This book focuses on modelling financial information flows and information-based asset pricing framework. After introducing the fundamental properties of the framework, it presents a short information-theoretic perspective with a view to quantifying the information content of financial signals, and links the present framework with the literature on asymmetric information and market microstructure by means of a dynamic, bipartite, heterogeneous agent network. Numerical and explicit analyses shed light on the effects of differential information and information acquisition on the allocation of profit and loss as well as the pace of fundamental price discovery. The dynamic programming method is used to seek an optimal strategy for utilizing superior information. Lastly, the book features an implementation of the present framework using real-world financial data.

Calculus has been used in solving many scientific and engineering problems. For optimization problems, however, the differential calculus technique sometimes has a drawback when the objective function is step-wise, discontinuous, or multi-modal, or when decision variables are discrete rather than continuous. Thus, researchers have recently turned their interests into metaheuristic algorithms that have been inspired by natural phenomena such as evolution, animal behavior, or metallic annealing.

This book especially focuses on a music-inspired metaheuristic algorithm, harmony search. Interestingly, there exists an analogy between music and optimization: each musical instrument corresponds to each decision variable; musical note corresponds to variable value; and harmony corresponds to solution vector. Just like musicians in Jazz improvisation play notes randomly or based on experiences in order to find fantastic harmony, variables in the harmony search algorithm have random values or previously-memorized good values in order to find optimal solution.

This book presents four mathematical essays which explore the foundations of mathematics and related topics ranging from philosophy and logic to modern computer mathematics. While connected to the historical evolution of these concepts, the essays place strong emphasis on developments still to come.

The book originated in a 2002 symposium celebrating the work of Bruno Buchberger, Professor of Computer Mathematics at Johannes Kepler University, Linz, Austria, on the occasion of his 60th birthday. Among many other accomplishments, Professor Buchberger in 1985 was the founding editor of the Journal of Symbolic Computation; the founder of the Research Institute for Symbolic Computation (RISC) and its chairman from 1987-2000; the founder in 1990 of the Softwarepark Hagenberg, Austria, and since then its director.

More than a decade in the making, Mathematics, Computer Science and Logic - A Never Ending Story includes essays by leading authorities, on such topics as mathematical foundations from the perspective of computer verification; a symbolic-computational philosophy and methodology for mathematics; the role of logic and algebra in software engineering; and new directions in the foundations of mathematics. These inspiring essays invite general, mathematically interested readers to share state-of-the-art ideas which advance the never ending story of mathematics, computer science and logic.

Mathematics, Computer Science and Logic - A Never Ending Story is edited by Professor Peter Paule, Bruno Buchberger s successor as director of the Research Institute for Symbolic Computation.

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In April 2007, the Deutsche Forschungsgemeinschaft (DFG) approved the Priority Program 1324 "Mathematical Methods for Extracting Quantifiable Information from Complex Systems." This volume presents a comprehensive overview of the most important results obtained over the course of the program. Mathematical models of complex systems provide the foundation for further technological developments in science, engineering and computational finance. Motivated by the trend toward steadily increasing computer power, ever more realistic models have been developed in recent years. These models have also become increasingly complex, and their numerical treatment poses serious challenges. Recent developments in mathematics suggest that, in the long run, much more powerful numerical solution strategies could be derived if the interconnections between the different fields of research were systematically exploited at a conceptual level. Accordingly, a deeper understanding of the mathematical foundations as well as the development of new and efficient numerical algorithms were among the main goals of this Priority Program. The treatment of high-dimensional systems is clearly one of the most challenging tasks in applied mathematics today. Since the problem of high-dimensionality appears in many fields of application, the above-mentioned synergy and cross-fertilization effects were expected to make a great impact. To be truly successful, the following issues had to be kept in mind: theoretical research and practical applications had to be developed hand in hand; moreover, it has proven necessary to combine different fields of mathematics, such as numerical analysis and computational stochastics. To keep the whole program sufficiently focused, we concentrated on specific but related fields of application that share common characteristics and as such, they allowed us to use closely related approaches.

Computational Methods in Elasticity and Plasticity: Solids and Porous Media presents the latest developments in the area of elastic and elasto-plastic finite element modeling of solids, porous media and pressure-dependent materials and structures. The book covers the following topics in depth: the mathematical foundations of solid mechanics, the finite element method for solids and porous media, the theory of plasticity and the finite element implementation of elasto-plastic constitutive models. The book also includes: -A detailed coverage of elasticity for isotropic and anisotropic solids. -A detailed treatment of nonlinear iterative methods that could be used for nonlinear elastic and elasto-plastic analyses. -A detailed treatment of a kinematic hardening von Mises model that could be used to simulate cyclic behavior of solids. -Discussion of recent advances in the analysis of porous media and pressure-dependent materials in more detail than other books currently available. Computational Methods in Elasticity and Plasticity: Solids and Porous Media also contains problem sets, worked examples and a solutions manual for instructors.

