead authors for each chapter respectively include Joseph M. Hilbe (Jet Propulsion Laboratory and Arizona State Univ); Thomas J. Loredo (Dept of Astronomy, Cornell Univ); Stefano Andreon (INAF-Osservatorio Astronomico di Brera, Italy); Martin Kunz ( Institute for Theoretical Physics, Univ of Geneva, Switz); Benjamin Wandel ( Institut d'Astrophysique de Paris, Univ Pierre et Marie Curie, France); Roberto Trotta (Astrophysics Group, Dept of Physics, Imperial College London, UK); Phillip Gregory (Dept of Astronomy, Univ of British Columbia, Canada); Marc Henrion (Dept of Mathematics, Imperial College, London, UK); Asis Kumar Chattopadhyay (Dept of Statistics, Univ of Calcutta, India); Marisa March (Astrophysics Group, Dept of Physics, Imperial College, London, UK).

Astrostatistics and Data Mining (Springer Series in Astrostatistics #2)

​​​​​ ​This volume provides an overview of the field of Astrostatistics understood as the sub-discipline dedicated to the statistical analysis of astronomical data. It presents examples of the application of the various methodologies now available to current open issues in astronomical research. The technical aspects related to the scientific analysis of the upcoming petabyte-scale databases are emphasized given the importance that scalable Knowledge Discovery techniques will have for the full exploitation of these databases.Based on the 2011 Astrostatistics and Data Mining in Large Astronomical Databases conference and school, this volume gathers examples of the work by leading authors in the areas of Astrophysics and Statistics, including a significant contribution from the various teams that prepared for the processing and analysis of the Gaia data.

Asymmetric Demography and the Global Economy: Growth Opportunities and Macroeconomic Challenges in an Ageing World

The global demographic transition presents marked asymmetries as poor, emerging, and advanced countries are undergoing different stages of transition. Emerging countries are demographically younger than advanced economies. This youth is favorable to growth and generates a demographic dividend. However, the future of emerging economies will bring a decline in the working-age share and a rise in the older population, as is the case in today's developed world. Hence, developing countries must get rich before getting old, while advanced economies must try not to become poorer as they age. Asymmetric Demography and the Global Economy contributes to our understanding of why this demographic transition matters to the domestic macroeconomics and global capital movements affect the asset accumulation, growth potential, current account, and the economy's international investment position. This collaborative collection approaches these questions from the perspective of "systemically important" emerging countries i.e., members of the G20 but considers both the national and the global sides of the problem.

Asymmetric Economic Integration: Size Characteristics of Economies, Trade Costs and Welfare (Contributions to Economics)

This book investigates whether the effects of economic integration differ according to the size of countries. The analysis incorporates a classification of the size of countries, reflecting the key economic characteristics of economies in order to provide an appropriate benchmark for each size group in the empirical analysis of the effects of asymmetric economic integration. The formation or extension of Preferential Trade Areas (PTAs) leads to a reduction in trade costs. This poses a critical secondary question as to the extent to which trade costs differ according to the size of countries. The extent to which membership of PTAs has an asymmetric impact on trade flow according to the size of member countries is analyzed by employing econometric tools and general equilibrium analysis, estimating both the ex-post and ex-ante effects of economic integration on the size of countries, using a data set of 218 countries, 45 of which are European. ?

Asymmetric Kernel Smoothing: Theory and Applications in Economics and Finance (SpringerBriefs in Statistics)

This is the first book to provide an accessible and comprehensive introduction to a newly developed smoothing technique using asymmetric kernel functions. Further, it discusses the statistical properties of estimators and test statistics using asymmetric kernels. The topics addressed include the bias-variance tradeoff, smoothing parameter choices, achieving rate improvements with bias reduction techniques, and estimation with weakly dependent data. Further, the large- and finite-sample properties of estimators and test statistics smoothed by asymmetric kernels are compared with those smoothed by symmetric kernels. Lastly, the book addresses the applications of asymmetric kernel estimation and testing to various forms of nonnegative economic and financial data. Until recently, the most popularly chosen nonparametric methods used symmetric kernel functions to estimate probability density functions of symmetric distributions with unbounded support. Yet many types of economic and financial data are nonnegative and violate the presumed conditions of conventional methods. Examples include incomes, wages, short-term interest rates, and insurance claims. Such observations are often concentrated near the boundary and have long tails with sparse data. Smoothing with asymmetric kernel functions has increasingly gained attention, because the approach successfully addresses the issues arising from distributions that have natural boundaries at the origin and heavy positive skewness. Offering an overview of recently developed kernel methods, complemented by intuitive explanations and mathematical proofs, this book is highly recommended to all readers seeking an in-depth and up-to-date guide to nonparametric estimation methods employing asymmetric kernel smoothing.

