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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

Dynamics and Randomness (Hardcover, 2002 ed.): Alejandro Maass, Servet Martinez, Jaime San Martin Dynamics and Randomness (Hardcover, 2002 ed.)
Alejandro Maass, Servet Martinez, Jaime San Martin
R3,040 Discovery Miles 30 400 Ships in 10 - 15 working days

This book contains the lectures given at the Conference on Dynamics and Randomness held at the Centro de Modelamiento Matematico of the Universidad de Chile from December 11th to 15th, 2000. This meeting brought together mathematicians, theoretical physicists and theoretical computer scientists, and graduate students interested in fields re lated to probability theory, ergodic theory, symbolic and topological dynam ics. We would like to express our gratitude to all the participants of the con ference and to the people who contributed to its organization. In particular, to Pierre Collet, Bernard Host and Mike Keane for their scientific advise. VVe want to thank especially the authors of each chapter for their well prepared manuscripts and the stimulating conferences they gave at Santiago. We are also indebted to our sponsors and supporting institutions, whose interest and help was essential to organize this meeting: ECOS-CONICYT, FONDAP Program in Applied Mathematics, French Cooperation, Fundacion Andes, Presidential Fellowship and Universidad de Chile. We are grateful to Ms. Gladys Cavallone for their excellent work during the preparation of the meeting as well as for the considerable task of unifying the typography of the different chapters of this book."

Stochastic Discrete Event Systems - Modeling, Evaluation, Applications (Hardcover, 2008 ed.): Armin Zimmermann Stochastic Discrete Event Systems - Modeling, Evaluation, Applications (Hardcover, 2008 ed.)
Armin Zimmermann
R2,937 Discovery Miles 29 370 Ships in 10 - 15 working days

Stochastic discrete-event systems (SDES) capture the randomness in choices due to activity delays and the probabilities of decisions.

This book delivers a comprehensive overview on modeling with a quantitative evaluation of SDES. It presents an abstract model class for SDES as a pivotal unifying result and details important model classes. The book also includes nontrivial examples to explain real-world applications of SDES.

Stochastic Processes - Lectures given at Aarhus University (Hardcover, 2004 ed.): Ole E. Barndorff-Nielsen Stochastic Processes - Lectures given at Aarhus University (Hardcover, 2004 ed.)
Ole E. Barndorff-Nielsen; Kiyosi Ito; Edited by Ken-iti Sato
R2,308 Discovery Miles 23 080 Ships in 12 - 17 working days

This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of processes with independent increments (the Levy-Ito decomposition). It also contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. In addition, 70 exercises and their complete solutions are included."

Stochastic Interacting Systems: Contact, Voter and Exclusion Processes (Hardcover, 1999 ed.): Thomas M Liggett Stochastic Interacting Systems: Contact, Voter and Exclusion Processes (Hardcover, 1999 ed.)
Thomas M Liggett
R3,323 Discovery Miles 33 230 Ships in 10 - 15 working days

Interactive Particle Systems is a branch of Probability Theory with close connections to Mathematical Physics and Mathematical Biology. In 1985, the author wrote a book (T. Liggett, Interacting Particle System, ISBN 3-540-96069) that treated the subject as it was at that time. The present book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. In so doing, many of the most useful techniques in the field are explained and developed, so that they can be applied to other models and in other contexts. Extensive Notes and References sections discuss other work on these and related models. Readers are expected to be familiar with analysis and probability at the graduate level, but it is not assumed that they have mastered the material in the 1985 book. This book is intended for graduate students and researchers in Probability Theory, and in related areas of Mathematics, Biology and Physics.

Further Topics on Discrete-Time Markov Control Processes (Hardcover, 1999 ed.): Onesimo Hernandez-Lerma, Jean B. Lasserre Further Topics on Discrete-Time Markov Control Processes (Hardcover, 1999 ed.)
Onesimo Hernandez-Lerma, Jean B. Lasserre
R3,801 Discovery Miles 38 010 Ships in 12 - 17 working days

Devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes, the text is mainly confined to MCPs with Borel state and control spaces. Although the book follows on from the author's earlier work, an important feature of this volume is that it is self-contained and can thus be read independently of the first.
The control model studied is sufficiently general to include virtually all the usual discrete-time stochastic control models that appear in applications to engineering, economics, mathematical population processes, operations research, and management science.

