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Asymptotic Methods in Analysis (Dover Books on Mathematics)
by N. G. Bruijn"A reader looking for interesting problems tackled often by highly original methods, for precise results fully proved, and for procedures fully motivated, will be delighted." -- Mathematical Reviews.Asymptotics is not new. Its importance in many areas of pure and applied mathematics has been recognized since the days of Laplace. Asymptotic estimates of series, integrals, and other expressions are commonly needed in physics, engineering, and other fields. Unfortunately, for many years there was a dearth of literature dealing with this difficult but important topic. Then, in 1958, Professor N. G. de Bruijn published this pioneering study. Widely considered the first text on the subject -- and the first comprehensive coverage of this broad field -- the book embodied an original and highly effective approach to teaching asymptotics. Rather than trying to formulate a general theory (which, in the author's words, "leads to stating more and more about less and less") de Bruijn teaches asymptotic methods through a rigorous process of explaining worked examples in detail.Most of the important asymptotic methods are covered here with unusual effectiveness and clarity: "Every step in the mathematical process is explained, its purpose and necessity made clear, with the result that the reader not only has no difficulty in following the rigorous proofs, but even turns to them with eager expectation." (Nuclear Physics).Part of the attraction of this book is its pleasant, straightforward style of exposition, leavened with a touch of humor and occasionally even using the dramatic form of dialogue. The book begins with a general introduction (fundamental to the whole book) on O and o notation and asymptotic series in general. Subsequent chapters cover estimation of implicit functions and the roots of equations; various methods of estimating sums; extensive treatment of the saddle-point method with full details and intricate worked examples; a brief introduction to Tauberian theorems; a detailed chapter on iteration; and a short chapter on asymptotic behavior of solutions of differential equations. Most chapters progress from simple examples to difficult problems; and in some cases, two or more different treatments of the same problem are given to enable the reader to compare different methods. Several proofs of the Stirling theorem are included, for example, and the problem of the iterated sine is treated twice in Chapter 8. Exercises are given at the end of each chapter.Since its first publication, Asymptotic Methods in Analysis has received widespread acclaim for its rigorous and original approach to teaching a difficult subject. This Dover edition, with corrections by the author, offers students, mathematicians, engineers, and physicists not only an inexpensive, comprehensive guide to asymptotic methods but also an unusually lucid and useful account of a significant mathematical discipline.
Asymptotic Methods in Equations of Mathematical Physics
by B VainbergThis book provides a single source for both students and advanced researchers on asymptotic methods employed in the linear problems of mathematical physics. It opens with a section based on material from special courses given by the author, which gives detailed coverage of classical material on the equations of mathematical physics and their applications, and includes a simple explanation of the Maslov Canonical Operator method. The book goes on to present more advanced material from the author's own research. Topics range from radiation conditions and the principle of limiting absorption for general exterior problems, to complete asymptotic expansion of spectral function of equations over all of space. This book serves both as a manual and teaching aid for students of mathematics and physics and, in summarizing for the first time in a monograph problems previously investigated in journal articles, as a comprehensive reference for advanced researchers.
Asymptotic methods in mechanics of solids (International Series of Numerical Mathematics #167)
by Svetlana M. Bauer Sergei B. Filippov Andrei L. Smirnov Petr E. Tovstik Rémi VaillancourtThe construction of solutions of singularly perturbed systems of equations and boundary value problems that are characteristic for the mechanics of thin-walled structures are the main focus of the book. The theoretical results are supplemented by the analysis of problems and exercises. Some of the topics are rarely discussed in the textbooks, for example, the Newton polyhedron, which is a generalization of the Newton polygon for equations with two or more parameters. After introducing the important concept of the index of variation for functions special attention is devoted to eigenvalue problems containing a small parameter. The main part of the book deals with methods of asymptotic solutions of linear singularly perturbed boundary and boundary value problems without or with turning points, respectively. As examples, one-dimensional equilibrium, dynamics and stability problems for rigid bodies and solids are presented in detail. Numerous exercises and examples as well as vast references to the relevant Russian literature not well known for an English speaking reader makes this a indispensable textbook on the topic.