This book is devoted to the study of scalar and asymptotic scalar derivatives and their applications to some problems in nonlinear analysis, Riemannian geometry and applied mathematics. The theoretical results are developed in particular with respect to the study of complementarity problems, monotonicity of nonlinear mappings and the non-gradient type monotonicity on Riemannian manifolds. Scalar and Asymptotic Derivatives: Theory and Applications also presents the material in relation to Euclidean spaces, Hilbert spaces, Banach spaces, Riemannian manifolds, and Hadamard manifolds. This book is intended for researchers and graduate students working in the fields of nonlinear analysis, Riemannian geometry and applied mathematics. It fills a gap in the literature as the first book to appear on the subject.

Mathematical algorithms are a fundamental component of Computer Aided Design and Manufacturing (CAD/CAM) systems. This book provides a bridge between algebraic geometry and geometric modelling algorithms, formulated within a computer science framework. Apart from the algebraic geometry topics covered, the entire book is based on the unifying concept of using algebraic techniques - properly specialized to solve geometric problems - to seriously improve accuracy, robustness and efficiency of CAD-systems. It provides new approaches as well as industrial applications to deform surfaces when animating virtual characters, to automatically compare images of handwritten signatures and to improve control of NC machines. This book further introduces a noteworthy representation based on 2D contours, which is essential to model the metal sheet in industrial processes. It additionally reviews applications of numerical algebraic geometry to differential equations systems with multiple solutions and bifurcations. Future Vision and Trends on Shapes, Geometry and Algebra is aimed specialists in the area of mathematics and computer science on the one hand and on the other hand at those who want to become familiar with the practical application of algebraic geometry and geometric modelling such as students, researchers and doctorates.

This volume contains a collection of papers dedicated to Professor Eckhard Platen to celebrate his 60th birthday, which occurred in 2009. The contributions have been written by a number of his colleagues and co-authors. All papers have been - viewed and presented as keynote talks at the international conference "Quantitative Methods in Finance" (QMF) in Sydney in December 2009. The QMF Conference Series was initiated by Eckhard Platen in 1993 when he was at the Australian - tional University (ANU) in Canberra. Since joining UTS in 1997 the conference came to be organised on a much larger scale and has grown to become a signi?cant international event in quantitative ?nance. Professor Platen has held the Chair of Quantitative Finance at the University of Technology, Sydney (UTS) jointly in the Faculties of Business and Science since 1997. Prior to this appointment, he was the Founding Head of the Centre for Fin- cial Mathematics at the Institute of Advanced Studies at ANU, a position to which he was appointed in 1994. Eckhard completed a PhD in Mathematics at the Technical University in Dresden in 1975 and in 1985 obtained his Doctor of Science degree (Habilitation degree in the German system) from the Academy of Sciences in Berlin where he headed the Stochastics group at the Weierstrass Institute.

This book presents a comprehensive and detailed study on iterative learning control (ILC) for systems with iteration-varying trial lengths. Instead of traditional ILC, which requires systems to repeat on a fixed time interval, this book focuses on a more practical case where the trial length might randomly vary from iteration to iteration. The iteration-varying trial lengths may be different from the desired trial length, which can cause redundancy or dropouts of control information in ILC, making ILC design a challenging problem. The book focuses on the synthesis and analysis of ILC for both linear and nonlinear systems with iteration-varying trial lengths, and proposes various novel techniques to deal with the precise tracking problem under non-repeatable trial lengths, such as moving window, switching system, and searching-based moving average operator. It not only discusses recent advances in ILC for systems with iteration-varying trial lengths, but also includes numerous intuitive figures to allow readers to develop an in-depth understanding of the intrinsic relationship between the incomplete information environment and the essential tracking performance. This book is intended for academic scholars and engineers who are interested in learning about control, data-driven control, networked control systems, and related fields. It is also a useful resource for graduate students in the above field.

This book explores finite element methods for incompressible flow problems: Stokes equations, stationary Navier-Stokes equations and time-dependent Navier-Stokes equations. It focuses on numerical analysis, but also discusses the practical use of these methods and includes numerical illustrations. It also provides a comprehensive overview of analytical results for turbulence models. The proofs are presented step by step, allowing readers to more easily understand the analytical techniques.

