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Books > Science & Mathematics > Mathematics > Numerical analysis

Common Zeros of Polynominals in Several Variables and Higher Dimensional Quadrature (Paperback): Yuan Xu Common Zeros of Polynominals in Several Variables and Higher Dimensional Quadrature (Paperback)
Yuan Xu
R3,767 Discovery Miles 37 670 Ships in 10 - 15 working days

Presents a systematic study of the common zeros of polynomials in several variables which are related to higher dimensional quadrature. The author uses a new approach which is based on the recent development of orthogonal polynomials in several variables and differs significantly from the previous ones based on algebraic ideal theory. Featuring a great deal of new work, new theorems and, in many cases, new proofs, this self-contained work will be of great interest to researchers in numerical analysis, the theory of orthogonal polynomials and related subjects.

Numerical Simulation of Distributed Parameter Processes (Hardcover, 2013 ed.): Tiberiu Colosi, Mihail-Ioan Abrudean,... Numerical Simulation of Distributed Parameter Processes (Hardcover, 2013 ed.)
Tiberiu Colosi, Mihail-Ioan Abrudean, Mihaela-Ligia Unguresan, Vlad Muresan
R3,471 Discovery Miles 34 710 Ships in 10 - 15 working days

The present monograph defines, interprets and uses the matrix of partial derivatives of the state vector with applications for the study of some common categories of engineering. The book covers broad categories of processes that are formed by systems of partial derivative equations (PDEs), including systems of ordinary differential equations (ODEs). The work includes numerous applications specific to Systems Theory based on Mpdx, such as parallel, serial as well as feed-back connections for the processes defined by PDEs. For similar, more complex processes based on Mpdx with PDEs and ODEs as components, we have developed control schemes with PID effects for the propagation phenomena, in continuous media (spaces) or discontinuous ones (chemistry, power system, thermo-energetic) or in electro-mechanics (railway - traction) and so on. The monograph has a purely engineering focus and is intended for a target audience working in extremely diverse fields of application (propagation phenomena, diffusion, hydrodynamics, electromechanics) in which the use of PDEs and ODEs is justified.

Partial Differential Equations - An Introduction to Analytical and Numerical Methods (Hardcover, 1st ed. 2023): Wolfgang... Partial Differential Equations - An Introduction to Analytical and Numerical Methods (Hardcover, 1st ed. 2023)
Wolfgang Arendt, Karsten Urban; Translated by James B. Kennedy
R2,045 Discovery Miles 20 450 Ships in 18 - 22 working days

This textbook introduces the study of partial differential equations using both analytical and numerical methods. By intertwining the two complementary approaches, the authors create an ideal foundation for further study. Motivating examples from the physical sciences, engineering, and economics complete this integrated approach. A showcase of models begins the book, demonstrating how PDEs arise in practical problems that involve heat, vibration, fluid flow, and financial markets. Several important characterizing properties are used to classify mathematical similarities, then elementary methods are used to solve examples of hyperbolic, elliptic, and parabolic equations. From here, an accessible introduction to Hilbert spaces and the spectral theorem lay the foundation for advanced methods. Sobolev spaces are presented first in dimension one, before being extended to arbitrary dimension for the study of elliptic equations. An extensive chapter on numerical methods focuses on finite difference and finite element methods. Computer-aided calculation with Maple (TM) completes the book. Throughout, three fundamental examples are studied with different tools: Poisson's equation, the heat equation, and the wave equation on Euclidean domains. The Black-Scholes equation from mathematical finance is one of several opportunities for extension. Partial Differential Equations offers an innovative introduction for students new to the area. Analytical and numerical tools combine with modeling to form a versatile toolbox for further study in pure or applied mathematics. Illuminating illustrations and engaging exercises accompany the text throughout. Courses in real analysis and linear algebra at the upper-undergraduate level are assumed.

