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I am pleased to participate in this Summer School and look forward to sharing some ideas with you over the next few days. At the outset I would like to describe the approach I will take in 1 presenting the material. I aim to present the material in a non- rigorous way and hopefully in an intuitive manner. At the same time I will draw attention to some of the major technical problems. It is pitched at someone who is unfamiliar with the area. The results presented here are unfamiliar to actuaries and insurance mathematicians although they are well known in some other fields. During the next few minutes I will make some preliminary comments. The purpose of these comments is to place the lectures in perspective and motivate the upcoming material. After this I will outline briefly the topics to be covered during the rest of this lecture and in the lectures that will follow. One of the central themes of these lectures is RISK-SHARING. Risk-sharing is a common response to uncertainty. Such uncertainty can arise from natural phenomena or social causes. One particular form of risk-sharing is the insurance mechanism. I will be dealing with models which have a natural application in the insurance area but they have been applied in other areas as well. In fact some of the paradigms to be discussed have the capacity to provide a unified treatment of problems in diverse fields.

In the last five years or so there has been an important renaissance in the area of (mathematical) modeling, identification and (stochastic) control. It was the purpose of the Advanced Study Institute of which the present volume constitutes the proceedings to review recent developments in this area with par- ticular emphasis on identification and filtering and to do so in such a manner that the material is accessible to a wide variety of both embryo scientists and the various breeds of established researchers to whom identification, filtering, etc. are important (such as control engineers, time series analysts, econometricians, probabilists, mathematical geologists, and various kinds of pure and applied mathematicians; all of these were represented at the ASI). For these proceedings we have taken particular care to see to it that the material presented will be understandable for a quite diverse audience. To that end we have added a fifth tutorial section (besides the four presented at the meeting) and have also included an extensive introduction which explains in detail the main problem areas and themes of these proceedings and which outlines how the various contributions fit together to form a coherent, integrated whole. The prerequisites needed to understand the material in this volume are modest and most graduate students in e. g. mathematical systems theory, applied mathematics, econo- metrics or control engineering will qualify.

Computer Modelling techniques have developed very rapidly during the last decade, and interact with many contemporary scientific disciplines. One of the areas of greatest activity has concerned the modelling of condensed phases, including liquids solids and amorphous systems, where simulations have been used to provide insight into basic physical processes and in more recent years to make reliable predictions of the properties of the systems simulated. Indeed the predictive role of simulations is increasingly recognised both in academic and industrial contexts. Current active areas of application include topics as diverse as the viscosity of liquids, the conformation of proteins, the behaviour of hydrogen in metals, the diffusion of molecules in porous catalysts and the properties of micelles. This book, which is based on a NATO ASI held at the University of Bath, UK, from September 5th-17th, 1988, aims to give a general survey of this field, with detailed discussions both of methodologies and of applications. The earlier chapters of the book are devoted mainly to techniques and the later ones to recent simulation studies of fluids, polymers (including biological molecules) and solids. Special attention is paid to the role of interatomic potentials which are the fundamental physical input to simulations. In addition, developments in computer hardware are considered in depth, owing to the crucial role which such developments are playing in the expansion of the horizons of computer modelling studies.

This volume is the documentation of the first Course on 'Neutron Stars, Active Galactic Nuclei and Jets', of an Erice School with a wide astro- physical scope. The choice of the subject was made because of an apparent similari- ty - stressed already at earlier meetings - of four classes of astrophy- sical jet sources: Active Galactic Nuclei, Young Stellar Objects, Binary Neutron Stars and Binary White Dwarfs. They share important properties such as their morphology, high variability and large veloci- ty gradients as well as - with some inference - their broad spectrum, hypersonic outflow and core/lobe power ratio. Despite this apparent similarity of the four source classes, quite different models have been put forward for their description: (i) The central engine of active galactic nuclei has been generally thought to be a black hole, in contrast to the central engine of young stellar objects and cometary nebulae which apparently is a pre-T-Tauri star, some six orders of magnitude less compact, and to the central engine of planetary nebulae which mayor may not be a binary white dwarf. (ii) The elongated lobes, or flow patterns, have been often interpreted as highly directional stellar wind outflows whereas in a few well- mapped cases, the elongated flow appears to be 'pumped up' through a much narrower channel, or jet, both in the extragalactic and stellar sources.

The per iod of an oscillator tells us much about its structure. J. J. Thomson's deduction that a particle with the e/rn of an electron was in the atom is perhaps the most stunning instance. For us, the deduction of the mean density of a star from its oscillation period is another important example. What then can we deduce about an oscillator that is not periodic? If there are several frequencies or if the behavior is chaotic, may we not hope to learn even more delicate vital statistics about its workings? The recent progress in the theory of dynamical systems, particularly in the elucidat ion of the nature of chaos, makes it seem reasonable to ask this now. This is an account of some of the happenings of a workshop at which this question was raised and discussed. ~iTe were inc0rested in seeing ways in which the present understanding of chaos might guide astrophysical modelling and the interpretation of observations. But we did not try to conceal that we were also interested in chaos itself, and that made for a pleasant rapport between the chaoticists and astrophysicists at the meeting. We have several introductory papers on chaos in these proceedings, particularly on the analysis of data from systems that may be suspected of chaotic behavior. The papers of Geisel, Grassberger and Guckenheimer introduce the ways of characterizing chaos and Perdang illustrates how some of these ideas may be put into practice in explicit cases.

