Kategoria BISAC: Mathematics >> Counting & Numeration

This encyclopedic, detailed exposition spans all the steps of one-period allocation from the foundations to the most advanced developments.

Multivariate estimation methods are analyzed in depth, including non-parametric, maximum-likelihood under non-normal hypotheses, shrinkage, robust, and very general Bayesian techniques. Evaluation methods such as stochastic dominance, expected utility, value at risk and coherent measures are thoroughly discussed in a unified setting and applied in a variety of contexts, including prospect theory, total return and benchmark allocation.

Computing application to materials science is one of the fastest-growing research areas. This book introduces the concepts and methodologies related to the modeling of the complex phenomena occurring in materials processing. It is intended for undergraduate and graduate students in materials science and engineering, mechanical engineering and physics, and for engineering professionals or researchers.

Meshfree methods for the numerical solution of partial differential equations are becoming more and more mainstream in many areas of applications. This volume represents the state-of-the-art in meshfree methods. It consists of articles which address the different meshfree techniques, their mathematical properties and their application in applied mathematics, physics and engineering.

Hierarchical matrices are an efficient framework for large-scale fully populated matrices arising, e.g., from the finite element discretization of solution operators of elliptic boundary value problems. In addition to storing such matrices, approximations of the usual matrix operations can be computed with logarithmic-linear complexity, which can be exploited to setup approximate preconditioners in an efficient and convenient way. Besides the algorithmic aspects of hierarchical matrices, the main aim of this book is to present their theoretical background.

The book contains the...

Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, the recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in literature. This new concept has great practical advantages that are little known to most simulation practitioners. Being unique in its overall organization the book...

This textbook deals with the numerical solution of initial and boundary value problems for ordinary differential equations. It takes the reader directly to the practically proven methods from their theoretical foundation via their analysis to questions of implementation. The textbook contains a wealth of exercises together with numerous application examples. Sections of this third edition have been revised and it has been supplemented with MATLAB codes.

The abstract branch of theoretical computer science known as Computation Theory typically appears in undergraduate academic curricula in a form that obscures both the mathematical concepts that are central to the various components of the theory and the relevance of the theory to the typical student. This regrettable situation is due largely to the thematic tension among three main competing principles for organizing the material in the course.

This book is motivated by the belief that a deep understanding of, and operational control over, the few "big" mathematical ideas that...