One of the most important chapters in modern functional analysis is the theory of approximate methods for solution of various mathematical problems. Besides providing considerably simplified approaches to numerical methods, the ideas of functional analysis have also given rise to essentially new computation schemes in problems of linear algebra, differential and integral equations, nonlinear analysis, and so on. The general theory of approximate methods includes many known fundamental results. We refer to the classical work of Kantorovich; the investigations of projection methods by Bogolyubov, Krylov, Keldysh and Petrov, much furthered by Mikhlin and Pol'skii; Tikho­ nov's methods for approximate solution of ill-posed problems; the general theory of difference schemes; and so on. During the past decade, the Voronezh seminar on functional analysis has systematically discussed various questions related to numerical methods; several advanced courses have been held at Voronezh Uni­ versity on the application of functional analysis to numerical mathe­ matics. Some of this research is summarized in the present monograph. The authors' aim has not been to give an exhaustive account, even of the principal known results. The book consists of five chapters.

The second edition of this study guide is written and designed for students taking a precalculus course. It includes new and expanded exercises with final answers that will help students to review and sharpen their knowledge of the subject and enhance their performance in the classroom. The author uses methods typically found in instructor-recommended textbooks, offering detailed solutions, multiple methods for solving problems, and clear explanations of concepts. This hands-on guide will improve students’ problem-solving skills and foster a solid understanding of calculus, which will benefit them in all of their calculus-based courses.

From the reviews to the first edition: Most of the literature about stochastic differential equations seems to place so much emphasis on rigor and completeness that it scares the nonexperts away. These notes are an attempt to approach the subject from the nonexpert point of view.: Not knowing anything … about a subject to start with, what would I like to know first of all. My answer would be: 1) In what situations does the subject arise ? 2) What are its essential features? 3) What are the applications and the connections to other fields?" The author, a lucid mind with a fine pedagocical instinct, has written a splendid text that achieves his aims set forward above. He starts out by stating six problems in the introduction in which stochastic differential equations play an essential role in the solution. Then, while developing stochastic calculus, he frequently returns to these problems and variants thereof and to many other problems to show how thetheory works and to motivate the next step in the theoretical development. Needless to say, he restricts himself to stochastic integration with respectto Brownian motion. He is not hesitant to give some basic results without proof in order to leave room for "some more basic applications"… It can be an ideal text for a graduate course, but it is also recommended to analysts (in particular, those working in differential equations and deterministic dynamical systems and control) who wish to learn quickly what stochastic differential equations are all about. From: Acta Scientiarum Mathematicarum, Tom 50, 3-4, 1986.

This book provides a short introduction to partial differential equations (PDEs). It is primarily addressed to graduate students and researchers, who are new to PDEs. The book offers a user-friendly approach to the analysis of PDEs, by combining elementary techniques and fundamental modern methods.

In the last two decades semiconductor device simulation has become a research area, which thrives on a cooperation of physicists, electrical engineers and mathe­ maticians. In this book the static semiconductor device problem is presented and analysed from an applied mathematician's point of view. I shall derive the device equations - as obtained for the first time by Van Roosbroeck in 1950 - from physical principles, present a mathematical analysis, discuss their numerical solu­ tion by discretisation techniques and report on selected device simulation runs. To me personally the most fascinating aspect of mathematical device analysis is that an interplay of abstract mathematics, perturbation theory, numerical analysis and device physics is prompting the design and development of new technology.