'Overall, the book is highly technical, including full mathematical proofs of the results stated. Potential readers are post-graduate students or researchers in Quantitative Risk Management willing to have a manual with the state-of-the-art on portfolio diversification and risk aggregation with heavy tails, including the fundamental theorems as well as collateral (but most useful) results on majorization and copula theory.'Quantitative Finance This book offers a unified approach to the study of crises, large fluctuations, dependence and contagion effects in economics and finance. It covers important topics in statistical modeling and estimation, which combine the notions of copulas and heavy tails - two particularly valuable tools of today's research in economics, finance, econometrics and other fields - in order to provide a new way of thinking about such vital problems as diversification of risk and propagation of crises through financial markets due to contagion phenomena, among others. The aim is to arm today's economists with a toolbox suited for analyzing multivariate data with many outliers and with arbitrary dependence patterns. The methods and topics discussed and used in the book include, in particular, majorization theory, heavy-tailed distributions and copula functions - all applied to study robustness of economic, financial and statistical models, and estimation methods to heavy tails and dependence.

This volume reports on a large variety of mathematical simulations, covering all production steps of special glass manufacturing: melting, fining, mixing, homogenizing, hot and cold forming, thermal treatment, post-processing. Modern, commercially available software packages have been used and - whenever necessary - modified to satisfy the special requirements and situations in liquid or solid glasses, or the boundary conditions of forming processes. The mathematical approach often helps in understanding the overall and sometimes hidden features of processes and thus is a highly efficient tool for optimization efforts. Complementing and partly replacing experimental investigations, mathematical simulation makes possible considerable savings in time and money. Several of the results reported here are unique and published for the first time. The CD-ROM shows 27 simulations of different aspects such as surprising details of the pressing and casting process.

This book presents the latest research in computational methods for modeling and simulating brain disorders. In particular, it shows how mathematical models can be used to study the relationship between a given disorder and the specific brain structure associated with that disorder. It also describes the emerging field of computational psychiatry, including the study of pathological behavior due to impaired functional connectivity, pathophysiological activity, and/or aberrant decision-making. Further, it discusses the data analysis techniques that will be required to analyze the increasing amount of data being generated about the brain. Lastly, the book offers some tips on the application of computational models in the field of quantitative systems pharmacology. Mainly written for computational scientists eager to discover new application fields for their model, this book also benefits neurologists and psychiatrists wanting to learn about new methods.

This contributed volume highlights two areas of fundamental interest in high-performance computing: core algorithms for important kernels and computationally demanding applications. The first few chapters explore algorithms, numerical techniques, and their parallel formulations for a variety of kernels that arise in applications. The rest of the volume focuses on state-of-the-art applications from diverse domains. By structuring the volume around these two areas, it presents a comprehensive view of the application landscape for high-performance computing, while also enabling readers to develop new applications using the kernels. Readers will learn how to choose the most suitable parallel algorithms for any given application, ensuring that theory and practicality are clearly connected. Applications using these techniques are illustrated in detail, including: Computational materials science and engineering Computational cardiovascular analysis Multiscale analysis of wind turbines and turbomachinery Weather forecasting Machine learning techniques Parallel Algorithms in Computational Science and Engineering will be an ideal reference for applied mathematicians, engineers, computer scientists, and other researchers who utilize high-performance computing in their work.

Introduction to the Theory of Optimization in Euclidean Space is intended to provide students with a robust introduction to optimization in Euclidean space, demonstrating the theoretical aspects of the subject whilst also providing clear proofs and applications. Students are taken progressively through the development of the proofs, where they have the occasion to practice tools of differentiation (Chain rule, Taylor formula) for functions of several variables in abstract situations. Throughout this book, students will learn the necessity of referring to important results established in advanced Algebra and Analysis courses. Features Rigorous and practical, offering proofs and applications of theorems Suitable as a textbook for advanced undergraduate students on mathematics or economics courses, or as reference for graduate-level readers Introduces complex principles in a clear, illustrative fashion

Future predictions are always a topic of interest. Precise estimates are crucial in many activities as forecasting errors can lead to big financial loss. The sequential analysis of data and information gathered from past to present is call time series analysis. This book covers the recent advancements in time series forecasting. The book includes theoretical as well as recent applications of time series analysis. It focuses on the recent techniques used, discusses a combination of methodology and applications, presents traditional and advanced tools, new applications, and identifies the gaps in knowledge in engineering applications. This book is aimed at scientists, researchers, postgraduate students and engineers in the areas of supply chain management, production, inventory planning, and statistical quality control.

