Kategoria BISAC: Mathematics >> Number Systems

In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners' aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the authors present stochastic numerical methods and prove accurate convergence rate estimates in terms of their...

This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering. Particular emphasis is placed on exploiting the power of the Monte Carlo method to illustrate and explore financial principles. Monte Carlo is the uniquely appropriate tool for modeling the random factors that drive financial markets and simulating their implications.

The Monte Carlo method is introduced early and it is used in conjunction with the geometric Brownian motion model (GBM) to...

Written as a hybrid between a research monograph and a textbook the first half of this book is concerned with basic concepts for the study of Banach algebras that, in a sense, are not too far from being commutative. Essentially, the algebra under consideration either has a sufficiently large center or is subject to a higher order commutator property (an algebra with a so-called polynomial identity or in short: Pl-algebra). In the second half of the book, a number of selected examples are used to demonstrate how this theory can be successfully applied to problems in operator theory and...

Algorithms and Programming is primarily intended for use in a first-year undergraduate course in programming. It is structured in a problem-solution format that requires the student to think through the programming process, thus developing an understanding of the underlying theory. The book is easily readable by a student taking a basic introductory course in computer science as well as useful for a graduate-level course in the analysis of algorithms and/or compiler construction.

Each self-contained chapter presents classical and well-known problems supplemented by clear and...

This book compares the two computer algebra programs, Maple and Mathematica used by students, mathematicians, scientists, and engineers.

Structured by presenting both systems in parallel, Mathematica s users can learn Maple quickly by finding the Maple equivalent to Mathematica functions, and vice versa.

This student reference handbook consists of core material for incorporating Maple and Mathematica as a working tool into different undergraduate mathematical courses (algebra, geometry, calculus, complex functions, special functions, integral transforms, mathematical...

By virtue of their special algebraic structures, Pythagorean-hodograph (PH) curves offer unique advantages for computer-aided design and manufacturing, robotics, motion control, path planning, computer graphics, animation, and related fields. This book offers a comprehensive and self-contained treatment of the mathematical theory of PH curves, including algorithms for their construction and examples of their practical applications. Special features include an emphasis on the interplay of ideas from algebra and geometry and their historical origins, detailed algorithm descriptions, and many...

This book collects papers mainly presented at the "International Conference on Partial Differential Equations: Theory, Control and Approximation" (May 28 to June1, 2012 in Shanghai) in honor of the scientific legacy of the exceptional mathematician Jacques-Louis Lions. The contributors are leading experts from all over the world, including members of the Academies of Sciences in France, the USA and China etc., and their papers cover key fields of research, e.g. partial differential equations, control theory and numerical analysis, that Jacques-Louis Lions created or contributed so much to...

Spontaneous potential (SP) well-logging is one of the most common and useful well-logging techniques in petroleum exploitation. This monograph is the first of its kind on the mathematical model of spontaneous potential well-logging and its numerical solutions. The mathematical model established in this book shows the necessity of introducing Sobolev spaces with fractional power, which seriously increases the difficulty of proving the well-posedness and proposing numerical solution schemes. In this book, in the axisymmetric situation the well-posedness of the corresponding mathematical...

The third Conference on Mathematical Models and Numerical Simulation in Electronic Industry brought together researchers in mathematics, electrical engineering and scientists working in industry.

The contributions to this volume try to bridge the gap between basic and applied mathematics, research in electrical engineering and the needs of industry.

A new translation makes this classic and important text more generally accessible. The text is placed in its contemporary context, but also related to the interests of practising mathematicians today. This book will be of interest to mathematical historians, researchers, and numerical analysts.