Highly recommended, the best-selling first edition of Introduction to Scientific Programming and Simulation Using R was lauded as an excellent, easy-to-read introduction with extensive examples and exercises. This second edition continues to introduce scientific programming and stochastic modelling in a clear, practical, and thorough way. Readers learn programming by experimenting with the provided R code and data.
The book's four parts teach:
Core knowledge of R and programming concepts
How to think about mathematics from a numerical point of view, including the application of these concepts to root finding, numerical integration, and optimisation
Essentials of probability, random variables, and expectation required to understand simulation
Stochastic modelling and simulation, including random number generation and Monte Carlo integration
In a new chapter on systems of ordinary differential equations (ODEs), the authors cover the Euler, midpoint, and fourth-order Runge-Kutta (RK4) schemes for solving systems of first-order ODEs. They compare the numerical efficiency of the different schemes experimentally and show how to improve the RK4 scheme by using an adaptive step size.
Another new chapter focuses on both discrete- and continuous-time Markov chains. It describes transition and rate matrices, classification of states, limiting behaviour, Kolmogorov forward and backward equations, finite absorbing chains, and expected hitting times. It also presents methods for simulating discrete- and continuous-time chains as well as techniques for defining the state space, including lumping states and supplementary variables.
Building readers' statistical intuition, Introduction to Scientific Programming and Simulation Using R, Second Edition shows how to turn algorithms into code. It is designed for those who want to make tools, not just use them. The code and data are available for download from CRAN.
Автор: Atkinson Название: Theoretical Numerical Analysis ISBN: 1441904573 ISBN-13(EAN): 9781441904577 Издательство: Springer Рейтинг: Цена: 79190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book prepares graduate students for research in numerical analysis/computational mathematics by giving a mathematical framework embedded in functional analysis and focused on numerical analysis. This helps them to move rapidly into a research program.
Автор: T. W. Anderson Название: An Introduction to Multivariate Statistical Analysis, Third Edition ISBN: 0471360910 ISBN-13(EAN): 9780471360919 Издательство: Wiley Рейтинг: Цена: 184750.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.
Автор: Ok, E. Название: Real analysis with economic applications ISBN: 0691117683 ISBN-13(EAN): 9780691117683 Издательство: Wiley Рейтинг: Цена: 115110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Addressing the topics of real analysis, this book discusses the elements of order theory, convex analysis, optimization, correspondences, linear and nonlinear functional analysis, fixed-point theory, dynamic programming, and calculus of variations. It includes fixed point theorems and applications to functional equations and optimization theory.
Автор: Roger Temem Название: Navier-Stokes Equations: Theory and Numerical Analysis ISBN: 0821827375 ISBN-13(EAN): 9780821827376 Издательство: Oxford Academ Рейтинг: Цена: 69690.00 T Наличие на складе: Невозможна поставка. Описание: The book presents a systematic treatment of results on the theory and numerical analysis of the Navier-Stokes equations for viscous incompressible fluids. Considered are the linearized stationary case, the nonlinear stationary case, and the full nonlinear time-dependent case. The relevant mathematical tools are introduced at each stage. The new material in this book is Appendix III, reproducing a survey article written in 1998. This appendix contains a few aspects not addressed in the earlier editions, in particular a short derivation of the Navier-Stokes equations from the basic conservation principles in continuum mechanics, further historical perspectives, and indications on new developments in the area. The appendix also surveys some aspects of the related Euler equations and the compressible Navier-Stokes equations. Readers are advised to peruse this appendix before reading the core of the book. This book presents basic results on the theory of Navier-Stokes equations and, as such, continues to serve as a comprehensive reference source on the topic.
Автор: Ryaben`kii, Victor S Название: A Theoretical Introduction to Numerical Analysis ISBN: 1584886072 ISBN-13(EAN): 9781584886075 Издательство: Taylor&Francis Рейтинг: Цена: 112290.00 T Наличие на складе: Невозможна поставка. Описание: Presents an account of the fundamentals of numerical analysis. Using numerical methods from real analysis, linear algebra, and differential equations, this text explain basic concepts, such as error, discretization, efficiency, complexity, numerical stability, consistency, and convergence. It addresses complex topic like intrinsic error limits.
Казахстан, 010000 г. Астана, проспект Туран 43/5, НП2 (офис 2) ТОО "Логобук" Тел:+7 707 857-29-98 ,+7(7172) 65-23-70 www.logobook.kz