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: Rassias Название: Essays in Mathematics and its Applications ISBN: 3319313363 ISBN-13(EAN): 9783319313368 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume, dedicated to the eminent mathematician Vladimir Arnold, presents a collection of research and survey papers written on a large spectrum of theories and problems that have been studied or introduced by Arnold himself. Emphasis is given to topics relating to dynamical systems, stability of integrable systems, algebraic and differential topology, global analysis, singularity theory and classical mechanics. A number of applications of Arnold’s groundbreaking work are presented. This publication will assist graduate students and research mathematicians in acquiring an in-depth understanding and insight into a wide domain of research of an interdisciplinary nature.
Автор: B?lent Karas?zen; Murat Manguo?lu; M?nevver Tezer- Название: Numerical Mathematics and Advanced Applications - ENUMATH 2015 ISBN: 3319399276 ISBN-13(EAN): 9783319399270 Издательство: Springer Рейтинг: Цена: 23058.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The European Conference on Numerical Mathematics and Advanced Applications (ENUMATH), held every 2 years, provides a forum for discussing recent advances in and aspects of numerical mathematics and scientific and industrial applications. The previous ENUMATH meetings took place in Paris (1995), Heidelberg (1997), Jyvaskyla (1999), Ischia (2001), Prague (2003), Santiago de Compostela (2005), Graz (2007), Uppsala (2009), Leicester (2011) and Lausanne (2013). This book presents a selection of invited and contributed lectures from the ENUMATH 2015 conference, which was organised by the Institute of Applied Mathematics (IAM), Middle East Technical University, Ankara, Turkey, from September 14 to 18, 2015. It offers an overview of central recent developments in numerical analysis, computational mathematics, and applications in the form of contributions by leading experts in the field.
Автор: Ok, E. Название: Real analysis with economic applications ISBN: 0691117683 ISBN-13(EAN): 9780691117683 Издательство: Wiley Рейтинг: Цена: 17266.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Addressing the topics of real analysis, this book discusses the elements of order theory, convex analysis, optimization, correspondences, linear and nonlinear functional analysis, fixed-point theory, dynamic programming, and calculus of variations. It includes fixed point theorems and applications to functional equations and optimization theory.
The first part of this volume gathers the lecture notes of the courses of the "XVII Escuela Hispano-Francesa," held in Gijon, Spain, in June 2016. Each chapter is devoted to an advanced topic and presents state-of-the-art research in a didactic and self-contained way. Young researchers will find a complete guide to beginning advanced work in fields such as High Performance Computing, Numerical Linear Algebra, Optimal Control of Partial Differential Equations and Quantum Mechanics Simulation, while experts in these areas will find a comprehensive reference guide, including some previously unpublished results, and teachers may find these chapters useful as textbooks in graduate courses. The second part features the extended abstracts of selected research work presented by the students during the School. It highlights new results and applications in Computational Algebra, Fluid Mechanics, Chemical Kinetics and Biomedicine, among others, offering interested researchers a convenient reference guide to these latest advances.
Автор: Shoumei Li; Xia Wang; Yoshiaki Okazaki; Jun Kawabe Название: Nonlinear Mathematics for Uncertainty and its Applications ISBN: 3662520389 ISBN-13(EAN): 9783662520383 Издательство: Springer Рейтинг: Цена: 45712.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the content: Ordinal Preference Models Based on S-Integrals and Their Verification.- Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity.- Comparative Risk Aversion for g-Expected Utility Maximizers.- Riesz Type Integral Representations for Comonotonically Additive Functionals.- Pseudo-Concave Integrals.- On Spaces of Bochner and Pettis Integrable Functions and Their Set-Valued Counterparts.- Upper Derivatives of Set Functions Represented as the Choquet Indefinite Integral.- On Regularity for Non-Additive Measure.
Автор: Andrea Cangiani; Ruslan L Davidchack; Emmanuil Geo Название: Numerical Mathematics and Advanced Applications 2011 ISBN: 3662511290 ISBN-13(EAN): 9783662511299 Издательство: Springer Рейтинг: Цена: 33401.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The European Conferences on Numerical Mathematics and Advanced Applications (ENUMATH) are a series of conferences held every two years to provide a forum for discussion of new trends in numerical mathematics and challenging scientific and industrial applications at the highest level of international expertise.
Автор: P.G. Ciarlet; M. Roseau Название: Trends and Applications of Pure Mathematics to Mechanics ISBN: 3540129162 ISBN-13(EAN): 9783540129165 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Radek Silhavy; Roman Senkerik; Zuzana Kominkova Op Название: Cybernetics and Mathematics Applications in Intelligent Systems ISBN: 3319572636 ISBN-13(EAN): 9783319572635 Издательство: Springer Рейтинг: Цена: 27950.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents new methods for and approaches to real-world problems as well as exploratory research describing novel mathematics and cybernetics applications in intelligent systems.
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