Описание: This is a book on Linear-Fractional Programming (here and in what follows we will refer to it as "LFP"). In linear-fractional programming, the goal is to determine a per- missible allocation of resources that will maximize or minimize some specific showing, such as profit gained per unit of cost, or cost of unit of product produced, etc.
Описание: Linear Fractional Diffusion-Wave Equation for Scientists and Engineers
Автор: Fallahgoul, Hassan Название: Fractional Calculus and Fractional Processes with Applications to ISBN: 0128042486 ISBN-13(EAN): 9780128042489 Издательство: Elsevier Science Рейтинг: Цена: 9264.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractional derivatives. Research on fractional calculus started in full earnest in the second half of the twentieth century. The fractional paradigm applies not only to calculus, but also to stochastic processes, used in many applications in financial economics such as modelling volatility, interest rates, and modelling high-frequency data. The key features of fractional processes that make them interesting are long-range memory, path-dependence, non-Markovian properties, self-similarity, fractal paths, and anomalous diffusion behaviour. In this book, the authors discuss how fractional calculus and fractional processes are used in financial modelling and finance economic theory. It provides a practical guide that can be useful for students, researchers, and quantitative asset and risk managers interested in applying fractional calculus and fractional processes to asset pricing, financial time-series analysis, stochastic volatility modelling, and portfolio optimization.
Описание: Presenting system dynamics as a powerful approach to build simulation models of social systems to aid decision making, this book is grounded in the feedback perspective of complex systems and introduces key concepts such as stocks, flows and feedback. The R programming language provides an open-source and interoperable way to build models.
Автор: Agnieszka B. Malinowska; Tatiana Odzijewicz; Delfi Название: Advanced Methods in the Fractional Calculus of Variations ISBN: 3319147552 ISBN-13(EAN): 9783319147550 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
1. Introduction.- 2. Fractional Calculus.- 2.1. One-dimensional Fractional Calculus.- 2.2. Multidimensional Fractional Calculus.- 3. Fractional Calculus of Variations.- 3.1. Fractional Euler-Lagrange Equations.- 3.2. Fractional Embedding of Euler-Lagrange Equations.- 4. Standard Methods in Fractional Variational Calculus.- 4.1. Properties of Generalized Fractional Integrals.- 4.2. Fundamental Problem.- 4.3. Free Initial Boundary.- 4.4. Isoperimetric Problem.- 4.5. Noether's Theorem.- 4.6. Variational Calculus in Terms of a Generalized Integral.- 4.7. Generalized Variational Calculus of Several Variables.- 4.8. Conclusion.- 5. Direct Methods in Fractional Calculus of Variations.- 5.1. Existence of a Minimizer for a Generalized Functional.- 5.2. Necessary Optimality Condition for a Minimizer.- 5.3. Some Improvements.- 5.4. Conclusion.- 6. Application to the Sturm-Liouville Problem.- 6.1. Useful Lemmas.- 6.2. The Fractional Sturm-Liouville Problem.- 7. Conclusion.- Appendix - Two Convergence Lemmas.- Index.
Автор: Mark Edelman; Elbert Macau; Miguel A. F. Sanjuan Название: Chaotic, Fractional, and Complex Dynamics: New Insights and Perspectives ISBN: 3319681087 ISBN-13(EAN): 9783319681085 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
The book presents nonlinear, chaotic and fractional dynamics, complex systems and networks, together with cutting-edge research on related topics.
The fifteen chapters - written by leading scientists working in the areas of nonlinear, chaotic, and fractional dynamics, as well as complex systems and networks - offer an extensive overview of cutting-edge research on a range of topics, including fundamental and applied research. These include but are not limited to, aspects of synchronization in complex dynamical systems, universality features in systems with specific fractional dynamics, and chaotic scattering.
As such, the book provides an excellent and timely snapshot of the current state of research, blending the insights and experiences of many prominent researchers.
Описание: Containing articles presented at an international workshop held at the University of Pisa in 1988, this book focuses on the generalizations of the classical concept of a convex function. Other subjects covered include applications to economics and fractional programmes.
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