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Author:
Publisher:
ISBN:
Category : Computers
Languages : en
Pages : 1360
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Book Description
Author:
Publisher:
ISBN:
Category : Computers
Languages : en
Pages : 1360
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Book Description
Author: Grigori N. Milstein
Publisher: Springer Nature
ISBN: 3030820408
Category : Computers
Languages : en
Pages : 754
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Book Description
This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
Author: Richard S Varga
Publisher: Springer Science & Business Media
ISBN: 3642051561
Category : Mathematics
Languages : en
Pages : 363
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Book Description
This book is a revised version of the first edition, regarded as a classic in its field. In some places, newer research results have been incorporated in the revision, and in other places, new material has been added to the chapters in the form of additional up-to-date references and some recent theorems to give readers some new directions to pursue.
Author: Richard Courant
Publisher: Springer Science & Business Media
ISBN: 9780387902326
Category : Mathematics
Languages : en
Pages : 488
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Book Description
Courant and Friedrich's classical treatise was first published in 1948 and tThe basic research for it took place during World War II. However, many aspects make the book just as interesting as a text and a reference today. It treats the dynamics of compressible fluids in mathematical form, and attempts to present a systematic theory of nonlinear wave propagation, particularly in relation to gas dynamics. Written in the form of an advanced textbook, it should appeal to engineers, physicists and mathematicians alike.
Author: George W. Mackey
Publisher: Courier Corporation
ISBN: 0486154475
Category : Mathematics
Languages : en
Pages : 162
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Book Description
This graduate-level text introduces fundamentals of classical mechanics; surveys basics of quantum mechanics; and concludes with a look at group theory and quantum mechanics of the atom. 1963 edition.
Author: Andrei D. Polyanin
Publisher: CRC Press
ISBN: 1000463664
Category : Mathematics
Languages : en
Pages : 349
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Book Description
Separation of Variables and Exact Solutions to Nonlinear PDEs is devoted to describing and applying methods of generalized and functional separation of variables used to find exact solutions of nonlinear partial differential equations (PDEs). It also presents the direct method of symmetry reductions and its more general version. In addition, the authors describe the differential constraint method, which generalizes many other exact methods. The presentation involves numerous examples of utilizing the methods to find exact solutions to specific nonlinear equations of mathematical physics. The equations of heat and mass transfer, wave theory, hydrodynamics, nonlinear optics, combustion theory, chemical technology, biology, and other disciplines are studied. Particular attention is paid to nonlinear equations of a reasonably general form that depend on one or several arbitrary functions. Such equations are the most difficult to analyze. Their exact solutions are of significant practical interest, as they are suitable to assess the accuracy of various approximate analytical and numerical methods. The book contains new material previously unpublished in monographs. It is intended for a broad audience of scientists, engineers, instructors, and students specializing in applied and computational mathematics, theoretical physics, mechanics, control theory, chemical engineering science, and other disciplines. Individual sections of the book and examples are suitable for lecture courses on partial differential equations, equations of mathematical physics, and methods of mathematical physics, for delivering special courses and for practical training.
Author:
Publisher:
ISBN:
Category : Computers
Languages : en
Pages : 720
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Book Description
Author: Vitalii P. Tanana
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110577216
Category : Mathematics
Languages : en
Pages : 138
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Book Description
The book covers fundamentals of the theory of optimal methods for solving ill-posed problems, as well as ways to obtain accurate and accurate-by-order error estimates for these methods. The methods described in the current book are used to solve a number of inverse problems in mathematical physics. Contents Modulus of continuity of the inverse operator and methods for solving ill-posed problems Lavrent’ev methods for constructing approximate solutions of linear operator equations of the first kind Tikhonov regularization method Projection-regularization method Inverse heat exchange problems
Author: Vladimir D. Liseikin
Publisher: Springer
ISBN: 3319578464
Category : Science
Languages : en
Pages : 541
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Book Description
This text is an introduction to methods of grid generation technology in scientific computing. Special attention is given to methods developed by the author for the treatment of singularly-perturbed equations, e.g. in modeling high Reynolds number flows. Functionals of conformality, orthogonality, energy and alignment are discussed.
Author: Damir Gainanov
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110480301
Category : Mathematics
Languages : en
Pages : 182
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Book Description
This monograph deals with mathematical constructions that are foundational in such an important area of data mining as pattern recognition. By using combinatorial and graph theoretic techniques, a closer look is taken at infeasible systems of linear inequalities, whose generalized solutions act as building blocks of geometric decision rules for pattern recognition. Infeasible systems of linear inequalities prove to be a key object in pattern recognition problems described in geometric terms thanks to the committee method. Such infeasible systems of inequalities represent an important special subclass of infeasible systems of constraints with a monotonicity property – systems whose multi-indices of feasible subsystems form abstract simplicial complexes (independence systems), which are fundamental objects of combinatorial topology. The methods of data mining and machine learning discussed in this monograph form the foundation of technologies like big data and deep learning, which play a growing role in many areas of human-technology interaction and help to find solutions, better solutions and excellent solutions. Contents: Preface Pattern recognition, infeasible systems of linear inequalities, and graphs Infeasible monotone systems of constraints Complexes, (hyper)graphs, and inequality systems Polytopes, positive bases, and inequality systems Monotone Boolean functions, complexes, graphs, and inequality systems Inequality systems, committees, (hyper)graphs, and alternative covers Bibliography List of notation Index