Stochastic Modeling and Optimization - With Applications in Queues, Finance, and Supply Chains (Hardcover, 2003 ed.): David D.... Stochastic Modeling and Optimization - With Applications in Queues, Finance, and Supply Chains (Hardcover, 2003 ed.)
David D. Yao, Han-Qin Zhang, Xun Yu Zhou
R1,617 Discovery Miles 16 170 Ships in 10 - 15 working days

This book covers the broad range of research in stochastic models and optimization. Applications covered include networks, financial engineering, production planning and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics.

Stochastic Quantization (Hardcover): Poul Henrik Damgaard, H. Huffel Stochastic Quantization (Hardcover)
Poul Henrik Damgaard, H. Huffel
R3,983 Discovery Miles 39 830 Ships in 12 - 17 working days

This collection of selected reprints presents as broad a selection as possible, emphasizing formal and numerical aspects of Stochastic Quantization. It reviews and explains the most important concepts placing selected reprints and crucial papers into perspective and compact form.

Ambit Stochastics (Hardcover, 1st ed. 2018): Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart Ambit Stochastics (Hardcover, 1st ed. 2018)
Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
R3,680 Discovery Miles 36 800 Ships in 10 - 15 working days

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.

Theory of Stochastic Processes - With Applications to Financial Mathematics and Risk Theory (Hardcover, 2010 ed.): Dmytro... Theory of Stochastic Processes - With Applications to Financial Mathematics and Risk Theory (Hardcover, 2010 ed.)
Dmytro Gusak, Alexander Kukush, Alexey Kulik, Yuliya Mishura, Andrey Pilipenko
R2,327 R1,681 Discovery Miles 16 810 Save R646 (28%) Ships in 12 - 17 working days

