Search results

Combines counting with poetry, fine art, and photography.

This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a t...

In August 2003, ETHZ Computational Laboratory (CoLab), together with the Swiss Center for Scientific Computing in Manno and the Universita della Svizzera Italiana (USI), organized the Summer School in "Multiscale Modelling and Simulation" in Lugano, Switzerland. This summer school brought together experts in different disciplines to exchange ideas on how to link methodologies on different scales. Relevant examples of practical interest include: structural analysis of materials, flow through poro...

This text teaches finite element methods and basic finite difference methods from a computational point of view. It emphasizes developing flexible computer programs using the numerical library Diffpack, which is detailed for problems including model equations in applied mathematics, heat transfer, elasticity, and viscous fluid flow. This edition offers new applications and projects, and all program examples are available on the Internet.

This book presents the state of the art in modeling and simulation on supercomputers. Leading German research groups present their results achieved on high-end systems of the High Performance Computing Center Stuttgart (HLRS) for the year 2003. The reports cover all fields of computational science and engineering ranging from computational fluid dynamics via computational physics and chemistry to computer science. Special emphasis is given to industrially relevant applications. Presenting result...

This volume contains a selection of papers presented at the 21st international conference on domain decomposition methods in science and engineering held in Rennes, France, June 25-29, 2012. Domain decomposition is an active and interdisciplinary research discipline, focusing on the development, analysis and implementation of numerical methods for massively parallel computers. Domain decomposition methods are among the most efficient solvers for large scale applications in science and engineerin...

This book presents the state-of-the-art in modeling and simulation on supercomputers. Leading German research groups present their results achieved on high-end systems of the High Performance Computing Center Stuttgart (HLRS) for the year 2002. Reports cover all fields of supercomputing simulation ranging from computational fluid dynamics to computer science. Special emphasis is given to industrially relevant applications. Moreover, by presenting results for both vector sytems and micro-processo...

This book presents current investigations in the field of mathematical modeling and simulation to support the development of intelligent information systems in domains such as ecology and geology, manufacturing, project management, and safety of distributed information systems. The book will be of interest to developers of modern high-tech software complexes for situational control centers, based on mathematical modeling and simulation methods. In addition, it will appeal to software engineers...

This book is of interest to mathematicians, geologists, engineers and, in general, researchers and post graduate students involved in spline function theory, surface fitting problems or variational methods. From reviews: The book is well organized, and the English is very good. I recommend the book to researchers in approximation theory, and to anyone interested in bivariate data fitting." (L.L. Schumaker, Mathematical Reviews, 2005).

This book discusses recent advances and research in applied mathematics, statistics and their applications in computing. It features papers presented at the fourth conference in the series organized at the Indian Institute of Technology (Banaras Hindu University), Varanasi, India, on 9 - 11 January 2018 on areas of current interest, including operations research, soft computing, applied mathematical modelling, cryptology, and security analysis. The conference has emerged as a powerful forum, bri...

This open access book contains review papers authored by thirteen plenary invited speakers to the 9th International Congress on Industrial and Applied Mathematics (Valencia, July 15-19, 2019). Written by top-level scientists recognized worldwide, the scientific contributions cover a wide range of cutting-edge topics of industrial and applied mathematics: mathematical modeling, industrial and environmental mathematics, mathematical biology and medicine, reduced-order modeling and cryptography. Th...

Meshfree methods, particle methods, and generalized finite element methods have witnessed substantial development since the mid 1990s. The growing interest in these methods is due in part to the fact that they are extremely flexible numerical tools and can be interpreted in a number of ways. For instance, meshfree methods can be viewed as a natural extension of classical finite element and finite difference methods to scattered node configurations with no fixed connectivity. Furthermore, meshfre...

“Intelligent Routines II: Solving Linear Algebra and Differential Geometry with Sage” contains numerous of examples and problems as well as many unsolved problems. This book extensively applies the successful software Sage, which can be found free online http://www.sagemath.org/. Sage is a recent and popular software for mathematical computation, available freely and simple to use. This book is useful to all applied scientists in mathematics, statistics and engineering, as well for late undergra...

Broadly organized around the applications of Fourier analysis, "Methods of Applied Mathematics with a MATLAB Overview" covers both classical applications in partial differential equations and boundary value problems, as well as the concepts and methods associated to the Laplace, Fourier, and discrete transforms. Transform inversion problems are also examined, along with the necessary background in complex variables. A final chapter treats wavelets, short-time Fourier analysis, and geometrically-...

Undoubtably one of the key factors influencing recent technology has been the advent of high speed computational tools. Virtually every advanced engi neering system we come in contact with these days depends upon some form of sampling and digital signal processing. Well known examples are digital tele phone systems, digital recording of audio signals and computer control. These developments have been matched by the appearance of a plethora of books which explain a variety of analysis, synthesi...

This volume contains the proceedings of theSecondInternationalConferenceon MathematicalKnowledgeManagement (MKM 2003), held 16-18 February 2003 in Bertinoro, Italy. Mathematical Knowledge Management is an exciting new ?eld at the int- section between mathematics and computer science. We need e?cient, new te- niques, based on sophisticated formal mathematics and software technology, to exploit the enormous knowledge available in current mathematical sources and to organize mathematical knowledge...