Dynamics is what characterizes virtually all phenomenae we face in the real world, and processes that proceed in practically all kinds of inanimate and animate systems, notably social systems. For our purposes dynamics is viewed as time evolution of some characteristic features of the phenomenae or processes under consideration. It is obvious that in virtually all non-trivial problems dynamics can not be neglected, and should be taken into account in the analyses to, first, get insight into the problem consider, and second, to be able to obtain meaningful results.

A convenient tool to deal with dynamics and its related evolution over time is to use the concept of a dynamic system which, for the purposes of this volume can be characterized by the input (control), state and output spaces, and a state transition equation. Then, starting from an initial state, we can find a sequence of consecutive states (outputs) under consecutive inputs (controls). That is, we obtain a trajectory. The state transition equation may be given in various forms, exemplified by differential and difference equations, linear or nonlinear, deterministic or stochastic, or even fuzzy (imprecisely specified), fully or partially known, etc. These features can give rise to various problems the analysts may encounter like numerical difficulties, instability, strange forms of behavior (e.g. chaotic), etc.

This volume is concerned with some modern tools and techniques which can be useful for the modeling of dynamics. We focus our attention on two important areas which play a key role nowadays, namely automation and robotics, and biological systems. We also add some new applications which can greatly benefit from the availability of effective and efficient tools for modeling dynamics, exemplified by some applications in security systems.

This monograph examines in detail models of neural systems described by delay-differential equations. Each element of the medium (neuron) is an oscillator that generates, in standalone mode, short impulses also known as spikes. The book discusses models of synaptic interaction between neurons, which lead to complex oscillatory modes in the system. In addition, it presents a solution to the problem of choosing the parameters of interaction in order to obtain attractors with predetermined structure. These attractors are represented as images encoded in the form of autowaves (wave memory). The target audience primarily comprises researchers and experts in the field, but it will also be beneficial for graduate students.

From Markov Jump Processes to Spatial Queues aims to develop a unified theory of spatial queues that yields concrete results for the performance analysis of mobile communication networks. A particular objective is to develop the most natural generalization of existing concepts (e.g. the BMAP) toward the needs of mobile communication networks. To these belong the spatial distribution of batch arrivals and users in the system as well as time-inhomogeneous (e.g. periodic) arrival intensities and user movements.

One of the major recent challenges for the stochastic modelling of communication systems is the emergence of wireless networks, which are used by more and more subscribers today. The main new feature of those, which is not covered by classical queuing theory, clearly is the importance of the user location within the area that is served by the base stations of the network.

In the framework of queuing theory, this opens up the natural extension of classical queuing models towards queues with a structured space in which users are served. The present book is intended to introduce this extension under the name of spatial queues. The main point of view and the general approach will be that of Markov jump processes. We start with a closer look into the theory. Then we present new results for the theory of stochastic processes as well as for classical queuing theory. Finally we introduce the new concepts of spatial Markovian arrival processes and spatial queues.

The main text is divided into three parts. The first part provides a new presentation of the theory of Markov jump processes. We derive a number of new results, especially for time-inhomogeneous processes, which have been neglected too much in the current textbooks on stochastic processes. For the first time, the class of Markov-additive jump processes is analysed in detail. This extends and unifies all Markovian arrival processes that have been proposed up to now (including arrivals for fluid queues) and provides a foundation for the subsequent introduction of spatial Markovian arrival processes.

The second part contains new results for classical queues with BMAP input. These include the first explicit formulae for the distribution of periodic queues. The class of fluid Markovian arrival processes is introduced, and we give statistical estimates for the parameters of a BMAP.

In the third part, the concepts of spatial Markovian arrival processes (abbreviated: SMAPs) and spatial queues are introduced. After that, periodic spatial Markovian queues are analysed as a model for the cells of a wireless communication network.
From Markov Jump Processes to Spatial Queues is intended to reach queuing theorists, researchers in the field of communication systems, as well as engineers with some background in probability theory. Furthermore, it is suitable as a textbook for advanced queuing theory on the graduate or post-graduate level.

This book investigates why economics makes less visible progress over time than scientific fields with a strong practical component, where interactions with physical technologies play a key role. The thesis of the book is that the main impediment to progress in economics is "false feedback", which it defines as the false result of an empirical study, such as empirical evidence produced by a statistical model that violates some of its assumptions. In contrast to scientific fields that work with physical technologies, false feedback is hard to recognize in economics. Economists thus have difficulties knowing where they stand in their inquiries, and false feedback will regularly lead them in the wrong directions. The book searches for the reasons behind the emergence of false feedback. It thereby contributes to a wider discussion in the field of metascience about the practices of researchers when pursuing their daily business. The book thus offers a case study of metascience for the field of empirical economics. The main strength of the book are the numerous smaller insights it provides throughout. The book delves into deep discussions of various theoretical issues, which it illustrates by many applied examples and a wide array of references, especially to philosophy of science. The book puts flesh on complicated and often abstract subjects, particularly when it comes to controversial topics such as p-hacking. The reader gains an understanding of the main challenges present in empirical economic research and also the possible solutions. The main audience of the book are all applied researchers working with data and, in particular, those who have found certain aspects of their research practice problematic.

