Following the recent financial crisis, risk management in financial institutions, particularly in banks, has attracted widespread attention and discussion. Novel modeling approaches and courses to educate future professionals in industry, government, and academia are of timely relevance. This book introduces an innovative concept and methodology developed by the authors: active risk management. It is suitable for graduate students in mathematical finance/financial engineering, economics, and statistics as well as for practitioners in the fields of finance and insurance. The book s website features the data sets used in the examples along with various exercises."

There have been substantial developments in meshfree methods, particle methods, and generalized finite element methods since the mid 1990s. The growing interest in these methods is in part due to the fact that they offer extremely flexible numerical tools and can be interpreted in a number of ways. For instance, meshfree methods can be viewed as a natural extension of classical finite element and finite difference methods to scattered node configurations with no fixed connectivity. Furthermore, meshfree methods have a number of advantageous features that are especially attractive when dealing with multiscale phenomena: A-priori knowledge about the solution's particular local behavior can easily be introduced into the meshfree approximation space, and coarse scale approximations can be seamlessly refined by adding fine scale information. However, the implementation of meshfree methods and their parallelization also requires special attention, for instance with respect to numerical integration.

This volume covers a wide range of topics that fall under the 'philosophy of quantifiers', a philosophy that spans across multiple areas such as logic, metaphysics, epistemology and even the history of philosophy. It discusses the import of quantifier variance in the model theory of mathematics. It advances an argument for the uniqueness of quantifier meaning in terms of Evert Beth's notion of implicit definition and clarifies the oldest explicit formulation of quantifier variance: the one proposed by Rudolf Carnap. The volume further examines what it means that a quantifier can have multiple meanings and addresses how existential vagueness can induce vagueness in our modal notions. Finally, the book explores the role played by quantifiers with respect to various kinds of semantic paradoxes, the logicality issue, ontological commitment, and the behavior of quantifiers in intensional contexts.

This book contains a collection of original research articles and review articles that describe novel mathematical modeling techniques and the application of those techniques to models of cell motility in a variety of contexts. The aim is to highlight some of the recent mathematical work geared at understanding the coordination of intracellular processes involved in the movement of cells. This collection will benefit researchers interested in cell motility as well graduate students taking a topics course in this area.

This monograph presents results of the analytical and numerical modeling of convective heat and mass transfer in different rotating flows caused by (i) system rotation, (ii) swirl flows due to swirl generators, and (iii) surface curvature in turns and bends. Volume forces (i.e. centrifugal and Coriolis forces), which influence the flow pattern, emerge in all of these rotating flows. The main part of this work deals with rotating flows caused by system rotation, which includes several rotating-disk configurations and straight pipes rotating about a parallel axis. Swirl flows are studied in some of the configurations mentioned above. Curvilinear flows are investigated in different geometries of two-pass ribbed and smooth channels with 180 Degrees bends. The author demonstrates that the complex phenomena of fluid flow and convective heat transfer in rotating flows can be successfully simulated using not only the universal CFD methodology, but in certain cases by means of the integral methods, self-similar and analytical solutions. The book will be a valuable read for research experts and practitioners in the field of heat and mass transfer.

The objective of this self-contained book is two-fold. First, the reader is introduced to the modelling and mathematical analysis used in fluid mechanics, especially concerning the Navier-Stokes equations which is the basic model for the flow of incompressible viscous fluids. Authors introduce mathematical tools so that the reader is able to use them for studying many other kinds of partial differential equations, in particular nonlinear evolution problems.

