From Complex to Simple: Interdisciplinary stochastic models, Mazilu Dan A., Mazilu Irina, Williams H. Thomas
Автор: Oksendal Название: Stochastic Differential Equations ISBN: 3540047581 ISBN-13(EAN): 9783540047582 Издательство: Springer Рейтинг: Цена: 8223.00 р. Наличие на складе: Есть (1 шт.) Описание: Gives an introduction to the basic theory of stochastic calculus and its applications. This book offers examples in order to motivate and illustrate the theory and show its importance for many applications in for example economics, biology and physics.
Автор: Gulisashvili Название: Analytically Tractable Stochastic Stock Price Models ISBN: 3642312136 ISBN-13(EAN): 9783642312137 Издательство: Springer Цена: 5576.00 р. 7965.00-30% Наличие на складе: Есть (1 шт.) Описание: For instance, in the Hull-White model the volatility process is a geometric Brownian motion, the Stein-Stein model uses an Ornstein-Uhlenbeck process as the stochastic volatility, and in the Heston model a Cox-Ingersoll-Ross process governs the behavior of the volatility.
Автор: Bernido Christopher C & Carpio-Bernido M Victoria Название: Methods And Applications Of White Noise Analysis In Interdisciplinary Sciences ISBN: 9814569119 ISBN-13(EAN): 9789814569118 Издательство: World Scientific Publishing Рейтинг: Цена: 12514.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Analysis, modeling, and simulation for better understanding of diverse complex natural and social phenomena often require powerful tools and analytical methods. Tractable approaches, however, can be developed with mathematics beyond the common toolbox. This book presents the white noise stochastic calculus, originated by T Hida, as a novel and powerful tool in investigating physical and social systems. The calculus, when combined with Feynman's summation-over-all-histories, has opened new avenues for resolving cross-disciplinary problems. Applications to real-world complex phenomena are further enhanced by parametrizing non-Markovian evolution of a system with various types of memory functions. This book presents general methods and applications to problems encountered in complex systems, scaling in industry, neuroscience, polymer physics, biophysics, time series analysis, relativistic and nonrelativistic quantum systems.
Автор: Ali Sanayei; Otto E. R?ssler; Ivan Zelinka Название: ISCS 2014: Interdisciplinary Symposium on Complex Systems ISBN: 3319363549 ISBN-13(EAN): 9783319363547 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book starts with a comprehensive overview and classification of complexity problems entitled Physics in the world of ideas: Complexity as Energy" , followed by chapters about complexity measures and physical principles, its observation, modeling and its applications, to solving various problems including real-life applications.
Описание: This book helps develop a better understanding of how researchers from different scientific backgrounds view models and uncertainty. It provides key steps in fostering and encouraging interdisciplinary research, which is vital in addressing several big issues that society faces today, such as climate change, longevity, financial and actuarial risk management. To make progress in these areas, researchers must develop an understanding of differing perspectives and methods of those working in other disciplines.This title presents the views and understandings of eminent people in their respective fields through interviews on the topic of modelling and uncertainty. Each expert was asked the same set of questions to help readers understand the similarities and differences existing between various disciplines. It also helps to bridge some of the gaps encountered by those carrying out inter- and multi-disciplinary research and suggests new approaches to modelling and uncertainty quantification.
Автор: Karatzas Название: Brownian Motion and Stochastic Calculus ISBN: 0387976558 ISBN-13(EAN): 9780387976556 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
Автор: Snehashish Chakraverty Название: Mathematical Methods in Interdisciplinary Sciences ISBN: 1119585503 ISBN-13(EAN): 9781119585503 Издательство: Wiley Рейтинг: Цена: 15832.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Brings mathematics to bear on your real-world, scientific problems
Mathematical Methods in Interdisciplinary Sciences provides a practical and usable framework for bringing a mathematical approach to modelling real-life scientific and technological problems. The collection of chapters Dr. Snehashish Chakraverty has provided describe in detail how to bring mathematics, statistics, and computational methods to the fore to solve even the most stubborn problems involving the intersection of multiple fields of study. Graduate students, postgraduate students, researchers, and professors will all benefit significantly from the author's clear approach to applied mathematics.
