An Introduction to the Topological Derivative Method, Novotny Antonio Andrй, Sokolowski Jan
Автор: You-lan Zhu; Xiaonan Wu; I-Liang Chern; Zhi-zhong Название: Derivative Securities and Difference Methods ISBN: 1489990933 ISBN-13(EAN): 9781489990938 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explains how to establish appropriate partial differential equation boundary value problems for different sets of derivative products, and analyzes the application of finite differences techniques to a set of stated financial models.
Описание: This book explains how to establish appropriate partial differential equation boundary value problems for different sets of derivative products, and analyzes the application of finite differences techniques to a set of stated financial models.
Автор: Andrey Itkin Название: Pricing Derivatives Under L?vy Models ISBN: 1493967908 ISBN-13(EAN): 9781493967902 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Basics of a finite-difference method.- Modern finite-difference approach.- An M-matrix theory and FD.- Brief Introduction into Lйvy processes.- Pseudo-parabolic and fractional equations of option pricing.- Pseudo-parabolic equations for various Lйvy models.- High-order splitting methods for forward PDEs and PIDEs.- Multi-dimensional structural default models and correlated jumps.- LSV models with stochastic interest rates and correlated jumps.- Stochastic skew model.- Glossary.- References.- Index.
Автор: Hermann K?nig; Vitali Milman Название: Operator Relations Characterizing Derivatives ISBN: 3030130967 ISBN-13(EAN): 9783030130961 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph develops an operator viewpoint for functional equations in classical function spaces of analysis, thus filling a void in the mathematical literature. Major constructions or operations in analysis are often characterized by some elementary properties, relations or equations which they satisfy. The authors present recent results on the problem to what extent the derivative is characterized by equations such as the Leibniz rule or the Chain rule operator equation in Ck-spaces. By localization, these operator equations turn into specific functional equations which the authors then solve. The second derivative, Sturm-Liouville operators and the Laplacian motivate the study of certain 'second-order' operator equations. Additionally, the authors determine the general solution of these operator equations under weak assumptions of non-degeneration. In their approach, operators are not required to be linear, and the authors also try to avoid continuity conditions. The Leibniz rule, the Chain rule and its extensions turn out to be stable under perturbations and relaxations of assumptions on the form of the operators. The results yield an algebraic understanding of first- and second-order differential operators. Because the authors have chosen to characterize the derivative by algebraic relations, the rich operator-type structure behind the fundamental notion of the derivative and its relatives in analysis is discovered and explored.The book does not require any specific knowledge of functional equations. All needed results are presented and proven and the book is addressed to a general mathematical audience.
Описание: Due to its ubiquity across a variety of fields in science and engineering, fractional calculus has gained momentum in industry and academia. While a number of books and papers introduce either fractional calculus or numerical approximations, no current literature provides a comprehensive collection of both topics. This monograph introduces fundamental information on fractional calculus and provides a detailed treatment of existing numerical approximations.Theory and Numerical Approximations of Fractional Integrals and Derivatives presents an inclusive review of fractional calculus in terms of theory and numerical methods and systematically examines almost all existing numerical approximations for fractional integrals and derivatives. The authors consider the relationship between the fractional Laplacian and the Riesz derivative, a key component absent from other related texts, and highlight recent developments, including their own research and results.The book’s core audience spans several fractional communities, including those interested in fractional partial differential equations, the fractional Laplacian, and applied and computational mathematics. Advanced undergraduate and graduate students will find the material suitable as a primary or supplementary resource for their studies.
Описание: In order to deepen readers` understanding of the equations and theories discussed, each chapter also includes supplementary problems. These problems start with fundamental knowledge questions on the theory presented in the respective chapter, followed by calculation problems.
Описание: This book presents a method for solving linear ordinary differential equations based on the factorization of the differential operator.
