The aim of this book is to explain to high-performance computing (HPC) developers how to utilize the Intel(r) Xeon Phi series products efficiently. To that end, it introduces some computing grammar, programming technology and optimization methods for using many-integrated-core (MIC) platforms and also offers tips and tricks for actual use, based on the authors first-hand optimization experience.

The material is organized in three sections. The first section, Basics of MIC, introduces the fundamentals of MIC architecture and programming, including the specific Intel MIC programming environment. Next, the section on Performance Optimization explains general MIC optimization techniques, which are then illustrated step-by-step using the classical parallel programming example of matrix multiplication. Finally, Project development presents a set of practical and experience-driven methods for using parallel computing in application projects, including how to determine if a serial or parallel CPU program is suitable for MIC and how to transplant a program onto MIC.

This book appeals to two main audiences: First, software developers for HPC applications it will enable them to fully exploit the MIC architecture and thus achieve the extreme performance usually required in biological genetics, medical imaging, aerospace, meteorology and other areas of HPC. Second, students and researchers engaged in parallel and high-performance computing it will guide them on how to push the limits of system performance for HPC applications. "

This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

This book introduces the fascinating world of plasmonics and physics at the nanoscale, with a focus on simulations and the theoretical aspects of optics and nanotechnology. A research field with numerous applications, plasmonics bridges the gap between the micrometer length scale of light and the secrets of the nanoworld. This is achieved by binding light to charge density oscillations of metallic nanostructures, so-called surface plasmons, which allow electromagnetic radiation to be focussed down to spots as small as a few nanometers. The book is a snapshot of recent and ongoing research and at the same time outlines our present understanding of the optical properties of metallic nanoparticles, ranging from the tunability of plasmonic resonances to the ultrafast dynamics of light-matter interaction. Beginning with a gentle introduction that highlights the basics of plasmonic interactions and plasmon imaging, the author then presents a suitable theoretical framework for the description of metallic nanostructures. This model based on this framework is first solved analytically for simple systems, and subsequently through numerical simulations for more general cases where, for example, surface roughness, nonlinear and nonlocal effects or metamaterials are investigated.

This book presents the latest algorithmic developments in the cell-mapping method for the global analysis of nonlinear dynamic systems, global solutions for multi-objective optimization problems, and global solutions for zeros of complex algebraic equations. It also discusses related engineering and scientific applications, including the nonlinear design of structures for better vibration resistance and reliability; multi-objective, structural-acoustic design for sound abatement; optimal multi-objective design of airfoils for better lift; and optimal multi-objective design of linear and nonlinear controls with or without time delay. The first book on the subject to include extensive Matlab and C++ codes, it presents various implementation algorithms of the cell-mapping method, enabling readers to understand how the method works and its programming aspects. A link to the codes on the Springer website will be provided to the readers.

This book highlights recent compelling research results and trends in various aspects of contemporary mathematics, emphasizing applicabilitions to real-world situations. The chapters present exciting new findings and developments in situations where mathematical rigor is combined with common sense. A multi-disciplinary approach, both within each chapter and in the volume as a whole, leads to practical insights that may result in a more synthetic understanding of specific global issues as well as their possible solutions. The volume will be of interest not only to experts in mathematics, but also to graduate students, scientists, and practitioners from other fields including physics, biology, geology, management, and medicine.

The book shows how eastern and western perspectives and conceptions can be used to addresses recent topics laying at the crossroad between philosophy and cognitive science. It reports on new points of view and conceptions discussed during the International Conference on Philosophy and Cognitive Science (PCS2013), held at the Sun Yat-sen University, in Guangzhou, China, and the 2013 Workshop on Abductive Visual Cognition, which took place at KAIST, in Deajeon, South Korea. The book emphasizes an ever-growing cultural exchange between academics and intellectuals coming from different fields. It juxtaposes research works investigating new facets on key issues between philosophy and cognitive science, such as the role of models and causal representations in science; the status of theoretical concepts and quantum principles; abductive cognition, vision, and visualization in science from an eco-cognitive perspective. Further topics are: ignorance immunization in reasoning; moral cognition, violence, and epistemology; and models and biomorphism. The book, which presents a unique and timely account of the current state-of-the art on various aspects in philosophy and cognitive science, is expected to inspire philosophers, cognitive scientists and social scientists, and to generate fruitful exchanges and collaboration among them.