The book covers a wide range of interdisciplinary topics in which mathematics can be brought to bear on challenging problems requiring creative solutions. Subjects include:
Structural static and vibration problems
Heat conduction and diffusion problems
Fluid dynamics problems
The book also covers topics as diverse as soft computing and machine intelligence. It concludes with examinations of various fields of application, like infectious diseases, autonomous car and monotone inclusion problems.
Автор: Vulpiani Angelo Et Al Название: Chaos: From Simple Models To Complex Systems ISBN: 9813203587 ISBN-13(EAN): 9789813203587 Издательство: World Scientific Publishing Цена: 7603.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Chaos: from simple models to complex systems aims to guide science and engineering students through chaos and nonlinear dynamics from classical examples to the most recent fields of research. The first part, intended for undergraduate and graduate students, is a gentle and self-contained introduction to the concepts and main tools for the characterization of deterministic chaotic systems, with emphasis to statistical approaches. The second part can be used as a reference by researchers as it focuses on more advanced topics including the characterization of chaos with tools of information theory and applications encompassing fluid and celestial mechanics, chemistry and biology.The book is novel in devoting attention to a few topics often overlooked in introductory textbooks and which are usually found only in advanced surveys such as: information and algorithmic complexity theory applied to chaos and generalization of Lyapunov exponents to account for spatiotemporal and non-infinitesimal perturbations.The selection of topics, numerous illustrations, exercises and proposals for computer experiments make the book ideal for both introductory and advanced courses.
Автор: Sibani Paolo Название: Stochastic Dynamics of Complex Systems ISBN: 1848169930 ISBN-13(EAN): 9781848169937 Издательство: World Scientific Publishing Цена: 11880.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Dynamical evolution over long time scales is a prominent feature of all systems we intuitively think of as complex; for example, ecosystems, or the economy. This book focuses on stochastic processes which cause ageing, and surprising fact that the ageing dynamics of systems which are different at microscopic level can be treated in similar ways.
Автор: Toni Bourama Название: Advances in Interdisciplinary Mathematical Research ISBN: 1461463440 ISBN-13(EAN): 9781461463443 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
An Overview of Durability and Damage Tolerance Methodology at NASA Langley Research Center, Jonathan Ransom, Edward Glaessgen, James Ratcliffe.- On the -convergence Theory and its Application to Block Copolymer Morphology, Xiaofeng Ren.- 'Rainbows' in homogeneous and radially inhomogeneous spheres: connections with ray, wave and potential scattering theory, John Adam.- Understanding the Dynamics of Collision and near-collision motion in the N-body problem, Lennard Bakker.- Absolute Stability and Conditional Stability in General Delayed Differential Equations, Junping Shi.- Existence of Antiperiodic solutions to semilinear evolution equations in intermediate Banach Spaces, Gaston N'Guerekata, Gisele Mophou.- Signal, Image Processing and Machine Learning; The Key to Complex Problems in Medicine and Biology, Masha Zahery, Kayvan Najarian.- Real-Time Noise Cancellation using Wavelet Transforms, Eshan Sheybani.- Null Controllability of the heat equation with two constraints on the control: application to a discriminating sentinel with given sensitivity, Ousseynou Nakoulima, Sadou Tao.- A Galerkin Method Solution of Heat Transfer Problems in Closed Channels: Fluid Flow Analysis, Nasser Ghariban.- Optimal Control for Distributed Linear Systems subjected to Null-controllability with constraints on the state, Michelle Mercan.- Almost and Pseudo-almost Limit Cycles with Applications to quasiperiodic Solitary Waves, Bourama Toni, Melissa Watts.- On Almost periodic Stochastic Difference Equations, Paul Bezandry.
Описание: The latest of five multidisciplinary volumes, this book spans the STEAM-H (Science, Technology, Engineering, Agriculture, Mathematics, and Health) disciplines with the intent to generate meaningful interdisciplinary interaction and student interest.
Автор: Tynysbek Sh. Kalmenov; Erlan D. Nursultanov; Micha Название: Functional Analysis in Interdisciplinary Applications ISBN: 3319670522 ISBN-13(EAN): 9783319670522 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume presents current research in functional analysis and its applications to a variety of problems in mathematics and mathematical physics.
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