Thiscollectionofproblemsisplannedasatextbookforuniversitycoursesinthe theoryofstochasticprocessesandrelatedspecialcourses. Theproblemsinthebook haveawidespectrumofthelevelofdif cultyandcanbeusefulforreaderswith variouslevelsofmasteringinthetheoryofstochasticprocesses. Togetherwithte- nicalandillustrativeproblemsintendedforbeginners,thebookcontainsanumber ofproblemsoftheoreticalnaturethatcanbeusefulforstudentsandundergraduate studentsthatpursueadvancedstudiesinthetheoryofstochasticprocessesandits- plications. Amongothers,theimportantaimofthebookistoprovideateachingstaff anef cienttoolforpreparingseminarstudies,tests,andexamsconcerninguniversity coursesinthetheoryofstochasticprocessesandrelatedtopics. Whilecomposingthe book,theauthorshavepartiallyusedthecollectionsofproblemsinprobabilityt- ory[16,65,75,83]. Also,someexercisesandproblemsfromthemonographsand textbooks[4,9,19,22,82]wereused. Atthesametime,alargepartofourproblem bookcontainsoriginalmaterial. Thebookisorganizedasfollows. Theproblemsarecollectedintochapters,each chapterbeingdevotedtoacertaintopic. Atthebeginningofeachchapter,theth- reticalgroundsforthecorrespondingtopicaregivenbrie ytogetherwiththelistof bibliography,whichthereadercanuseinordertostudythistopicinmoredetail. For themostoftheproblems,eitherhintsorcompletesolutions(oranswers)aregiven, andsomeoftheproblemsareprovidedwithbothhintsandsolutions(answers). H- ever,theauthorsdonotrecommendthatareaderusethehintssystematically,because solvingaproblemwithoutassistanceismuchmoreusefulthanusingaready-made idea. Somestatementsthathaveaparticulartheoreticalinterestareformulatedon theoreticalgrounds,andtheirproofsareformulatedasproblemsforthereader. Such problemsaresuppliedwitheithercompletesolutionsordetailedhints. Inordertoworkwiththeproblembookef ciently,areadershouldbeacquainted withprobabilitytheory,calculus,andmeasuretheorywithinthescopeofresp- tiveuniversity courses. Standard notions, suchas random variable, measurability, independence, Lebesgue measure and integral, and so on are used without ad- tionaldiscussion. Allthenewnotionsandstatementsrequiredforsolvingthepr- lemsaregiveneitherontheoreticalgroundsorintheformulationsoftheproblems vii viii Preface straightforwardly. However,sometimesanotionisusedinthetextbeforeitsformal de nition. Forinstance,theWienerandPoissonprocessesareprocesseswithin- pendentincrementsandthusareformallyintroducedinaTheoreticalgroundsfor Chapter5,buttheseprocessesareusedwidelyintheproblemsofChapters2to4. Theauthorsrecommendthatareaderwhocomestoanunknownnotionorobject usetheIndexinorderto ndthecorrespondingformalde nition. Thesamerec- mendationconcernssomestandardabbreviationsandsymbolslistedattheendofthe book. Someproblemsinthebookformcycles:solutionstooneofthemaregrounded onstatementsofothersoronauxiliaryconstructionsdescribedinsomepreceding solutions. Sometimes,onthecontrary,itisproposedtoprovethesamestatement withindifferentproblemsusingessentiallydifferenttechniques. Theauthorsrec- mendareaderpayspeci cattentiontothesefruitfulinternallinksbetweenvarious topicsofthetheoryofstochasticprocesses. Everypartofthebookwascomposedsubstantiallybyoneauthor. Chapters1-6, and16arecomposedbyA. Kulik,Chapters7,12-15,18,and19byYu. Mishura, Chapters 8-10 by A. Pilipenko, Chapter 17 by A. Kukush, and Chapter 20 by D. Gusak. Chapter11waspreparedjointlybyD. GusakandA. Pilipenko. Atthe sametime,everyauthorhasmadeacontributiontootherpartsofthebookbyprop- ingseparateproblemsorcyclesofproblems,improvingpreliminaryversionsoft- oreticalgrounds,andeditingthe naltext. The authors would like to express their deep gratitude to M. Portenko and A. Ivanovfortheircarefulreadingofapreliminaryversionofthebookandva- ablecommentsthatledtosigni cantimprovementofthetext. Theauthorsarealso gratefultoT. Yakovenko,G. Shevchenko,O. Soloveyko, Yu. Kartashov, Yu. K- menko,A. Malenko,andN. Ryabovafortheirassistanceintranslation,preparing lesandpictures,andcomposingthesubjectindexandreferences. Thetheoryofstochasticprocessesisanextendeddiscipline,andtheauthors- derstandthattheproblembookinitscurrentformmaycausecriticalremarksfrom readers,concerningeitherthestructureofthebookorthecontentofseparatech- ters. Whilepublishingtheproblembookinitscurrentform,theauthorsareopenfor remarks,comments,andpropositions,andexpressinadvancetheirgratitudetoall theircorrespondents. Kyiv DmytroGusak December2008 AlexanderKukush AlexeyKulik YuliyaMishura AndreyPilipenko Contents 1 De?nition of stochastic process. Cylinder?-algebra, ?nite-dimensional distributions, the Kolmogorov theorem...1 Theoreticalgrounds ...1 Bibliography...3 Problems...3 Hints...7 AnswersandSolutions...9 2 Characteristics of a stochastic process. Mean and covariance functions. Characteristic functions...11 Theoreticalgrounds ...11 Bibliography...13 Problems...13 Hints...16 AnswersandSolutions...17 3 Trajectories. Modi?cations. Filtrations...21 Theoreticalgrounds ...21 Bibliography...24 Problems...24 Hints...29 AnswersandSolutions...31 4 Continuity. Differentiability. Integrability...33 Theoreticalgrounds ...33 Bibliography...34 Problems...34 Hints...38 AnswersandSolutions...40 ix x Contents 5 Stochastic processes with independent increments. Wiener and Poisson processes. Poisson point measures...

Stochastic Analysis 2010 (Hardcover, 2011 ed.): Dan Crisan Stochastic Analysis 2010 (Hardcover, 2011 ed.)
Dan Crisan
R2,919 Discovery Miles 29 190 Ships in 10 - 15 working days

Stochastic Analysis aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sample of the current research in the different branches of the subject. It includes the collected works of the participants at the Stochastic Analysis section of the 7th ISAAC Congress organized at Imperial College London in July 2009.

