Download or read book Numerical Methods written by Germund Dahlquist and published by Courier Corporation. This book was released on 2012-04-26 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Substantial, detailed and rigorous . . . readers for whom the book is intended are admirably served." — MathSciNet (Mathematical Reviews on the Web), American Mathematical Society. Practical text strikes fine balance between students' requirements for theoretical treatment and needs of practitioners, with best methods for large- and small-scale computing. Prerequisites are minimal (calculus, linear algebra, and preferably some acquaintance with computer programming). Text includes many worked examples, problems, and an extensive bibliography.
Download or read book Numerical Methods for Engineers and Scientists Using MATLAB written by Ramin S. Esfandiari and published by CRC Press. This book was released on 2017-04-25 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a pragmatic, methodical and easy-to-follow presentation of numerical methods and their effective implementation using MATLAB, which is introduced at the outset. The author introduces techniques for solving equations of a single variable and systems of equations, followed by curve fitting and interpolation of data. The book also provides detailed coverage of numerical differentiation and integration, as well as numerical solutions of initial-value and boundary-value problems. The author then presents the numerical solution of the matrix eigenvalue problem, which entails approximation of a few or all eigenvalues of a matrix. The last chapter is devoted to numerical solutions of partial differential equations that arise in engineering and science. Each method is accompanied by at least one fully worked-out example showing essential details involved in preliminary hand calculations, as well as computations in MATLAB.
Download or read book The Heston Model and Its Extensions in VBA written by Fabrice D. Rouah and published by John Wiley & Sons. This book was released on 2015-03-20 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools—the Heston model, and VBA. Light on theory, this extremely useful reference focuses on implementation, and can help investors more efficiently—and accurately—exploit market information to better inform investment decisions. Coverage includes a description of the Heston model, with specific emphasis on equity options pricing and variance modeling, The book focuses not only on the original Heston model, but also on the many enhancements and refinements that have been applied to the model, including methods that use the Fourier transform, numerical integration schemes, simulation, methods for pricing American options, and much more. The companion website offers pricing code in VBA that resides in an extensive set of Excel spreadsheets. The Heston model is the derivatives industry's most popular stochastic volatility model for pricing equity derivatives. This book provides complete guidance toward the successful implementation of this valuable model using the industry's ubiquitous financial modeling software, giving users the understanding—and VBA code—they need to produce option prices that are more accurate, and volatility surfaces that more closely reflect market conditions. Derivatives pricing is often the hinge on which profit is made or lost in financial institutions, making accuracy of utmost importance. This book will help risk managers, traders, portfolio managers, quants, academics and other professionals better understand the Heston model and its extensions, in a writing style that is clear, concise, transparent and easy to understand. For better pricing accuracy, The Heston Model and Its Extensions in VBA is a crucial resource for producing more accurate model outputs such as prices, hedge ratios, volatilities, and graphs.
Download or read book Engineering Applications of Noncommutative Harmonic Analysis written by Gregory S. Chirikjian and published by CRC Press. This book was released on 2021-02-25 with total page 697 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 2001. The classical Fourier transform is one of the most widely used mathematical tools in engineering. However, few engineers know that extensions of harmonic analysis to functions on groups holds great potential for solving problems in robotics, image analysis, mechanics, and other areas. For those that may be aware of its potential value, there is still no place they can turn to for a clear presentation of the background they need to apply the concept to engineering problems. Engineering Applications of Noncommutative Harmonic Analysis brings this powerful tool to the engineering world. Written specifically for engineers and computer scientists, it offers a practical treatment of harmonic analysis in the context of particular Lie groups (rotation and Euclidean motion). It presents only a limited number of proofs, focusing instead on providing a review of the fundamental mathematical results unknown to most engineers and detailed discussions of specific applications. Advances in pure mathematics can lead to very tangible advances in engineering, but only if they are available and accessible to engineers. Engineering Applications of Noncommutative Harmonic Analysis provides the means for adding this valuable and effective technique to the engineer's toolbox.
Download or read book Numerical Methods Software and Analysis written by John Rischard Rice and published by McGraw-Hill Companies. This book was released on 1983 with total page 682 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Python Programming and Numerical Methods written by Qingkai Kong and published by Academic Press. This book was released on 2020-11-27 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: Python Programming and Numerical Methods: A Guide for Engineers and Scientists introduces programming tools and numerical methods to engineering and science students, with the goal of helping the students to develop good computational problem-solving techniques through the use of numerical methods and the Python programming language. Part One introduces fundamental programming concepts, using simple examples to put new concepts quickly into practice. Part Two covers the fundamentals of algorithms and numerical analysis at a level that allows students to quickly apply results in practical settings. - Includes tips, warnings and "try this" features within each chapter to help the reader develop good programming practice - Summaries at the end of each chapter allow for quick access to important information - Includes code in Jupyter notebook format that can be directly run online
Download or read book Challenging Problems and Solutions in Intelligent Systems written by Guy de Trė and published by Springer. This book was released on 2016-03-25 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents recent research, challenging problems and solutions in Intelligent Systems– covering the following disciplines: artificial and computational intelligence, fuzzy logic and other non-classic logics, intelligent database systems, information retrieval, information fusion, intelligent search (engines), data mining, cluster analysis, unsupervised learning, machine learning, intelligent data analysis, (group) decision support systems, intelligent agents and multi-agent systems, knowledge-based systems, imprecision and uncertainty handling, electronic commerce, distributed systems, etc. The book defines a common ground for sometimes seemingly disparate problems and addresses them by using the paradigm of broadly perceived intelligent systems. It presents a broad panorama of a multitude of theoretical and practical problems which have been successfully dealt with using the paradigm of intelligent computing.
