Описание: Stochastic calculus provides a powerful description of a specific class of stochastic processes in physics and finance. However, many econophysicists struggle to understand it. This book presents the subject simply and systematically, giving graduate students and practitioners a better understanding and enabling them to apply the methods in practice.
Описание: Contains a selection of contributions by mathematicians from the many interesting presentations delivered at the Conference of Mathematics and Mathematical Physics that was held in Fez, Morocco during the period of 28-30 October, 2008. This title covers both the theoretical and numerical aspects of nonlinear analysis.
Описание: Presents an account of the state of algebraic-theoretic methods as applied to linear and nonlinear multidimensional equations of mathematical and theoretical physics. This volume studies the symmetry of integro-differential equations and describes the method of finding final nonlocal transformations.
Автор: Garth Baker; Alexandre Freire Название: Nonlinear Partial Differential Equations in Geometry and Physics ISBN: 3034898185 ISBN-13(EAN): 9783034898188 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume presents the proceedings of a series of lectures hosted by the Math- ematics Department of The University of Tennessee, Knoxville, March 22-24, 1995, under the title "Nonlinear Partial Differential Equations in Geometry and Physics" .
This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics.
We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way.
The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study.
The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).
Автор: Chicone, Carmen Название: An Invitation to Applied Mathematics with Differential Equations ISBN: 0128041536 ISBN-13(EAN): 9780128041536 Издательство: Elsevier Science Рейтинг: Цена: 15999.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
An Invitation to Applied Mathematics: Differential Equations, Modeling, and Computation introduces the reader to the methodology of modern applied mathematics in modeling, analysis, and scientific computing with emphasis on the use of ordinary and partial differential equations. Each topic is introduced with an attractive physical problem, where a mathematical model is constructed using physical and constitutive laws arising from the conservation of mass, conservation of momentum, or Maxwell's electrodynamics.
Relevant mathematical analysis (which might employ vector calculus, Fourier series, nonlinear ODEs, bifurcation theory, perturbation theory, potential theory, control theory, or probability theory) or scientific computing (which might include Newton's method, the method of lines, finite differences, finite elements, finite volumes, boundary elements, projection methods, smoothed particle hydrodynamics, or Lagrangian methods) is developed in context and used to make physically significant predictions. The target audience is advanced undergraduates (who have at least a working knowledge of vector calculus and linear ordinary differential equations) or beginning graduate students.
Readers will gain a solid and exciting introduction to modeling, mathematical analysis, and computation that provides the key ideas and skills needed to enter the wider world of modern applied mathematics.
Presents an integrated wealth of modeling, analysis, and numerical methods in one volume
Provides practical and comprehensible introductions to complex subjects, for example, conservation laws, CFD, SPH, BEM, and FEM
Includes a rich set of applications, with more appealing problems and projects suggested
Автор: Yasunori Maekawa; Shuichi Jimbo Название: Mathematics for Nonlinear Phenomena - Analysis and Computation ISBN: 3319667629 ISBN-13(EAN): 9783319667621 Издательство: Springer Рейтинг: Цена: 22359.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Partial differential equations and mathematical fluid mechanics, Matthis Hieber (TU Darmstadt).- Applied mathematics and mathematical biology, Ryo Kobayashi (Hiroshima University).- Nonlinear partial differential equations, calculus of variations, phase transformations, and composite materials, Robert V. Kohn (Courant Institute, NYU).- Nonlinear partial differential equations, calculus of variations, and computations for complex fluids, Chun Liu (Penn State University).- Partial differential equations and mathematical fluid mechanics, Yasunori Maekawa (Tohoku University).- Mathematics and computations in meterology, and fluid mechanics, Alex Mahalov (Arizona State University).- Nonlinear partial differential equations, mathematics and computations for crystal growth, Takeshi Ohtsuka (Gunma University).- Calculus of variations and mathematical analysis of phase transitions, Piotr Rybka (University of Warsaw).- Partial differential equations and mathematical fluid mechanics, Jurgen Saal (Dusseldorf University).- Multi-scale modeling and computations, and computational interface problems, Richard Tsai (University of Texas).- Plasma physics and fluid mechanics, Zensho Yoshida (University of Tokyo).
Автор: Anthony L. Peressini; Francis E. Sullivan; J.J. Jr Название: The Mathematics of Nonlinear Programming ISBN: 146126989X ISBN-13(EAN): 9781461269892 Издательство: Springer Рейтинг: Цена: 9357.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Nonlinear programming provides an excellent opportunity to explore an interesting variety of pure and solidly applicable mathematics, numerical analysis, and computing. This text develops some of the ideas and techniques involved in the optimization methods using calculus, leading to the study of convexity.
Автор: Xie Название: Differential Equations for Engineers ISBN: 1107632951 ISBN-13(EAN): 9781107632950 Издательство: Cambridge Academ Рейтинг: Цена: 9504.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Xie presents a systematic introduction to differential equations for engineering students. The relevance of differential equations in engineering applications motivates readers, and studies of various types of differential equations are determined by engineering applications. The theory and techniques for solving differential equations are then applied to solve practical engineering problems.
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