Hidden Markov Models - Estimation and Control (Hardcover, 1st ed. 1995. Corr. 3rd printing 2008): Robert J Elliott, Lakhdar... Hidden Markov Models - Estimation and Control (Hardcover, 1st ed. 1995. Corr. 3rd printing 2008)
Robert J Elliott, Lakhdar Aggoun, John B Moore
R4,483 Discovery Miles 44 830 Ships in 12 - 17 working days

The aim of this book is to present graduate students with a thorough survey of reference probability models and their applications to optimal estimation and control. These new and powerful methods are particularly useful in signal processing applications where signal models are only partially known and are in noisy environments. Well-known results, including Kalman filters and the Wonheim filter emerge as special cases. The authors begin with discrete time and discrete state spaces. From there, they proceed to cover continuous time, and progress from linear models to non-linear models, and from completely known models to only partially known models. Readers are assumed to have basic grounding in probability and systems theory as might be gained from the first year of graduate study, but otherwise this account is self-contained. Throughout, the authors have taken care to demonstrate engineering applications which show the usefulness of these methods.

Kronecker Modeling and Analysis of Multidimensional Markovian Systems (Hardcover, 1st ed. 2018): Tugrul Dayar Kronecker Modeling and Analysis of Multidimensional Markovian Systems (Hardcover, 1st ed. 2018)
Tugrul Dayar
R2,908 Discovery Miles 29 080 Ships in 10 - 15 working days

This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those whose reachable state spaces are smaller than their product state spaces. Numerical methods for steady-state and transient analysis of Kronecker-based multidimensional Markovian models are discussed in detail together with implementation issues. Case studies are provided to explain concepts and motivate use of methods. Having grown out of research from the past twenty years, this book expands upon the author's previously published book Analyzing Markov Chains using Kronecker Products (Springer, 2012). The subject matter is interdisciplinary and at the intersection of applied mathematics and computer science. The book will be of use to researchers and graduate students with an understanding of basic linear algebra, probability, and discrete mathematics.

Stochastic Spectral Theory for Selfadjoint Feller Operators - A Functional Integration Approach (Hardcover, 2000 ed.): Michael... Stochastic Spectral Theory for Selfadjoint Feller Operators - A Functional Integration Approach (Hardcover, 2000 ed.)
Michael Demuth, Jan A. van Casteren
R3,152 Discovery Miles 31 520 Ships in 10 - 15 working days

A beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. For such operators regular and singular perturbations of order zero and their spectral properties are investigated.
A complete treatment of the Feynman-Kac formula is given. The theory is applied to such topics as compactness or trace class properties of differences of Feynman-Kac semigroups, preservation of absolutely continuous and/or essential spectra and completeness of scattering systems.
The unified approach provides a new viewpoint of and a deeper insight into the subject. The book is aimed at advanced students and researchers in mathematical physics and mathematics with an interest in quantum physics, scattering theory, heat equation, operator theory, probability theory and spectral theory.

Bounded Dynamic Stochastic Systems - Modelling and Control (Hardcover, 2000 ed.): Hong Wang Bounded Dynamic Stochastic Systems - Modelling and Control (Hardcover, 2000 ed.)
Hong Wang
R2,981 Discovery Miles 29 810 Ships in 10 - 15 working days

Over the past decades, although stochastic system control has been studied intensively within the field of control engineering, all the modelling and control strategies developed so far have concentrated on the performance of one or two output properties of the system. such as minimum variance control and mean value control. The general assumption used in the formulation of modelling and control strategies is that the distribution of the random signals involved is Gaussian. In this book, a set of new approaches for the control of the output probability density function of stochastic dynamic systems (those subjected to any bounded random inputs), has been developed. In this context, the purpose of control system design becomes the selection of a control signal that makes the shape of the system outputs p.d.f. as close as possible to a given distribution. The book contains material on the subjects of: - Control of single-input single-output and multiple-input multiple-output stochastic systems; - Stable adaptive control of stochastic distributions; - Model reference adaptive control; - Control of nonlinear dynamic stochastic systems; - Condition monitoring of bounded stochastic distributions; - Control algorithm design; - Singular stochastic systems.
A new representation of dynamic stochastic systems is produced by using B-spline functions to descripe the output p.d.f. Advances in Industrial Control aims to report and encourage the transfer of technology in control engineering. The rapid development of control technology has an impact on all areas of the control discipline. The series offers an opportunity for researchers to present an extended exposition of new work in all aspects of industrial control.