The background needed are basic results in calculus, integration, and functional analysis. Some sections certainly contain more advanced topics than others. Nevertheless, the authors aim is that graduate or PhD students, as well as researchers who are not specialized in nonlinear analysis or in mathematical fluid mechanics, can find a detailed introduction to this subject.
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Inland Waterway (IW), or river vessels are in every respect different from the seagoing ships. The professional literature is mostly focused on conventional seagoing fleets, leaving a gap in the documentation of design practices for IW vessels. The principal attribute that differentiates river vessels from the seagoing ships is the low, or shallow, draught due to water depth restrictions. This book addresses key aspects for the design of contemporary, shallow draught IW vessels for the transport of dry cargo (containers and bulk cargo). Most of the logic that is presented is applicable to the design of river vessels for any river, but the material that is presented is focused on vessels for the River Danube and its tributaries. The term 'contemporary river vessel' assumes that the present-day technology and current Danube river infrastructure are taken into consideration in its design. It is believed that the technologies and concepts that are proposed here are applicable for all new vessel designs for the next 10 to 15 years. Other innovative technologies should be considered for designs beyond that horizon. Moreover, nowadays contemporary IW vessel must be in harmony with the Environmentally Sustainable Transport (EST) policies and hence special attention is paid to both ecology and efficiency. Note however that shipowners and ship operators usually tend to choose the conventional cost-effective transport technologies. Given that potential divergence of interests, the concepts and technologies treated here may be regarded as innovative.

This book provides a complete and comprehensive guide to Pyomo (Python Optimization Modeling Objects) for beginning and advanced modelers, including students at the undergraduate and graduate levels, academic researchers, and practitioners. Using many examples to illustrate the different techniques useful for formulating models, this text beautifully elucidates the breadth of modeling capabilities that are supported by Pyomo and its handling of complex real-world applications. In the third edition, much of the material has been reorganized, new examples have been added, and a new chapter has been added describing how modelers can improve the performance of their models. The authors have also modified their recommended method for importing Pyomo. A big change in this edition is the emphasis of concrete models, which provide fewer restrictions on the specification and use of Pyomo models. Pyomo is an open source software package for formulating and solving large-scale optimization problems. The software extends the modeling approach supported by modern AML (Algebraic Modeling Language) tools. Pyomo is a flexible, extensible, and portable AML that is embedded in Python, a full-featured scripting language. Python is a powerful and dynamic programming language that has a very clear, readable syntax and intuitive object orientation. Pyomo includes Python classes for defining sparse sets, parameters, and variables, which can be used to formulate algebraic expressions that define objectives and constraints. Moreover, Pyomo can be used from a command-line interface and within Python's interactive command environment, which makes it easy to create Pyomo models, apply a variety of optimizers, and examine solutions.

"Combat Modeling" is a systematic learning resource and reference text for the quantitative analysis of combat. After a brief overview, authors Washburn and Kress present individual chapters on shooting without feedback; shooting with feedback; target defense; attrition models; game theory and wargames; search; unmanned aerial vehicles; and terror and insurgency. Three appendices provide a review of basic probability concepts, probability distributions, and Markov models; an introduction to optimization models; and a discussion of Monte-Carlo simulations. Drawing on their many years of experience at the Naval Postgraduate School in Monterey, California, Washburn and Kress have created a reference that will provide the tools and techniques for analysts involved in the underpinnings of combat decisions. This is a book that can be used as a military manual, reference book, and textbook for military courses on this vital subject.

This book presents the textile-, mathematical and mechanical background for the modelling of fiber based structures such as yarns, braided and knitted textiles. The hierarchical scales of these textiles and the structural elements at the different levels are analysed and the methods for their modelling are presented. The author reports about problems, methods and algorithms and possible solutions from his twenty year experience in the modelling and software development of CAD for textiles.