Asymptotic Multiple Scale Method in Time Domain: Multi-Degree-of-Freedom Stationary and Nonstationary Dynamics
by Jan Awrejcewicz Roman Starosta Grażyna Sypniewska-KamińskaThis book offers up novel research which uses analytical approaches to explore nonlinear features exhibited by various dynamic processes. Relevant to disciplines across engineering and physics, the asymptotic method combined with the multiple scale method is shown to be an efficient and intuitive way to approach mechanics. Beginning with new material on the development of cutting-edge asymptotic methods and multiple scale methods, the book introduces this method in time domain and provides examples of vibrations of systems. Clearly written throughout, it uses innovative graphics to exemplify complex concepts such as nonlinear stationary and nonstationary processes, various resonances and jump pull-in phenomena. It also demonstrates the simplification of problems through using mathematical modelling, by employing the use of limiting phase trajectories to quantify nonlinear phenomena. Particularly relevant to structural mechanics, in rods, cables, beams, plates and shells, as well as mechanical objects commonly found in everyday devices such as mobile phones and cameras, the book shows how each system is modelled, and how it behaves under various conditions. It will be of interest to engineers and professionals in mechanical engineering and structural engineering, alongside those interested in vibrations and dynamics. It will also be useful to those studying engineering maths and physics.
Asymptotic Perturbation Methods: For Nonlinear Differential Equations in Physics
by Attilio MaccariAsymptotic Perturbation Methods Cohesive overview of powerful mathematical methods to solve differential equations in physics Asymptotic Perturbation Methods for Nonlinear Differential Equations in Physics addresses nonlinearity in various fields of physics from the vantage point of its mathematical description in the form of nonlinear partial differential equations and presents a unified view on nonlinear systems in physics by providing a common framework to obtain approximate solutions to the respective nonlinear partial differential equations based on the asymptotic perturbation method. Aside from its complete coverage of a complicated topic, a noteworthy feature of the book is the emphasis on applications. There are several examples included throughout the text, and, crucially, the scientific background is explained at an elementary level and closely integrated with the mathematical theory to enable seamless reader comprehension. To fully understand the concepts within this book, the prerequisites are multivariable calculus and introductory physics. Written by a highly qualified author with significant accomplishments in the field, Asymptotic Perturbation Methods for Nonlinear Differential Equations in Physics covers sample topics such as: Application of the various flavors of the asymptotic perturbation method, such as the Maccari method to the governing equations of nonlinear system Nonlinear oscillators, limit cycles, and their bifurcations, iterated nonlinear maps, continuous systems, and nonlinear partial differential equations (NPDEs) Nonlinear systems, such as the van der Pol oscillator, with advanced coverage of plasma physics, quantum mechanics, elementary particle physics, cosmology, and chaotic systems Infinite-period bifurcation in the nonlinear Schrodinger equation and fractal and chaotic solutions in NPDEs Asymptotic Perturbation Methods for Nonlinear Differential Equations in Physics is ideal for an introductory course at the senior or first year graduate level. It is also a highly valuable reference for any professional scientist who does not possess deep knowledge about nonlinear physics.
Asymptotic Properties of Permanental Sequences: Related to Birth and Death Processes and Autoregressive Gaussian Sequences (SpringerBriefs in Probability and Mathematical Statistics)
by Michael B. Marcus Jay RosenThis SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains. The authors study alpha-permanental processes that are positive infinitely divisible processes determined by the potential density of a transient Markov process. When the Markov process is symmetric, a 1/2-permanental process is the square of a Gaussian process. Permanental processes are related by the Dynkin isomorphism theorem to the total accumulated local time of the Markov process when the potential density is symmetric, and by a generalization of the Dynkin theorem by Eisenbaum and Kaspi without requiring symmetry. Permanental processes are also related to chi square processes and loop soups. The book appeals to researchers and advanced graduate students interested in stochastic processes, infinitely divisible processes and Markov chains.