This book presents 57 peer-reviewed papers from the 12th Conference on Traffic and Granular Flow (TGF) held in Washington, DC, in July 2017. It offers a unique synthesis of the latest scientific findings made by researchers from different countries, institutions and disciplines. The research fields covered range from physics, computer science and engineering and they may be all grouped under the topic of "Traffic and Granular Flow". The main theme of the Conference was: "From Molecular Interactions to Internet of Things and Smart Cities: The Role of Technology in the Understanding and the Evolution of Particle Dynamics".

Accurate estimation, diagnosis, and prevention of COVID-19 is a global challenge for healthcare organizations. Innovative measures can introduce and implement AI, and Mathematical Modeling applications. This book provides insight into the recent advances of applications, statistical methods, and mathematical modeling for the healthcare industry. This book covers the state-of-the-art applications of AI and Machine Learning in past epidemics, pandemics, and COVID-19. It offers recent global case studies, and discusses how AI and statistical methods, initiatives, and applications such as Machine Learning, Deep Learning, Correlation and Regression Analysis play a major role in the prediction, diagnosis, and prevention of a pandemic. It will also focus on how AI and statistical applications can facilitate and restructure the healthcare system. This book is written for Researchers, Students, Professionals, Executives, and the general public.

This book covers deep-learning-based approaches for sentiment analysis, a relatively new, but fast-growing research area, which has significantly changed in the past few years. The book presents a collection of state-of-the-art approaches, focusing on the best-performing, cutting-edge solutions for the most common and difficult challenges faced in sentiment analysis research. Providing detailed explanations of the methodologies, the book is a valuable resource for researchers as well as newcomers to the field.

This book gathers peer-reviewed contributions submitted to the 21st European Conference on Mathematics for Industry, ECMI 2021, which was virtually held online, hosted by the University of Wuppertal, Germany, from April 13th to April 15th, 2021. The works explore mathematics in a wide variety of applications, ranging from problems in electronics, energy and the environment, to mechanics and mechatronics. Topics covered include: Applied Physics, Biology and Medicine, Cybersecurity, Data Science, Economics, Finance and Insurance, Energy, Production Systems, Social Challenges, and Vehicles and Transportation. The goal of the European Consortium for Mathematics in Industry (ECMI) conference series is to promote interaction between academia and industry, leading to innovations in both fields. These events have attracted leading experts from business, science and academia, and have promoted the application of novel mathematical technologies to industry. They have also encouraged industrial sectors to share challenging problems where mathematicians can provide fresh insights and perspectives. Lastly, the ECMI conferences are one of the main forums in which significant advances in industrial mathematics are presented, bringing together prominent figures from business, science and academia to promote the use of innovative mathematics in industry.

* Example-driven approach * Suitable as supplementary reading for a graduate or advanced undergraduate course in dynamical systems

* Example-driven approach * Suitable as supplementary reading for a graduate or advanced undergraduate course in dynamical systems

This book contains some of the results presented at the mini-symposium titled Emerging Problems in the Homogenization of Partial Differential Equations, held during the ICIAM2019 conference in Valencia in July 2019. The papers cover a large range of topics, problems with weak regularity data involving renormalized solutions, eigenvalue problems for complicated shapes of the domain, homogenization of partial differential problems with strongly alternating boundary conditions of Robin type with large parameters, multiscale analysis of the potential action along a neuron with a myelinated axon, and multi-scale model of magnetorheological suspensions. The volume is addressed to scientists who deal with complex systems that presents several elements (characteristics, constituents...) of very different scales, very heterogeneous, and search for homogenized models providing an effective (macroscopic) description of their behaviors.

A step-by-step guide for today's modeling and simulation practices

This new guide for modeling and simulation of discrete-event systems (DES) demonstrates why simulation is fast becoming the method of choice for the evaluation of system performance in science, engineering, and management. The book begins with the basics of conventional simulation, then proceeds to modern simulation—treating sensitivity analysis and optimization in a wide range of systems that exhibit complex interaction of discrete events. These include communications networks, flexible manufacturing systems, PERT (project evaluation and review techniques) networks, queueing systems, and more.