Optimization and Logistics Challenges in the Enterprise (Hardcover, 2009 ed.): Wanpracha Chaovalitwongse, Kevin C. Furman,... Optimization and Logistics Challenges in the Enterprise (Hardcover, 2009 ed.)
Wanpracha Chaovalitwongse, Kevin C. Furman, Panos M. Pardalos
R2,891 Discovery Miles 28 910 Ships in 18 - 22 working days

In a world with highly competitive markets and economic instability due to capitalization, industrial competition has increasingly intensified. In order for many industries to survive and succeed, they need to develop highly effective coordination between supply chain partners, dynamic collaborative and strategic alliance relationships, and efficient logistics and supply chain network designs. Consequently, in the past decade, there has been an explosion of interest among academic researchers and industrial practitioners in innovative supply chain and logistics models, algorithms, and coordination policies. Mathematically distinct from classical supply chain management, this emerging research area has been proven to be useful and applicable to a wide variety of industries. This book brings together recent advances in supply chain and logistics research and computational optimization that apply to a collaborative environment in the enterprise.

Frontiers in Numerical Analysis - Durham 2010 (Hardcover, 2012): James Blowey, Max Jensen Frontiers in Numerical Analysis - Durham 2010 (Hardcover, 2012)
James Blowey, Max Jensen
R1,550 Discovery Miles 15 500 Ships in 18 - 22 working days

This book contains detailed lecture notes on four topics at the forefront of current research in computational mathematics. Each set of notes presents a self-contained guide to a current research area and has an extensive bibliography. In addition, most of the notes contain detailed proofs of the key results. The notes start from a level suitable for first year graduate students in applied mathematics, mathematical analysis or numerical analysis, and proceed to current research topics. The reader should therefore be able to gain quickly an insight into the important results and techniques in each area without recourse to the large research literature. Current (unsolved) problems are also described and directions for future research are given. This book is also suitable for professional mathematicians who require a succint and accurate account of recent research in areas parallel to their own, and graduates in mathematical sciences.

Numerical Partial Differential Equations for Environmental Scientists and Engineers - A First Practical Course (Hardcover, 2005... Numerical Partial Differential Equations for Environmental Scientists and Engineers - A First Practical Course (Hardcover, 2005 ed.)
Daniel R Lynch
R2,474 R1,732 Discovery Miles 17 320 Save R742 (30%) Ships in 10 - 15 working days

This book concerns the practical solution of Partial Differential Equations (PDEs). It reflects an interdisciplinary approach to problems occurring in natural environmental media: the hydrosphere, atmosphere, cryosphere, lithosphere, biosphere and ionosphere. It assumes the reader has gained some intuitive knowledge of PDE solution properties and now wants to solve some for real, in the context of practical problems arising in real situations. The practical aspect of this book is the infused focus on computation. It presents two major discretization methods a " Finite Difference and Finite Element. The blend of theory, analysis, and implementation practicality supports solving and understanding complicated problems. It is divided into three parts. Part I is an overview of Finite Difference Methods. Part II focuses on Finite Element Methods, including an FEM tutorial. Part III deals with Inverse Methods, introducing formal approaches to practical problems which are ill-posed.

Spectral Methods for Incompressible Viscous Flow (Hardcover, 2002 ed.): Roger Peyret Spectral Methods for Incompressible Viscous Flow (Hardcover, 2002 ed.)
Roger Peyret
R2,440 Discovery Miles 24 400 Ships in 18 - 22 working days

This well-written book explains the theory of spectral methods and their application to the computation of viscous incompressible fluid flows in clear and elementary terms. It begins with an introduction to the fundamentals of spectral methods and then moves on to cover, in particular, the Fourier and Chebyshev methods. Examples are included. Chapters 6 and 7 handle streamfunction-vorticity and velocity-pressure fomulations of the Navier-Stokes equations. Chapter 8 and 9 address special topics such as self- adaptive coordinate transform, treatment of singularities, and domain decomposition. The work will be useful to those teaching in the field at the graduate level, as well as to researchers working in the area.