Asymmetry: The Foundation of Information (The Frontiers Collection)

This book gathers concepts of information across diverse fields –physics, electrical engineering and computational science – surveying current theories, discussing underlying notions of symmetry, and showing how the capacity of a system to distinguish itself relates to information. The author develops a formal methodology using group theory, leading to the application of Burnside's Lemma to count distinguishable states. This provides a tool to quantify complexity and information capacity in any physical system.

Asymptotic, Algebraic and Geometric Aspects of Integrable Systems: In Honor of Nalini Joshi On Her 60th Birthday, TSIMF, Sanya, China, April 9–13, 2018 (Springer Proceedings in Mathematics & Statistics #338)

This proceedings volume gathers together selected works from the 2018 “Asymptotic, Algebraic and Geometric Aspects of Integrable Systems” workshop that was held at TSIMF Yau Mathematical Sciences Center in Sanya, China, honoring Nalini Joshi on her 60th birthday. The papers cover recent advances in asymptotic, algebraic and geometric methods in the study of discrete integrable systems.The workshop brought together experts from fields such as asymptotic analysis, representation theory and geometry, creating a platform to exchange current methods, results and novel ideas.This volume's articles reflect these exchanges and can be of special interest to a diverse group of researchers and graduate students interested in learning about current results, new approaches and trends in mathematical physics, in particular those relevant to discrete integrable systems.

Asymptotic Analyses for Complex Evolutionary Systems with Markov and Semi-Markov Switching Using Approximation Schemes

This book analyzes stochastic evolutionary models under the impulse of diffusion, as well as Markov and semi-Markov switches. Models are investigated under the conditions of classical and non-classical (Levy and Poisson) approximations in addition to jumping stochastic approximations and continuous optimization procedures. Among other asymptotic properties, particular attention is given to weak convergence, dissipativity, stability and the control of processes and their generators. Weak convergence of stochastic processes is usually proved by verifying two conditions: the tightness of the distributions of the converging processes, which ensures the existence of a converging subsequence, and the uniqueness of the weak limit. Achieving the limit can be done on the semigroups that correspond to the converging process as well as on appropriate generators. While this provides the convergence of generators, a natural question arises concerning the uniqueness of a limit semigroup.

Asymptotic Analyses for Complex Evolutionary Systems with Markov and Semi-Markov Switching Using Approximation Schemes

This book analyzes stochastic evolutionary models under the impulse of diffusion, as well as Markov and semi-Markov switches. Models are investigated under the conditions of classical and non-classical (Levy and Poisson) approximations in addition to jumping stochastic approximations and continuous optimization procedures. Among other asymptotic properties, particular attention is given to weak convergence, dissipativity, stability and the control of processes and their generators. Weak convergence of stochastic processes is usually proved by verifying two conditions: the tightness of the distributions of the converging processes, which ensures the existence of a converging subsequence, and the uniqueness of the weak limit. Achieving the limit can be done on the semigroups that correspond to the converging process as well as on appropriate generators. While this provides the convergence of generators, a natural question arises concerning the uniqueness of a limit semigroup.