This is the first book to systematically consider the modern aspects of chaotic dynamics of magnetic field lines and charged particles in magnetically confined fusion plasmas. The analytical models describing the generic features of equilibrium magnetic fields and magnetic perturbations in modern fusion devices are presented. It describes mathematical and physical aspects of onset of chaos, generic properties of the structure of stochastic magnetic fields, transport of charged particles in tokamaks induced by magnetic perturbations, new aspects of particle turbulent transport, etc. The presentation is based on the classical and new unique mathematical tools of Hamiltonian dynamics, like the action--angle formalism, classical perturbation theory, canonical transformations of variables, symplectic mappings, the Poincare-Melnikov integrals. They are extensively used for analytical studies as well as for numerical simulations of magnetic field lines, particle dynamics, their spatial structures and statistical properties. The numerous references to articles on the latest development in the area are provided. The book is intended for graduate students and researchers who interested in the modern problems of magnetic stochasticity in magnetically confined fusion plasmas. It is also useful for physicists and mathematicians interested in new methods of Hamiltonian dynamics and their applications.

The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial systems governed by partial differential equations (e.g. the Black-Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support financial engineers in decision making. The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of financial systems to be established. Covering the following key areas of financial engineering: (i) control and stabilization of financial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in financial engineering. It is also a useful resource for the engineering and computer science community

This book explores the rise of theoretical physics in 19th century Germany. The authors show how the junior second physicist in German universities over time became the theoretical physicist, of equal standing to the experimental physicist. Gustav Kirchhoff, Hermann von Helmholtz, and Max Planck are among the great German theoretical physicists whose work and career are examined in this book. Physics was then the only natural science in which theoretical work developed into a major teaching and research specialty in its own right. Readers will discover how German physicists arrived at a well-defined field of theoretical physics with well understood and generally accepted goals and needs. The authors explain the nature of the work of theoretical physics with many examples, taking care always to locate the research within the workplace. The book is a revised and shortened version of Intellectual Mastery of Nature: Theoretical Physics from Ohm to Einstein, a two-volume work by the same authors. This new edition represents a reformulation of the larger work. It retains what is most important in the original work, while including new material, sharpening discussions, and making the research more accessible to readers. It presents a thorough examination of a seminal era in physics.

This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership, and to familiarize readers with RODEs themselves as well as the closely associated theory of random dynamical systems. In addition, it demonstrates how RODEs are being used in the biological sciences, where non-Gaussian and bounded noise are often more realistic than the Gaussian white noise in stochastic differential equations (SODEs). RODEs are used in many important applications and play a fundamental role in the theory of random dynamical systems. They can be analyzed pathwise with deterministic calculus, but require further treatment beyond that of classical ODE theory due to the lack of smoothness in their time variable. Although classical numerical schemes for ODEs can be used pathwise for RODEs, they rarely attain their traditional order since the solutions of RODEs do not have sufficient smoothness to have Taylor expansions in the usual sense. However, Taylor-like expansions can be derived for RODEs using an iterated application of the appropriate chain rule in integral form, and represent the starting point for the systematic derivation of consistent higher order numerical schemes for RODEs. The book is directed at a wide range of readers in applied and computational mathematics and related areas as well as readers who are interested in the applications of mathematical models involving random effects, in particular in the biological sciences.The level of this book is suitable for graduate students in applied mathematics and related areas, computational sciences and systems biology. A basic knowledge of ordinary differential equations and numerical analysis is required.

This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple but widely used financial derivatives for managing market risks. Only a basic knowledge of probability, real analysis, ordinary differential equations, linear algebra and some common sense are required to utilise this book. Financial mathematics is an application of advanced mathematical and statistical methods to financial management and markets, with a main objective to quantify and hedge risks. Since the book aims to present the basics of financial mathematics to the reader, only essential elements of probability and stochastic analysis are given to explain ideas on derivative pricing and hedging. To keep the reader intrigued and motivated, the book has a sandwich structure: Probability and stochastics are given on the spot, at places where mathematics can almost immediately be illustrated by an application to finance. The first part of the book introduces one of the main principles in finance - no arbitrage pricing.It also introduces main financial instruments such as forward and futures contracts, bonds and swaps, and options. This part is not mathematical. The second part deals with pricing and hedging of European- and American-type options in the discrete time setting. In addition, the concept of complete and incomplete markets is discussed. Elementary probability is briefly revised and discrete-time - discrete-space stochastic processes used in financial modelling are considered. The third part discusses stochastic analysis and introduces the Wiener process, Ito integrals, and stochastic differential equations. The main feature of this final part of the book is the famous Black - Scholes formula for pricing European options. Some guidance for further study of this exciting and rapidly changing subject is given in the last chapter. The book has approximately 100 exercises, for which most solutions have been provided.