Problems in decision making and in other areas such as pattern recogni- tion, control, structural engineering etc. involve numerous aspects of uncertainty. Additional vagueness is introduced as models become more complex but not necessarily more meaningful by the added details. During the last two decades one has become more and more aware of the fact that not all this uncertainty is of stochastic (random) cha- racter and that, therefore, it can not be modelled appropriately by probability theory. This becomes the more obvious the more we want to represent formally human knowledge. As far as uncertain data are concerned, we have neither instru- ments nor reasoning at our disposal as well defined and unquestionable as those used in the probability theory. This almost infallible do- main is the result of a tremendous work by the whole scientific world. But when measures are dubious, bad or no longer possible and when we really have to make use of the richness of human reasoning in its variety, then the theories dealing with the treatment of uncertainty, some quite new and other ones older, provide the required complement, and fill in the gap left in the field of knowledge representation. Nowadays, various theories are widely used: fuzzy sets, belief function, the convenient associations between probability and fuzzines~ etc *** We are more and more in need of a wide range of instruments and theories to build models that are more and more adapted to the most complex systems.

This NATO Advanced Research Workshop was devoted to the pre- sentation, evaluation, and critical discussion of numerical methods in nonrelativistic and relativistic hydrodynamics, radia- tive transfer, and radiation-coupled hydrodynamics. The unifying theme of the lectures was the successful application of these methods to challenging problems in astrophysics. The workshop was subdivided into 3 somewhat independent topics, each with their own subtheme. Under the heading radiation hydrodynamics were brought together context, theory, methodology, and application of radia- tive transfer and radiation hydrodynamics in astrophysics. The intimate coupling between astronomy and radiation physics was underscored by examples from past and present research. Frame-dependence of both the equation of transfer (plus moments) and the underlying radiation quantities was discussed and clarified. Limiting regimes in radiation-coupled flow were identified and described; the dynamic diffusion regime received special emphasis. Numerical methods for continuum and line transfer equations in a given background were presented. Two examples of methods for computing dynamically coupled radia- tion/matter fields were given. In l-d and assuming LTE the complete equations of radiation hydrodynamics can be solved with current computers. Such is not the case in 2- or 3-d, which were identified as target areas for research. The use of flux-limiters was vigorously discussed in this connection, and enlivened the meeting.

Recent developments in supersymmetric field theory, string theory, and brane theory have been revolutionary. The main focus of the present volume is developments of M-theory and its applications to superstring theory, quantum gravity, and the theory of elementary particles. Topics included are D-branes, boundary states, and world volume solitons. Anti-De-Sitter quantum field theory is explained, emphasising the way it can enforce the holography principle, together with the relation to black hole physics and the way Branes provide the microscopic interpretation for the entropy of black holes. Developments in D-branes within type-I superstring and related theories are described. There are also possible phenomenological implications of superstring theory that would lie within the range of quantum gravity effects in the future generation of accelerators, around 1 TeV.

An up-to-date presentation of the progress and current problems in the early universe, cosmic microwave background radiation, large scale structure formation, and the interplay between them. The emphasis is on the mutual impact of fundamental physics and cosmology, both at theoretical and experimental (observational) levels within a deep, well- focused and well-defined programme. The nature of the domain itself leads to different aspects, approaches and points of view on the same topic. Special care has been taken to provide the reader the basis of the different, sometimes competing lines of research. All contributions are uniformly excellent, with a careful selection of the subjects and approaches covered, presenting a unifying and rigorous view of the field. Audience: experimentalists and theoreticians from a variety of backgrounds: physics, astrophysics and astronomy. An excellent reference for post-doctoral scientists. Useful for senior scientists and advanced graduate students.

The theory of stellar atmospheres is one of the most important branches of modern astrophysics. It is first of all a major tool for understanding all aspects of stars. As the physical properties of their outer layers can now be found with high precision, firm conclusions can be drawn about the internal structure and evolution of stars. Moreover, improvements in our knowledge of the chemical composition of stars is shedding new light on the chemical evolution of galaxies and of the Universe as a whole. Because the outer layers of stars are among the best-understood astrophysical objects, the theory of stellar atmospheres plays an important role in the study of many other types of objects. These include planetary nebulae, H II regions, interstellar matter, and objects of interest in high-energy astrophysics, such as accretion disks (close binaries, dwarf novae, cataclysmic variables, quasars, active galactic nuclei), pulsar magnetospheres, and Seyfert galaxies. Finally, as stars provide a laboratory in which plasmas can be studied under more extreme conditions than on earth, the study of stellar atmospheres has strong connections with modern physics. Astronomical observations provided a vital stimulus in the early stages of quantum theory and atomic physics; even today topics such as low-temperature dielectronic recombination develop hand in hand with the interpretation of stellar and nebular spectra. Early work on MHD was similiarly motivated. Many such connections remain to be explored.

Particle production is an important topic in nuclear and particle physics. At high energies, particle production is considered to proceed via parton branching and subsequent fragmentation into hadrons. The study of the dynamics of this process and the study of the structure of hadrons in the context of quantum chromodynamics (QCD) belong to the challenges of the standard model of elementary particle physics, requiring new, nonperturba- tive approaches in field theory. Within a nucleus, many-body dynamics is important and particle production may be used to determine many features of a non-equilibrium quantum system at low or high temperatures. At this Advanced Study Institute the different aspects of particle pro- duction were expanded upon in a series of lectures given by experts in their fields, covering topics ranging from near-threshold meson production in proton-proton collisions to correlations in multi-GeV jet fragmentation in high-energy scattering processes and signals of a quark-gluon plasma formed in ultra-relativistic heavy-ion collisions. Strong emphasis was placed not only on state of the art research, but also on the necessary physics back- ground. The lectures were supplemented by problem sets and discussion sessions. There was also time for students to present short contributions on their research.