Mathematics Applied to Deterministic Problems in the Natural Sciences, C.C. Lin, L.A. Segel
Автор: Awrejcewicz Jan Et Al Название: Deterministic Chaos In One Dimensional Continuous Systems ISBN: 9814719692 ISBN-13(EAN): 9789814719698 Издательство: World Scientific Publishing Рейтинг: Цена: 28512.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book focuses on the computational analysis of nonlinear vibrations of structural members (beams, plates, panels, shells), where the studied dynamical problems can be reduced to the consideration of one spatial variable and time.
Mark H.A. Davis introduced the Piecewise-Deterministic Markov Process (PDMP) class of stochastic hybrid models in an article in 1984. Today it is used to model a variety of complex systems in the fields of engineering, economics, management sciences, biology, Internet traffic, networks and many more. Yet, despite this, there is very little in the way of literature devoted to the development of numerical methods for PDMDs to solve problems of practical importance, or the computational control of PDMPs.
This book therefore presents a collection of mathematical tools that have been recently developed to tackle such problems. It begins by doing so through examples in several application domains such as reliability. The second part is devoted to the study and simulation of expectations of functionals of PDMPs. Finally, the third part introduces the development of numerical techniques for optimal control problems such as stopping and impulse control problems.
Описание: 1. Keynote: Risk, Optimization and Meanfield Type Control, by Olivier Pironneau and Mathieu Lauriиre.- 2. Surrogate-Based Optimization in Aerodynamic Design.- A Review of Surrogate Modeling Techniques for Aerodynamic Analysis and Optimization: Current Limitations and Future Challenges in Industry, by Raul Yondo, Kamil Bobrowski, Esther Andrйs and Eusebio Valero.- Constrained Single-Point Aerodynamic Shape Optimization of the DPW-W1 wing through Evolutionary Programming and Support Vector Machines, by E. Andrйs-Pйrez, D. Gonzбlez-Juбrez, M. J. Martin-Burgos, L. Carro-Calvo.- Enabling of Large Scale Aerodynamic Shape Optimization through POD-based Reduced-Order Modeling and Free Form Deformation, by A. Scardigli, R. Arpa, A. Chiarini and H. Telib.- Application of Surrogate-based Optimization Techniques to Aerodynamic Design Cases, by Emiliano Iuliano and Domenico Quagliarella.- Efficient Global Optimization method for multipoint airfoil design, by Davide Cinquegrana and Emiliano Iuliano.- 3. Adjoint Methods for Steady and Unsteady Optimization.- Checkpointing with time gaps for unsteady adjoint CFD, by Jan Christian Hueckelheim and Jens-Dominik Mueller.- Shape Optimization ofWind Turbine Blades using the Continuous Adjoint Method and Volumetric NURBS on a GPU Cluster, by Konstantinos T. Tsiakas, Xenofon S. Trompoukis, Varvara G. Asouti and Kyriakos C. Giannakoglou.- Aerodynamic Shape Optimization Using the Adjoint-based Truncated Newton Method, by Evangelos M. Papoutsis-Kiachagias, Mehdi Ghavami Nejad, and Kyriakos C. Giannakoglou.- Application of the adjoint method for the reconstruction of the boundary condition in unsteady shallow water flow simulation, by Asier Lacasta, Daniel Caviedes-Voulliиme and Pilar Garcнa-Navarro.- Aerodynamic Optimization of Car Shapes using the Continuous Adjoint Method and an RBF Morpher, by E.M. Papoutsis-Kiachagias, S. Porziani, C. Groth, M.E. Biancolini, E. Costa and K.C. Giannakoglou.- 4. Holistic Optimization in Marine Design.- Upfront CAD - Parametric modeling techniques for shape optimization, by S. Harries, C. Abt and M. Brenner.- Simulation-based Design Optimization by Sequential Multi-criterion Adaptive Sampling and Dynamic Radial Basis Functions, by Matteo Diez, Silvia Volpi, Andrea Serani, Frederick Stern and Emilio F. Campana.