Modelling and Simulation of Diffusive Processes, S.K. Basu; Naveen Kumar
Автор: Cont, Tankov Название: Financial modelling with jump processes ISBN: 1584884134 ISBN-13(EAN): 9781584884132 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.
Автор: Stefano M. Iacus; Nakahiro Yoshida Название: Simulation and Inference for Stochastic Processes with YUIMA ISBN: 3319555677 ISBN-13(EAN): 9783319555676 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Levy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.
Автор: Jos? A. Ferreira; S?lvia Barbeiro; Gon?alo Pena; M Название: Modelling and Simulation in Fluid Dynamics in Porous Media ISBN: 148998948X ISBN-13(EAN): 9781489989482 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume presents a selection of survey and research articles based on invited lectures and contributed talks presented at the Workshop on Fluid Dynamics in Porous Media that was held in Coimbra, Portugal, in September 12-14, 2011.
Описание: Political Science has traditionally employed empirical research and analytical resources to understand, explain and predict political phenomena. One of the long-standing criticisms against empirical modeling targets the static perspective provided by the model-invariant paradigm.
Описание: This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for the weak error.
Описание: This book presents state-of-the-art research on forming processes and formed metal product development aided by the Finite Element Method (FEM). Using extensive and informative illustrations, tables and photographs, it systematically presents real-life case studies and established findings regarding various forming processes and methods aided by FEM simulation, and addresses various issues related to metal formed part design, process determination, die design and die service life analysis and prolongation, as well as product quality assurance and improvement.Metal forming has been widely used in many industries. This traditional manufacturing process, however, has long been linked to many years of apprenticeship and skilled craftsmanship, and its conventional design and development paradigm appeared to involve more know-how and trial-and-error than in-depth scientific calculation, analysis and simulation. The design paradigm for forming processes and metal formed product development thus cannot meet the current demands for short development lead-times, low production costs and high product quality. With the advent of numerical simulation technologies, the design and development of forming processes and metal formed products are carried out with the aid of FEM simulation, allowing all the potential design spaces to be identified and evaluated, and the best design to ultimately be determined and implemented. Such a design and development paradigm aims at ensuring “designing right the first time” and reducing the need for trial-and-error in the workshop. This book provides postgraduates, manufacturing engineers and professionals in this field with an in-depth understanding of the design process and sufficient knowledge to support metal formed part design, forming process determination, tooling design, and product quality assurance and control via FEM simulation.<
Описание: Numerical simulation and modelling of electric circuits and semiconductor devices are of primal interest in today`s high technology industries. They include contributions on special topics of current interest in circuit and device simulation, as well as contributions that present an overview of the field.
Автор: Hans Georg Bock; Xuan Phu Hoang; Rolf Rannacher; J Название: Modeling, Simulation and Optimization of Complex Processes ISBN: 3642443699 ISBN-13(EAN): 9783642443695 Издательство: Springer Рейтинг: Цена: 21661.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This proceedings volume contains a selection of papers presented at the Fourth International Conference on High Performance Scientific Computing held at the Hanoi Institute of Mathematics, Vietnamese Academy of Science and Technology (VAST), March 2-6, 2009.
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