There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

Offering a unifying theoretical perspective not readily available in any other text, this innovative guide to econometrics uses simple geometrical arguments to develop students' intuitive understanding of basic and advanced topics, emphasizing throughout the practical applications of modern theory and nonlinear techniques of estimation. One theme of the text is the use of artificial regressions for estimation, reference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, serial correlation, heteroscedasticity, and other types of mis-specification. Explaining how estimates can be obtained and tests can be carried out, the authors go beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometric software package. Covering an unprecedented range of problems with a consistent emphasis on those that arise in applied work, this accessible and coherent guide to the most vital topics in econometrics today is indispensable for advanced students of econometrics and students of statistics interested in regression and related topics. It will also suit practising econometricians who want to update their skills. Flexibly designed to accommodate a variety of course levels, it offers both complete coverage of the basic material and separate chapters on areas of specialized interest.

Estimation and Inference in Econometrics

■ Abstract The phase-field method has recently emerged as a powerful computational approach to modeling and predicting mesoscale morphological and microstructure evolution in materials. It describes a microstructure using a set of conserved and nonconserved field variables that are continuous across the interfacial regions. The temporal and spatial evolution of the field variables is governed by the Cahn-Hilliard nonlinear diffusion equation and the Allen-Cahn relaxation equation. With the fundamental thermodynamic and kinetic information as the input, the phase-field method is able to predict the evolution of arbitrary morphologies and complex microstructures without explicitly tracking the positions of interfaces. This paper briefly reviews the recent advances in developing phase-field models for various materials processes including solidification, solid-state structural phase transformations, grain growth and coarsening, domain evolution in thin films, pattern formation on surfaces, dislocation microstructures, crack propagation, and electromigration.

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Phase-Field Models for Microstructure Evolution

This is a review of Collected Works of John Tate. Parts I, II, edited by Barry Mazur and Jean-Pierre Serre. American Mathematical Society, Providence, Rhode Island, 2016. For several decades it has been clear to the friends and colleagues of John Tate that a “Collected Works” was merited. The award of the Abel Prize to Tate in 2010 added impetus, and finally, in Tate’s ninety-second year we have these two magnificent volumes, edited by Barry Mazur and Jean-Pierre Serre. Beyond Tate’s published articles, they include five unpublished articles and a selection of his letters, most accompanied by Tate’s comments, and a collection of photographs of Tate. For an overview of Tate’s work, the editors refer the reader to [4]. Before discussing the volumes, I describe some of Tate’s work. 1. Hecke L-series and Tate’s thesis Like many budding number theorists, Tate’s favorite theorem when young was Gauss’s law of quadratic reciprocity. When he arrived at Princeton as a graduate student in 1946, he was fortunate to find there the person, Emil Artin, who had discovered the most general reciprocity law, so solving Hilbert’s ninth problem. By 1920, the German school of algebraic number theorists (Hilbert, Weber, . . .) together with its brilliant student Takagi had succeeded in classifying the abelian extensions of a number field K: to each group I of ideal classes in K, there is attached an extension L of K (the class field of I); the group I determines the arithmetic of the extension L/K, and the Galois group of L/K is isomorphic to I. Artin’s contribution was to prove (in 1927) that there is a natural isomorphism from I to the Galois group of L/K. When the base field contains an appropriate root of 1, Artin’s isomorphism gives a reciprocity law, and all possible reciprocity laws arise this way. In the 1930s, Chevalley reworked abelian class field theory. In particular, he replaced “ideals” with his “idèles” which greatly clarified the relation between the local and global aspects of the theory. For his thesis, Artin suggested that Tate do the same for Hecke L-series. When Hecke proved that the abelian L-functions of number fields (generalizations of Dirichlet’s L-functions) have an analytic continuation throughout the plane with a functional equation of the expected type, he saw that his methods applied even to a new kind of L-function, now named after him. Once Tate had developed his harmonic analysis of local fields and of the idèle group, he was able prove analytic continuation and functional equations for all the relevant L-series without Hecke’s complicated theta-formulas. Received by the editors September 5, 2016. 2010 Mathematics Subject Classification. Primary 01A75, 11-06, 14-06. c ©2017 American Mathematical Society

The collected works

We review the development of diffuse-interface models of hydrodynamics and their application to a wide variety of interfacial phenomena. These models have been applied successfully to situations in which the physical phenomena of interest have a length scale commensurate with the thickness of the interfacial region (e.g. near-critical interfacial phenomena or small-scale flows such as those occurring near contact lines) and fluid flows involving large interface deformations and/or topological changes (e.g. breakup and coalescence events associated with fluid jets, droplets, and large-deformation waves). We discuss the issues involved in formulating diffuse-interface models for single-component and binary fluids. Recent applications and computations using these models are discussed in each case. Further, we address issues including sharp-interface analyses that relate these models to the classical free-boundary problem, computational approaches to describe interfacial phenomena, and models of fully miscible fluids.

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Diffuse-interface methods in fluid mechanics

A mathematical analysis of a new approach to solidification problems is presented. A free boundary arising from a phase transition is assumed to have finite thickness. The physics leads to a system of nonlinear parabolic differential equations. Existence and regularity of solutions are proved. Invariant regions of the solution space lead to physical interpretations of the interface. A rigorous asymptotic analysis leads to the Gibbs-Thompson condition which relates the temperature at the interface to the surface tension and curvature.

An analysis of a phase field model of a free boundary

Using detailed asymptotic analyses of the dynamics of the phase-field model, we show that the major sharp-interface models (Stefan, modified Stefan, Hele-Shaw, etc.) all arise as limiting cases of the phase-field equations. The scaling of the physical parameters in the microscopics leads to distinct macroscopic models with critical differences.

Stefan and Hele-Shaw type models as asymptotic limits of the phase-field equations.

The dynamics of a material in two phases is studied in the context of phase-field models based on a Landau–Ginzburg free energy functional. They consist of a system of two nonlinear diffusion equat...

Dynamics of Layered Interfaces Arising from Phase Boundaries

We consider the distinguished limits of the phase field equations and prove that the corresponding free boundary problem is attained in each case. These include the classical Stefan model, the surface tension model (with or without kinetics), the surface tension model with zero specific heat, the two phase Hele–Shaw, or quasi-static, model. The Hele–Shaw model is also a limit of the Cahn–Hilliard equation, which is itself a limit of the phase field equations. Also included in the distinguished limits is the motion by mean curvature model that is a limit of the Allen–Cahn equation, which can in turn be attained from the phase field equations.

Convergence of the phase field model to its sharp interface limits

We consider a phase-field model of a binary mixture or alloy which has a phase boundary. The model identifies all macroscopic parameters and the interface thickness e. In the limit as e approaches zero, an alternative two-phase alloy solidification model (with a sharp interface) is obtained. For small concentrations, we recover the classical sharp-interface problems, the theory of which is reviewed

Gunduz Caginalp

Papers

An analysis of a phase field model of a free boundary

Stefan and Hele-Shaw type models as asymptotic limits of the phase-field equations.

Dynamics of Layered Interfaces Arising from Phase Boundaries

Convergence of the phase field model to its sharp interface limits

Phase-field and sharp-interface alloy models.