Asymptotic Solutions of Strongly Nonlinear Systems of Differential Equations (Springer Monographs in Mathematics)
by Stanislav D. Furta Valery V. Kozlov Lester SenechalThe book is dedicated to the construction of particular solutions of systems of ordinary differential equations in the form of series that are analogous to those used in Lyapunov's first method. A prominent place is given to asymptotic solutions that tend to an equilibrium position, especially in the strongly nonlinear case, where the existence of such solutions can't be inferred on the basis of the first approximation alone. The book is illustrated with a large number of concrete examples of systems in which the presence of a particular solution of a certain class is related to special properties of the system's dynamic behavior. It is a book for students and specialists who work with dynamical systems in the fields of mechanics, mathematics, and theoretical physics.
Asymptotic Statistical Inference: A Basic Course Using R
by Shailaja Deshmukh Madhuri KulkarniThe book presents the fundamental concepts from asymptotic statistical inference theory, elaborating on some basic large sample optimality properties of estimators and some test procedures. The most desirable property of consistency of an estimator and its large sample distribution, with suitable normalization, are discussed, the focus being on the consistent and asymptotically normal (CAN) estimators. It is shown that for the probability models belonging to an exponential family and a Cramer family, the maximum likelihood estimators of the indexing parameters are CAN. The book describes some large sample test procedures, in particular, the most frequently used likelihood ratio test procedure. Various applications of the likelihood ratio test procedure are addressed, when the underlying probability model is a multinomial distribution. These include tests for the goodness of fit and tests for contingency tables. The book also discusses a score test and Wald’s test, their relationship with the likelihood ratio test and Karl Pearson’s chi-square test. An important finding is that, while testing any hypothesis about the parameters of a multinomial distribution, a score test statistic and Karl Pearson’s chi-square test statistic are identical. Numerous illustrative examples of differing difficulty level are incorporated to clarify the concepts. For better assimilation of the notions, various exercises are included in each chapter. Solutions to almost all the exercises are given in the last chapter, to motivate students towards solving these exercises and to enable digestion of the underlying concepts. The concepts from asymptotic inference are crucial in modern statistics, but are difficult to grasp in view of their abstract nature. To overcome this difficulty, keeping up with the recent trend of using R software for statistical computations, the book uses it extensively, for illustrating the concepts, verifying the properties of estimators and carrying out various test procedures. The last section of the chapters presents R codes to reveal and visually demonstrate the hidden aspects of different concepts and procedures. Augmenting the theory with R software is a novel and a unique feature of the book. The book is designed primarily to serve as a text book for a one semester introductory course in asymptotic statistical inference, in a post-graduate program, such as Statistics, Bio-statistics or Econometrics. It will also provide sufficient background information for studying inference in stochastic processes. The book will cater to the need of a concise but clear and student-friendly book introducing, conceptually and computationally, basics of asymptotic inference.
Asymptotic Statistics
by A.W. Van Der VaartThis book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i. i. d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master's level statistics text, this book will also give researchers an overview of the latest research in asymptotic statistics.
Asymptotic Statistics in Insurance Risk Theory (SpringerBriefs in Statistics)
by Yasutaka ShimizuThis book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the Gerber–Shiu function. This book is the first to introduce the recent development of statistical methodologies in risk theory (ruin theory) as well as their mathematical validities. Asymptotic theory of parametric and nonparametric inference for the ruin-related quantities is discussed under the setting of not only classical compound Poisson risk processes (Cramér–Lundberg model) but also more general Lévy insurance risk processes. The recent development of risk theory can deal with many kinds of ruin-related quantities: the probability of ruin as well as Gerber–Shiu’s discounted penalty function, both of which are useful in insurance risk management and in financial credit risk analysis. In those areas, the common stochastic models are used in the context of the structural approach of companies’ default. So far, the probabilistic point of view has been the main concern for academic researchers. However, this book emphasizes the statistical point of view because identifying the risk model is always necessary and is crucial in the final step of practical risk management.