Control of Distributed Parameter and Stochastic Systems - Proceedings of the IFIP WG 7.2 International Conference, June 19-22,... Control of Distributed Parameter and Stochastic Systems - Proceedings of the IFIP WG 7.2 International Conference, June 19-22, 1998 Hangzhou, China (Hardcover, 1999 ed.)
Shu-p ing Ch en, Xunjing Li, Jiongming Yong, Xun Yu Zhou
R4,472 Discovery Miles 44 720 Ships in 12 - 17 working days

In the mathematical treatment of many problems which arise in physics, economics, engineering, management, etc., the researcher frequently faces two major difficulties: infinite dimensionality and randomness of the evolution process. Infinite dimensionality occurs when the evolution in time of a process is accompanied by a space-like dependence; for example, spatial distribution of the temperature for a heat-conductor, spatial dependence of the time-varying displacement of a membrane subject to external forces, etc. Randomness is intrinsic to the mathematical formulation of many phenomena, such as fluctuation in the stock market, or noise in communication networks. Control theory of distributed parameter systems and stochastic systems focuses on physical phenomena which are governed by partial differential equations, delay-differential equations, integral differential equations, etc., and stochastic differential equations of various types. This has been a fertile field of research with over 40 years of history, which continues to be very active under the thrust of new emerging applications. Among the subjects covered are: Control of distributed parameter systems; Stochastic control; Applications in finance/insurance/manufacturing; Adapted control; Numerical approximation . It is essential reading for applied mathematicians, control theorists, economic/financial analysts and engineers.

Polarization and Moment Tensors - With Applications to Inverse Problems and Effective Medium Theory (Hardcover, 2007 ed.):... Polarization and Moment Tensors - With Applications to Inverse Problems and Effective Medium Theory (Hardcover, 2007 ed.)
Habib Ammari, Hyeonbae Kang
R3,305 Discovery Miles 33 050 Ships in 10 - 15 working days

This book presents important recent developments in mathematical and computational methods used in impedance imaging and the theory of composite materials. By augmenting the theory with interesting practical examples and numerical illustrations, the exposition brings simplicity to the advanced material. An introductory chapter covers the necessary basics. An extensive bibliography and open problems at the end of each chapter enhance the text.

Nonlinear Dynamics of Chaotic and Stochastic Systems - Tutorial and Modern Developments (Hardcover, 2nd ed. 2007): Vadim S.... Nonlinear Dynamics of Chaotic and Stochastic Systems - Tutorial and Modern Developments (Hardcover, 2nd ed. 2007)
Vadim S. Anishchenko, Vladimir Astakhov, Alexander Neiman, Tatjana Vadivasova, Lutz Schimansky-Geier
R1,601 Discovery Miles 16 010 Ships in 10 - 15 working days

We present an improved and enlarged version of our book Nonlinear - namics of Chaotic and Stochastic Systems published by Springer in 2002. Basically, the new edition of the book corresponds to its ?rst version. While preparingthiseditionwemadesomeclari?cationsinseveralsectionsandalso corrected the misprints noticed in some formulas. Besides, three new sections have been added to Chapter 2. They are "Statistical Properties of Dynamical Chaos," "E?ects of Synchronization in Extended Self-Sustained Oscillatory Systems," and "Synchronization in Living Systems." The sections indicated re?ect the most interesting results obtained by the authors after publication of the ?rst edition. We hope that the new edition of the book will be of great interest for a widesectionofreaderswhoarealreadyspecialistsorthosewhoarebeginning research in the ?elds of nonlinear oscillation and wave theory, dynamical chaos, synchronization, and stochastic process theory. Saratov, Berlin, and St. Louis V.S. Anishchenko November 2006 A.B. Neiman T.E. Vadiavasova V.V. Astakhov L. Schimansky-Geier Preface to the First Edition Thisbookisdevotedtotheclassicalbackgroundandtocontemporaryresults on nonlinear dynamics of deterministic and stochastic systems. Considerable attentionisgiventothee?ectsofnoiseonvariousregimesofdynamicsystems with noise-induced order. On the one hand, there exists a rich literature of excellent books on n- linear dynamics and chaos; on the other hand, there are many marvelous monographs and textbooks on the statistical physics of far-from-equilibrium andstochasticprocesses.Thisbookisanattempttocombinetheapproachof nonlinear dynamics based on the deterministic evolution equations with the approach of statistical physics based on stochastic or kinetic equations. One of our main aims is to show the important role of noise in the organization and properties of dynamic regimes of nonlinear dissipative systems.