The book "Computational Error and Complexity in Science and Engineering" pervades all the science and engineering disciplines where computation occurs. Scientific and engineering computation happens to be the interface between the mathematical model/problem and the real world application. One needs to obtain good quality numerical values for any real-world implementation. Just mathematical quantities symbols are of no use to engineers/technologists. Computational complexity of the numerical method to solve the mathematical model, also computed along with the solution, on the other hand, will tell us how much computation/computational effort has been spent to achieve that quality of result. Anyone who wants the specified physical problem to be solved has every right to know the quality of the solution as well as the resources spent for the solution. The computed error as well as the complexity provide the scientific convincing answer to these questions.
Specifically some of the disciplines in which the book will be readily useful are (i) Computational Mathematics, (ii) Applied Mathematics/Computational Engineering, Numerical and Computational Physics, Simulation and Modelling. Operations Research (both deterministic and stochastic), Computing Methodologies, Computer Applications, and Numerical Methods in Engineering.
Key Features:
- Describes precisely ready-to-use computational error and complexity
- Includes simple easy-to-grasp examples wherever necessary.
- Presents error and complexity in error-free, parallel, and probabilistic methods.
- Discusses deterministic and probabilistic methods with error and complexity.
- Points out the scope and limitation ofmathematical error-bounds.
- Provides a comprehensive up-to-date bibliography after each chapter.
- Describes precisely ready-to-use computational error and complexity
- Includes simple easy-to-grasp examples wherever necessary.
- Presents error and complexity in error-free, parallel, and probabilistic methods.
- Discusses deterministic and probabilistic methods with error and complexity.
- Points out the scope and limitation of mathematical error-bounds.
- Provides a comprehensive up-to-date bibliography after each chapter.

This book addresses the peculiarities of nonlinear wave propagation in waveguides and explains how the stratification depends on the waveguide and confinement. An example of this is an optical fibre that does not allow light to pass through a density jump. The book also discusses propagation in the nonlinear regime, which is characterized by a specific waveform and amplitude, to demonstrate so-called solitonic behaviour. In this case, a wave may be strongly localized, and propagates with a weak change in shape. In the waveguide case there are additional contributions of dispersion originating from boundary or asymptotic conditions. Offering concrete guidance on solving application problems, this essentially (more than twice) expanded second edition includes various aspects of guided propagation of nonlinear waves as well as new topics like solitonic behaviour of one-mode and multi-mode excitation and propagation and plasma waveguides, propagation peculiarities of electromagnetic waves in metamaterials, new types of dispersion, dissipation, electromagnetic waveguides, planetary waves and plasma waves interaction.The key feature of the solitonic behaviour is based on Coupled KdV and Coupled NS systems. The systems are derived in this book and solved numerically with the proof of stability and convergence. The domain wall dynamics of ferromagnetic microwaveguides and Bloch waves in nano-waveguides are also included with some problems of magnetic momentum and charge transport.

The series of texts composing this book is based on the lectures presented during the II Jose Plinio Baptista School of Cosmology, held in Pedra Azul (Espirito Santo, Brazil) between 9 and 14 March 2014. This II JBPCosmo has been entirely devoted to the problem of understanding theoretical and observational aspects of Cosmic Background Radiation (CMB).The CMB is one of the most important phenomena in Physics and a fundamental probe of our Universe when it was only 400,000 years old. It is an extraordinary laboratory where we can learn from particle physics to cosmology; its discovery in 1965 has been a landmark event in the history of physics.The observations of the anisotropy of the cosmic microwave background radiation through the satellites COBE, WMAP and Planck provided a huge amount of data which are being analyzed in order to discover important informations regarding the composition of our universe and the process of structure formation.

