Stochastic Finite Element Methods, Vissarion Papadopoulos; Dimitris G. Giovanis
Автор: Riley Название: Mathematical Methods for Physics and Engineering ISBN: 0521679710 ISBN-13(EAN): 9780521679718 Издательство: Cambridge Academ Рейтинг: Цена: 7128.00 р. 7920.00-10% Наличие на складе: Есть (1 шт.) Описание: This highly acclaimed undergraduate textbook teaches all the mathematics for undergraduate courses in the physical sciences. Containing over 800 exercises, half come with hints and answers and, in a separate manual, complete worked solutions. The remaining exercises are intended for unaided homework; full solutions are available to instructors.
Автор: Glasserman Название: Monte Carlo Methods in Financial Engineering ISBN: 0387004513 ISBN-13(EAN): 9780387004518 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."
Описание: However, the classical boundary integral equation formulations of this problem either have no solutions or do not have unique solutions at certain characteristic frequencies (which depend on the surface geometry) and it is necessary to employ modified boundary integral equation formulations which are valid for all frequencies.
Автор: Musiela Marek Название: Martingale Methods in Financial Modelling ISBN: 3540209662 ISBN-13(EAN): 9783540209669 Издательство: Springer Рейтинг: Цена: 11738.00 р. 16769.00-30% Наличие на складе: Есть (1 шт.) Описание: In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be based on the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Описание: This book details a systematic characteristics-based finite element procedure to investigate incompressible, free-surface and compressible flows.
Автор: Prakash Mahadeo Dixit; U.S. Dixit Название: Modeling of Metal Forming and Machining Processes ISBN: 1849967490 ISBN-13(EAN): 9781849967495 Издательство: Springer Рейтинг: Цена: 30039.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Written by authorities in the subject, this book provides a complete treatment of metal forming and machining by using the computational techniques FEM, fuzzy set theory and neural networks as modelling tools.
Автор: Pavel B. Bochev; Max D. Gunzburger Название: Least-Squares Finite Element Methods ISBN: 1441921605 ISBN-13(EAN): 9781441921604 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Finite element methods have become one of the most versatile and powerful methodologies for the approximate numerical solution of PDEs. This book is a thorough yet concise guide to the theory and practice of least-square finite element methods.
This monograph presents numerical methods for solving transient wave equations (i.e. in time domain). More precisely, it provides an overview of continuous and discontinuous finite element methods for these equations, including their implementation in physical models, an extensive description of 2D and 3D elements with different shapes, such as prisms or pyramids, an analysis of the accuracy of the methods and the study of the Maxwell’s system and the important problem of its spurious free approximations. After recalling the classical models, i.e. acoustics, linear elastodynamics and electromagnetism and their variational formulations, the authors present a wide variety of finite elements of different shapes useful for the numerical resolution of wave equations. Then, they focus on the construction of efficient continuous and discontinuous Galerkin methods and study their accuracy by plane wave techniques and a priori error estimates. A chapter is devoted to the Maxwell’s system and the important problem of its spurious-free approximations. Treatment of unbounded domains by Absorbing Boundary Conditions (ABC) and Perfectly Matched Layers (PML) is described and analyzed in a separate chapter. The two last chapters deal with time approximation including local time-stepping and with the study of some complex models, i.e. acoustics in flow, gravity waves and vibrating thin plates. Throughout, emphasis is put on the accuracy and computational efficiency of the methods, with attention brought to their practical aspects.
This monograph also covers in details the theoretical foundations and numerical analysis of these methods. As a result, this monograph will be of interest to practitioners, researchers, engineers and graduate students involved in the numerical simulation
of waves.
Автор: Korelc Название: Automation of Finite Element Methods ISBN: 3319390031 ISBN-13(EAN): 9783319390031 Издательство: Springer Рейтинг: Цена: 20896.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
New finite elements are needed as well in research as in industry environments for the
development of virtual prediction techniques. The design and implementation of novel finite
elements for specific purposes is a tedious and time consuming task, especially for nonlinear
formulations. The automation of this process can help to speed up this process
considerably since the generation of the final computer code can be accelerated by order of
several magnitudes.
This book provides the reader with the required knowledge needed to employ modern
automatic tools like AceGen within solid mechanics in a successful way. It covers the range
from the theoretical background, algorithmic treatments to many different applications. The
book is written for advanced students in the engineering field and for researchers in
This comprehensive volume is unique in presenting the typically decoupled fields of Matrix Structural Analysis (MSA) and Finite Element Methods (FEM) in a cohesive framework. MSA is used not only to derive formulations for truss, beam, and frame elements, but also to develop the overarching framework of matrix analysis. FEM builds on this foundation with numerical approximation techniques for solving boundary value problems in steady-state heat and linear elasticity. Focused on coding, the text guides the reader from first principles to explicit algorithms. This intensive, code-centric approach actively prepares the student or practitioner to critically assess the performance of commercial analysis packages and explore advanced literature on the subject.
Автор: Pal G. Bergan; K.-J. Bathe; W. Wunderlich Название: Finite Element Methods for Nonlinear Problems ISBN: 3642827063 ISBN-13(EAN): 9783642827068 Издательство: Springer Рейтинг: Цена: 16979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book contains a collection of papers presented at the Europe-US Symposium on Finite Element Methods for Nonlinear Problems.
Автор: Ralf Gruber; Jacques Rappaz Название: Finite Element Methods in Linear Ideal Magnetohydrodynamics ISBN: 3642867103 ISBN-13(EAN): 9783642867101 Издательство: Springer Рейтинг: Цена: 13060.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For more than ten years we have been working with the ideal linear MHD equations used to study the stability of thermonuc1ear plasmas. Even though the equations are simple and the problem is mathematically well formulated, the numerical problems were much harder to solve than anticipated. Already in the one-dimensional cylindrical case, what we called "spectral pollution" appeared. We were able to eliminate it by our "ecological solution". This solution was applied to the two-dimensional axisymmetric toroidal geometry. Even though the spectrum was unpolluted the precision was not good enough. Too many mesh points were necessary to obtain the demanded precision. Our solution was what we called the "finite hybrid elements". These elements are efficient and cheap. They have also proved their power when applied to calculating equilibrium solutions and will certainly penetrate into other domains in physics and engineering. During all these years, many colleagues have contributed to the construc- tion, testing and using of our stability code ERATO. We would like to thank them here. Some ofthem gave partial contributions to the book. Among them we mention Dr. Kurt Appert, Marie-Christine Festeau-Barrioz, Roberto Iacono, Marie-Alix Secretan, Sandro Semenzato, Dr. Jan Vac1avik, Laurent Villard and Peter Merkel who kindly agreed to write Chap. 6. Special thanks go to Hans Saurenmann who drew most of the figures, to Dr.
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