This book treats modeling and simulation in a simple way, that builds on the existing knowledge and intuition of students. They will learn how to build a model and solve it using Excel. Most chemical engineering students feel a shiver down the spine when they see a set of complex mathematical equations generated from the modeling of a chemical engineering system. This is because they usually do not understand how to achieve this mathematical model, or they do not know how to solve the equations system without spending a lot of time and effort. Trying to understand how to generate a set of mathematical equations to represent a physical system (to model) and solve these equations (to simulate) is not a simple task. A model, most of the time, takes into account all phenomena studied during a Chemical Engineering course. In the same way, there is a multitude of numerical methods that can be used to solve the same set of equations generated from the modeling, and many different computational languages can be adopted to implement the numerical methods. As a consequence of this comprehensiveness and combinatorial explosion of possibilities, most books that deal with this subject are very extensive and embracing, making need for a lot of time and effort to go through this subject. It is expected that with this book the chemical engineering student and the future chemical engineer feel motivated to solve different practical problems involving chemical processes, knowing they can do that in an easy and fast way, with no need of expensive software.

This book focuses on recent research in modern optimization and its implications in control and data analysis. This book is a collection of papers from the conference "Optimization and Its Applications in Control and Data Science" dedicated to Professor Boris T. Polyak, which was held in Moscow, Russia on May 13-15, 2015. This book reflects developments in theory and applications rooted by Professor Polyak's fundamental contributions to constrained and unconstrained optimization, differentiable and nonsmooth functions, control theory and approximation. Each paper focuses on techniques for solving complex optimization problems in different application areas and recent developments in optimization theory and methods. Open problems in optimization, game theory and control theory are included in this collection which will interest engineers and researchers working with efficient algorithms and software for solving optimization problems in market and data analysis. Theoreticians in operations research, applied mathematics, algorithm design, artificial intelligence, machine learning, and software engineering will find this book useful and graduate students will find the state-of-the-art research valuable.

The focus of these conference proceedings is on research, development, and applications in the fields of numerical geometry, scientific computing and numerical simulation, particularly in mesh generation and related problems. In addition, this year's special focus is on Voronoi diagrams and their applications, celebrating the 150th birthday of G.F. Voronoi. In terms of content, the book strikes a balance between engineering algorithms and mathematical foundations. It presents an overview of recent advances in numerical geometry, grid generation and adaptation in terms of mathematical foundations, algorithm and software development and applications. The specific topics covered include: quasi-conformal and quasi-isometric mappings, hyperelastic deformations, multidimensional generalisations of the equidistribution principle, discrete differential geometry, spatial and metric encodings, Voronoi-Delaunay theory for tilings and partitions, duality in mathematical programming and numerical geometry, mesh-based optimisation and optimal control methods. Further aspects examined include iterative solvers for variational problems and algorithm and software development. The applications of the methods discussed are multidisciplinary and include problems from mathematics, physics, biology, chemistry, material science, and engineering.

This book addresses selected topics in electrical engineering, electronics and mechatronics that have posed serious challenges for both the scientific and engineering communities in recent years. The topics covered range from mathematical models of electrical and electronic components and systems, to simulation tools implemented for their analysis and further developments; and from multidisciplinary optimization, signal processing methods and numerical results, to control and diagnostic techniques. By bridging theory and practice in the modeling, design and optimization of electrical, electromechanical and electronic systems, and by adopting a multidisciplinary perspective, the book provides researchers and practitioners with timely and extensive information on the state of the art in the field - and a source of new, exciting ideas for further developments and collaborations. The book presents selected results of the XIII Scientific Conference on Selected Issues of Electrical Engineering and Electronics (WZEE 2016), held on May 04-08, 2016, in Rzeszow, Poland. The Conference was organized by the Rzeszow Division of Polish Association of Theoretical and Applied Electrical Engineering (PTETiS) in cooperation with the Faculty of Electrical and Computer Engineering of the Rzeszow University of Technology.

Presenting original results from both theoretical and numerical viewpoints, this text offers a detailed discussion of the variational approach to brittle fracture. The key to this approach is viewing crack growth as the result of a competition between bulk and surface energy. The variational approach that the authors champion provides an incisive picture of initiation and propagation whose features are detailed. It treats crack evolution from its initiation all the way to the failure of a sample. The authors set forth tested-and-proven models that you can use to gauge crack initiation, crack path, and crack extension for arbitrary geometries and loads. Although the material is mathematical in nature, the authors avoid unnecessary technicalities. They also connect the variational approach with more classical treatments of fracture, demonstrating the distinct results of each approach in simple test settings and via relevant numerical simulations.

