Quadrature domains were singled out about 30 years ago by D. Aharonov and H.S. Shapiro in connection with an extremal problem in function theory. Since then, a series of coincidental discoveries put this class of planar domains at the center of crossroads of several quite independent mathematical theories, e.g., potential theory, Riemann surfaces, inverse problems, holomorphic partial differential equations, fluid mechanics, operator theory. The volume is devoted to recent advances in the theory of quadrature domains, illustrating well the multi-facet aspects of their nature. The book contains a large collection of open problems pertaining to the general theme of quadrature domains.

This volume highlights the main results of the research performed within the network “Harmonic and Complex Analysis and its Applications” (HCAA), which was a five-year (2007–2012) European Science Foundation Programme intended to explore and to strengthen the bridge between two scientific communities: analysts with broad backgrounds in complex and harmonic analysis and mathematical physics, and specialists in physics and applied sciences. It coordinated actions for advancing harmonic and complex analysis and for expanding its application to challenging scientific problems. Particular topics considered by this Programme included conformal and quasiconformal mappings, potential theory, Banach spaces of analytic functions and their applications to the problems of fluid mechanics, conformal field theory, Hamiltonian and Lagrangian mechanics, and signal processing. This book is a collection of surveys written as a result of activities of the Programme and will be interesting and useful for professionals and novices in analysis and mathematical physics, as well as for graduate students. Browsing the volume, the reader will undoubtedly notice that, as the scope of the Programme is rather broad, there are many interrelations between the various contributions, which can be regarded as different facets of a common theme.

For a given plane domain, the author adds a constant multiple of the Dirac measure at a point in the domain and makes a new domain called a quadrature domain. The quadrature domain is characterized as a domain such that the integral of a harmonic and integrable function over the domain equals the integral of the function over the given domain plus the integral of the function with respect to the added measure. The family of quadrature domains can be modeled as the Hele-Shaw flow with a free-boundary problem. The given domain is regarded as the initial domain and the support point of the Dirac measure as the injection point of the flow.

This book exploits the classification of a class of linear bounded operators with rank-one self-commutators in terms of their spectral parameter, known as the principal function. The resulting dictionary between two dimensional planar shapes with a degree of shade and Hilbert space operators turns out to be illuminating and beneficial for both sides. An exponential transform, essentially a Riesz potential at critical exponent, is at the heart of this novel framework; its best rational approximants unveil a new class of complex orthogonal polynomials whose asymptotic distribution of zeros is thoroughly studied in the text. Connections with areas of potential theory, approximation theory in the complex domain and fluid mechanics are established. The text is addressed, with specific aims, at experts and beginners in a wide range of areas of current interest: potential theory, numerical linear algebra, operator theory, inverse problems, image and signal processing, approximation theory, mathematical physics.

In the past few years, the differential quadrature method has been applied extensively in engineering. This book, aimed primarily at practising engineers, scientists and graduate students, gives a systematic description of the mathematical fundamentals of differential quadrature and its detailed implementation in solving Helmholtz problems and problems of flow, structure and vibration. Differential quadrature provides a global approach to numerical discretization, which approximates the derivatives by a linear weighted sum of all the functional values in the whole domain. Following the analysis of function approximation and the analysis of a linear vector space, it is shown in the book that the weighting coefficients of the polynomial-based, Fourier expansion-based, and exponential-based differential quadrature methods can be computed explicitly. It is also demonstrated that the polynomial-based differential quadrature method is equivalent to the highest-order finite difference scheme. Furthermore, the relationship between differential quadrature and conventional spectral collocation is analysed. The book contains material on: - Linear Vector Space Analysis and the Approximation of a Function; - Polynomial-, Fourier Expansion- and Exponential-based Differential Quadrature; - Differential Quadrature Weighting Coefficient Matrices; - Solution of Differential Quadrature-resultant Equations; - The Solution of Incompressible Navier-Stokes and Helmholtz Equations; - Structural and Vibrational Analysis Applications; - Generalized Integral Quadrature and its Application in the Solution of Boundary Layer Equations. Three FORTRAN programs for simulation of driven cavity flow, vibration analysis of plate and Helmholtz eigenvalue problems respectively, are appended. These sample programs should give the reader a better understanding of differential quadrature and can easily be modified to solve the readers own engineering problems.

Why do solutions of linear analytic PDE suddenly break down? What is the source of these mysterious singularities, and how do they propagate? Is there a mean value property for harmonic functions in ellipsoids similar to that for balls? Is there a reflection principle for harmonic functions in higher dimensions similar to the Schwarz reflection principle in the plane? How far outside of their natural domains can solutions of the Dirichlet problem be extended? Where do the continued solutions become singular and why? This book invites graduate students and young analysts to explore these and many other intriguing questions that lead to beautiful results illustrating a nice interplay between parts of modern analysis and themes in “physical” mathematics of the nineteenth century. To make the book accessible to a wide audience including students, the authors do not assume expertise in the theory of holomorphic PDE, and most of the book is accessible to anyone familiar with multivariable calculus and some basics in complex analysis and differential equations.

This book studies solutions of the Polubarinova–Galin and Löwner–Kufarev equations, which describe the evolution of a viscous fluid (Hele-Shaw) blob, after the time when these solutions have lost their physical meaning due to loss of univalence of the mapping function involved. When the mapping function is no longer locally univalent interesting phase transitions take place, leading to structural changes in the data of the solution, for example new zeros and poles in the case of rational maps. This topic intersects with several areas, including mathematical physics, potential theory and complex analysis. The text will be valuable to researchers and doctoral students interested in fluid dynamics, integrable systems, and conformal field theory.

Our knowledge of objects of complex and potential analysis has been enhanced recently by ideas and constructions of theoretical and mathematical physics, such as quantum field theory, nonlinear hydrodynamics, material science. These are some of the themes of this refereed collection of papers, which grew out of the first conference of the European Science Foundation Networking Programme 'Harmonic and Complex Analysis and Applications' held in Norway 2007.

This book deals with the numerical analysis and efficient numerical treatment of high-dimensional integrals using sparse grids and other dimension-wise integration techniques with applications to finance and insurance. The book focuses on providing insights into the interplay between coordinate transformations, effective dimensions and the convergence behaviour of sparse grid methods. The techniques, derivations and algorithms are illustrated by many examples, figures and code segments. Numerical experiments with applications from finance and insurance show that the approaches presented in this book can be faster and more accurate than (quasi-) Monte Carlo methods, even for integrands with hundreds of dimensions.