Asymptotic Analysis: A Distributional Approach

Asymptotic analysis is an old subject that has found applications in vari­ ous fields of pure and applied mathematics, physics and engineering. For instance, asymptotic techniques are used to approximate very complicated integral expressions that result from transform analysis. Similarly, the so­ lutions of differential equations can often be computed with great accuracy by taking the sum of a few terms of the divergent series obtained by the asymptotic calculus. In view of the importance of these methods, many excellent books on this subject are available [19], [21], [27], [67], [90], [91], [102], [113]. An important feature of the theory of asymptotic expansions is that experience and intuition play an important part in it because particular problems are rather individual in nature. Our aim is to present a sys­ tematic and simplified approach to this theory by the use of distributions (generalized functions). The theory of distributions is another important area of applied mathematics, that has also found many applications in mathematics, physics and engineering. It is only recently, however, that the close ties between asymptotic analysis and the theory of distributions have been studied in detail [15], [43], [44], [84], [92], [112]. As it turns out, generalized functions provide a very appropriate framework for asymptotic analysis, where many analytical operations can be performed, and also pro­ vide a systematic procedure to assign values to the divergent integrals that often appear in the literature.

Asymptotic Analysis: Linear Ordinary Differential Equations

In this book we present the main results on the asymptotic theory of ordinary linear differential equations and systems where there is a small parameter in the higher derivatives. We are concerned with the behaviour of solutions with respect to the parameter and for large values of the independent variable. The literature on this question is considerable and widely dispersed, but the methods of proofs are sufficiently similar for this material to be put together as a reference book. We have restricted ourselves to homogeneous equations. The asymptotic behaviour of an inhomogeneous equation can be obtained from the asymptotic behaviour of the corresponding fundamental system of solutions by applying methods for deriving asymptotic bounds on the relevant integrals. We systematically use the concept of an asymptotic expansion, details of which can if necessary be found in [Wasow 2, Olver 6]. By the "formal asymptotic solution" (F.A.S.) is understood a function which satisfies the equation to some degree of accuracy. Although this concept is not precisely defined, its meaning is always clear from the context. We also note that the term "Stokes line" used in the book is equivalent to the term "anti-Stokes line" employed in the physics literature.

Asymptotic Analysis (Applied Mathematical Sciences #48)

From the reviews: "A good introduction to a subject important for its capacity to circumvent theoretical and practical obstacles, and therefore particularly prized in the applications of mathematics. The book presents a balanced view of the methods and their usefulness: integrals on the real line and in the complex plane which arise in different contexts, and solutions of differential equations not expressible as integrals. Murray includes both historical remarks and references to sources or other more complete treatments. More useful as a guide for self-study than as a reference work, it is accessible to any upperclass mathematics undergraduate. Some exercises and a short bibliography included. Even with E.T. Copson's Asymptotic Expansions or N.G. de Bruijn's Asymptotic Methods in Analysis (1958), any academic library would do well to have this excellent introduction." (S. Puckette, University of the South) #Choice Sept. 1984#1

Asymptotic Analysis: From Theory to Application (Lecture Notes in Mathematics #711)

Asymptotic Analysis and Boundary Layers (Scientific Computation)

This book presents a new method of asymptotic analysis of boundary-layer problems, the Successive Complementary Expansion Method (SCEM). The first part is devoted to a general presentation of the tools of asymptotic analysis. It gives the keys to understand a boundary-layer problem and explains the methods to construct an approximation. The second part is devoted to SCEM and its applications in fluid mechanics, including external and internal flows.

Asymptotic Analysis and Perturbation Theory

Beneficial to both beginning students and researchers, Asymptotic Analysis and Perturbation Theory immediately introduces asymptotic notation and then applies this tool to familiar problems, including limits, inverse functions, and integrals. Suitable for those who have completed the standard calculus sequence, the book assumes no prior knowledge o

Asymptotic Analysis for Functional Stochastic Differential Equations (SpringerBriefs in Mathematics)

This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity.This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.

Asymptotic Analysis for Integrable Connections with Irregular Singular Points (Lecture Notes in Mathematics #1075)

Asymptotic Analysis II: Surveys and New Trends (Lecture Notes in Mathematics #985)

Asymptotic Analysis of Mixed Effects Models: Theory, Applications, and Open Problems (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Large sample techniques are fundamental to all fields of statistics. Mixed effects models, including linear mixed models, generalized linear mixed models, non-linear mixed effects models, and non-parametric mixed effects models are complex models, yet, these models are extensively used in practice. This monograph provides a comprehensive account of asymptotic analysis of mixed effects models. The monograph is suitable for researchers and graduate students who wish to learn about asymptotic tools and research problems in mixed effects models. It may also be used as a reference book for a graduate-level course on mixed effects models, or asymptotic analysis.