Engineering Computation of Structures: The Finite Element Method (Hardcover, 1st ed. 2015): Maria Augusta Neto, Ana Amaro, Luis... Engineering Computation of Structures: The Finite Element Method (Hardcover, 1st ed. 2015)
Maria Augusta Neto, Ana Amaro, Luis Roseiro, Jose Cirne, Rogerio Leal
R4,399 Discovery Miles 43 990 Ships in 10 - 15 working days

This book presents theories and the main useful techniques of the Finite Element Method (FEM), with an introduction to FEM and many case studies of its use in engineering practice. It supports engineers and students to solve primarily linear problems in mechanical engineering, with a main focus on static and dynamic structural problems. Readers of this text are encouraged to discover the proper relationship between theory and practice, within the finite element method: Practice without theory is blind, but theory without practice is sterile. Beginning with elasticity basic concepts and the classical theories of stressed materials, the work goes on to apply the relationship between forces, displacements, stresses and strains on the process of modeling, simulating and designing engineered technical systems. Chapters discuss the finite element equations for static, eigenvalue analysis, as well as transient analyses. Students and practitioners using commercial FEM software will find this book very helpful. It uses straightforward examples to demonstrate a complete and detailed finite element procedure, emphasizing the differences between exact and numerical procedures.

Separable Type Representations of Matrices and Fast Algorithms - Volume 2 Eigenvalue Method (Hardcover, 2014 ed.): Yuli... Separable Type Representations of Matrices and Fast Algorithms - Volume 2 Eigenvalue Method (Hardcover, 2014 ed.)
Yuli Eidelman, Israel Gohberg, Iulian Haimovici
R3,064 R2,028 Discovery Miles 20 280 Save R1,036 (34%) Ships in 10 - 15 working days

This two-volume work presents a systematic theoretical and computational study of several types of generalizations of separable matrices. The main attention is paid to fast algorithms (many of linear complexity) for matrices in semiseparable, quasiseparable, band and companion form. The work is focused on algorithms of multiplication, inversion and description of eigenstructure and includes a large number of illustrative examples throughout the different chapters.

The second volume, consisting of four parts, addresses the eigenvalue problem for matrices with quasiseparable structure and applications to the polynomial root finding problem. In the first part the properties of the characteristic polynomials of principal leading submatrices, the structure of eigenspaces and the basic methods to compute eigenvalues are studied in detail for matrices with quasiseparable representation of the first order. The second part is devoted to the divide and conquer method, with the main algorithms being derived also for matrices with quasiseparable representation of order one. The QR iteration method for some classes of matrices with quasiseparable of any order representations is studied in the third part. This method is then used in the last part in order to get a fast solver for the polynomial root finding problem. The work is based mostly on results obtained by the authors and their coauthors. Due to its many significant applications and the accessible style the text will be useful to engineers, scientists, numerical analysts, computer scientists and mathematicians alike.

Numerical Simulation of Incompressible Viscous Flow - Methods and Applications (Hardcover): Roland Glowinski, Tsorng-Whay Pan Numerical Simulation of Incompressible Viscous Flow - Methods and Applications (Hardcover)
Roland Glowinski, Tsorng-Whay Pan
R4,666 Discovery Miles 46 660 Ships in 10 - 15 working days

This book on finite element-based computational methods for solving incompressible viscous fluid flow problems shows readers how to apply operator splitting techniques to decouple complicated computational fluid dynamics problems into a sequence of relatively simpler sub-problems at each time step, such as hemispherical cavity flow, cavity flow of an Oldroyd-B viscoelastic flow, and particle interaction in an Oldroyd-B type viscoelastic fluid. Efficient and robust numerical methods for solving those resulting simpler sub-problems are introduced and discussed. Interesting computational results are presented to show the capability of methodologies addressed in the book.

Non-Smooth and Complementarity-Based Distributed Parameter Systems - Simulation and Hierarchical Optimization (Hardcover, 1st... Non-Smooth and Complementarity-Based Distributed Parameter Systems - Simulation and Hierarchical Optimization (Hardcover, 1st ed. 2022)
Michael Hintermuller, Roland Herzog, Christian Kanzow, Michael Ulbrich, Stefan Ulbrich
R1,730 Discovery Miles 17 300 Ships in 10 - 15 working days

Many of the most challenging problems in the applied sciences involve non-differentiable structures as well as partial differential operators, thus leading to non-smooth distributed parameter systems. This edited volume aims to establish a theoretical and numerical foundation and develop new algorithmic paradigms for the treatment of non-smooth phenomena and associated parameter influences. Other goals include the realization and further advancement of these concepts in the context of robust and hierarchical optimization, partial differential games, and nonlinear partial differential complementarity problems, as well as their validation in the context of complex applications. Areas for which applications are considered include optimal control of multiphase fluids and of superconductors, image processing, thermoforming, and the formation of rivers and networks. Chapters are written by leading researchers and present results obtained in the first funding phase of the DFG Special Priority Program on Nonsmooth and Complementarity Based Distributed Parameter Systems: Simulation and Hierarchical Optimization that ran from 2016 to 2019.

