Boundary and Interior Layers, Computational and Asymptotic Methods BAIL 2016, Zhongyi Huang; Martin Stynes; Zhimin Zhang

Автор: Kabanov Yuri, Pergamenshchikov Sergei
Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control
ISBN: 3540653325 ISBN-13(EAN): 9783540653325
Издательство: Springer
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Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

Автор: Vladimir Maz`ya; Serguei Nazarov; Boris Plamenevsk
Название: Asymptotic Theory of Elliptic Boundary Value Problems in Singularly Perturbed Domains
ISBN: 3764363975 ISBN-13(EAN): 9783764363970
Издательство: Springer
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Цена: 195610.00 T
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Описание: For the first time in the mathematical literature, this two-volume work introduces a unified and general approach to the subject. To a large extent, the book is based on the authors` work, and has no significant overlap with other books on the theory of elliptic boundary value problems.

Автор: Vladimir Maz`ya; B. Plamenevskij; Serguei Nazarov;
Название: Asymptotic Theory of Elliptic Boundary Value Problems in Singularly Perturbed Domains Volume II
ISBN: 3764363983 ISBN-13(EAN): 9783764363987
Издательство: Springer
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Цена: 195610.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For the first time in the mathematical literature, this two-volume work introduces a unified and general approach to the subject. To a large extent, the book is based on the authors` work, and has no significant overlap with other books on the theory of elliptic boundary value problems

Автор: Svetlana M. Bauer; Sergei B. Filippov; Andrei L. S
Название: Asymptotic methods in mechanics of solids
ISBN: 3319183109 ISBN-13(EAN): 9783319183107
Издательство: Springer
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Цена: 88500.00 T
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Описание: The 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.

Автор: Svetlana M. Bauer; Sergei B. Filippov; Andrei L. S
Название: Asymptotic methods in mechanics of solids
ISBN: 3319386824 ISBN-13(EAN): 9783319386829
Издательство: Springer
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Цена: 88500.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The 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.

Автор: Herbert Steinr?ck
Название: Asymptotic Methods in Fluid Mechanics: Survey and Recent Advances
ISBN: 3709116902 ISBN-13(EAN): 9783709116906
Издательство: Springer
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Цена: 174130.00 T
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Описание: This book offers a survey of asymptotic methods in fluid mechanics and applications, including high and low Reynolds number flows as an example of hybrid methods, waves as an example of exponential asymptotics and multiple scales methods in meteorology.

Автор: Petr Knobloch
Название: Boundary and Interior Layers, Computational and Asymptotic Methods - BAIL 2014
ISBN: 3319257250 ISBN-13(EAN): 9783319257259
Издательство: Springer
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Цена: 130430.00 T
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Описание: This volume offers contributions reflecting a selection of the lectures presented at the international conference BAIL 2014, which was held from 15th to 19th September 2014 at the Charles University in Prague, Czech Republic.

Автор: Carmelo Clavero; Jos? Luis Gracia; Francisco J. Li
Название: BAIL 2010 - Boundary and Interior Layers, Computational and Asymptotic Methods
ISBN: 3642268234 ISBN-13(EAN): 9783642268236
Издательство: Springer
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Цена: 153720.00 T
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Описание: This volume will contain selected papers from the lectures held at the BAIL 2010 Conference, which took place from July 5th to 9th, 2010 in Zaragoza (Spain).

Автор: Alan Hegarty; Natalia Kopteva; Eugene O`Riordan; M
Название: BAIL 2008 - Boundary and Interior Layers
ISBN: 3642006043 ISBN-13(EAN): 9783642006043
Издательство: Springer
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Цена: 130430.00 T
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Описание: Contains a cross-section of the papers that are presented at the BAIL 2008 conference, which was held from 28 July to 1 August 2008 at the University of Limerick, Ireland. This book gives an overview of the research into many engineering and mathematical problems of a singularly perturbed character.

Автор: Kelei Wang
Название: Free Boundary Problems and Asymptotic Behavior of Singularly Perturbed Partial Differential Equations
ISBN: 364244248X ISBN-13(EAN): 9783642442483
Издательство: Springer
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Цена: 102480.00 T
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Описание: The results of this exceptional thesis on free boundary problems in singularly perturbed PDEs develop our understanding of the effects of strong competition between species. The research has a wealth of valuable applications in both physics and biology.

Автор: Peter K. Friz; Jim Gatheral; Archil Gulisashvili;
Название: Large Deviations and Asymptotic Methods in Finance
ISBN: 3319385127 ISBN-13(EAN): 9783319385129
Издательство: Springer
Рейтинг:
Цена: 111790.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:

Hagan, Lesniewski, Woodward: Probability Distribution in the SABR Model of Stochastic Volatility.- Paulot: Asymptotic Implied Volatility at the Second Order with Application to the SABR Model.- Henry-Labordere: Unifying the BGM and SABR Models: A Short Ride in Hyperbolic Geometry.- Ben Arous, Laurence: Second Order Expansion for Implied Volatility in Two Factor Local-stochastic Volatility.- Osajima: General Asymptotics of Wiener Functionals and Application to Implied Volatilities.- Bayer, Laurence: Small-time asymptotics for the at-the-money implied volatility in a multi-dimensional local volatility model.- Keller-Ressel, Teichmann: A Remark on Gatheral's 'Most-likely Path Approximation' of Implied Volatility.- Gatheral, Wang: Implied volatility from local volatility: a path integral approach.- Gerhold, Friz: Don't Stay Local - Extrapolation Analytics for Dupire's Local Volatility.- Gulisashvili, Teichmann: Laplace Principle Expansions and Short Time Asymptotics for Affine Processes.- Lorig, Pascucci, Pagliarani: Asymptotics for d-dimensional Levy-type Processes.- Takahashi: An Asymptotic Expansion Approach in Finance.- Baudoin, Ouyang: On small time asymptotics for rough differential equations driven by fractional Brownian motions.- Lucic: On singularities in the Heston model.- Bayer, Friz, Laurence: On the probability density function of baskets.- Conforti, De Marco, Deuschel: On small-noise equations with degenerate limiting system arising from volatility models.- Pham: Long time asymptotic problems for optimal investment.- Spiliopoulos: Systemic Risk and Default Clustering for Large Financial Systems.- Jacod, Rosenbaum: Asymptotic Properties of a Volatility Estimator.

Автор: Donald Dawson; Rafal Kulik; Mohamedou Ould Haye; B
Название: Asymptotic Laws and Methods in Stochastics
ISBN: 1493930753 ISBN-13(EAN): 9781493930753
Издательство: Springer
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Цена: 88500.00 T
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Описание: "This book contains articles arising from a conference in honour of mathematician-statistician Miklaos Cseorgio on the occasion of his 80th birthday, held in Ottawa in July 2012"--Page 4 of cover.