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Author:
Publisher:
ISBN:
Category : Mathematical models
Languages : en
Pages : 620
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Book Description
Author:
Publisher:
ISBN:
Category : Mathematical models
Languages : en
Pages : 620
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Book Description
Author: Thomas Gerstner
Publisher: World Scientific
ISBN: 9814436429
Category : Business & Economics
Languages : en
Pages : 481
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Book Description
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.
Author: Peter Benner
Publisher: SIAM
ISBN: 161197481X
Category : Science
Languages : en
Pages : 421
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Book Description
Many physical, chemical, biomedical, and technical processes can be described by partial differential equations or dynamical systems. In spite of increasing computational capacities, many problems are of such high complexity that they are solvable only with severe simplifications, and the design of efficient numerical schemes remains a central research challenge. This book presents a tutorial introduction to recent developments in mathematical methods for model reduction and approximation of complex systems. Model Reduction and Approximation: Theory and Algorithms contains three parts that cover (I) sampling-based methods, such as the reduced basis method and proper orthogonal decomposition, (II) approximation of high-dimensional problems by low-rank tensor techniques, and (III) system-theoretic methods, such as balanced truncation, interpolatory methods, and the Loewner framework. It is tutorial in nature, giving an accessible introduction to state-of-the-art model reduction and approximation methods. It also covers a wide range of methods drawn from typically distinct communities (sampling based, tensor based, system-theoretic).?? This book is intended for researchers interested in model reduction and approximation, particularly graduate students and young researchers.
Author: Stéphane P. A. Bordas
Publisher: Springer
ISBN: 3319714317
Category : Mathematics
Languages : en
Pages : 371
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Book Description
This book provides a snapshot of the state of the art of the rapidly evolving field of integration of geometric data in finite element computations. The contributions to this volume, based on research presented at the UCL workshop on the topic in January 2016, include three review papers on core topics such as fictitious domain methods for elasticity, trace finite element methods for partial differential equations defined on surfaces, and Nitsche’s method for contact problems. Five chapters present original research articles on related theoretical topics, including Lagrange multiplier methods, interface problems, bulk-surface coupling, and approximation of partial differential equations on moving domains. Finally, two chapters discuss advanced applications such as crack propagation or flow in fractured poroelastic media. This is the first volume that provides a comprehensive overview of the field of unfitted finite element methods, including recent techniques such as cutFEM, traceFEM, ghost penalty, and augmented Lagrangian techniques. It is aimed at researchers in applied mathematics, scientific computing or computational engineering.
Author: Peter Benner
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110671506
Category : Mathematics
Languages : en
Pages : 369
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Book Description
An increasing complexity of models used to predict real-world systems leads to the need for algorithms to replace complex models with far simpler ones, while preserving the accuracy of the predictions. This two-volume handbook covers methods as well as applications. This second volume focuses on applications in engineering, biomedical engineering, computational physics and computer science.
Author: Ravi P. Agarwal
Publisher: Hindawi Publishing Corporation
ISBN: 9789775945389
Category : Difference equations
Languages : en
Pages : 1266
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Book Description
Author: Peter Benner
Publisher: Springer
ISBN: 3319587862
Category : Mathematics
Languages : en
Pages : 503
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Book Description
The special volume offers a global guide to new concepts and approaches concerning the following topics: reduced basis methods, proper orthogonal decomposition, proper generalized decomposition, approximation theory related to model reduction, learning theory and compressed sensing, stochastic and high-dimensional problems, system-theoretic methods, nonlinear model reduction, reduction of coupled problems/multiphysics, optimization and optimal control, state estimation and control, reduced order models and domain decomposition methods, Krylov-subspace and interpolatory methods, and applications to real industrial and complex problems. The book represents the state of the art in the development of reduced order methods. It contains contributions from internationally respected experts, guaranteeing a wide range of expertise and topics. Further, it reflects an important effor t, carried out over the last 12 years, to build a growing research community in this field. Though not a textbook, some of the chapters can be used as reference materials or lecture notes for classes and tutorials (doctoral schools, master classes).
Author: Habib Ammari
Publisher: American Mathematical Soc.
ISBN: 1470419238
Category : Computers
Languages : en
Pages : 160
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Book Description
This volume contains the proceedings of the Seoul ICM 2014 Satellite Conference on Imaging, Multi-scale and High-Contrast PDEs, held from August 7-9, 2014, in Daejeon, Korea. The mathematical analysis of partial differential equations modelling materials, or tissues, presenting multiple scales has been a very active area of research. The study of the corresponding imaging or reconstruction problem is a more recent area. If the material parameters of the partial differential equation present high contrast ratio, then the solution to the PDE becomes particularly challenging to analyze and compute. On the other hand, imaging in highly heterogeneous media poses significant challenges to the mathematical community. The focus of this volume is on recent progress towards complete understanding of the direct problem with high contrast or high frequencies, and unified approaches to the inverse and imaging problems for both small and large contrast or frequencies. Of particular importance in imaging are shape representation techniques and regularization approaches. Special attention is devoted to new models and problems coming from physics leading to innovative imaging and signal processing methods.
Author: Emmanuel Franck
Publisher: Springer Nature
ISBN: 3031408608
Category : Mathematics
Languages : en
Pages : 296
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Book Description
This volume comprises the second part of the proceedings of the 10th International Conference on Finite Volumes for Complex Applications, FVCA, held in Strasbourg, France, during October 30 to November 3, 2023. The Finite Volume method, and several of its variants, is a spatial discretization technique for partial differential equations based on the fundamental physical principle of conservation. Recent decades have brought significant success in the theoretical understanding of the method. Many finite volume methods are also built to preserve some properties of the continuous equations, including maximum principles, dissipativity, monotone decay of the free energy, asymptotic stability, or stationary solutions. Due to these properties, finite volume methods belong to the wider class of compatible discretization methods, which preserve qualitative properties of continuous problems at the discrete level. This structural approach to the discretization of partial differential equations becomes particularly important for multiphysics and multiscale applications. In recent years, the efficient implementation of these methods in numerical software packages, more specifically to be used in supercomputers, has drawn some attention. The first volume contains all invited papers, as well as the contributed papers focusing on finite volume schemes for elliptic and parabolic problems. They include structure-preserving schemes, convergence proofs, and error estimates for problems governed by elliptic and parabolic partial differential equations. This volume is focused on finite volume methods for hyperbolic and related problems, such as methods compatible with the low Mach number limit or able to exactly preserve steady solutions, the development and analysis of high order methods, or the discretization of kinetic equations.
Author: F. Pacheco-Torgal
Publisher: Woodhead Publishing
ISBN: 0128209437
Category : Technology & Engineering
Languages : en
Pages : 486
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Book Description
Eco-efficient Materials for Reducing Cooling Needs in Buildings and Construction: Design, Properties and Applications provides a comprehensive review on building envelope materials and technologies for reducing cooling needs in buildings. The book offers in-depth analysis of the performance of new innovative materials and technologies used in pavements, facade and roofing materials, PCMs and chromogenic smart materials. Includes practical case study examples of their applications in building and construction. The book is an essential reference resource for researchers, architects and civil engineers, city planners, product developers, manufacturers, and other professionals working in eco-efficient cooling materials and sustainable and zero-energy building design. Offers a comprehensive review of building envelope materials and technologies for reducing cooling needs Features practical case studies, which are fundamental for building design and applications Provides in-depth analysis of performance for different materials and technologies Features brand new chapters on pavements, facade and roofing materials, PCMs and chromogenic smart materials