Recent Advances in Computational Optimization - Results of the Workshop on Computational Optimization WCO 2020 (Hardcover, 1st... Recent Advances in Computational Optimization - Results of the Workshop on Computational Optimization WCO 2020 (Hardcover, 1st ed. 2022)
Stefka Fidanova
R4,774 Discovery Miles 47 740 Ships in 18 - 22 working days

This book presents recent advances in computational optimization. Our everyday life is unthinkable without optimization. We try to minimize our effort and to maximize the achieved profit. Many real-world and industrial problems arising in engineering, economics, medicine and other domains can be formulated as optimization tasks. The book is a comprehensive collection of extended contributions from the Workshops on Computational Optimization 2020. The book includes important real problems like modeling of physical processes, workforce planning, parameter settings for controlling different processes, transportation problems, wireless sensor networks, machine scheduling, air pollution modeling, solving multiple integrals and systems of differential equations which describe real processes, solving engineering problems. It shows how to develop algorithms for them based on new intelligent methods like evolutionary computations, ant colony optimization, constrain programming and others. This research demonstrates how some real-world problems arising in engineering, economics and other domains can be formulated as optimization problems.

Mathematics from Leningrad to Austin - George G. Lorentz' Selected Works in Real, Functional, and Numerical Analysis... Mathematics from Leningrad to Austin - George G. Lorentz' Selected Works in Real, Functional, and Numerical Analysis (Hardcover, 1997 ed.)
Rudolph A. Lorentz
R8,153 Discovery Miles 81 530 Ships in 18 - 22 working days

This "Selecta" contains approximately two thirds of the papers my father wrote from 1932 to 1994. These papers are divided into four fields. The first volume contains the papers on 1) Summability and Number Theory and 2) Interpolation. The second volume contains the fields 3) Real and Functional Analysis and 4) Approximation Theory. Each of these four groups of papers is introduced by a review of the contents and significance, respectively of the impact of these papers. The first volume contains, in addition, an autobiography, a complete list of publications, a list of doctoral students and four unpublished essays on mathematics in general: a) A report on the University of Leningrad b) On the work of the mathematical mind c) Proofs in Mathematics d) About Mathematical books. The report on the University of Leningrad, written in the late '40's, is a unique historical document which is still of current interest for several reasons. It is of interest for professional reasons since it contains a com plete description of a mathematics majors' curriculum through his entire course of studies. From it one can see both the changes and invariants of course material as well as the students' course load. Then one can also see the consequences of admittedly extreme political intervention in uni versity affairs. Today we use the term "politically correct," but in those times being politically correct was a matter of life and death. Finally, this is a tragedy of human beings caught in the siege of Leningrad."

Matrix Iterative Analysis (Hardcover, 2nd rev. and exp. ed. 2000): Richard S. Varga Matrix Iterative Analysis (Hardcover, 2nd rev. and exp. ed. 2000)
Richard S. Varga
R4,063 Discovery Miles 40 630 Ships in 10 - 15 working days

This book is a revised version of the first edition, regarded as a classic in its field. In some places, newer research results have been incorporated in the revision, and in other places, new material has been added to the chapters in the form of additional up-to-date references and some recent theorems to give readers some new directions to pursue.

Ligeti's Macroharmonies - A Graphical-Statistical Analysis of Book 3 of the Piano Etudes (Hardcover, 1st ed. 2022):... Ligeti's Macroharmonies - A Graphical-Statistical Analysis of Book 3 of the Piano Etudes (Hardcover, 1st ed. 2022)
Nicolas Namoradze
R3,113 Discovery Miles 31 130 Ships in 18 - 22 working days

In the third and final book of his iconic piano etudes Gyoergy Ligeti charts a new path relative to the rest of his musical output, representing a significant arrival in a composer's oeuvre known for its stylistic transformations. This monograph is the first dedicated study of these capstone works, investigating them through a novel lens of statistical-graphical analysis that illuminates their compositional uniqueness as well as broader questions regarding the perception of stability in musical texture. With nearly 200 graphical illustrations and a detailed commentary, this examination reveals the unique manner in which Ligeti treads between tonality and atonality-a key idea in his late style-and the centrality of processes related to broader scale areas (or "macroharmony") in articulating structures and narratives. The analytical techniques developed here are a powerful tool for investigating macroharmonic stability that can be applied to a wide range of repertoire beyond these works. This book is intended for graduate-level and professional music theorists, musicologists, performers and mathematicians.

