Discrete Fractional Calculus: Applications In Control And Image Processing, Ostalczyk Piotr
Автор: Fallahgoul, Hassan Название: Fractional Calculus and Fractional Processes with Applications to ISBN: 0128042486 ISBN-13(EAN): 9780128042489 Издательство: Elsevier Science Рейтинг: Цена: 61760.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractional derivatives. Research on fractional calculus started in full earnest in the second half of the twentieth century. The fractional paradigm applies not only to calculus, but also to stochastic processes, used in many applications in financial economics such as modelling volatility, interest rates, and modelling high-frequency data. The key features of fractional processes that make them interesting are long-range memory, path-dependence, non-Markovian properties, self-similarity, fractal paths, and anomalous diffusion behaviour. In this book, the authors discuss how fractional calculus and fractional processes are used in financial modelling and finance economic theory. It provides a practical guide that can be useful for students, researchers, and quantitative asset and risk managers interested in applying fractional calculus and fractional processes to asset pricing, financial time-series analysis, stochastic volatility modelling, and portfolio optimization.
Автор: Biagini, Francesca Hu, Yaozhong Oksendal, Bernt Zh Название: Stochastic calculus for fractional brownian motion and applications ISBN: 1852339969 ISBN-13(EAN): 9781852339968 Издательство: Springer Рейтинг: Цена: 102480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This book presents an account of different definitions of stochastic integration for fBm, and to give applications of the resulting theory. It is suitable for students of mathematics, biology, and meteorology.
Автор: Bernido Christopher C & Carpio-Bernido M Victoria Название: Analysis Of Fractional Stochastic Processes: Advances And Applications - Proceedings Of The 7Th Jagna International Workshop ISBN: 9814618349 ISBN-13(EAN): 9789814618342 Издательство: World Scientific Publishing Цена: 103490.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This volume contains pedagogical, review and research level papers on fractional stochastic and quantum processes which have been the focus of intensive mathematical, experimental, and computational studies due to their widening spectrum of applications in natural and social sciences.
Автор: Xiao Jun Yang Название: Local Fractional Integral Transforms and Their Applications ISBN: 0128040025 ISBN-13(EAN): 9780128040027 Издательство: Elsevier Science Рейтинг: Цена: 77470.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Local Fractional Integral Transforms and Their Applications provides information on how local fractional calculus has been successfully applied to describe the numerous widespread real-world phenomena in the fields of physical sciences and engineering sciences that involve non-differentiable behaviors. The methods of integral transforms via local fractional calculus have been used to solve various local fractional ordinary and local fractional partial differential equations and also to figure out the presence of the fractal phenomenon. The book presents the basics of the local fractional derivative operators and investigates some new results in the area of local integral transforms.
Provides applications of local fractional Fourier Series
Discusses definitions for local fractional Laplace transforms
Explains local fractional Laplace transforms coupled with analytical methods
Автор: Yong Zhou Название: Fractional Evolution Equations and Inclusions ISBN: 012804277X ISBN-13(EAN): 9780128042779 Издательство: Elsevier Science Рейтинг: Цена: 77470.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Fractional evolution inclusions are an important form of differential inclusions within nonlinear mathematical analysis. They are generalizations of the much more widely developed fractional evolution equations (such as time-fractional diffusion equations) seen through the lens of multivariate analysis. Compared to fractional evolution equations, research on the theory of fractional differential inclusions is however only in its initial stage of development.
This is important because differential models with the fractional derivative providing an excellent instrument for the description of memory and hereditary properties, and have recently been proved valuable tools in the modeling of many physical phenomena.
The fractional order models of real systems are always more adequate than the classical integer order models, since the description of some systems is more accurate when the fractional derivative is used. The advantages of fractional derivatization become evident in modeling mechanical and electrical properties of real materials, description of rheological properties of rocks and in various other fields. Such models are interesting for engineers and physicists as well as so-called pure mathematicians.
Phenomena investigated in hybrid systems with dry friction, processes of controlled heat transfer, obstacle problems and others can be described with the help of various differential inclusions, both linear and nonlinear.
Fractional Evolution Equations and Inclusions is devoted to a rapidly developing area of the research for fractional evolution equations & inclusions and their applications to control theory. It studies Cauchy problems for fractional evolution equations, and fractional evolution inclusions with Hille-Yosida operators. It discusses control problems for systems governed by fractional evolution equations. Finally it provides an investigation of fractional stochastic evolution inclusions in Hilbert spaces.