This book presents a cross-disciplinary approach to smart grids, offering an invaluable basis for understanding their complexity and potential, and for discussing their technical, legal, economic, societal, psychological and security aspects. Smart grids are a complex phenomenon involving new, active roles for consumers and prosumers, novel social, political and cultural practices, advanced ICT, new markets, security of supply issues, the informational turn in energy, valuation of assets and investments, technological innovation and (de)regulation. Furthermore, smart grids offer new interfaces, in turn creating hybrid fields: with the increasing use of electric vehicles and electric transportation, smart grids represent the crossroads of energy and mobility. While the aim is to achieve more sustainable production, transportation and use of energy, the importance of smart grids actually has less to do with electricity, heat or gas, and far more with transforming the infrastructure needed to deliver energy, as well as the roles of its owners, operators and users. The immediate goal is to contribute positively to a sustainable world society. The chapters are revised and expanded texts based upon lectures delivered at the Groningen Energy Summer School 2014. Questions for further discussion at the end of each chapter highlight the key themes that emerge. The book offers an indispensable resource for researchers, professionals and companies in the power supply industry, and for students seeking to broaden and deepen their understanding of smart grids.

This book, on the general topic of hydroaerodynamics, investigates a number of exciting applications in this field, addressing specifically issues that allow seemingly paradoxical issues to be dealt with. The first part is devoted to the study of channel flows, in particular the lateral flow of a viscous and viscous-plastic liquid in a ring channel formed by coaxial cylinders. Specifically, the problem of dissipation of mechanical energy in channel flows of highly viscous liquids is addressed and solved. Furthermore, the mechanism leading to hydrodynamic erosion in intra-field pipelines (known as "channelized effect") is identified. Subsequently, a theory for channel flows with mass transfer through porous walls is developed. In the second part, viscous liquid free flows (jets) are investigated. In particular, a dispersion law for turbulent flow is derived and the existence of dynamic invariance in wake flows of variable density is demonstrated. The third part presents new insights from both theoretical and experimental research into concentrated vortex structure formation and development. The conditions for the existence of Taylor-Goertler vortices are determined and the mechanism for their formation is described. Last but not least, the theory of vortex rings, a particularly interesting problem in hydroaerodynamics, is introduced in the last section of this book. Care has been taken, when selecting original theoretical problems of interest, to make the link with related topics in the published literature. At the same time, all experimental research described in this book is given a meaningful physical interpretation and corroborated by suitable theoretical models and computations.

This volume provides academic discussion on the theory and practice of mathematical analysis of nonlinear and inverse problems in electromagnetics and their applications. From mathematical problem statement to numerical results, the featured articles provide a concise overview of comprehensive approaches to the solution of problems. Articles highlight the most recent research concerning reliable theoretical approaches and numerical techniques and cover a wide range of applications, including acoustics, electromagnetics, optics, medical imaging, and geophysics. The nonlinear and ill-posed nature of inverse problems and the challenges they present when developing new numerical methods are explained, and numerical verification of proposed new methods on simulated and experimental data is provided. Based on the special session of the same name at the 2017 Progress in Electromagnetics Research Symposium, this book offers a platform for interaction between theoretical and practical researchers and between senior and incoming members in the field.

This book presents practical applications of the finite element method to general differential equations. The underlying strategy of deriving the finite element solution is introduced using linear ordinary differential equations, thus allowing the basic concepts of the finite element solution to be introduced without being obscured by the additional mathematical detail required when applying this technique to partial differential equations. The author generalizes the presented approach to partial differential equations which include nonlinearities. The book also includes variations of the finite element method such as different classes of meshes and basic functions. Practical application of the theory is emphasised, with development of all concepts leading ultimately to a description of their computational implementation illustrated using Matlab functions. The target audience primarily comprises applied researchers and practitioners in engineering, but the book may also be beneficial for graduate students.

The papers in this volume represent a broad, applied swath of advanced contributions to the 2015 ICSA/Graybill Applied Statistics Symposium of the International Chinese Statistical Association, held at Colorado State University in Fort Collins. The contributions cover topics that range from statistical applications in business and finance to applications in clinical trials and biomarker analysis. Each papers was peer-reviewed by at least two referees and also by an editor. The conference was attended by over 400 participants from academia, industry, and government agencies around the world, including from North America, Asia, and Europe.