Introduction to the Tools of Scientific Computing (Hardcover, 2nd ed. 2022): Einar Smith Introduction to the Tools of Scientific Computing (Hardcover, 2nd ed. 2022)
Einar Smith
R1,815 Discovery Miles 18 150 Ships in 18 - 22 working days

The book provides an introduction to common programming tools and methods in numerical mathematics and scientific computing. Unlike standard approaches, it does not focus on any specific language, but aims to explain the underlying ideas. Typically, new concepts are first introduced in the particularly user-friendly Python language and then transferred and extended in various programming environments from C/C++, Julia and MATLAB to Maple and Mathematica. This includes various approaches to distributed computing. By examining and comparing different languages, the book is also helpful for mathematicians and practitioners in deciding which programming language to use for which purposes. At a more advanced level, special tools for the automated solution of partial differential equations using the finite element method are discussed. On a more experimental level, the basic methods of scientific machine learning in artificial neural networks are explained and illustrated.

Mathematics from Leningrad to Austin, Volume 2 - George G. Lorentz's Selected Works in Real, Functional and Numerical... Mathematics from Leningrad to Austin, Volume 2 - George G. Lorentz's Selected Works in Real, Functional and Numerical Analysis (Hardcover, 1997 ed.)
Rudolph A. Lorentz
R4,516 Discovery Miles 45 160 Ships in 10 - 15 working days

The works of George G. Lorentz, spanning more than 60 years, have played a significant role in the development and evolution of mathematical analysis. The papers presented in this volume represent a selection of his best works, along with commentary from his students and colleagues.

The Inverse Problem of the Calculus of Variations - Local and Global Theory (Hardcover, 1st ed. 2015): Dmitry V. Zenkov The Inverse Problem of the Calculus of Variations - Local and Global Theory (Hardcover, 1st ed. 2015)
Dmitry V. Zenkov
R2,851 R1,950 Discovery Miles 19 500 Save R901 (32%) Ships in 10 - 15 working days

The aim of the present book is to give a systematic treatment of the inverse problem of the calculus of variations, i.e. how to recognize whether a system of differential equations can be treated as a system for extremals of a variational functional (the Euler-Lagrange equations), using contemporary geometric methods. Selected applications in geometry, physics, optimal control, and general relativity are also considered. The book includes the following chapters: - Helmholtz conditions and the method of controlled Lagrangians (Bloch, Krupka, Zenkov) - The Sonin-Douglas's problem (Krupka) - Inverse variational problem and symmetry in action: The Ostrogradskyj relativistic third order dynamics (Matsyuk.) - Source forms and their variational completion (Voicu) - First-order variational sequences and the inverse problem of the calculus of variations (Urban, Volna) - The inverse problem of the calculus of variations on Grassmann fibrations (Urban).

Numerical Geometry, Grid Generation and Scientific Computing - Proceedings of the 10th International Conference, NUMGRID 2020 /... Numerical Geometry, Grid Generation and Scientific Computing - Proceedings of the 10th International Conference, NUMGRID 2020 / Delaunay 130, Celebrating the 130th Anniversary of Boris Delaunay, Moscow, Russia, November 2020 (Hardcover, 1st ed. 2021)
Vladimir A. Garanzha, Lennard Kamenski, Hang Si
R5,889 Discovery Miles 58 890 Ships in 18 - 22 working days

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 Delaunay triangulations and their applications, celebrating the 130th birthday of Boris Delaunay. 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.

