This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics.
We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way.
The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study.
The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).
Автор: N.A. Bobylov; S.V. Emel`yanov; S. Korovin Название: Geometrical Methods in Variational Problems ISBN: 0792357809 ISBN-13(EAN): 9780792357803 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This monograph presents methods for the investigation of nonlinear variational problems, based on geometric and topological ideas. Attention is also given to applications in optimization, mathematical physics, control, and numerical methods.
Автор: Cher Ming Tan; Wei Li; Zhenghao Gan; Yuejin Hou Название: Applications of Finite Element Methods for Reliability Studies on ULSI Interconnections ISBN: 1447126416 ISBN-13(EAN): 9781447126416 Издательство: Springer Рейтинг: Цена: 104480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book offers a thorough understanding of the applications of finite element method (FEM) to reliability modeling and an appreciation of the strengths and weaknesses of various numerical models for interconnect reliability.
Автор: Hidemaro Suwa Название: Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems ISBN: 4431563679 ISBN-13(EAN): 9784431563679 Издательство: Springer Рейтинг: Цена: 87060.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book introduces a new Markov chain optimization method with braking the detailed balance. It develops a quantum Monte Carlo method for nonconserved particles and combines it with the excitation level analysis.
Автор: Seonho Cho, Kyung K. Choi, Youn D. Ha Название: Isogeometric Optimal Design: Geometrically Exact S hape Optimization with Seamless Integration of CAD and CAE ISBN: 1118732057 ISBN-13(EAN): 9781118732052 Издательство: Wiley Рейтинг: Цена: 121440.00 T Наличие на складе: Невозможна поставка. Описание: Presents a unified approach for combining CAD, CAE, sensitivity analysis, and optimization, helping readers to understand the theories of the isogeometric finite element method and shape optimization systematically and accurately.
Автор: Hidemaro Suwa Название: Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems ISBN: 4431545166 ISBN-13(EAN): 9784431545163 Издательство: Springer Рейтинг: Цена: 87070.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book introduces a new Markov chain optimization method with braking the detailed balance. It develops a quantum Monte Carlo method for nonconserved particles and combines it with the excitation level analysis.
Автор: Robert Levy; William R. Spillers Название: Analysis of Geometrically Nonlinear Structures ISBN: 9048164389 ISBN-13(EAN): 9789048164387 Издательство: Springer Рейтинг: Цена: 130590.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: In terms of the theory of structures, the importance of geometric nonlinearities is explained by the theorem which states that "In the presence of prestress, geometric nonlinearities are of the same order of magnitude as linear elastic effects in structures.
Автор: N.A. Bobylov; S.V. Emel`yanov; S. Korovin Название: Geometrical Methods in Variational Problems ISBN: 9401059551 ISBN-13(EAN): 9789401059558 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Since the building of all the Universe is perfect and is cre- ated by the wisdom Creator, nothing arises in the Universe in which one cannot see the sense of some maXImum or mInImUm Euler God moves the Universe along geometrical lines Plato Mathematical models of most closed physical systems are based on vari- ational principles, i.e., it is postulated that equations describing the evolu- tion of a system are the Euler Lagrange equations of a certain functional. In this connection, variational methods are one of the basic tools for studying many problems of natural sciences. The first problems related to the search for extrema appeared as far back as in ancient mathematics. They go back to Archimedes, Appolonius, and Euclid. In many respects, the problems of seeking maxima and minima have stimulated the creation of differential calculus; the variational prin- ciples of optics and mechanics, which were discovered in the seventeenth and eighteenth centuries, gave impetus to an intensive development of the calculus of variations. In one way or another, variational problems were of interest to such giants of natural sciences as Fermat, Newton, Descartes, Euler, Huygens, 1. Bernoulli, J. Bernoulli, Legendre, Jacobi, Kepler, La- grange, and Weierstrass.
Автор: Gerald Farin; Bernd Hamann; Hans Hagen Название: Hierarchical and Geometrical Methods in Scientific Visualization ISBN: 364262801X ISBN-13(EAN): 9783642628016 Издательство: Springer Рейтинг: Цена: 139310.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The nature of the physical Universe has been increasingly better understood in recent years, and cosmological concepts have undergone a rapid evolution (see, e.g., [11], [2],or [5]).
Автор: M. A. Krasnoselskii; C. Fenske; P. P. Zabreiko Название: Geometrical Methods of Nonlinear Analysis ISBN: 364269411X ISBN-13(EAN): 9783642694110 Издательство: Springer Рейтинг: Цена: 83850.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: On the other hand, many problems of non- linear analysis are still far from a solution (problems arising from the internal development of mathematics and, in particular, problems arising in the process of interpreting new problems in the natural sciences).
Автор: J. Sz?cs; Mark Levi; V.I. Arnold Название: Geometrical Methods in the Theory of Ordinary Differential Equations ISBN: 1461269946 ISBN-13(EAN): 9781461269946 Издательство: Springer Рейтинг: Цена: 186330.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The expanded second edition of this book reflects new developments including the Feigenbaum universality of period doubling, the Zoladec solution, the Iljashenko proof, the Ecalle and Voronin theory, the Varchenko and Hovanski theorems and the Neistadt theory.
Автор: Daniele Boffi; Franco Brezzi; Michel Fortin Название: Mixed Finite Element Methods and Applications ISBN: 3642365183 ISBN-13(EAN): 9783642365188 Издательство: Springer Рейтинг: Цена: 167700.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Here is a framework for mixed finite element methods, moving from a finite dimensional presentation, then on to formulation in Hilbert spaces and approximations, stabilized methods and eigenvalue problems. Offers examples: Stokes` problem, elasticity and more.
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