Asymptotic Theory of Separated Flows, Vladimir V. Sychev , Anatoly I. Ruban , Victor V.

Автор: Kabanov Yuri, Pergamenshchikov Sergei
Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control
ISBN: 3540653325 ISBN-13(EAN): 9783540653325
Издательство: Springer
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Цена: 13974.00 р.
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Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

Автор: Carmelo Clavero; Jos? Luis Gracia; Francisco J. Li
Название: BAIL 2010 - Boundary and Interior Layers, Computational and Asymptotic Methods
ISBN: 3642268234 ISBN-13(EAN): 9783642268236
Издательство: Springer
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Цена: 23058.00 р.
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Описание: This volume will contain selected papers from the lectures held at the BAIL 2010 Conference, which took place from July 5th to 9th, 2010 in Zaragoza (Spain).

Автор: Nicolay, David
Название: Asymptotic Chaos Expansions in Finance
ISBN: 1447165055 ISBN-13(EAN): 9781447165057
Издательство: Springer
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Цена: 13974.00 р.
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Описание: Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface.

Автор: Segalini
Название: Proceedings of the 5th International Conference on Jets, Wakes and Separated Flows (ICJWSF2015)
ISBN: 3319306006 ISBN-13(EAN): 9783319306001
Издательство: Springer
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Цена: 43100.00 р.
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Описание: This volumecollects various contributions from the 5th International Conferenceon Jets, Wakes and Separated Flows (ICJWSF2015) that took place in Stockholmduring June 2015. Researchers from allaround the world presented their latest results concerning fundamental andapplied aspects of fluid dynamics. With its general character, the conferenceembraced many aspectsof fluid dynamics, such as shear flows, multiphase flows and vortex flows,for instance. The structure of the present book reflects the variety of topicstreated within the conference i.e. Jets, Wakes, Separated flows, Vehicleaerodynamics, Wall-bounded and confined flows, Noise, Turbomachinery flows,Multiphase and reacting flows, Vortex dynamics, Energy-related flows and asection dedicated to Numerical analyses.