This book provides the first self-contained comprehensive exposition of the theory of dynamical systems as a core mathematical discipline closely intertwined with most of the main areas of mathematics. The authors introduce and rigorously develop the theory while providing researchers interested in applications with fundamental tools and paradigms. The book begins with a discussion of several elementary but fundamental examples. These are used to formulate a program for the general study of asymptotic properties and to introduce the principal theoretical concepts and methods. The main theme of the second part of the book is the interplay between local analysis near individual orbits and the global complexity of the orbits structure. The third and fourth parts develop in depth the theories of low-dimensional dynamical systems and hyperbolic dynamical systems. The book is aimed at students and researchers in mathematics at all levels from advanced undergraduate up. Scientists and engineers working in applied dynamics, nonlinear science, and chaos will also find many fresh insights in this concrete and clear presentation. It contains more than four hundred systematic exercises.