- Application of Holistic Ship Optimization in Bulkcarrier Design and Operation, by Lampros Nikolopoulos, Evangelos Boulougouris.- 5. Game Strategies Combined with Evolutionary Computation.- Designing Networks in Cooperation with ACO, by E. D'Amato, E. Daniele and L. Mallozzi.- Augmented Lagrangian approach for constrained potential Nash games, by Lina Mallozzi and Domenico Quagliarella.- A Diversity Dynamic Territory Nash Strategy in Evolutionary Algorithms: Enhancing Performances in Reconstruction Problems in Structural Engineering, by David Greiner, Jacques Pйriaux, J.M. Emperador, B. Galvбn, G. Winter.- Interactive Inverse Modeling Based Multiobjective Evolutionary Algorithm, by Karthik Sindhya and Jussi Hakanen.- Multi-Disciplinary Design Optimization of Air-breathing Hypersonic Vehicle Using Pareto Games and Evolutionary Algorithms, by Peng Wu, Zhili Tang, Jacques Periaux.- 6. Optimisation under Uncertainty.- Innovative methodologies for Robust Design Optimization with large number of uncertainties using modeFRONTIER, by Alberto Clarich, Rosario Russo.- A Novel Method for Inverse Uncertainty Propagation, by Xin Chen, ArturoMolina-Crist obal, Marin D. Guenov, Varun C. Datta, Atif Riaz.- Uncertainty Sources in the Baseline Configuration for Robust Design of a Supersonic Natural Laminar Flow Wing-Body, by Domenico Quagliarella and Emiliano Iuliano.- Robust Airfoil Design in the Context of Multi-Objective Optimization, by Lisa Kusch and Nicolas R. Gauger.- An alternative formulation for design under uncertainty, by F. Fusi and P. M. Congedo and G. Geraci and G. Iaccarino.- Polynomial Representation of Model Uncertainty in Dynamical
Описание: Elementary Differential Equations and Boundary Value Problems 11e, like its predecessors, is written from the viewpoint of the applied mathematician, whose interest in differential equations may sometimes be quite theoretical, sometimes intensely practical, and often somewhere in between.
Автор: Calin Ovidiu Название: Deterministic And Stochastic Topics In Computational Finance ISBN: 9813203080 ISBN-13(EAN): 9789813203082 Издательство: World Scientific Publishing Цена: 8870.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.
The book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such as Heston and VAR.
A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.
The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.
The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications.
Автор: Solym Mawaki Manou–Abi, Sophie Dabo–Niang, Jean–Ja Название: Mathematical Modeling of Random and Deterministic Phenomena ISBN: 1786304546 ISBN-13(EAN): 9781786304544 Издательство: Wiley Рейтинг: Цена: 22010.00 р. Наличие на складе: Поставка под заказ.
Описание:
This book highlights mathematical research interests that appear in real life, such as the study and modeling of random and deterministic phenomena. As such, it provides current research in mathematics, with applications in biological and environmental sciences, ecology, epidemiology and social perspectives.
The chapters can be read independently of each other, with dedicated references specific to each chapter. The book is organized in two main parts. The first is devoted to some advanced mathematical problems regarding epidemic models; predictions of biomass; space-time modeling of extreme rainfall; modeling with the piecewise deterministic Markov process; optimal control problems; evolution equations in a periodic environment; and the analysis of the heat equation. The second is devoted to a modelization with interdisciplinarity in ecological, socio-economic, epistemological, demographic and social problems.
Mathematical Modeling of Random and Deterministic Phenomena is aimed at expert readers, young researchers, plus graduate and advanced undergraduate students who are interested in probability, statistics, modeling and mathematical analysis.