This book collects up-to-date papers from world experts in a broad variety of relevant applications of approximation theory, including dynamical systems, multiscale modelling of fluid flow, metrology, and geometric modelling to mention a few. The 14 papers in this volume document modern trends in approximation through recent theoretical developments, important computational aspects and multidisciplinary applications. The book is arranged in seven invited surveys, followed by seven contributed research papers. The surveys of the first seven chapters are addressing the following relevant topics: emergent behaviour in large electrical networks, algorithms for multivariate piecewise constant approximation, anisotropic triangulation methods in adaptive image approximation, form assessment in coordinate metrology, discontinuous Galerkin methods for linear problems, a numerical analyst's view of the lattice Boltzmann method, approximation of probability measures on manifolds. Moreover, the diverse contributed papers of the remaining seven chapters reflect recent developments in approximation theory, approximation practice and their applications. Graduate students who wish to discover the state of the art in a number of important directions of approximation algorithms will find this a valuable volume. Established researchers from statisticians through to fluid modellers will find interesting new approaches to solving familiar but challenging problems. This book grew out of the sixth in the conference series on "Algorithms for Approximation", which took place from 31st August to September 4th 2009 in Ambleside in the Lake District of the United Kingdom.

The book provides complete coverage of the classical methods of statistical analysis. It is designed to give students an understanding of the purpose of statistical analyses, to allow the student to determine, at least to some degree, the correct type of statistical analyses to be performed in a given situation, and have some appreciation of what constitutes good experimental design.
* Examples and exercises contain real data and
graphical illustration for ease of interpretation
* Outputs from SAS 7, SPSS 7, Excel, and Minitab are
used for illustration, but any major statistical
software package will work equally well.
* Data sets are furnished on CD included in the text

This book focuses on the nonlinear behaviour of thin-wall shells (single- and multilayered with delamination areas) under various uniform and non-uniform loadings.
The dependence of critical (buckling) load upon load variability is revealed to be highly non-monotonous, showing minima when load variability is close to the eigenmode variabilities of solution branching points of the respective nonlinear boundary problem.
A novel numerical approach is employed to analyze branching points and to build primary, secondary, and tertiary bifurcation paths of the nonlinear boundary problem for the case of uniform loading. The load levels of singular points belonging to the paths are considered to be critical load estimates for the case of non-uniform loadings.

These proceedings were prepared in connection with the international conference Approximation Theory XIII, which was held March 7-10, 2010 in San Antonio, Texas. The conference was the thirteenth in a series of meetings in Approximation Theory held at various locations in the United States, and was attended by 144 participants. Previous conferences in the series were held in Austin, Texas (1973, 1976, 1980, 1992), College Station, Texas (1983, 1986, 1989, 1995), Nashville, Tennessee (1998), St. Louis, Missouri (2001), Gatlinburg, Tennessee (2004), and San Antonio, Texas (2007). Along with the many plenary speakers, the contributors to this proceedings provided inspiring talks and set a high standard of exposition in their descriptions of new directions for research. Many relevant topics in approximation theory are included in this book, such as abstract approximation, approximation with constraints, interpolation and smoothing, wavelets and frames, shearlets, orthogonal polynomials, univariate and multivariate splines, and complex approximation.

This book represents the results of cross-fertilization between OR/MS and CS/AI. It is this interface of OR/CS that makes possible advances that could not have been achieved in isolation. Taken collectively, these articles are indicative of the state-of-the-art in the interface between OR/MS and CS/AI and of the high caliber of research being conducted by members of the INFORMS Computing Society.

This volume contains eight state of the art contributions on mathematical aspects and applications of fast boundary element methods in engineering and industry. This covers the analysis and numerics of boundary integral equations by using differential forms, preconditioning of hp boundary element methods, the application of fast boundary element methods for solving challenging problems in magnetostatics, the simulation of micro electro mechanical systems, and for contact problems in solid mechanics. Other contributions are on recent results on boundary element methods for the solution of transient problems. This book is addressed to researchers, graduate students and practitioners working on and using boundary element methods. All contributions also show the great achievements of interdisciplinary research between mathematicians and engineers, with direct applications in engineering and industry.

This volume contains the contributions of participants of the conference "Optimal Control of Partial Differential Equations" held at the Wasserschloss Klaffenbach near Chemnitz (Saxony, Germany) from April 20 to 25, 1998. The conference was organized by the editors of this volume. Along with the dramatic increase in computer power, the application of PDE-based control theory and the corresponding numerical algorithms to industrial problems has become more and more important in recent years. This development is reflected by the fact that researchers focus their interest on challenging problems such as the study of controlled fluid-structure interactions, flexible structures, noise reduction, smart materials, the optimal design of shapes and material properties and specific industrial processes. All of these applications involve the analytical and numerical treatment of nonlinear partial differential equations with nonhomogeneous boundary or transmission conditions along with some cost criteria to be minimized. The mathematical framework contains modelling and analysis of such systems as well as the numerical analysis and implemention of algorithms in order to solve concrete problems. This volume offers a wide spectrum of aspects of the discipline and is of interest to mathematicians as well as to scientists working in the fields of applications.

