Numerical Methods in Computational Finance: A Partial Differential Equation (Pde/Fdm) Approach, Duffy Daniel J.
Автор: Younes Salehi, William E. Schiesser Название: Numerical Integration of Space Fractional Partial Differential Equations, Volume 2: Applications from Classical Integer PDEs ISBN: 1681732092 ISBN-13(EAN): 9781681732091 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 82230.00 T Наличие на складе: Нет в наличии. 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 a discussion of applications from classical integer PDEs.
The Moment-SOS hierarchy is a powerful methodology that is used to solve the Generalized Moment Problem (GMP) where the list of applications in various areas of Science and Engineering is almost endless. Initially designed for solving polynomial optimization problems (the simplest example of the GMP), it applies to solving any instance of the GMP whose description only involves semi-algebraic functions and sets. It consists of solving a sequence (a hierarchy) of convex relaxations of the initial problem, and each convex relaxation is a semidefinite program whose size increases in the hierarchy.
The goal of this book is to describe in a unified and detailed manner how this methodology applies to solving various problems in different areas ranging from Optimization, Probability, Statistics, Signal Processing, Computational Geometry, Control, Optimal Control and Analysis of a certain class of nonlinear PDEs. For each application, this unconventional methodology differs from traditional approaches and provides an unusual viewpoint. Each chapter is devoted to a particular application, where the methodology is thoroughly described and illustrated on some appropriate examples.
The exposition is kept at an appropriate level of detail to aid the different levels of readers not necessarily familiar with these tools, to better know and understand this methodology.
Автор: Nazarov Alexander I, Poborchi Sergei Название: Poincare Inequality And Its Applications To Pde: An Advanced Textbook ISBN: 9814725889 ISBN-13(EAN): 9789814725880 Издательство: World Scientific Publishing Рейтинг: Цена: 33790.00 T Наличие на складе: Поставка под заказ. Описание: This book presents an introduction to the theory of Sobolev spaces that is a fundamental tool in the modern study of partial differential equations. The authors' approach is based on the Poincare inequality and demonstrates its importance in function theory and in the theory of PDEs.
Автор: Nazarov Alexander I, Poborchi Sergei Название: Poincare Inequality And Its Applications To Pde: An Advanced Textbook ISBN: 9814725870 ISBN-13(EAN): 9789814725873 Издательство: World Scientific Publishing Рейтинг: Цена: 65470.00 T Наличие на складе: Поставка под заказ. Описание: This book presents an introduction to the theory of Sobolev spaces that is a fundamental tool in the modern study of partial differential equations. The authors' approach is based on the Poincare inequality and demonstrates its importance in function theory and in the theory of PDEs.
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: Shair Ahmad, Antonio Ambrosetti Название: Differential Equations: A first course on ODE and a brief introduction to PDE ISBN: 3110650037 ISBN-13(EAN): 9783110650037 Издательство: Walter de Gruyter Цена: 107790.00 T Наличие на складе: Нет в наличии. Описание: This book is mainly intended as a textbook for students at the Sophomore-Junior level, majoring in mathematics, engineering, or the sciences in general. The book includes the basic topics in Ordinary Differential Equations, normally taught in an undergraduate class, as linear and nonlinear equations and systems, Bessel functions, Laplace transform, stability, etc. It is written with ample exibility to make it appropriate either as a course stressing applications, or a course stressing rigor and analytical thinking. This book also offers sufficient material for a one-semester graduate course, covering topics such as phase plane analysis, oscillation, Sturm-Liouville equations, Euler-Lagrange equations in Calculus of Variations, first and second order linear PDE in 2D. There are substantial lists of exercises at the ends of chapters. A solutions manual, containing complete and detailed solutions to all the exercises in the book, is available to instructors who adopt the book for teaching their classes.
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: 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.
Автор: Angela Slavova, Petar Popivanov Название: Nonlinear Waves: A Geometrical Approach ISBN: 9813271604 ISBN-13(EAN): 9789813271609 Издательство: World Scientific Publishing Рейтинг: Цена: 84480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
This volume provides an in-depth treatment of several equations and systems of mathematical physics, describing the propagation and interaction of nonlinear waves as different modifications of these: the KdV equation, Fornberg-Whitham equation, Vakhnenko equation, Camassa-Holm equation, several versions of the NLS equation, Kaup-Kupershmidt equation, Boussinesq paradigm, and Manakov system, amongst others, as well as symmetrizable quasilinear hyperbolic systems arising in fluid dynamics.
Readers not familiar with the complicated methods used in the theory of the equations of mathematical physics (functional analysis, harmonic analysis, spectral theory, topological methods, a priori estimates, conservation laws) can easily be acquainted here with different solutions of some nonlinear PDEs written in a sharp form (waves), with their geometrical visualization and their interpretation. In many cases, explicit solutions (waves) having specific physical interpretation (solitons, kinks, peakons, ovals, loops, rogue waves) are found and their interactions are studied and geometrically visualized. To do this, classical methods coming from the theory of ordinary differential equations, the dressing method, Hirota's direct method and the method of the simplest equation are introduced and applied. At the end, the paradifferential approach is used.
This volume is self-contained and equipped with simple proofs. It contains many exercises and examples arising from the applications in mechanics, physics, optics and, quantum mechanics.
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: 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.
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
