Qualitative and Quantitative Analysis of Nonlinear Systems, Zgurovsky, Michael Z., Kasyanov, Pavlo O.
Автор: Blyth Stephen Название: An Introduction to Quantitative Finance ISBN: 0199666598 ISBN-13(EAN): 9780199666591 Издательство: Oxford Academ Рейтинг: Цена: 6810.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.
Автор: Michael Z. Zgurovsky; Pavlo O. Kasyanov Название: Qualitative and Quantitative Analysis of Nonlinear Systems ISBN: 3319598392 ISBN-13(EAN): 9783319598390 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Here, the authors present modern methods of analysis for nonlinear systems which may occur in fields such as physics, chemistry, biology, or economics. They concentrate on the following topics, specific for such systems:
(a) constructive existence results and regularity theorems for all weak solutions;
(b) convergence results for solutions and their approximations;
(c) uniform global behavior of solutions in time; and
(d) pointwise behavior of solutions for autonomous problems with possible gaps by the phase variables. The general methodology for the investigation of dissipative dynamical systems with several applications including nonlinear parabolic equations of divergent form, nonlinear stochastic equations of parabolic type, unilateral problems, nonlinear PDEs on Riemannian manifolds with or without boundary, contact problems as well as particular examples is established. As such, the book is addressed to a wide circle of mathematical, mechanical and engineering readers.
Описание: Quantitative Feedback Design of Linear and Nonlinear Control Systems is a self-contained book dealing with the theory and practice of Quantitative Feedback Theory (QFT).
Автор: Jean Levine Название: Analysis and Control of Nonlinear Systems ISBN: 3642101593 ISBN-13(EAN): 9783642101595 Издательство: Springer Рейтинг: Цена: 18284.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book examines control of nonlinear systems. Coverage ranges from mathematical system theory to practical industrial control applications. The author offers web-based videos illustrating some dynamical aspects and case studies in simulation.
Описание: Presents a grounding in modern nonlinear integrable dynamics theory and applications in mathematical physics, and an introduction to the developments in the field. This book begins with an introduction modern integrable dynamical systems theory, treating such topics as Liouville-Arnold and Mischenko-Fomenko integrability.
Описание: This book is a systematic summary of some new advances in the area of nonlinear analysis and design in the frequency domain, focusing on the application oriented theory and methods based on the GFRF concept, which is mainly done by the author in the past 8 years.
Описание: This book is a systematic summary of some new advances in the area of nonlinear analysis and design in the frequency domain, focusing on the application oriented theory and methods based on the GFRF concept, which is mainly done by the author in the past 8 years.
Автор: Guyon Название: Nonlinear Pricing Methods in Quantitative Finance ISBN: 1466570334 ISBN-13(EAN): 9781466570337 Издательство: Taylor&Francis Рейтинг: Цена: 27562.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
New Tools to Solve Your Option Pricing Problems
For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research--including Risk magazine's 2013 Quant of the Year--Nonlinear Option Pricing compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods.
Real-World Solutions for Quantitative Analysts
The book helps quants develop both their analytical and numerical expertise. It focuses on general mathematical tools rather than specific financial questions so that readers can easily use the tools to solve their own nonlinear problems. The authors build intuition through numerous real-world examples of numerical implementation. Although the focus is on ideas and numerical examples, the authors introduce relevant mathematical notions and important results and proofs. The book also covers several original approaches, including regression methods and dual methods for pricing chooser options, Monte Carlo approaches for pricing in the uncertain volatility model and the uncertain lapse and mortality model, the Markovian projection method and the particle method for calibrating local stochastic volatility models to market prices of vanilla options with/without stochastic interest rates, the a + bλ technique for building local correlation models that calibrate to market prices of vanilla options on a basket, and a new stochastic representation of nonlinear PDE solutions based on marked branching diffusions.
Автор: Gaetan Kerschen Название: Modal Analysis of Nonlinear Mechanical Systems ISBN: 3709117909 ISBN-13(EAN): 9783709117903 Издательство: Springer Рейтинг: Цена: 22203.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book first introduces the concept of nonlinear normal modes (NNMs) and their two main definitions. The fundamental differences between classical linear normal modes (LNMs) and NNMs are explained and illustrated using simple examples. Different methods for computing NNMs from a mathematical model are presented.
Автор: Alessandro Astolfi; Lorenzo Marconi Название: Analysis and Design of Nonlinear Control Systems ISBN: 3642093787 ISBN-13(EAN): 9783642093784 Издательство: Springer Рейтинг: Цена: 33401.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: System Analysis.- Smooth Distributions Are Globally Finitely Spanned.- Uniformly Universal Inputs.- System Interconnection.- Reduced Order Modeling of Nonlinear Control Systems.- Optimization Methods.- Nonholonomic Trajectory Optimization and the Existence of Twisted Matrix Logarithms.- The Hamilton-Jacobi Type Equations for Nonlinear Target Control and Their Approximation.- Causal Coding of Markov Sources with Continuous Alphabets.- Pseudospectral Optimal Control and Its Convergence Theorems.- Feedback Design.- Event Based Control.- Zero Dynamics and Tracking Performance Limits in Nonlinear Feedback Systems.- A Nonlinear Model for Combustion Instability: Analysis and Quenching of the Oscillations.- Convexification of the Range-Only Station Keeping Problem.- Control of Hydraulic Devices, an Internal Model Approach.- Hybrid Zero Dynamics of Planar Bipedal Walking.- Regulation.- Hybrid Systems: Limit Sets and Zero Dynamics with a View Toward Output Regulation.- Essential and Redundant Internal Models in Nonlinear Output Regulation.- Two Global Regulators for Systems with Measurable Nonlinearities and Unknown Sinusoidal Disturbances.- A Taxonomy for Time-Varying Immersions in Periodic Internal-Model Control.- Paving the Way Towards the Control of Wireless Telecommunication Networks.- Nonlinear Synchronization of Coupled Oscillators: The Polynomial Case.- Geometric Methods.- Disturbance Decoupling for Open Quantum Systems: Quantum Internal Model Principle.- Controller and Observer Normal Forms in Discrete-Time.- A Geometric Approach to Dynamic Feedback Linearization.- Asymptotic Analysis.- The Steady-State Response of a Nonlinear Control System, Lyapunov Stable Attractors, and Forced Oscillations.- Model Reduction by Moment Matching for Linear and Nonlinear Systems.- Adaptive Control of Nonlinear Systems with Unknown Parameters by Output Feedback: A Non-Identifier-Based Method.- Hybrid Feedback Stabilization of Nonlinear Systems with Quantization Noise and Large Delays.
Автор: Vangipuram Lakshmikantham; Srinivasa Leela; Anatol Название: Stability Analysis of Nonlinear Systems ISBN: 3319271997 ISBN-13(EAN): 9783319271996 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book investigates stability theory in terms of two different measure, exhibiting the advantage of employing families of Lyapunov functions and treats the theory of a variety of inequalities, clearly bringing out the underlying theme.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
