Numerical Methods in Computational Finance: A Partial Differential Equation (Pde/Fdm) Approach, Duffy Daniel J.
Автор: Lord Название: An Introduction to Computational Stochastic PDEs ISBN: 0521899907 ISBN-13(EAN): 9780521899901 Издательство: Cambridge Academ Рейтинг: Цена: 121440.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB (R) codes are included, so that readers can perform computations themselves and solve the test problems discussed.
Автор: Lord Название: An Introduction to Computational Stochastic PDEs ISBN: 0521728525 ISBN-13(EAN): 9780521728522 Издательство: Cambridge Academ Рейтинг: Цена: 60190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This comprehensive introduction to stochastic partial differential equations incorporates the effects of randomness into real-world models, offering graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. MATLAB (R) codes are included, so that readers can perform computations themselves and solve the test problems discussed.
Автор: Langtangen Hans P., Tveito Aslak Название: Advanced Topics in Computational Partial Differential Equations / Numerical Methods and Diffpack Programming ISBN: 3540014381 ISBN-13(EAN): 9783540014386 Издательство: Springer Рейтинг: Цена: 93130.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The book is suitable for readers with a background in basic finite element and finite difference methods for partial differential equations who wants gentle introductions to advanced topics like parallel computing, multigrid methods, and special methods for systems of PDEs. The goal of all chapters is to *compute* solutions to problems, hence algorithmic and software issues play a central role. All software examples use the Diffpack programming environment, so to take advantage of these examples some experience with Diffpack is required. There are also some chapters covering complete applications, i.e., the way from a model, expressed as systems of PDEs, through discretization methods, algorithms, software design, verification, and computational examples.
Автор: Langtangen Hans P. Название: Computational Partial Differential Equations / Numerical Methods and Diffpack Programming ISBN: 354043416X ISBN-13(EAN): 9783540434160 Издательство: Springer Рейтинг: Цена: 62410.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This graduate textbook - now in its second edition - teaches finite element methods and basic finite difference methods from a computational point of view. The emphasis is on developing flexible computer programs using the numerical library Diffpack. Diffpack is explained in detail for problems including model equations in applied mathematics, heat transfer, elasticity, and viscous fluid flow. All the program examples, as well as Diffpack for use with this book, are available on the Internet.
Автор: Daniel J. Duffy Название: Finite Difference Methods in Financial Engineering: A Partial Differential Equation Approach ISBN: 0470858826 ISBN-13(EAN): 9780470858820 Издательство: Wiley Рейтинг: Цена: 77090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This is today`s most complete and practical guide to finite difference methods and its applications to derivatives. The application of finite difference methods (FDM), long popular in areas such as fluid mechanics and heat transfer, has become increasingly vital for pricing derivative products in today`s global markets.
Автор: Guo Boling Et Al Название: Fractional Partial Differential Equations And Their Numerical Solutions ISBN: 9814667048 ISBN-13(EAN): 9789814667043 Издательство: World Scientific Publishing Рейтинг: Цена: 116160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
This book aims to introduce some new trends and results on the study of the fractional differential equations, and to provide a good understanding of this field to beginners who are interested in this field, which is the authors' beautiful hope.
This book describes theoretical and numerical aspects of the fractional partial differential equations, including the authors' researches in this field, such as the fractional Nonlinear SchrOdinger equations, fractional Landau-Lifshitz equations and fractional Ginzburg-Landau equations. It also covers enough fundamental knowledge on the fractional derivatives and fractional integrals, and enough background of the fractional PDEs.
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.