Sublinear Computation Paradigm - Algorithmic Revolution in the Big Data Era (Hardcover, 1st ed. 2022): Naoki Katoh, Yuya... Sublinear Computation Paradigm - Algorithmic Revolution in the Big Data Era (Hardcover, 1st ed. 2022)
Naoki Katoh, Yuya Higashikawa, Hiro Ito, Atsuki Nagao, Tetsuo Shibuya, …
R1,582 Discovery Miles 15 820 Ships in 18 - 22 working days

This open access book gives an overview of cutting-edge work on a new paradigm called the "sublinear computation paradigm," which was proposed in the large multiyear academic research project "Foundations of Innovative Algorithms for Big Data." That project ran from October 2014 to March 2020, in Japan. To handle the unprecedented explosion of big data sets in research, industry, and other areas of society, there is an urgent need to develop novel methods and approaches for big data analysis. To meet this need, innovative changes in algorithm theory for big data are being pursued. For example, polynomial-time algorithms have thus far been regarded as "fast," but if a quadratic-time algorithm is applied to a petabyte-scale or larger big data set, problems are encountered in terms of computational resources or running time. To deal with this critical computational and algorithmic bottleneck, linear, sublinear, and constant time algorithms are required.The sublinear computation paradigm is proposed here in order to support innovation in the big data era. A foundation of innovative algorithms has been created by developing computational procedures, data structures, and modelling techniques for big data. The project is organized into three teams that focus on sublinear algorithms, sublinear data structures, and sublinear modelling. The work has provided high-level academic research results of strong computational and algorithmic interest, which are presented in this book. The book consists of five parts: Part I, which consists of a single chapter on the concept of the sublinear computation paradigm; Parts II, III, and IV review results on sublinear algorithms, sublinear data structures, and sublinear modelling, respectively; Part V presents application results. The information presented here will inspire the researchers who work in the field of modern algorithms.

General Inequalities 7 - 7th International Conference at Oberwolfach, November 13-18, 1995 (Hardcover, 1997 ed.): Catherine... General Inequalities 7 - 7th International Conference at Oberwolfach, November 13-18, 1995 (Hardcover, 1997 ed.)
Catherine Bandle, William N. Everitt, Laszlo Losonczi, Wolfgang Walter
R2,875 Discovery Miles 28 750 Ships in 18 - 22 working days

Inequalities continue to play an essential role in mathematics. The subject is per haps the last field that is comprehended and used by mathematicians working in all the areas of the discipline of mathematics. Since the seminal work Inequalities (1934) of Hardy, Littlewood and P6lya mathematicians have laboured to extend and sharpen the earlier classical inequalities. New inequalities are discovered ev ery year, some for their intrinsic interest whilst others flow from results obtained in various branches of mathematics. So extensive are these developments that a new mathematical periodical devoted exclusively to inequalities will soon appear; this is the Journal of Inequalities and Applications, to be edited by R. P. Agar wal. Nowadays it is difficult to follow all these developments and because of lack of communication between different groups of specialists many results are often rediscovered several times. Surveys of the present state of the art are therefore in dispensable not only to mathematicians but to the scientific community at large. The study of inequalities reflects the many and various aspects of mathemat ics. There is on the one hand the systematic search for the basic principles and the study of inequalities for their own sake. On the other hand the subject is a source of ingenious ideas and methods that give rise to seemingly elementary but nevertheless serious and challenging problems. There are many applications in a wide variety of fields from mathematical physics to biology and economics."

Finance with Monte Carlo (Hardcover, 2013 ed.): Ronald W. Shonkwiler Finance with Monte Carlo (Hardcover, 2013 ed.)
Ronald W. Shonkwiler
R2,541 Discovery Miles 25 410 Ships in 10 - 15 working days