Автор: Calin Ovidiu Название: Deterministic And Stochastic Topics In Computational Finance ISBN: 9813203072 ISBN-13(EAN): 9789813203075 Издательство: World Scientific Publishing Цена: 18216.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
What distinguishes this book from other texts on mathematical finance is the use of both probabilistic and PDEs tools to price derivatives for both constant and stochastic volatility models, by which the reader has the advantage of computing explicitly a large number of prices for European, American and Asian derivatives.
The book presents continuous time models for financial markets, starting from classical models such as Black-Scholes and evolving towards the most popular models today such as Heston and VAR.
A key feature of the textbook is the large number of exercises, mostly solved, which are designed to help the reader to understand the material.
The book is based on the author's lectures on topics on computational finance for senior and graduate students, delivered in USA (Princeton University and EMU), Taiwan and Kuwait. The prerequisites are an introductory course in stochastic calculus, as well as the usual calculus sequence.
The book is addressed to undergraduate and graduate students in Masters of Finance programs as well as to those who wish to become more efficient in their practical applications.
Deterministic Numerical Methods for Unstructured-Mesh Neutron Transport Calculation presents the latest deterministic numerical methods for neutron transport equations (NTEs) with complex geometry, which are of great demand in recent years due to the rapid development of advanced nuclear reactor concepts and high-performance computational technologies. This book covers the wellknown methods proposed and used in recent years, not only theoretical modeling but also numerical results.
This book provides readers with a very thorough understanding of unstructured neutron transport calculations and enables them to develop their own computational codes. The fundamentals, numerical discretization methods, algorithms, and numerical results are discussed. Researchers and engineers from utilities and research institutes are provided with examples on how to model an advanced nuclear reactor, which they can then apply to their own research projects and lab settings.
Описание: This book contains thirty-five selected papers presented at the International Conference on Evolutionary and Deterministic Methods for Design, Optimization and Control with Applications to Industrial and Societal Problems (EUROGEN 2017). This was one of the Thematic Conferences of the European Community on Computational Methods in Applied Sciences (ECCOMAS).Topics treated in the various chapters reflect the state of the art in theoretical and numerical methods and tools for optimization, and engineering design and societal applications. The volume focuses particularly on intelligent systems for multidisciplinary design optimization (mdo) problems based on multi-hybridized software, adjoint-based and one-shot methods, uncertainty quantification and optimization, multidisciplinary design optimization, applications of game theory to industrial optimization problems, applications in structural and civil engineering optimum design and surrogate models based optimization methods in aerodynamic design.
Описание: This volume presents up-to-date material on the state of the art in evolutionary and deterministic methods for design, optimization and control with applications to industrial and societal problems from Europe, Asia, and America.EUROGEN 2015 was the 11th of a series of International Conferences devoted to bringing together specialists from universities, research institutions and industries developing or applying evolutionary and deterministic methods in design optimization, with emphasis on solving industrial and societal problems. The conference was organised around a number of parallel symposia, regular sessions, and keynote lectures focused on surrogate-based optimization in aerodynamic design, adjoint methods for steady & unsteady optimization, multi-disciplinary design optimization, holistic optimization in marine design, game strategies combined with evolutionary computation, optimization under uncertainty, topology optimization, optimal planning, shape optimization, and production scheduling.