Computational complexity is a serious bottleneck for the design process in virtually any engineering area. While migration from prototyping and experimental-based design validation to verification using computer simulation models is inevitable and has a number of advantages, high computational costs of accurate, high-fidelity simulations can be a major issue that slows down the development of computer-aided design methodologies, particularly those exploiting automated design improvement procedures, e.g., numerical optimization. The continuous increase of available computational resources does not always translate into shortening of the design cycle because of the growing demand for higher accuracy and necessity to simulate larger and more complex systems. Accurate simulation of a single design of a given system may be as long as several hours, days or even weeks, which often makes design automation using conventional methods impractical or even prohibitive. Additional problems include numerical noise often present in the simulation data, possible presence of multiple locally optimum designs, as well as multiple conflicting objectives. In this edited book, various techniques that can alleviate solving computationally expensive engineering design problems are presented. One of the most promising approaches is the use of fast replacement models, so-called surrogates, that reliably represent the expensive, simulation-based model of the system/device of interest but they are much cheaper and analytically tractable. Here, a group of international experts summarize recent developments in the area and demonstrate applications in various disciplines of engineering and science. The main purpose of the work is to provide the basic concepts and formulations of the surrogate-based modeling and optimization paradigm, as well as discuss relevant modeling techniques, optimization algorithms and design procedures. Therefore, this book should be useful to researchers and engineers from any discipline where computationally heavy simulations are used on daily basis in the design process.

This book provides a self-study program on how mathematics, computer science and science can be usefully and seamlessly intertwined. Learning to use ideas from mathematics and computation is essential for understanding approaches to cognitive and biological science. As such the book covers calculus on one variable and two variables and works through a number of interesting first-order ODE models. It clearly uses MatLab in computational exercises where the models cannot be solved by hand, and also helps readers to understand that approximations cause errors - a fact that must always be kept in mind.

Broadly organized around the applications of Fourier analysis, "Methods of Applied Mathematics with a MATLAB Overview" covers both classical applications in partial differential equations and boundary value problems, as well as the concepts and methods associated to the Laplace, Fourier, and discrete transforms. Transform inversion problems are also examined, along with the necessary background in complex variables. A final chapter treats wavelets, short-time Fourier analysis, and geometrically-based transforms. The computer program MATLAB is emphasized throughout, and an introduction to MATLAB is provided in an appendix. Rich in examples, illustrations, and exercises of varying difficulty, this text can be used for a one- or two-semester course and is ideal for students in pure and applied mathematics, physics, and engineering.

Focused on recent advances, this book covers theoretical foundations as well as various applications. It presents modern mathematical modeling approaches to the qualitative and numerical analysis of solutions for complex engineering problems in physics, mechanics, biochemistry, geophysics, biology and climatology. Contributions by an international team of respected authors bridge the gap between abstract mathematical approaches, such as applied methods of modern analysis, algebra, fundamental and computational mechanics, nonautonomous and stochastic dynamical systems on the one hand, and practical applications in nonlinear mechanics, optimization, decision making theory and control theory on the other. As such, the book will be of interest to mathematicians and engineers working at the interface of these fields.

This monograph provides a concise presentation of a mathematical approach to metastability, a wide-spread phenomenon in the dynamics of non-linear systems - physical, chemical, biological or economic - subject to the action of temporal random forces typically referred to as noise, based on potential theory of reversible Markov processes. The authors shed new light on the metastability phenomenon as a sequence of visits of the path of the process to different metastable sets, and focuses on the precise analysis of the respective hitting probabilities and hitting times of these sets. The theory is illustrated with many examples, ranging from finite-state Markov chains, finite-dimensional diffusions and stochastic partial differential equations, via mean-field dynamics with and without disorder, to stochastic spin-flip and particle-hop dynamics and probabilistic cellular automata, unveiling the common universal features of these systems with respect to their metastable behaviour. The monograph will serve both as comprehensive introduction and as reference for graduate students and researchers interested in metastability.

This edited volume offers a clear in-depth overview of research covering a variety of issues in social search and recommendation systems. Within the broader context of social network analysis it focuses on important and up-coming topics such as real-time event data collection, frequent-sharing pattern mining, improvement of computer-mediated communication, social tagging information, search system personalization, new detection mechanisms for the identification of online user groups, and many more. The twelve contributed chapters are extended versions of conference papers as well as completely new invited chapters in the field of social search and recommendation systems. This first-of-its kind survey of current methods will be of interest to researchers from both academia and industry working in the field of social networks.