Автор: Abdon Atangana Название: Derivative with a New Parameter ISBN: 0081006446 ISBN-13(EAN): 9780081006443 Издательство: Elsevier Science Рейтинг: Цена: 8757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Derivative with a New Parameter: Theory, Methods and Applications discusses the first application of the local derivative that was done by Newton for general physics, and later for other areas of the sciences. . The book starts off by giving a history of derivatives, from Newton to Caputo. It then goes on to introduce the new parameters for the local derivative, including its definition and properties. Additional topics define beta-Laplace transforms, beta-Sumudu transforms, and beta-Fourier transforms, including their properties, and then go on to describe the method for partial differential with the beta derivatives. . Subsequent sections give examples on how local derivatives with a new parameter can be used to model different applications, such as groundwater flow and different diseases. The book gives an introduction to the newly-established local derivative with new parameters, along with their integral transforms and applications, also including great examples on how it can be used in epidemiology and groundwater studies.
Автор: Lieberman Gary M. Название: Oblique Derivative Problems for Elliptic Equations ISBN: 9814452327 ISBN-13(EAN): 9789814452328 Издательство: World Scientific Publishing Рейтинг: Цена: 26136.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book gives an up-to-date exposition on the theory of oblique derivative problems for elliptic equations. The modern analysis of shock reflection was made possible by the theory of oblique derivative problems developed by the author. Such problems also arise in many other physical situations such as the shape of a capillary surface and problems of optimal transportation. The author begins the book with basic results for linear oblique derivative problems and work through the theory for quasilinear and nonlinear problems. The final chapter discusses some of the applications. In addition, notes to each chapter give a history of the topics in that chapter and suggestions for further reading.
Автор: Hermann K?nig; Vitali Milman Название: Operator Relations Characterizing Derivatives ISBN: 3030002403 ISBN-13(EAN): 9783030002404 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph develops an operator viewpoint for functional equations in classical function spaces of analysis, thus filling a void in the mathematical literature. Major constructions or operations in analysis are often characterized by some elementary properties, relations or equations which they satisfy. The authors present recent results on the problem to what extent the derivative is characterized by equations such as the Leibniz rule or the Chain rule operator equation in Ck-spaces. By localization, these operator equations turn into specific functional equations which the authors then solve. The second derivative, Sturm-Liouville operators and the Laplacian motivate the study of certain 'second-order' operator equations. Additionally, the authors determine the general solution of these operator equations under weak assumptions of non-degeneration. In their approach, operators are not required to be linear, and the authors also try to avoid continuity conditions. The Leibniz rule, the Chain rule and its extensions turn out to be stable under perturbations and relaxations of assumptions on the form of the operators. The results yield an algebraic understanding of first- and second-order differential operators. Because the authors have chosen to characterize the derivative by algebraic relations, the rich operator-type structure behind the fundamental notion of the derivative and its relatives in analysis is discovered and explored.The book does not require any specific knowledge of functional equations. All needed results are presented and proven and the book is addressed to a general mathematical audience.
Автор: Mukhopadhyay, Satya Название: Higher Order Derivatives ISBN: 0367381745 ISBN-13(EAN): 9780367381745 Издательство: Taylor&Francis Рейтинг: Цена: 9798.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
The concept of higher order derivatives is useful in many branches of mathematics and its applications. As they are useful in many places, nth order derivatives are often defined directly. Higher Order Derivatives discusses these derivatives, their uses, and the relations among them. It covers higher order generalized derivatives, including the Peano, d.l.V.P., and Abel derivatives; along with the symmetric and unsymmetric Riemann, Cesаro, Borel, LP-, and Laplace derivatives.
Although much work has been done on the Peano and de la Vallйe Poussin derivatives, there is a large amount of work to be done on the other higher order derivatives as their properties remain often virtually unexplored. This book introduces newcomers interested in the field of higher order derivatives to the present state of knowledge. Basic advanced real analysis is the only required background, and, although the special Denjoy integral has been used, knowledge of the Lebesgue integral should suffice.
Автор: Robert F. Brown Название: A Topological Introduction to Nonlinear Analysis ISBN: 3319117939 ISBN-13(EAN): 9783319117935 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This third edition is addressed to the mathematician or graduate student of mathematics - or even the well-prepared undergraduate - who would like, with a minimum of background and preparation, to understand some of the beautiful results at the heart of nonlinear analysis.
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