Fifty years ago, a new approach to reaction kinetics began to emerge: one based on mathematical models of reaction kinetics, or formal reaction kinetics. Since then, there has been a rapid and accelerated development in both deterministic and stochastic kinetics, primarily because mathematicians studying differential equations and algebraic geometry have taken an interest in the nonlinear differential equations of kinetics, which are relatively simple, yet capable of depicting complex behavior such as oscillation, chaos, and pattern formation. The development of stochastic models was triggered by the fact that novel methods made it possible to measure molecules individually. Now it is high time to make the results of the last half-century available to a larger audience: students of chemistry, chemical engineering and biochemistry, not to mention applied mathematics. Based on recent papers, this book presents the most important concepts and results, together with a wealth of solved exercises. The book is accompanied by the authors' Mathematica package, ReactionKinetics, which helps both students and scholars in their everyday work, and which can be downloaded from http://extras.springer.com/ and also from the authors' websites. Further, the large set of unsolved problems provided may serve as a springboard for individual research.

Modeling Students' Mathematical Modeling Competencies offers welcome clarity and focus to the international research and professional community in mathematics, science, and engineering education, as well as those involved in the sciences of teaching and learning these subjects.

Chemical processes in many fields of science and technology, including combustion, atmospheric chemistry, environmental modelling, process engineering, and systems biology, can be described by detailed reaction mechanisms consisting of numerous reaction steps. This book describes methods for the analysis of reaction mechanisms that are applicable in all these fields. Topics addressed include: how sensitivity and uncertainty analyses allow the calculation of the overall uncertainty of simulation results and the identification of the most important input parameters, the ways in which mechanisms can be reduced without losing important kinetic and dynamic detail, and the application of reduced models for more accurate engineering optimizations. This monograph is invaluable for researchers and engineers dealing with detailed reaction mechanisms, but is also useful for graduate students of related courses in chemistry, mechanical engineering, energy and environmental science and biology.

This thesis investigates the sound generated by solid bodies in steady subsonic flows with unsteady perturbations, as is typically used when determining the noise generated by turbulent interactions. The focus is predominantly on modelling the sound generated by blades within an aircraft engine, and the solutions are presented as asymptotic approximations. Key analytical techniques, such as the Wiener-Hopf method, and the matched asymptotic expansion method are clearly detailed. The results allow for the effect of variations in the steady flow or blade shape on the noise generated to be analysed much faster than when solving the problem numerically or considering it experimentally.

This volume tackles a variety of biological and medical questions using mathematical models to understand complex system dynamics. Working in collaborative teams of six, each with a senior research mentor, researchers developed new mathematical models to address questions in a range of application areas. Topics include retinal degeneration, biopolymer dynamics, the topological structure of DNA, ensemble analysis, multidrug-resistant organisms, tumor growth modeling, and geospatial modeling of malaria. The work is the result of newly formed collaborative groups begun during the Collaborative Workshop for Women in Mathematical Biology hosted by the Institute of Pure and Applied Mathematics at UCLA in June 2019. Previous workshops in this series have occurred at IMA, NIMBioS, and MBI.

