Average-Case Analysis of Numerical Problems

Average-Case Analysis of Numerical Problems PDF Author: Klaus Ritter
Publisher: Springer Science & Business Media
ISBN: 9783540674498
Category : Mathematics
Languages : en
Pages : 268

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Book Description
The average-case analysis of numerical problems is the counterpart of the more traditional worst-case approach. The analysis of average error and cost leads to new insight on numerical problems as well as to new algorithms. The book provides a survey of results that were mainly obtained during the last 10 years and also contains new results. The problems under consideration include approximation/optimal recovery and numerical integration of univariate and multivariate functions as well as zero-finding and global optimization. Background material, e.g. on reproducing kernel Hilbert spaces and random fields, is provided.

Average-Case Analysis of Numerical Problems

Average-Case Analysis of Numerical Problems PDF Author: Klaus Ritter
Publisher: Springer Science & Business Media
ISBN: 9783540674498
Category : Mathematics
Languages : en
Pages : 268

Get Book Here

Book Description
The average-case analysis of numerical problems is the counterpart of the more traditional worst-case approach. The analysis of average error and cost leads to new insight on numerical problems as well as to new algorithms. The book provides a survey of results that were mainly obtained during the last 10 years and also contains new results. The problems under consideration include approximation/optimal recovery and numerical integration of univariate and multivariate functions as well as zero-finding and global optimization. Background material, e.g. on reproducing kernel Hilbert spaces and random fields, is provided.

Average-Case Analysis of Numerical Problems

Average-Case Analysis of Numerical Problems PDF Author: Klaus Ritter
Publisher: Springer
ISBN: 3540455922
Category : Mathematics
Languages : en
Pages : 255

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Book Description
The average-case analysis of numerical problems is the counterpart of the more traditional worst-case approach. The analysis of average error and cost leads to new insight on numerical problems as well as to new algorithms. The book provides a survey of results that were mainly obtained during the last 10 years and also contains new results. The problems under consideration include approximation/optimal recovery and numerical integration of univariate and multivariate functions as well as zero-finding and global optimization. Background material, e.g. on reproducing kernel Hilbert spaces and random fields, is provided.

Stochastic and Global Optimization

Stochastic and Global Optimization PDF Author: G. Dzemyda
Publisher: Springer Science & Business Media
ISBN: 0306476487
Category : Mathematics
Languages : en
Pages : 238

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Book Description
In the paper we propose a model of tax incentives optimization for inve- ment projects with a help of the mechanism of accelerated depreciation. Unlike the tax holidays which influence on effective income tax rate, accelerated - preciation affects on taxable income. In modern economic practice the state actively use for an attraction of - vestment into the creation of new enterprises such mechanisms as accelerated depreciation and tax holidays. The problem under our consideration is the following. Assume that the state (region) is interested in realization of a certain investment project, for ex- ple, the creation of a new enterprise. In order to attract a potential investor the state decides to use a mechanism of accelerated tax depreciation. The foll- ing question arise. What is a reasonable principle for choosing depreciation rate? From the state’s point of view the future investor’s behavior will be rat- nal. It means that while looking at economic environment the investor choose such a moment for investment which maximizes his expected net present value (NPV) from the given project. For this case both criteria and “investment rule” depend on proposed (by the state) depreciation policy. For the simplicity we will suppose that the purpose of the state for a given project is a maximi- tion of a discounted tax payments into the budget from the enterprise after its creation. Of course, these payments depend on the moment of investor’s entry and, therefore, on the depreciation policy established by the state.

Foundations of Computational Mathematics, Santander 2005

Foundations of Computational Mathematics, Santander 2005 PDF Author: Society for the Foundation of Computational Mathematics
Publisher: Cambridge University Press
ISBN: 0521681618
Category : Mathematics
Languages : en
Pages : 395

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Book Description
Surveys and summaries of latest research in numerical analysis, optimization, computer algebra and scientific computing.

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models PDF Author: Damir Filipovic
Publisher: Springer
ISBN: 354044548X
Category : Mathematics
Languages : en
Pages : 141

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Book Description
Bond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to a finite number of trade assets, the underlying basis of a bond market is the entire term structure of interest rates: an infinite-dimensional variable which is not directly observable. On the empirical side, this necessitates curve-fitting methods for the daily estimation of the term structure. Pricing models, on the other hand, are usually built upon stochastic factors representing the term structure in a finite-dimensional state space. Written for readers with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.

Affine Density in Wavelet Analysis

Affine Density in Wavelet Analysis PDF Author: Gitta Kutyniok
Publisher: Springer Science & Business Media
ISBN: 3540729496
Category : Mathematics
Languages : en
Pages : 149

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Book Description
This volume provides a thorough and comprehensive treatment of irregular wavelet frames. It introduces and employs a new notion of affine density as a highly effective tool for examining the geometry of sequences of time-scale indices. Coverage includes non-existence of irregular co-affine frames, the Nyquist phenomenon for wavelet systems, and approximation properties of irregular wavelet frames.

High Performance Networking, Computing, and Communication Systems

High Performance Networking, Computing, and Communication Systems PDF Author: Yanwen Wu
Publisher: Springer
ISBN: 3642250025
Category : Computers
Languages : en
Pages : 630

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Book Description
This book constitutes the refereed post-proceedings of the Second International Conference on High Performance Networking, Computing, and Communication systems, ICHCC 2011, held in Singapore in May 2011. The conference was held together with the Second International Conference on Theoretical and Mathematical Foundations of Computer Science, ICTMF 2011, which proceedings are published in CCIS 164. The 84 revised selected papers presented were carefully reviewed and selected for inclusion in the book. The topics covered range from computational science, engineering and technology to digital signal processing, and computational biology to game theory, and other related topices.

Monte Carlo and Quasi-Monte Carlo Methods 2006

Monte Carlo and Quasi-Monte Carlo Methods 2006 PDF Author: Alexander Keller
Publisher: Springer Science & Business Media
ISBN: 3540744967
Category : Mathematics
Languages : en
Pages : 684

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Book Description
This book presents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm, Germany, in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo methods and their applications. They also provide information on current research in these very active areas.

Geometric Aspects of Functional Analysis

Geometric Aspects of Functional Analysis PDF Author:
Publisher: Springer Science & Business Media
ISBN: 9783540004851
Category : Banach spaces
Languages : en
Pages : 444

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Book Description


Derived Functors in Functional Analysis

Derived Functors in Functional Analysis PDF Author: Jochen Wengenroth
Publisher: Springer
ISBN: 3540362118
Category : Mathematics
Languages : en
Pages : 141

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Book Description
The text contains for the first time in book form the state of the art of homological methods in functional analysis like characterizations of the vanishing of the derived projective limit functor or the functors Ext1 (E, F) for Fréchet and more general spaces. The researcher in real and complex analysis finds powerful tools to solve surjectivity problems e.g. on spaces of distributions or to characterize the existence of solution operators. The requirements from homological algebra are minimized: all one needs is summarized on a few pages. The answers to several questions of V.P. Palamodov who invented homological methods in analysis also show the limits of the program.