Автор: Thomas Huckle, Tobias Neckel Название: Bits and Bugs: A Scientific and Historical Review of Software Failures in Computational Science ISBN: 1611975557 ISBN-13(EAN): 9781611975550 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 38450.00 T Наличие на складе: Невозможна поставка. Описание: In scientific computing (also known as computational science), advanced computing capabilities are used to solve complex problems. This self-contained book describes and analyzes reported software failures related to the major topics within scientific computing: mathematical modeling of phenomena; numerical analysis (number representation, rounding, conditioning); mathematical aspects and complexity of algorithms, systems, or software; concurrent computing (parallelization, scheduling, synchronization); and numerical data (such as input of data and design of control logic).Readers will find lists of related, interesting bugs, MATLAB examples, and ""excursions"" that provide necessary background, as well as an in-depth analysis of various aspects of the selected bugs. Illustrative examples of numerical principles such as machine numbers, rounding errors, condition numbers, and complexity are also included.This book is intended for students, teachers, and researchers in scientific computing, computer science, and applied mathematics. It is also an entertaining and motivating introduction for those with a minimum background in mathematics or computer science. Bits and Bugs can be used for courses in numerical analysis, numerical methods in linear algebra/ODEs/PDEs, introductory software engineering, introductory scientific computing, and parallel programming.
The revised and updated second edition of this textbook teaches students to create modeling codes used to analyze, design, and optimize structures and systems used in wireless communications, microwave circuits, and other applications of electromagnetic fields and waves. Worked code examples are provided for key algorithms using the MATLAB technical computing language.
The book begins by introducing the field of numerical analysis and providing an overview of the fundamentals of electromagnetic field theory. Further chapters cover basic numerical tasks, finite difference methods, numerical integration, integral equations and the method of moments, solving linear systems, the finite element method, optimization methods, and inverse problems.
Developing and using numerical methods helps students to learn the theory of wave propagation in a concrete, visual, and hands-on way. This book fills the missing space of current textbooks that either lack depth on key topics or treat the topic at a level that is too advanced for undergraduates or first-year graduate students.
Presenting the topic with clear explanations, relevant examples, and problem sets that move from simple algorithms to complex codes with real-world capabilities, this book helps its readers develop the skills required for taking a mathematical prescription for a numerical method and translating it into a working, validated software code, providing a valuable resource for understanding the finite difference method, the method of moments, the finite element method, and other tools used in the RF and wireless industry.
Автор: Karl K. Sabelfeld, Nikolai A. Simonov Название: Stochastic Methods for Boundary Value Problems: Numerics for High-dimensional PDEs and Applications ISBN: 3110479060 ISBN-13(EAN): 9783110479065 Издательство: Walter de Gruyter Рейтинг: Цена: 123910.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron-hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography
Автор: Younes Salehi, William E. Schiesser Название: Numerical Integration of Space Fractional Partial Differential Equations, Volume 2: Applications from Classical Integer PDEs ISBN: 1681732718 ISBN-13(EAN): 9781681732718 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 108110.00 T Наличие на складе: Невозможна поставка. Описание: Partial differential equations are one of the most used widely forms of mathematics in science and engineering. Two fractional PDEs can be considered, fractional in time, and fractional in space. This volume is directed to the development and use of SFPDEs, providing an introduction to Algorithms and Computer Coding in R.
Автор: Daxin Nie, Weihua Deng, Xudong Wang Название: Functional Distribution Of Anomalous And Nonergodic Diffusion: From Stochastic Processes To Pdes ISBN: 9811250499 ISBN-13(EAN): 9789811250491 Издательство: World Scientific Publishing Рейтинг: Цена: 95040.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This volume presents a pedagogical review of the functional distribution of anomalous and nonergodic diffusion and its numerical simulations, starting from the studied stochastic processes to the deterministic partial differential equations governing the probability density function of the functionals. Since the remarkable theory of Brownian motion was proposed by Einstein in 1905, it had a sustained and broad impact on diverse fields, such as physics, chemistry, biology, economics, and mathematics. The functionals of Brownian motion are later widely attractive for their extensive applications. It was Kac, who firstly realized the statistical properties of these functionals can be studied by using Feynman's path integrals.In recent decades, anomalous and nonergodic diffusions which are non-Brownian become topical issues, such as fractional Brownian motion, Levy process, Levy walk, among others. This volume examines the statistical properties of the non-Brownian functionals, derives the governing equations of their distributions, and shows some algorithms for solving these equations numerically.
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