This book is based on a two-day symposium at the Paris Institute of Advanced Study titled "space-time geometries and movement in the brain and the arts". It includes over 20 chapters written by the leading scientists and artists who presented their related research studies at the symposium and includes six sections; the first three focus on space-time geometries in perception, action and memory while the last three focus on specific artistic domains: drawing and painting, dance, music, digital arts and robotics. The book is accompanied by a dedicated webpage including related images and videos. There is an ever-growing interest in the topics covered by this book. Space and time are of fundamental importance for our understanding of human perception, action, memory and cognition, and are entities which are equally important in physics, biology, neuroscience and psychology. Highly prominent scientists and mathematicians have expressed their belief that our bodies and minds shape the ways we perceive space and time and the physical laws we formulate. Understanding how the brain perceives motion and generates -bodily movements is of great significance. There is also growing interest in studying how space, time and movement subserve artistic creations in different artistic modalities (e.g., fine arts, digital and performing arts and music). This interest is inspired by the idea that artists make intuitive use of the principles and simplifying strategies used by the brain in movement generation and perception. Building upon new understanding of the spatio-temporal geometries subserving movement generation and perception by the brain we can start exploring how artists make use of such neuro --geometrical and neuro-dynamic representations in order to express artistic concepts and emotionally affect the human observers and listeners. Scientists have also started formulating new ideas of how aesthetic judgements emerge from the principles and brain mechanisms subserving motor control and motion perception. Covering novel and multidisciplinary topics, this advanced book will be of interest to neuroscientists, behavioral scientists, artificial intelligence and robotics experts, students and artists.

This book surveys new algorithmic approaches and applications to natural and man-made disasters such as oil spills, hurricanes, earthquakes and wildfires. Based on the "Third International Conference on Dynamics of Disasters" held in Kalamata, Greece, July 2017, this Work includes contributions in evacuation logistics, disaster communications between first responders, disaster relief, and a case study on humanitarian logistics. Multi-disciplinary theories, tools, techniques and methodologies are linked with disasters from mitigation and preparedness to response and recovery. The interdisciplinary approach to problems in economics, optimization, government, management, business, humanities, engineering, medicine, mathematics, computer science, behavioral studies, emergency services, and environmental studies will engage readers from a wide variety of fields and backgrounds.

This book presents as its main subject new models in mathematical neuroscience. A wide range of neural networks models with discontinuities are discussed, including impulsive differential equations, differential equations with piecewise constant arguments, and models of mixed type. These models involve discontinuities, which are natural because huge velocities and short distances are usually observed in devices modeling the networks. A discussion of the models, appropriate for the proposed applications, is also provided.

This book uncovers mathematical structures underlying natural intelligence and applies category theory as a modeling language for understanding human cognition, giving readers new insights into the nature of human thought. In this context, the book explores various topics and questions, such as the human representation of the number system, why our counting ability is different from that which is evident among non-human organisms, and why the idea of zero is so difficult to grasp. The book is organized into three parts: the first introduces the general reason for studying general structures underlying the human mind; the second part introduces category theory as a modeling language and use it for exposing the deep and fascinating structures underlying human cognition; and the third applies the general principles and ideas of the first two parts to reaching a better understanding of challenging aspects of the human mind such as our understanding of the number system, the metaphorical nature of our thinking and the logic of our unconscious dynamics.

The domain of inverse problems has experienced a rapid expansion, driven by the increase in computing power and the progress in numerical modeling. When I started working on this domain years ago, I became somehow fr- tratedtoseethatmyfriendsworkingonmodelingwhereproducingexistence, uniqueness, and stability results for the solution of their equations, but that I was most of the time limited, because of the nonlinearity of the problem, to provethatmyleastsquaresobjectivefunctionwasdi?erentiable....Butwith my experience growing, I became convinced that, after the inverse problem has been properly trimmed, the ?nal least squares problem, the one solved on the computer, should be Quadratically (Q)-wellposed, thatis, both we- posed and optimizable: optimizability ensures that a global minimizer of the least squares function can actually be found using e?cient local optimization algorithms, and wellposedness that this minimizer is stable with respect to perturbation of the data. But the vast majority of inverse problems are nonlinear, and the clas- cal mathematical tools available for their analysis fail to bring answers to these crucial questions: for example, compactness will ensure existence, but provides no uniqueness results, and brings no information on the presence or absenceofparasiticlocalminimaorstationarypoints..