SC - 787 | The Creation Of Health

The Creation Of Health by Caroline Myss and C. Norman Shealy M.D.

A collaboration between a traditionally trained physician and a medical intuitive, The Creation of Health illuminates the deep connection between emotional dysfunction and physical illness. It describes the role that emotional disturbances play in the most common diseases and ailments, from influenza, the common cold and arthritis to diabetes, heart disease and cancer.

After providing an introduction to intuitive medicine and its history, method of diagnosis, and relationship to traditional medicine, Myss and Shealy detail the deeper emotional and physical reasons why illness develops in the body. Dr Shealy offers a traditional account of a particular disease or ailment, while Dr Myss sheds light on the deeper emotional and psychic causes through her corresponding energy analysis. Confirming the link between illness and emotion, The Creation of Health puts forth a groundbreaking vision of holistic healing.

July 1, 1999 | ISBN: 0553812556 | ID: SC - 787

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SC - 996 | Partial Differential and Integral Equations

This volume of the Proceedings of the congress ISAAC '97 collects the con- tributions of the four sections 1. Function theoretic and functional analytic methods for pde, 2. Applications of function theory of several complex variables to pde, 3. Integral equations and boundary value problems, 4. Partial differential equations. Most but not all of the authors have participated in the congress.

Unfortunately some from Eastern Europe and Asia have not managed to come because of lack of financial support. Nevertheless their manuscripts of the proposed talks are included in this volume. The majority of the papers deal with complex methods.
Among them boundary value problems in particular the Riemann-Hilbert, the Riemann (Hilbert) and related problems are treated. Boundary behaviour of vector-valued functions are studied too.

The Riemann-Hilbert problem is solved for elliptic complex equations, for mixed complex equations, and for several complex variables. It is considered in a general topological setting for mappings into q;n and related to Toeplitz operators.
Convolution operators are investigated for nilpotent Lie groups leading to some consequences for the null space of the tangential Cauchy Riemann operator. Some boundary value problems for overdetermined systems in balls of q;n are solved explicitly.
A survey is given for the Gauss-Manin connection associated with deformations of curve singularities.
Several papers deal with generalizations of analytic functions with various applications to mathematical physics.
Singular integrals in quaternionic analysis are studied which are applied to the time-harmonic Maxwell equations.

1999 | ISBN-13: 978-1-4613-3278-7 | e-ISBN-13: 978-1-4613-3276-3 | ID: SC - 996

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SC - 997 | Semi-Markov Models and Applications

This book presents a selection of papers presented to the Second Inter- national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions.

The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue- ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic models can be applied to financial and insur- ance models as we have to evaluate the uncertainty of the future market behavior in order, firstly, to propose different measures for important risks such as the interest risk, the risk of default or the risk of catas- trophe and secondly, to describe how to act in order to optimize the situation in time. Recently, the concept of VaR (Value at Risk) was "discovered" in portfolio theory enlarging so the fundamental model of Markowitz.

1999 | ISBN-13: 978-1-4613-3290-9 | e-ISBN-13: 978-1-4613-3288-6 | ID: SC - 997

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SC - 1015 | Fourier Analysis and Applications: Filtering, Numerical Computation, Wavelets

Fourier Analysis and Applications: Filtering, Numerical Computation, Wavelets (Texts in Applied Mathematics) by Claude Gasquet (Author), Patrick Witomski (Author), R. Ryan (Translator)

The object of this book is two-fold - on the one hand it conveys to mathematical readers a rigorous presentation and exploration of the important applications of analysis leading to numerical calculations. On the other hand, it presents physics readers with a body of theory in which the well-known formulae find their justification.

The basic study of fundamental notions, such as Lebesgue integration and theory of distribution, allow the establishment of the following areas: Fourier analysis and convolution Filters and signal analysis time-frequency analysis (gabor transforms and wavelets). The whole is rounded off with a large number of exercises as well as selected worked-out solutions.

1999 | ISBN 978-1-4612-7211-3 | ISBN 978-1-4612-1598-1 | ID: SC - 1015

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