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Author: Brychkov
Publisher: CRC Press
ISBN: 9782881247057
Category : Mathematics
Languages : en
Pages : 362
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Book Description
English translation (from revised and enlarged versions of the Russian editions of 1977 and 1984) of a reference work which makes available to engineers, physicists and applied mathematicians theoretical and tabular material pertaining to certain extensions of standard integral transform techniques. Diverse transforms are touched upon, but the emphasis (particularly in the tables) is on generalized Fourier and Laplace transforms. Some multi-dimensional results are presented. Expensive, but nicely produced, and redundant with nothing standard to the reference shelves of mathematical libraries. (NW) Annotation copyrighted by Book News, Inc., Portland, OR
Author: Brychkov
Publisher: CRC Press
ISBN: 9782881247057
Category : Mathematics
Languages : en
Pages : 362
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Book Description
English translation (from revised and enlarged versions of the Russian editions of 1977 and 1984) of a reference work which makes available to engineers, physicists and applied mathematicians theoretical and tabular material pertaining to certain extensions of standard integral transform techniques. Diverse transforms are touched upon, but the emphasis (particularly in the tables) is on generalized Fourier and Laplace transforms. Some multi-dimensional results are presented. Expensive, but nicely produced, and redundant with nothing standard to the reference shelves of mathematical libraries. (NW) Annotation copyrighted by Book News, Inc., Portland, OR
Author: Ram Shankar Pathak
Publisher: Routledge
ISBN: 135156269X
Category : History
Languages : en
Pages : 432
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Book Description
For those who have a background in advanced calculus, elementary topology and functional analysis - from applied mathematicians and engineers to physicists - researchers and graduate students alike - this work provides a comprehensive analysis of the many important integral transforms and renders particular attention to all of the technical aspects of the subject. The author presents the last two decades of research and includes important results from other works.
Author: R.S. Pathak
Publisher:
ISBN: 9782884492188
Category :
Languages : en
Pages :
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Book Description
Author: Christopher Hitchens
Publisher: Allen & Unwin
ISBN: 1742695191
Category : Biography & Autobiography
Languages : en
Pages : 130
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Book Description
Courageous, insightful and candid thoughts on malady and mortality from one of our most celebrated writers.
Author: O.P. Misra
Publisher: Elsevier
ISBN: 0080872301
Category : Mathematics
Languages : en
Pages : 347
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Book Description
Transform Analysis of Generalized Functions concentrates on finite parts of integrals, generalized functions and distributions. It gives a unified treatment of the distributional setting with transform analysis, i.e. Fourier, Laplace, Stieltjes, Mellin, Hankel and Bessel Series. Included are accounts of applications of the theory of integral transforms in a distributional setting to the solution of problems arising in mathematical physics. Information on distributional solutions of differential, partial differential equations and integral equations is conveniently collected here. The volume will serve as introductory and reference material for those interested in analysis, applications, physics and engineering.
Author: R.G. Buschman
Publisher: Springer
ISBN: 9781461285489
Category : Mathematics
Languages : en
Pages : 240
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Book Description
It is not the object of the author to present comprehensive cov erage of any particular integral transformation or of any particular development of generalized functions, for there are books available in which this is done. Rather, this consists more of an introductory survey in which various ideas are explored. The Laplace transforma tion is taken as the model type of an integral transformation and a number of its properties are developed; later, the Fourier transfor mation is introduced. The operational calculus of Mikusinski is pre sented as a method of introducing generalized functions associated with the Laplace transformation. The construction is analogous to the construction of the rational numbers from the integers. Further on, generalized functions associated with the problem of extension of the Fourier transformation are introduced. This construction is anal ogous to the construction of the reals from the rationals by means of Cauchy sequences. A chapter with sections on a variety of trans formations is adjoined. Necessary levels of sophistication start low in the first chapter, but they grow considerably in some sections of later chapters. Background needs are stated at the beginnings of each chapter. Many theorems are given without proofs, which seems appro priate for the goals in mind. A selection of references is included. Without showing many of the details of rigor it is hoped that a strong indication is given that a firm mathematical foundation does actu ally exist for such entities as the "Dirac delta-function".
Author: Andrey Itkin
Publisher: World Scientific
ISBN: 9811231753
Category : Business & Economics
Languages : en
Pages : 508
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Book Description
This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathematical finance defined in domains with moving boundaries. These problems include: (a) semi-closed form pricing of options in the one-factor models with time-dependent barriers (Bachelier, Hull-White, CIR, CEV); (b) analyzing an interconnected banking system in the structural credit risk model with default contagion; (c) finding first hitting time density for a reducible diffusion process; (d) describing the exercise boundary of American options; (e) calculating default boundary for the structured default problem; (f) deriving a semi-closed form solution for optimal mean-reverting trading strategies; to mention but some.The main methods used in this book are generalized integral transforms and heat potentials. To find a semi-closed form solution, we need to solve a linear or nonlinear Volterra equation of the second kind and then represent the option price as a one-dimensional integral. Our analysis shows that these methods are computationally more efficient than the corresponding finite-difference methods for the backward or forward Kolmogorov PDEs (partial differential equations) while providing better accuracy and stability.We extend a large number of known results by either providing solutions on complementary or extended domains where the solution is not known yet or modifying these techniques and applying them to new types of equations, such as the Bessel process. The book contains several novel results broadly applicable in physics, mathematics, and engineering.
Author: Ahmed I. Zayed
Publisher: CRC Press
ISBN: 0429610912
Category : Mathematics
Languages : en
Pages : 672
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Book Description
Function transformations, which include linear integral transformations, are some of the most important mathematical tools for solving problems in all areas of engineering and the physical sciences. They allow one to quickly solve a problem by breaking it down into a series of smaller, more manageable problems. The author has compiled the most important and widely used of these function transforms in applied mathematics and electrical engineering. In addition to classical transforms, newer transforms such as wavelets, Zak, and Radon are included. The book is neither a table of transforms nor a textbook, but it is a source book that provides quick and easy access to the most important properties and formulas of function and generalized function transformations. It is organized for convenient reference, with chapters broken down into the following sections:
Author: V. S. Vladimirov
Publisher: CRC Press
ISBN: 9780415273565
Category : Mathematics
Languages : en
Pages : 332
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Book Description
This volume presents the general theory of generalized functions, including the Fourier, Laplace, Mellin, Hilbert, Cauchy-Bochner and Poisson integral transforms and operational calculus, with the traditional material augmented by the theory of Fourier series, abelian theorems, and boundary values of helomorphic functions for one and several variables. The author addresses several facets in depth, including convolution theory, convolution algebras and convolution equations in them, homogenous generalized functions, and multiplication of generalized functions. This book will meet the needs of researchers, engineers, and students of applied mathematics, control theory, and the engineering sciences.
Author: William Wise Miles
Publisher:
ISBN:
Category :
Languages : en
Pages : 118
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Book Description