Asymptotic Stochastics: An Introduction with a View towards Statistics (Mathematics Study Resources #10)
by Norbert HenzeThis textbook, which is based on the second edition of a book that has been previously published in German language, provides a comprehension-oriented introduction to asymptotic stochastics. It is aimed at the beginning of a master's degree course in mathematics and covers the material that can be taught in a four-hour lecture with two-hour exercises. Individual chapters are also suitable for seminars at the end of a bachelor's degree course.In addition to more basic topics such as the method of moments in connection with the convergence in distribution or the multivariate central limit theorem and the delta method, the book covers limit theorems for U-statistics, the Wiener process and Donsker's theorem, as well as the Brownian bridge, with applications to statistics. It concludes with a central limit theorem for triangular arrays of Hilbert space-valued random elements with applications to weighted L² statistics. The book is deliberately designed forself-study. It contains 138 self-questions, which are answered at the end of each chapter, as well as 194 exercises with solutions.This book is a translation of an original German edition. The translation was done with the help of artificial intelligence (machine translation by the service DeepL.com). A subsequent human revision was done primarily in terms of content, so that the book will read stylistically differently from a conventional translation.
Asymptotic Theory of Dynamic Boundary Value Problems in Irregular Domains (Operator Theory: Advances and Applications #284)
by Dmitrii Korikov Boris Plamenevskii Oleg SarafanovThis book considers dynamic boundary value problems in domains with singularities of two types. The first type consists of "edges" of various dimensions on the boundary; in particular, polygons, cones, lenses, polyhedra are domains of this type. Singularities of the second type are "singularly perturbed edges" such as smoothed corners and edges and small holes. A domain with singularities of such type depends on a small parameter, whereas the boundary of the limit domain (as the parameter tends to zero) has usual edges, i.e. singularities of the first type. In the transition from the limit domain to the perturbed one, the boundary near a conical point or an edge becomes smooth, isolated singular points become small cavities, and so on. In an "irregular" domain with such singularities, problems of elastodynamics, electrodynamics and some other dynamic problems are discussed. The purpose is to describe the asymptotics of solutions near singularities of the boundary. The presented results and methods have a wide range of applications in mathematical physics and engineering. The book is addressed to specialists in mathematical physics, partial differential equations, and asymptotic methods.
Asymptotic Theory of Weakly Dependent Random Processes (Probability Theory and Stochastic Modelling #80)
by Emmanuel RioCes notes sont consacr#65533;es aux in#65533;galit#65533;s et aux th#65533;or#65533;mes limites classiques pour les suites de variables al#65533;atoires absolument r#65533;guli#65533;res ou fortement m#65533;langeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l'#65533;tude des processus faiblement d#65533;pendants aux statisticiens ou aux probabilistes travaillant sur ces processus.
Asymptotical Mechanics of Composites: Modelling Composites without FEM (Advanced Structured Materials #77)
by Jan Awrejcewicz Igor V. Andrianov Vladyslav V. DanishevskyyIn this book the authors show that it is possible to construct efficient computationally oriented models of multi-parameter complex systems by using asymptotic methods, which can, owing to their simplicity, be directly used for controlling processes arising in connection with composite material systems. The book focuses on this asymptotic-modeling-based approach because it allows us to define the most important out of numerous parameters describing the system, or, in other words, the asymptotic methods allow us to estimate the sensitivity of the system parameters. Further, the book addresses the construction of nonlocal and higher-order homogenized models. Local fields on the micro-level and the influence of so-called non-ideal contact between the matrix and inclusions are modeled and investigated. The book then studies composites with non-regular structure and cluster type composite conductivity, and analyzes edge effects in fiber composite materials. Transition of load from a fiber to a matrix for elastic and viscoelastic composites, various types of fiber composite fractures, and buckling of fibers in fiber-reinforced composites is also investigated. Last but not least, the book includes studies on perforated membranes, plates, and shells, as well as the asymptotic modeling of imperfect nonlinear interfaces.
Asymptotics and Borel Summability (Monographs and Surveys in Pure and Applied Mathematics)
by Ovidiu CostinIncorporating substantial developments from the last thirty years into one resource, Asymptotics and Borel Summability provides a self-contained introduction to asymptotic analysis with special emphasis on topics not covered in traditional asymptotics books. The author explains basic ideas, concepts, and methods of generalized Borel summability, tr
Asymptotics and Special Functions
by Frank OlverA classic reference, intended for graduate students mathematicians, physicists, and engineers, this book can be used both as the basis for instructional courses and as a reference tool.