Описание: Preface.- PART I: Adjoint Methods for Optimisation, Mesh Adaptation and Uncertainty Quantification.- Gradient projection, constraints and surface regularization methods in adjoint shape optimization, by Pavlos P. Alexias and Eugene De Villiers.- Adjoint Shape Optimisation using model Boundary Representation, by E. Andres-Perez et al..- CAD and Adjoint based Multipoint Optimization of an Axial Turbine Profile, by Ismael Sanchez Torreguitart, Tom Verstraete, and Lasse Mueller.- A Comparative Study of Two Different CAD-Based Mesh Deformation Methods for Structural Shape Optimization, by Marc Schwalbach, Tom Verstraete, Jens-Dominik Miller, and Nicolas R. Gauger.- Node-based Adjoint Surface Optimization of U-bend duct for pressure loss reduction, by Giacomo Alessi, Lilla Koloszar, Tom Verstraete, and J. van Beeck.- On the Properties of Solutions of the 2D Adjoint Euler Equations, by Carlos Lozano.- Finite Transformation Rigid Motion Mesh Morpher, by Athanasios G. Liatsikouras, Guillaume Pierrot, Gabriel Fougeron, and George S. Eleftheriou.- The Unsteady Continuous Adjoint Method Assisted by the Proper Generalized Decomposition Method, by V. S. Papageorgiou, K. D. Samouchos and K. C. Giannakoglou.- A Two-Step Mesh Adaptation Tool Based on RBF with application to turbomachinery Optimization Loops, by Flavio Gagliardi, Konstantinos T. Tsiakas and Kyriakos C. Giannakoglou.- Adjoint-based Aerodynamic Optimisation of Wing Shape Using Non-Uniform Rational B-splines, by Xingchen Zhang, Rejish Jesudasan and Jens-Dominik Mьller.- PART II: Surrogate-assisted Optimization of Real World problems.- A comparative evaluation of surrogate models for transonic wing shape optimization, by Emiliano Iuliano.- Study of the influence of the initial a-priori training dataset size in the efficiency and convergence of surrogate-based evolutionary optimization, by Daniel Gonzalez Juarez and Esther Andres Perez.- Garteur AD/AG52: Surrogate-based global optimization methods in preliminary aerodynamic design, by E. Andres-Perez et al..- A Response Surface Based Strategy for Accelerated Compressor Map Computation, by Dmitrij Ivanov, Dieter Bestle, and Christian Janke.- Surrogate-Based Shape Optimization of the ERCOFTAC Centrifugal Pump Impeller, by Remo De Donno and Stefano Rebay and Antonio Ghidoni.- CFD based Design Optimization of a Cabinet Nitrogen Generator, by Bбrbara Arizmendi Gutiйrrez and Edmondo Minisci.- Delaunay-based global optimization in nonconvex domains defined by hidden constraints, by Shahrouz Ryan Alimo, Pooriya Beyhaghi, and Thomas R. Bewley.- PART III: Applications of optimization in engineering design automation.- Optimized Vehicle Dynamics Virtual Sensing using Metaheuristic Optimization and Unscented Kalman Filter, by Manuel Acosta and Stratis Kanarachos.- On Combinatorial Problem Representation based Ascent Assembly Design Optimization, by Michael Hellwig, Doris Entner, Thorsten Prante, Alexandru-Ciprian Zavoianu, Martin Schwarz, and Klara Fink.- On the Optimization of 2D Path Network Layouts in Engineering Designs via Evolutionary Computation Techniques, by Alexandru-Ciprian Ziivoianu, Susanne Saminger-Platz, Doris Entner, Thorsten Prante, Michael Hellwig, Martin Schwarz, and Klara Fink.- Taking Advantage of 3D Printing so as to Simultaneously Reduce Weight and Mechanical Bonding Stress, by Markus Schatz, Robert Schweikle, Christian Lausch, Michael Jentsch and Werner Konrad.- Interactive Optimization of Path Planning for a Robot Enabled by Virtual Commissioning, by Ruth Fleisch, Doris Entner, Thorsten Prante, Reinhard Pfefferkorn.- Box-Type Boom Design using Surrogate Modeling: Introducing an Industrial Optimization Benchmark, by Philipp Fleck, Doris Entner, Clemens Munzer, Michael Kommenda, Thorsten Prante, Martin Schwarz, Martin Hachl, and Michael Affenzeller.- Knowledge Objects Enable Mass-Individualization, by Joel Johansson and Fredrik Elgh.- Free-form Optimization of a Shell Structure with Curvature Constraint,
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