Cycle Representations of Markov Processes (Hardcover, 2nd ed. 2006): Sophia L. Kalpazidou Cycle Representations of Markov Processes (Hardcover, 2nd ed. 2006)
Sophia L. Kalpazidou
R3,057 Discovery Miles 30 570 Ships in 10 - 15 working days

This book is a prototype providing new insight into Markovian dependence via the cycle decompositions. It presents a systematic account of a class of stochastic processes known as cycle (or circuit) processes - so-called because they may be defined by directed cycles. These processes have special and important properties through the interaction between the geometric properties of the trajectories and the algebraic characterization of the Markov process. An important application of this approach is the insight it provides to electrical networks and the duality principle of networks. In particular, it provides an entirely new approach to infinite electrical networks and their applications in topics as diverse as random walks, the classification of Riemann surfaces, and to operator theory.

The second edition of this book adds new advances to many directions, which reveal wide-ranging interpretations of the cycle representations like homologic decompositions, orthogonality equations, Fourier series, semigroup equations, and disintegration of measures. The versatility of these interpretations is consequently motivated by the existence of algebraic-topological principles in the fundamentals of the cycle representations. This book contains chapter summaries as well as a number of detailed illustrations.

Review of the earlier edition:

"This is a very useful monograph which avoids ready ways and opens new research perspectives. It will certainly stimulate further work, especially on the interplay of algebraic and geometrical aspects of Markovian dependence and its generalizations."

Math Reviews.

Variational Analysis and Aerospace Engineering (Hardcover, 2009 ed.): Giuseppe Buttazzo, Aldo Frediani Variational Analysis and Aerospace Engineering (Hardcover, 2009 ed.)
Giuseppe Buttazzo, Aldo Frediani
R5,681 Discovery Miles 56 810 Ships in 10 - 15 working days

In recent years, new mathematical methods and tools have been developed and - plied extensively in the ?eld of aerospace engineering, for example, ?nite element method, computational ?uiddynamics, optimization, control, eigenvalues problems. The interaction between aerospace engineering and mathematics has been sign- cant in the past for both engineers and mathematicians and will be even stronger in the future. The School of Mathematics "Guido Stampacchia" of the "Ettore Majorana" FoundationandCentreofScienti?cCultureisthemostappropriatesiteforaerospace engineers and mathematicians to meet. The present volume collects the papers p- sented at the Erice Workshop held on September 8-16, 2007, which was organized in order to allow aerospace engineers and mathematicians from Universities, - search Centres, and Industry to debate advanced problems in aerospace engineering requiring extensive mathematical applications. Theeditorsarecon?denttocapturetheinterestofpeoplefrombothacademiaand industry, particularly, young researchers working on new frontiers of mathematical applications to engineering. The workshop was dedicated to Angelo Miele, Professor at Rice University in Houston, on the occasion of his 85th birthday. Angelo Miele is both an eminent mathematician and a famous engineer, among other activities, able to conceive new scenarios for space exploration. He has been the advisor of many PhD students at Houston, who became well-known professors in universities worldwide and are speakers at this workshop.