Asymptotics for Associated Random Variables
by Paulo Eduardo OliveiraThe book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many asymptotic results were proved and improved. Despite this increased interest, characterizations and results remained essentially scattered in the literature published in different journals. The goal of this book is to bring together the bulk of these results, presenting the theory in a unified way, explaining relations and implications of the results. It will present basic definitions and characterizations, followed by a collection of relevant inequalities. These are then applied to characterize almost sure and weak convergence of sequences of associated variables. It will also cover applications of positive dependence to the characterization of asymptotic results in nonparametric statistics. The book is directed towards researchers in probability and statistics, with particular emphasis on people interested in nonparametric methods. It will also be of interest to graduate students in those areas. The book could also be used as a reference on association in a course covering dependent variables and their asymptotics. As prerequisite, readers should have knowledge of basic probability on the reals and on metric spaces. Some acquaintance with the asymptotics of random functions, such us empirical processes and partial sums processes, is useful but not essential.
Asymptotics, Nonparametrics, and Time Series
by Subir Ghosh"Contains over 2500 equations and exhaustively covers not only nonparametrics but also parametric, semiparametric, frequentist, Bayesian, bootstrap, adaptive, univariate, and multivariate statistical methods, as well as practical uses of Markov chain models."
Asymptotics of Elliptic and Parabolic PDEs: And Their Applications In Statistical Physics, Computational Neuroscience, And Biophysics (Applied Mathematical Sciences #199)
by Zeev Schuss David HolcmanThis is a monograph on the emerging branch of mathematical biophysics combining asymptotic analysis with numerical and stochastic methods to analyze partial differential equations arising in biological and physical sciences. In more detail, the book presents the analytic methods and tools for approximating solutions of mixed boundary value problems, with particular emphasis on the narrow escape problem. Informed throughout by real-world applications, the book includes topics such as the Fokker-Planck equation, boundary layer analysis, WKB approximation, applications of spectral theory, as well as recent results in narrow escape theory. Numerical and stochastic aspects, including mean first passage time and extreme statistics, are discussed in detail and relevant applications are presented in parallel with the theory. Including background on the classical asymptotic theory of differential equations, this book is written for scientists of various backgrounds interested in deriving solutions to real-world problems from first principles.
Asymptotische Stochastik: Eine Einführung mit Blick auf die Statistik
by Norbert HenzeDieses Lehrbuch liefert einen verständnisorientierten Einstieg in die asymptotische Stochastik. Es ist vom Niveau her zu Beginn eines Mathematik-Masterstudiums angesiedelt und deckt den Stoff ab, der in einer vierstündigen Vorlesung mit zweistündigen Übungen vermittelt werden kann. Einzelne Kapitel eignen sich zudem für Seminare am Ende eines Bachelorstudiums.Neben eher grundständigen Themen wie der Momentenmethode zum Nachweis von Verteilungskonvergenz oder dem multivariaten zentralen Grenzwertsatz und der Delta-Methode werden unter anderem Grenzwertsätze für U-Statistiken und der Satz von Donsker sowie die Brown'sche Brücke mit Anwendungen auf die Statistik behandelt. Das Buch schließt mit einem zentralen Grenzwertsatz für hilbertraumwertige Zufallselemente mit Anwendungen auf gewichtete L²-Statistiken. Ein besonderes Merkmal des Buches sind mehr als 130 Selbstfragen, die am Ende des jeweiligen Kapitels beantwortet werden, sowie mehr als 180 Übungsaufgaben mit Lösungen. Hierdurch eignet sich dieses Werk sehr gut zum Selbststudium.Die 2. Auflage ist vollständig durchgesehen und thematisch unter anderem um die starke Konsistenz der Maximum-Likelihood-Schätzung sowie zentrale Grenzwertsätze für Dreiecksschemata von Zufallsvektoren und hilbertraumwertigen Zufallsvariablen erweitert. Hinzugekommen sind auch weitere Beispiele sowie 11 neue Aufgaben mit Lösungen.