The books Fractional Calculus with Applications in Mechanics: Vibrations and Diffusion Processes and Fractional Calculus with Applications in Mechanics: Wave Propagation, Impact and Variational Principles contain various applications of fractional calculus to the fields of classical mechanics. Namely, the books study problems in fields such as viscoelasticity of fractional order, lateral vibrations of a rod of fractional order type, lateral vibrations of a rod positioned on fractional order viscoelastic foundations, diffusion-wave phenomena, heat conduction, wave propagation, forced oscillations of a body attached to a rod, impact and variational principles of a Hamiltonian type. The books will be useful for graduate students in mechanics and applied mathematics, as well as for researchers in these fields.
Part 1 of this book presents an introduction to fractional calculus. Chapter 1 briefly gives definitions and notions that are needed later in the book and Chapter 2 presents definitions and some of the properties of fractional integrals and derivatives.
Part 2 is the central part of the book. Chapter 3 presents the analysis of waves in fractional viscoelastic materials in infinite and finite spatial domains. In Chapter 4, the problem of oscillations of a translatory moving rigid body, attached to a heavy, or light viscoelastic rod of fractional order type, is studied in detail. In Chapter 5, the authors analyze a specific engineering problem of the impact of a viscoelastic rod against a rigid wall. Finally, in Chapter 6, some results for the optimization of a functional containing fractional derivatives of constant and variable order are presented.
Автор: Francesca Biagini; Yaozhong Hu; Bernt ?ksendal; Tu Название: Stochastic Calculus for Fractional Brownian Motion and Applications ISBN: 1849969949 ISBN-13(EAN): 9781849969949 Издательство: Springer Рейтинг: Цена: 79190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the resulting theory.
Автор: Caponetto Riccardo Et Al Название: Fractional Order Systems: Modeling And Control Applications ISBN: 9814304190 ISBN-13(EAN): 9789814304191 Издательство: World Scientific Publishing Рейтинг: Цена: 91870.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: It is well known that FOS can be applied in control applications and systems modeling, and their effectiveness has been proven in many theoretical works and simulation routines. This book aims to propose implementations and applications of Fractional Order Systems (FOS).
Автор: Lorenzo Название: The Fractional Trigonometry - With Applications to Fractional Differential Equations and Science ISBN: 1119139406 ISBN-13(EAN): 9781119139409 Издательство: Wiley Рейтинг: Цена: 124550.00 T Наличие на складе: Поставка под заказ. Описание: Classical trigonometry plays a very important role relative to integer order calculus, and together with the common exponential function, provides solutions for linear differential equations.
Автор: Herrmann Richard Название: Fractional Calculus ISBN: 9814551074 ISBN-13(EAN): 9789814551076 Издательство: World Scientific Publishing Рейтинг: Цена: 168960.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Latest Edition: Fractional Calculus: An Introduction for Physicists (3rd Edition)The book presents a concise introduction to the basic methods and strategies in fractional calculus and enables the reader to catch up with the state of the art in this field as well as to participate and contribute in the development of this exciting research area.The contents are devoted to the application of fractional calculus to physical problems. The fractional concept is applied to subjects in classical mechanics, group theory, quantum mechanics, nuclear physics, hadron spectroscopy and quantum field theory and it will surprise the reader with new intriguing insights.This new, extended edition now also covers additional chapters about image processing, folded potentials in cluster physics, infrared spectroscopy and local aspects of fractional calculus. A new feature is exercises with elaborated solutions, which significantly supports a deeper understanding of general aspects of the theory. As a result, this book should also be useful as a supporting medium for teachers and courses devoted to this subject.
Автор: Almeida Ricardo, Pooseh Shakoor, Torres Delfim F. Название: Computational Methods in the Fractional Calculus of Variations ISBN: 1783266406 ISBN-13(EAN): 9781783266401 Издательство: World Scientific Publishing Рейтинг: Цена: 68640.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book fills a gap in the literature by introducing numerical techniques to solve problems of the Fractional Calculus of Variations (FCV). In most cases, finding the analytic solution to such problems is extremely difficult or even impossible, and numerical methods need to be used.
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