Stochastic Processes and Operator Calculus on Quantum Groups (Hardcover, 1999 ed.): U. Franz, Rene Schott Stochastic Processes and Operator Calculus on Quantum Groups (Hardcover, 1999 ed.)
U. Franz, Rene Schott
R2,433 R1,649 Discovery Miles 16 490 Save R784 (32%) Ships in 12 - 17 working days

Quantum groups have been investigated rather deeply in mathematical physics over the last decade. Among the most prominent contributions in this area let us mention the works of V.G. Drinfeld, S.L. Woronowicz, S. Majid. Prob ability the- ory on quantum groups has developed in several directions (see works of P. Biane, RL. Hudson and K.R Partasarathy, P.A. Meyer, M. Schurmann, D. Voiculescu). The aim of this book is to present several new aspects related to quantum groups: operator calculus, dual representations, stochastic processes and diffusions, Appell polynomials and systems in connection with evolution equations. Much of the ma- terial is scattered throughout available literature, however, we have nowhere found in accessible form all of this material collected. The presentation of representation theory in connection with Appell systems is original with the authors. Stochastic processes (example: Brownian motion, diffusion processes, Levy processes) are in- vestigated and several examples are presented. As a text the work is intended to be accessible to graduate students and researchers not specialised in quantum prob ability. We would like to acknowledge our colleagues P. Feinsilver, R Lenzceswki, D.

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Hardcover, 2006 ed.): Rene Carmona, M.R.... Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Hardcover, 2006 ed.)
Rene Carmona, M.R. Tehranchi
R2,849 R1,651 Discovery Miles 16 510 Save R1,198 (42%) Ships in 12 - 17 working days

This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions. The text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and recent results in interest rate theory.

From the reviews:

"A wonderful book. The authors present some cutting-edge math." --WWW.RISKBOOK.COM

Probability Theory III - Stochastic Calculus (Hardcover, 1998 ed.): S.V. Anulova Probability Theory III - Stochastic Calculus (Hardcover, 1998 ed.)
S.V. Anulova; Edited by Yurij V Prokhorov; Translated by P.B. Slater; Edited by Albert N. Shiryaev; Contributions by N.V. Krylov, …
R3,026 Discovery Miles 30 260 Ships in 10 - 15 working days

This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.

Fractal Geometry and Stochastics III (Hardcover, 2004 ed.): Christoph Bandt, Umberto Mosco, Martina Zahle Fractal Geometry and Stochastics III (Hardcover, 2004 ed.)
Christoph Bandt, Umberto Mosco, Martina Zahle
R2,899 Discovery Miles 28 990 Ships in 10 - 15 working days

This up-to-date monograph, providing an up-to-date overview of the field of Hepatitis Prevention and Treatment, includes contributions from internationally recognized experts on viral hepatitis, and covers the current state of knowledge and practice regarding the molecular biology, immunology, biochemistry, pharmacology and clinical aspects of chronic HBV and HCV infection. The book provides the latest information, with sufficient background and discussion of the literature to benefit the newcomer to the field.

IUTAM Symposium on Nonlinear Stochastic Dynamics - Proceedings of the IUTAM Symposium held in Monticello, Illinois, U.S.A.,... IUTAM Symposium on Nonlinear Stochastic Dynamics - Proceedings of the IUTAM Symposium held in Monticello, Illinois, U.S.A., 26-30 August 2002 (Hardcover, 2003 ed.)
N.Sri Namachchivaya, Y.K. Lin
R4,504 Discovery Miles 45 040 Ships in 12 - 17 working days

Non-linear stochastic systems are at the center of many engineering disciplines and progress in theoretical research had led to a better understanding of non-linear phenomena. This book provides information on new fundamental results and their applications which are beginning to appear across the entire spectrum of mechanics.
The outstanding points of these proceedings are Coherent compendium of the current state of modelling and analysis of non-linear stochastic systems from engineering, applied mathematics and physics point of view. Subject areas include: Multiscale phenomena, stability and bifurcations, control and estimation, computational methods and modelling.
For the Engineering and Physics communities, this book will provide first-hand information on recent mathematical developments. The applied mathematics community will benefit from the modelling and information on various possible applications.

Stochastic Multi-Stage Optimization - At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming... Stochastic Multi-Stage Optimization - At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming (Hardcover, 2015 ed.)
Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara
R3,890 Discovery Miles 38 900 Ships in 12 - 17 working days

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.

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