Less focused on theory than on presenting a clear approach to practical applications, Modern Simulation and Modeling:

• Emphasizes concepts rather than mathematical completeness
• Integrates references and explanations of complex topics into the body of the text
• Provides an innovative chapter on rare-event probability estimation
• Describes the implementation of the score function (SF) method using the NSO simulation package
• Features 40 illustrations and numerous algorithms
• Offers extensive, end-of-chapter exercise sets
• Includes chapter bibliographies for further reading

Modern Simulation and Modeling is an essential text for graduate students of DES and stochastic processes and for undergraduate students in simulation. It is also an excellent reference for professionals in statistics and probability, mathematics, and management science.

Includes over 250 solved problems to supplement graduate-level courses in fluid mechanics and turbomachinery. Enables students to practice applying key concepts of fluid mechanics and the governing conservation laws to solve real-world problems. Uses the physics-first approach, allowing for a good understanding of the problem physics and the results obtained. Covers problems on flowpath aerodynamics design. Covers problems on secondary air systems modeling of gas turbines.

In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of general equilibrium theory, and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market.

This book, first published in 1981, offers a critical review of the techniques of mathematical modelling and their appropriate application to military operations research - the analysis of data (historical data, exercise and test results, and intelligence) in preparation for war. The virtues of sophistication via simplicity, and the beauty of the artful finesse, emerge as the signature of successful modelling.

Numerical simulation methods in all engineering disciplines gains more and more importance. The successful and efficient application of such tools requires certain basic knowledge about the underlying numerical techniques. The text gives a practice-oriented introduction in modern numerical methods as they typically are applied in mechanical, chemical, or civil engineering. Problems from heat transfer, structural mechanics, and fluid mechanics constitute a thematical focus of the text. For the basic understanding of the topic aspects of numerical mathematics, natural sciences, computer science, and the corresponding engineering area are simultaneously important. Usually, the necessary information is distributed in different textbooks from the individual disciplines. In the present text the subject matter is presented in a comprehensive multidisciplinary way, where aspects from the different fields are treated insofar as it is necessary for general understanding. Overarching aspects and important questions related to accuracy, efficiency, and cost effectiveness are discussed. The topics are presented in an introductory manner, such that besides basic mathematical standard knowledge in analysis and linear algebra no further prerequisites are necessary. The book is suitable either for self-study or as an accompanying textbook for corresponding lectures. It can be useful for students of engineering disciplines as well as for computational engineers in industrial practice.

First published in 1992, AY's Neuroanatomy of C. elegans for Computation provides the neural circuitry database of the nematode Caenorhabditis elegans, both in printed form and in ASCII files on 5.25-inch diskettes (for use on IBM (R) and compatible personal computers, Macintosh (R) computers, and higher level machines). Tables of connections among neuron classes, synapses among individual neurons, gap junctions among neurons, worm cells and their embryonic origin, and synthetically derived neuromuscular connections are presented together with the references from which the data were compiled and edited. Sample data files and source codes of FORTRAN and BASIC programs are provided to illustrate the use of mathematical tools for any researcher or student interested in examining a natural neural network and discovering what makes it tick.

This book, based on published studies, takes a unique perspective on the 30-year collapse of pharmaceutical industry productivity in the search for small molecule "magic bullet" interventions. The relentless escalation of inflation-adjusted cost per approved medicine in the United States - from $200 million in 1950 to $1.2 billion in 2010 - has driven industry giants to, at best, slavish imitation in drug design, and at worst, abandonment of research and embracing of widespread fraud in consumer marketing.The book adapts formalism across a number of disciplines to the strategy for design of mutilevel interventions, focusing first on molecular, cellular, and larger scale examples, and then extending the argument to the simplifications provided by the dominant role of social and cultural structures and processes in individual and population patterns of health and illness.In place of "magic bullets", we must now apply "magic strategies" that act across both the scale and level of organization. This book provides an introductory roadmap to the new tools that will be needed for the design of such strategies.

This accessible text presents a detailed introduction to the use of a wide range of software tools and modeling environments for use in the biosciences, as well as the fundamental mathematical background. The practical constraints presented by each modeling technique are described in detail, enabling the researcher to determine which software package would be most useful for a particular problem. Features: introduces a basic array of techniques to formulate models of biological systems, and to solve them; discusses agent-based models, stochastic modeling techniques, differential equations, spatial simulations, and Gillespie's stochastic simulation algorithm; provides exercises; describes such useful tools as the Maxima algebra system, the PRISM model checker, and the modeling environments Repast Simphony and Smoldyn; contains appendices on rules of differentiation and integration, Maxima and PRISM notation, and some additional mathematical concepts; offers supplementary material at an associated website.