This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering. Particular emphasis is placed on exploiting the power of the Monte Carlo method to illustrate and explore financial principles. Monte Carlo is the uniquely appropriate tool for modeling the random factors that drive financial markets and simulating their implications. The Monte Carlo method is introduced early and it is used in conjunction with the geometric Brownian motion model (GBM) to illustrate and analyze the topics covered in the remainder of the text. Placing focus on Monte Carlo methods allows for students to travel a short road from theory to practical applications. Coverage includes investment science, mean-variance portfolio theory, option pricing principles, exotic options, option trading strategies, jump diffusion and exponential Levy alternative models, and the Kelly criterion for maximizing investment growth. Novel features: inclusion of both portfolio theory and contingent claim analysis in a single text pricing methodology for exotic options expectation analysis of option trading strategies pricing models that transcend the Black-Scholes framework optimizing investment allocations concepts thoroughly explored through numerous simulation exercises numerous worked examples and illustrations The mathematical background required is a year and one-half course in calculus, matrix algebra covering solutions of linear systems, and a knowledge of probability including expectation, densities and the normal distribution. A refresher for these topics is presented in the Appendices. The programming background needed is how to code branching, loops and subroutines in some mathematical or general purpose language. The mathematical background required is a year and one-half course in calculus, matrix algebra covering solutions of linear systems, and a knowledge of probability including expectation, densities and the normal distribution. A refresher for these topics is presented in the Appendices. The programming background needed is how to code branching, loops and subroutines in some mathematical or general purpose language. Also by the author: (with F. Mendivil) Explorations in Monte Carlo, (c)2009, ISBN: 978-0-387-87836-2; (with J. Herod) Mathematical Biology: An Introduction with Maple and Matlab, Second edition, (c)2009, ISBN: 978-0-387-70983-3.

Integral Methods in Science and Engineering - Applications in Theoretical and Practical Research (Hardcover, 1st ed. 2022):... Integral Methods in Science and Engineering - Applications in Theoretical and Practical Research (Hardcover, 1st ed. 2022)
Christian Constanda, Bardo E. J. Bodmann, Paul J. Harris
R4,287 Discovery Miles 42 870 Ships in 18 - 22 working days

This contributed volume contains a collection of articles on state-of-the-art developments on the construction of theoretical integral techniques and their application to specific problems in science and engineering. Chapters in this book are based on talks given at the Symposium on the Theory and Applications of Integral Methods in Science and Engineering, held virtually in July 2021, and are written by internationally recognized researchers. This collection will be of interest to researchers in applied mathematics, physics, and mechanical and electrical engineering, as well as graduate students in these disciplines and other professionals for whom integration is an essential tool.

Electromagnetic Linear Machines with Dual Halbach Array - Design and Analysis (Hardcover, 1st ed. 2017): Liang Yan, Lu Zhang,... Electromagnetic Linear Machines with Dual Halbach Array - Design and Analysis (Hardcover, 1st ed. 2017)
Liang Yan, Lu Zhang, Juanjuan Peng, Lei Zhang, Zongxia Jiao
R3,565 Discovery Miles 35 650 Ships in 10 - 15 working days

This book extends the conventional two-dimensional (2D) magnet arrangement into 3D pattern for permanent magnet linear machines for the first time, and proposes a novel dual Halbach array. It can not only effectively increase the radial component of magnetic flux density and output force of tubular linear machines, but also significantly reduce the axial flux density, radial force and thus system vibrations and noises. The book is also the first to address the fundamentals and provide a summary of conventional arrays, as well as novel concepts for PM pole design in electric linear machines. It covers theoretical study, numerical simulation, design optimization and experimental works systematically. The design concept and analytical approaches can be implemented to other linear and rotary machines with similar structures. The book will be of interest to academics, researchers, R&D engineers and graduate students in electronic engineering and mechanical engineering who wish to learn the core principles, methods, and applications of linear and rotary machines.

Proceedings of the 4th International Conference on Numerical Modelling in Engineering - Volume 1: Numerical modelling in Civil... Proceedings of the 4th International Conference on Numerical Modelling in Engineering - Volume 1: Numerical modelling in Civil Engineering, NME 2021, 24-25 August, Ghent University, Belgium (Hardcover, 1st ed. 2022)
Magd Abdel Wahab
R4,670 Discovery Miles 46 700 Ships in 18 - 22 working days

This book gathers outstanding papers on numerical modeling in Civil Engineering (Volume 1) as part of the 2-volume proceedings of the 4th International Conference on Numerical Modeling in Engineering (NME 2021), which was held in Ghent, Belgium, on 24-25 August 2021. The overall objective of the conference was to bring together international scientists and engineers in academia and industry from fields related to advanced numerical techniques, such as the finite element method (FEM), boundary element method (BEM), isogeometric analysis (IGA), etc., and their applications to a wide range of engineering disciplines. This volume covers numerical simulations with industrial civil engineering applications such as bridges and dams, cyclic loading, fluid dynamics, structural mechanics, geotechnical engineering, thermal analysis, reinforced concrete structures, steel structures, and composite structures.

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