At Home in the City: Growing Old in Urban America
by Stacy TorresUncovers how people aged 60 and older struggle, survive, and thrive in twenty-first-century urban America. To understand elders' experiences of aging in place, sociologist Stacy Torres spent five years with longtime New York City residents as they coped with health setbacks, depression, gentrification, financial struggles, the accumulated losses of neighbors, friends, and family, and other everyday challenges. The sensitive portrait Torres paints in At Home in the City moves us beyond stereotypes of older people as either rich and pampered or downtrodden and frail to capture the multilayered complexity of late life. These pages chronicle how a nondescript bakery in Manhattan served as a public living room, providing company to ease loneliness and a sympathetic ear to witness the monumental and mundane struggles of late life. Through years of careful observation, Torres peels away the layers of this oft-neglected social world and explores the constellation of relationships and experiences that Western culture often renders invisible or frames as a problem. At Home in the City strikes a realistic balance as it highlights how people find support, flex their resilience, and assert their importance in their communities in old age.
At the Intersection of Language, Logic, and Information: ESSLLI 2018 Student Session, Sofia, Bulgaria, August 6–17, 2018, Selected Papers (Lecture Notes in Computer Science #11667)
by Jennifer Sikos Eric PacuitThe European Summer School in Logic, Language and Information (ESSLLI) is organized every year by the Association for Logic, Language and Information (FoLLI) in different sites around Europe. The papers cover vastly dierent topics, but each fall in the intersection of the three primary topics of ESSLLI: Logic, Language and Computation. The 14 papers presented in this volume have been selected among 24 papers presented by talks or posters at the Student Sessions of the 30th edition of ESSLLI, held in 2018 in Sofia, Bulgaria.The Student Session is a forum for PhD and Master students to present their research at the interfaces of logic, language and computation. It features three tracks: Logic and Computation (LoCo), Logic and Language (LoLa), and Language and Computation (LaCo).
Athanasius Kircher, the Mysteries of the Geocosmos, Magnetism, and the Universe
by Agustín UdíasAthanasius Kircher, the eminent 17th-century German Jesuit professor of mathematics at the Roman College emerges as a captivating figure within the pages of this monograph by Agustín Udías. Aptly deemed 'the man who knew everything,' Kircher's thirty-two comprehensive works, spanning an array of subjects, provide a unique lens into his visionary perspectives. This book delves into three selected works where Kircher unveils his conceptualization of the Earth, termed the 'Geocosmos,' treated magnetism as a cosmic and spiritual force, and embarks on a cosmic exploration from Earth to the stars. From his groundbreaking speculations on the Earth's interior, attributing earthquakes and volcanoes to intricate channels of air, water, and fire, to his cosmic journey accompanied by the ethereal spirit Cosmiel, Kircher's enduring allure persists. Despite variance from contemporary knowledge, situated at the beginning of modern science, Kircher's proposals of the structure of the Earth’s interior, cosmic magnetic theories, and space journey to the stars offer a compelling glimpse into the intellectual landscape of a bygone era, making this book an essential exploration for scholars seeking a nuanced understanding of Kircher's profound influence.
The Atiyah-Patodi-Singer Index Theorem (Research Notes in Mathematics)
by Richard MelroseBased on the lecture notes of a graduate course given at MIT, this sophisticated treatment leads to a variety of current research topics and will undoubtedly serve as a guide to further studies.
An Atlas of Edge-Reversal Dynamics (Chapman & Hall/CRC Research Notes in Mathematics Series)
by V.C. BarbosaThis important resource offers the first in-depth account of the graph dynamics system SER (Scheduling by Edge Reversal),. In Part 1: Edge-Reversal Dynamics, the author discusses the main applications and properties of SER, provides data from statistics and correlations computed over several graph classes, and gives an overview of the algorithmic aspects of the construction of the catalogue. Part 2: The Atlas comprises the atlas proper-a catalogue of graphical representations of all basins of attraction generated by the SER mechanism for all graphs in selected classes.