Описание: The book is suitable for readers with a background in basic finite element and finite difference methods for partial differential equations who wants gentle introductions to advanced topics like parallel computing, multigrid methods, and special methods for systems of PDEs. The goal of all chapters is to *compute* solutions to problems, hence algorithmic and software issues play a central role. All software examples use the Diffpack programming environment, so to take advantage of these examples some experience with Diffpack is required. There are also some chapters covering complete applications, i.e., the way from a model, expressed as systems of PDEs, through discretization methods, algorithms, software design, verification, and computational examples.
Описание: This graduate textbook - now in its second edition - teaches finite element methods and basic finite difference methods from a computational point of view. The emphasis is on developing flexible computer programs using the numerical library Diffpack. Diffpack is explained in detail for problems including model equations in applied mathematics, heat transfer, elasticity, and viscous fluid flow. All the program examples, as well as Diffpack for use with this book, are available on the Internet.
Автор: Haber Название: Computational Methods in Geophysical Electromagnetics ISBN: 1611973791 ISBN-13(EAN): 9781611973792 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 10395.00 р. Наличие на складе: Нет в наличии.
Описание: Bridging the gap between theory and applications, this monograph provides a framework for the solution of electromagnetic imaging problems in geophysics. It provides a simple explanation of finite volume discretization; a full description of the basic concepts for solving inverse problems through optimization; a summary of applied electromagnetics methods; and MATLAB® code for efficient computation. The book will appeal to students and practitioners interested in computational science, data fitting, and applications to electromagnetics.
Описание: Part I: Stochastic Chemical Reactions.- Test Models for Statistical Inference: Two-Dimensional Reaction Systems Displaying Limit Cycle Bifurcations and Bistability.- Importance Sampling for Metastable and Multiscale Dynamical Systems.- Multiscale Simulation of Stochastic Reaction-diffusion Networks.- Part II: Stochastic Numerical Approaches, Algorithms and Coarse-Grained Simulations.- Numerical Methods for Ergodic SDEs: When Stochastic Integration Meets Geometric Integration.-Stability and Strong Convergence for Spatial Stochastic Kinetics.- The T cells in an Ageing Virtual Mouse.- Part III: Analysis of Stochastic Dynamical Systems for Modeling Cell Biology.- Model reduction for Stochastic Reaction Systems.- ZI-closure Scheme: A Method to Solve and Study Stochastic Reaction Networks.- Deterministic and Stochastic Becker-Dцring Equations: Past and Recent Mathematical Developments.- Coagulation-Fragmentation with a Finite Number of Particles: Models, Stochastic Analysis and Applications to Telomere Clustering and Viral Capsid Assembly.- A Review of Stochastic and Delay Simulation Approaches in both Time and Space in Computational Cell Biology.- Part IV: Diffusion Processes and Stochastic Modeling.- Recent Mathematical Models of Axonal Transport.- Stochastic Models for Evolving Cellular Populations of Mitochondria: Disease, Development, and Ageing.- Modeling and Stochastic Analysis of the Single Photon Response.- A Phenomenological Spatial Model for Macro-ecological Patterns in Species-rich Ecosystems.
Автор: Jin-Chuan Duan; Wolfgang Karl H?rdle; James E. Gen Название: Handbook of Computational Finance ISBN: 3662507072 ISBN-13(EAN): 9783662507070 Издательство: Springer Рейтинг: Цена: 40389.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The latest volume in the Springer Handbooks of Computational Statistics series covers the full range of finance, including the modern class of financial tools, computational efficient algorithms, the pricing of complex products, risk behavior and much more.
Автор: Matthias Ehrhardt; Michael G?nther; E. Jan W. ter Название: Novel Methods in Computational Finance ISBN: 3319612816 ISBN-13(EAN): 9783319612812 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector.
The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models.
In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry.
Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The book offers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.
Автор: Norbert Hilber; Oleg Reichmann; Christoph Schwab; Название: Computational Methods for Quantitative Finance ISBN: 3642435327 ISBN-13(EAN): 9783642435324 Издательство: Springer Рейтинг: Цена: 9781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Levy, additive and classes of Feller processes.
Автор: Erricos John Kontoghiorghes; B. Rustem; S. Siokos Название: Computational Methods in Decision-Making, Economics and Finance ISBN: 1441952306 ISBN-13(EAN): 9781441952301 Издательство: Springer Рейтинг: Цена: 41787.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.
Автор: Abgrall, Remi Название: Handbook of Numerical Methods for Hyperbolic Problems,17 ISBN: 0444637893 ISBN-13(EAN): 9780444637895 Издательство: Elsevier Science Рейтинг: Цена: 26781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Handbook of Numerical Methods for Hyperbolic Problems explores the changes that have taken place in the past few decades regarding literature in the design, analysis and application of various numerical algorithms for solving hyperbolic equations.
This volume provides concise summaries from experts in different types of algorithms, so that readers can find a variety of algorithms under different situations and readily understand their relative advantages and limitations.
Автор: Brandimarte, Paolo Название: Numerical Methods in Finance and Economics ISBN: 0471745030 ISBN-13(EAN): 9780471745037 Издательство: Wiley Рейтинг: Цена: 23910.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance.
Автор: Hilber Norbert Название: Computational Methods for Quantitative Finance ISBN: 3642354009 ISBN-13(EAN): 9783642354007 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Levy, additive and classes of Feller processes.
Автор: Martinez Wendy L. Название: Computational Statistics Handbook with MATLAB ISBN: 1466592737 ISBN-13(EAN): 9781466592735 Издательство: Taylor&Francis Рейтинг: Цена: 16078.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
A Strong Practical Focus on Applications and Algorithms Computational Statistics Handbook with MATLAB(R), Third Edition covers today's most commonly used techniques in computational statistics while maintaining the same philosophy and writing style of the bestselling previous editions. The text keeps theoretical concepts to a minimum, emphasizing the implementation of the methods.
New to the Third Edition This third edition is updated with the latest version of MATLAB and the corresponding version of the Statistics and Machine Learning Toolbox. It also incorporates new sections on the nearest neighbor classifier, support vector machines, model checking and regularization, partial least squares regression, and multivariate adaptive regression splines.
Web Resource The authors include algorithmic descriptions of the procedures as well as examples that illustrate the use of algorithms in data analysis. The MATLAB code, examples, and data sets are available online.
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