Boundary and Interior Layers, Computational and Asymptotic Methods - BAIL 2014, Petr Knobloch
Автор: Alan Hegarty; Natalia Kopteva; Eugene O`Riordan; M Название: BAIL 2008 - Boundary and Interior Layers ISBN: 3642006043 ISBN-13(EAN): 9783642006043 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Contains a cross-section of the papers that are presented at the BAIL 2008 conference, which was held from 28 July to 1 August 2008 at the University of Limerick, Ireland. This book gives an overview of the research into many engineering and mathematical problems of a singularly perturbed character.
Автор: R.P. Kuzmina Название: Asymptotic Methods for Ordinary Differential Equations ISBN: 0792364007 ISBN-13(EAN): 9780792364009 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Considers the Cauchy problem for a system of ordinary differential equations with a small parameter, filling in areas that have not been extensively covered in the existing literature. This volume is suitable for researchers and graduate students specialising in ordinary differential equations.
This volume collects papers associated with lectures that were presented at the BAIL 2016 conference, which was held from 14 to 19 August 2016 at Beijing Computational Science Research Center and Tsinghua University in Beijing, China. It showcases the variety and quality of current research into numerical and asymptotic methods for theoretical and practical problems whose solutions involve layer phenomena.
The BAIL (Boundary And Interior Layers) conferences, held usually in even-numbered years, bring together mathematicians and engineers/physicists whose research involves layer phenomena, with the aim of promoting interaction between
these often-separate disciplines. These layers appear as solutions of singularly perturbed differential equations of various types, and are common in physical problems, most notably in fluid dynamics.
This book is of interest for current researchers from mathematics, engineering and physics whose work involves the accurate app
roximation of solutions of singularly perturbed differential equations; that is, problems whose solutions exhibit boundary and/or interior layers.
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).
Описание: The results of this exceptional thesis on free boundary problems in singularly perturbed PDEs develop our understanding of the effects of strong competition between species. The research has a wealth of valuable applications in both physics and biology.
Описание: For the first time in the mathematical literature, this two-volume work introduces a unified and general approach to the subject. To a large extent, the book is based on the authors` work, and has no significant overlap with other books on the theory of elliptic boundary value problems
Описание: For the first time in the mathematical literature, this two-volume work introduces a unified and general approach to the subject. To a large extent, the book is based on the authors` work, and has no significant overlap with other books on the theory of elliptic boundary value problems.
Название: Large deviations and asymptotic methods in finance ISBN: 3319116045 ISBN-13(EAN): 9783319116044 Издательство: Springer Рейтинг: Цена: 22359.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Hagan, Lesniewski, Woodward: Probability Distribution in the SABR Model of Stochastic Volatility.- Paulot: Asymptotic Implied Volatility at the Second Order with Application to the SABR Model.- Henry-Labordere: Unifying the BGM and SABR Models: A Short Ride in Hyperbolic Geometry.- Ben Arous, Laurence: Second Order Expansion for Implied Volatility in Two Factor Local-stochastic Volatility.- Osajima: General Asymptotics of Wiener Functionals and Application to Implied Volatilities.- Bayer, Laurence: Small-time asymptotics for the at-the-money implied volatility in a multi-dimensional local volatility model.- Keller-Ressel, Teichmann: A Remark on Gatheral's 'Most-likely Path Approximation' of Implied Volatility.- Gatheral, Wang: Implied volatility from local volatility: a path integral approach.- Gerhold, Friz: Don't Stay Local - Extrapolation Analytics for Dupire's Local Volatility.- Gulisashvili, Teichmann: Laplace Principle Expansions and Short Time Asymptotics for Affine Processes.- Lorig, Pascucci, Pagliarani: Asymptotics for d-dimensional Levy-type Processes.- Takahashi: An Asymptotic Expansion Approach in Finance.- Baudoin, Ouyang: On small time asymptotics for rough differential equations driven by fractional Brownian motions.- Lucic: On singularities in the Heston model.- Bayer, Friz, Laurence: On the probability density function of baskets.- Conforti, De Marco, Deuschel: On small-noise equations with degenerate limiting system arising from volatility models.- Pham: Long time asymptotic problems for optimal investment.- Spiliopoulos: Systemic Risk and Default Clustering for Large Financial Systems.- Jacod, Rosenbaum: Asymptotic Properties of a Volatility Estimator.
Автор: Svetlana M. Bauer; Sergei B. Filippov; Andrei L. S Название: Asymptotic methods in mechanics of solids ISBN: 3319183109 ISBN-13(EAN): 9783319183107 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The construction of solutions of singularly perturbed systems of equations and boundary value problems that are characteristic for the mechanics of thin-walled structures are the main focus of the book.
Описание: This book offers a survey of asymptotic methods in fluid mechanics and applications, including high and low Reynolds number flows as an example of hybrid methods, waves as an example of exponential asymptotics and multiple scales methods in meteorology.
Автор: Svetlana M. Bauer; Sergei B. Filippov; Andrei L. S Название: Asymptotic methods in mechanics of solids ISBN: 3319386824 ISBN-13(EAN): 9783319386829 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The construction of solutions of singularly perturbed systems of equations and boundary value problems that are characteristic for the mechanics of thin-walled structures are the main focus of the book.
Описание: A record of the workshop on asymptotic-induced numerical methods for partial differential equations, critical parameters and domain decomposition, held at Beaune, France. The book discusses new computational methods, recent algorithm developments and techniques in mathematical modelling.
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