This book is comprehensive in its classical mathematical physics presentation, providing the reader with detailed instructions for obtaining Green's functions from scratch. Green's functions is an instrument easily accessible to practitioners who are engaged in design and exploitation of machines and structures in modern engineering practice. To date, there are no books available on the market that are devoted to the Green's function formalism for equations covered in this volume. The reader, with an undergraduate background in applied mathematics, can become an active user of the Green's function approach. For the first time, Green's functions are discussed for a specific class of problems dealing with potential fields induced in thin-wall structures and therefore, the reader will have first-hand access to a novel issue. This Work is accessible to researchers in applied mathematics, mechanics, and relevant disciplines such as engineering, as well as to upper level undergraduates and graduate students.

Provides a better understanding of the physiological and mechanical behaviour of the human body and the design of tools for their realistic numerical simulations, including concrete examples of such computational models. This book covers a large range of methods and an illustrative set of applications.

Computer science is the science of the future, and already underlies every facet of business and technology, and much of our everyday lives. In addition, it will play a crucial role in the science the 21st century, which will be dominated by biology and biochemistry, similar to the role of mathematics in the physical sciences of the 20th century. In this award-winning best-seller, the author and his co-author focus on the fundamentals of computer science, which revolve around the notion of the "algorithm." They discuss the design of algorithms, and their efficiency and correctness, the inherent limitations of algorithms and computation, quantum algorithms, concurrency, large systems and artificial intelligence. Throughout, the authors, in their own words, stress the 'fundamental and robust nature of the science in a form that is virtually independent of the details of specific computers, languages and formalisms'.

This version of the book is published to celebrate 25 years since its first edition, and in honor of the Alan M. Turing Centennial year. Turing was a true pioneer of computer science, whose work forms the underlying basis of much of this book. "

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.

With applications to climate, technology, and industry, the modeling and numerical simulation of turbulent flows are rich with history and modern relevance. The complexity of the problems that arise in the study of turbulence requires tools from various scientific disciplines, including mathematics, physics, engineering and computer science.

Authored by two experts in the area with a long history of collaboration, this monograph provides a current, detailed look at several turbulence models from both the theoretical and numerical perspectives. The k-epsilon, large-eddy simulation and other models are rigorously derived and their performance is analyzed using benchmark simulations for real-world turbulent flows.

"Mathematical and Numerical Foundations of Turbulence Models and Applications" is an ideal reference for students in applied mathematics and engineering, as well as researchers in mathematical and numerical fluid dynamics. It is also a valuable resource for advanced graduate students in fluid dynamics, engineers, physical oceanographers, meteorologists and climatologists.

Programming Finite Elements in Java (TM) teaches the reader how to programme the algorithms of the finite element method (FEM) in Java (TM). The compact, simple code helps the student to read the algorithms, to understand them and thus to be able to refine them. All of the main aspects of finite element techniques are considered: finite element solution; generation of finite element meshes; and visualization of finite element models and results with Java 3D (TM). The step-by-step presentation includes algorithm programming and code explanation at each point. Problems and exercises are provided for each chapter, with Java (TM) source code and problem data sets available from http://extras.springer.com/2010/978-1-84882-971-8.

The emphasis throughout the present volume is on the practical application of theoretical mathematical models helping to unravel the underlying mechanisms involved in processes from mathematical physics and biosciences. It has been conceived as a unique collection of abstract methods dealing especially with nonlinear partial differential equations (either stationary or evolutionary) that are applied to understand concrete processes involving some important applications related to phenomena such as: boundary layer phenomena for viscous fluids, population dynamics,, dead core phenomena, etc. It addresses researchers and post-graduate students working at the interplay between mathematics and other fields of science and technology and is a comprehensive introduction to the theory of nonlinear partial differential equations and its main principles also presents their real-life applications in various contexts: mathematical physics, chemistry, mathematical biology, and population genetics. Based on the authors' original work, this volume provides an overview of the field, with examples suitable for researchers but also for graduate students entering research. The method of presentation appeals to readers with diverse backgrounds in partial differential equations and functional analysis. Each chapter includes detailed heuristic arguments, providing thorough motivation for the material developed later in the text. The content demonstrates in a firm way that partial differential equations can be used to address a large variety of phenomena occurring in and influencing our daily lives. The extensive reference list and index make this book a valuable resource for researchers working in a variety of fields and who are interested in phenomena modeled by nonlinear partial differential equations.