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Mesh Dependence in PDE-Constrained Optimisation, Tobias Schwedes; David A. Ham; Simon W. Funke; Mat


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Автор: Tobias Schwedes; David A. Ham; Simon W. Funke; Mat
Название:  Mesh Dependence in PDE-Constrained Optimisation
ISBN: 9783319594828
Издательство: Springer
Классификация:




ISBN-10: 3319594826
Обложка/Формат: Paperback
Страницы: 110
Вес: 0.18 кг.
Дата издания: 14.07.2017
Серия: SpringerBriefs in Mathematics of Planet Earth
Язык: English
Издание: 1st ed. 2017
Иллюстрации: 21 illustrations, color; 3 illustrations, black and white; viii, 110 p. 24 illus., 21 illus. in color.
Размер: 234 x 156 x 6
Читательская аудитория: Professional & vocational
Основная тема: Mathematics
Подзаголовок: An Application in Tidal Turbine Array Layouts
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание:

This book provides an introduction to PDE-constrained optimisation using finite elements and the adjoint approach. The practical impact of the mathematical insights presented here are demonstrated using the realistic scenario of the optimal placement of marine power turbines, thereby illustrating the real-world relevance of best-practice Hilbert space aware approaches to PDE-constrained optimisation problems.

Many optimisation problems that arise in a real-world context are constrained by partial differential equations (PDEs). That is, the system whose configuration is to be optimised follows physical laws given by PDEs. This book describes general Hilbert space formulations of optimisation algorithms, thereby facilitating optimisations whose controls are functions of space. It demonstrates the importance of methods that respect the Hilbert space structure of the problem by analysing the mathematical drawbacks of failing to do so. The approaches considered are illustrated using the optimisation problem arising in tidal array layouts mentioned above.

This book will be useful to readers from engineering, computer science, mathematics and physics backgrounds interested in PDE-constrained optimisation and their real-world applications.




Optimisation, Econometric and Financial Analysis

Автор: Kontoghiorghes Erricos J., Gatu Cristian
Название: Optimisation, Econometric and Financial Analysis
ISBN: 3540366253 ISBN-13(EAN): 9783540366256
Издательство: Springer
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Цена: 23058.00 р.
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Описание: Advanced computational methods are often employed for the solution of modelling and decision-making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to computational optimisation methods and techniques. The first part of the book addresses optimisation problems and decision modelling, with special attention to applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. The second part of the book is devoted to optimisation heuristics, filtering, signal extraction and various time series models. The chapters in this part cover the application of threshold accepting in econometrics, the structure of threshold autoregressive moving average models, wavelet analysis and signal extraction techniques in time series. The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling.

Projection Methods in Constrained Optimisation and Applications to Optimal Policy Decisions

Автор: Berc Rustem
Название: Projection Methods in Constrained Optimisation and Applications to Optimal Policy Decisions
ISBN: 3540106464 ISBN-13(EAN): 9783540106463
Издательство: Springer
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Цена: 12157.00 р.
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Large-Scale PDE-Constrained Optimization in Applications

Автор: Subhendu Bikash Hazra
Название: Large-Scale PDE-Constrained Optimization in Applications
ISBN: 3642015018 ISBN-13(EAN): 9783642015014
Издательство: Springer
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Цена: 18167.00 р.
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Описание: With continuous development of modern computing hardware and applicable - merical methods, computational ?uid dynamics (CFD) has reached certain level of maturity so that it is being used routinely by scientists and engineers for ?uid ?ow analysis.

Large-Scale PDE-Constrained Optimization in Applications

Автор: Subhendu Bikash Hazra
Название: Large-Scale PDE-Constrained Optimization in Applications
ISBN: 3642263887 ISBN-13(EAN): 9783642263880
Издательство: Springer
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Цена: 19564.00 р.
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Описание: This book develops mathematical methods and algorithms that lead to efficient and high performance computational techniques to solve simulation based optimization problems in real-life applications.

Trends in PDE Constrained Optimization

Автор: G?nter Leugering; Peter Benner; Sebastian Engell;
Название: Trends in PDE Constrained Optimization
ISBN: 3319050826 ISBN-13(EAN): 9783319050829
Издательство: Springer
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Цена: 15372.00 р.
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Описание: Optimization problems subject to constraints governed by partial differential equations (PDEs) are among the most challenging problems in the context of industrial, economical and medical applications.

Numerical PDE-Constrained Optimization

Автор: Juan Carlos De los Reyes
Название: Numerical PDE-Constrained Optimization
ISBN: 3319133942 ISBN-13(EAN): 9783319133942
Издательство: Springer
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Цена: 6986.00 р.
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Описание: Introduction.- Basic Theory of Partial Differential Equations and Their Discretization.- Theory of PDE-constrained Optimization.- Numerical Optimization Methods.- Box-constrained Problems.- Nonsmooth PDE-constrained Optimization.

Trends in PDE Constrained Optimization

Автор: G?nter Leugering; Peter Benner; Sebastian Engell;
Название: Trends in PDE Constrained Optimization
ISBN: 3319381148 ISBN-13(EAN): 9783319381145
Издательство: Springer
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Цена: 15372.00 р.
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Описание: Optimization problems subject to constraints governed by partial differential equations (PDEs) are among the most challenging problems in the context of industrial, economical and medical applications.

Large-Scale PDE-Constrained Optimization

Автор: Lorenz T. Biegler; Omar Ghattas; Matthias Heinkens
Название: Large-Scale PDE-Constrained Optimization
ISBN: 3540050450 ISBN-13(EAN): 9783540050452
Издательство: Springer
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Цена: 21661.00 р.
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Описание: Optimal design, optimal control, and parameter estimation of systems governed by partial differential equations (PDEs) give rise to a class of problems known as PDE-constrained optimization.

A Direct Method for Parabolic PDE Constrained Optimization Problems

Автор: Andreas Potschka
Название: A Direct Method for Parabolic PDE Constrained Optimization Problems
ISBN: 3658044756 ISBN-13(EAN): 9783658044756
Издательство: Springer
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Цена: 6986.00 р.
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Описание: Andreas Potschka discusses a direct multiple shooting method for dynamic optimization problems constrained by nonlinear, possibly time-periodic, parabolic partial differential equations.

Continuous-time Stochastic Control and Optimization with Financial Applications

Автор: Huyen Pham
Название: Continuous-time Stochastic Control and Optimization with Financial Applications
ISBN: 3540894993 ISBN-13(EAN): 9783540894995
Издательство: Springer
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Цена: 9083.00 р.
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Описание: This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.


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