Download or read book Concise Numerical Mathematics written by Robert Plato and published by American Mathematical Soc.. This book was released on 2003 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The book is suitable as a text for a first course in numerical methods for mathematics students or students in neighboring fields, such as engineering, physics, and computer science. In general, the author assumes only a knowledge of calculus and linear algebra."--BOOK JACKET.
Download or read book Spherical Near field Antenna Measurements written by Jesper E. Hansen and published by IET. This book was released on 1988 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the aspects of antenna test ranges, data processing schemes and measurement schemes.
Download or read book Fundamentals of Numerical Mathematics for Physicists and Engineers written by Alvaro Meseguer and published by John Wiley & Sons. This book was released on 2020-05-14 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduces the fundamentals of numerical mathematics and illustrates its applications to a wide variety of disciplines in physics and engineering Applying numerical mathematics to solve scientific problems, this book helps readers understand the mathematical and algorithmic elements that lie beneath numerical and computational methodologies in order to determine the suitability of certain techniques for solving a given problem. It also contains examples related to problems arising in classical mechanics, thermodynamics, electricity, and quantum physics. Fundamentals of Numerical Mathematics for Physicists and Engineers is presented in two parts. Part I addresses the root finding of univariate transcendental equations, polynomial interpolation, numerical differentiation, and numerical integration. Part II examines slightly more advanced topics such as introductory numerical linear algebra, parameter dependent systems of nonlinear equations, numerical Fourier analysis, and ordinary differential equations (initial value problems and univariate boundary value problems). Chapters cover: Newton’s method, Lebesgue constants, conditioning, barycentric interpolatory formula, Clenshaw-Curtis quadrature, GMRES matrix-free Krylov linear solvers, homotopy (numerical continuation), differentiation matrices for boundary value problems, Runge-Kutta and linear multistep formulas for initial value problems. Each section concludes with Matlab hands-on computer practicals and problem and exercise sets. This book: Provides a modern perspective of numerical mathematics by introducing top-notch techniques currently used by numerical analysts Contains two parts, each of which has been designed as a one-semester course Includes computational practicals in Matlab (with solutions) at the end of each section for the instructor to monitor the student's progress through potential exams or short projects Contains problem and exercise sets (also with solutions) at the end of each section Fundamentals of Numerical Mathematics for Physicists and Engineers is an excellent book for advanced undergraduate or graduate students in physics, mathematics, or engineering. It will also benefit students in other scientific fields in which numerical methods may be required such as chemistry or biology.
Download or read book Digital Control and Signal Processing Systems and Techniques written by and published by Elsevier. This book was released on 1996-07-30 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the Series:"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."--IEEE Group Correspondence"This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control."--Control
Download or read book Numerical Recipes in FORTRAN 77 Volume 1 Volume 1 of Fortran Numerical Recipes written by William H. Press and published by Cambridge University Press. This book was released on 1992-09-25 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt: As with Numerical Recipes in C, the FORTRAN edition has been greatly revised to make this edition the most up to date handbook for those working with FORTRAN. Between both editions of Numerical Recipes, over 300,000 copies have been sold.
Download or read book Fourier and Laplace Transforms written by and published by Cambridge University Press. This book was released on 2003-08-07 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents in a unified manner the fundamentals of both continuous and discrete versions of the Fourier and Laplace transforms. These transforms play an important role in the analysis of all kinds of physical phenomena. As a link between the various applications of these transforms the authors use the theory of signals and systems, as well as the theory of ordinary and partial differential equations. The book is divided into four major parts: periodic functions and Fourier series, non-periodic functions and the Fourier integral, switched-on signals and the Laplace transform, and finally the discrete versions of these transforms, in particular the Discrete Fourier Transform together with its fast implementation, and the z-transform. This textbook is designed for self-study. It includes many worked examples, together with more than 120 exercises, and will be of great value to undergraduates and graduate students in applied mathematics, electrical engineering, physics and computer science.
Download or read book Integral and Discrete Transforms with Applications and Error Analysis written by Abdul Jerri and published by CRC Press. This book was released on 2021-11-19 with total page 852 pages. Available in PDF, EPUB and Kindle. Book excerpt: This reference/text desribes the basic elements of the integral, finite, and discrete transforms - emphasizing their use for solving boundary and initial value problems as well as facilitating the representations of signals and systems.;Proceeding to the final solution in the same setting of Fourier analysis without interruption, Integral and Discrete Transforms with Applications and Error Analysis: presents the background of the FFT and explains how to choose the appropriate transform for solving a boundary value problem; discusses modelling of the basic partial differential equations, as well as the solutions in terms of the main special functions; considers the Laplace, Fourier, and Hankel transforms and their variations, offering a more logical continuation of the operational method; covers integral, discrete, and finite transforms and trigonometric Fourier and general orthogonal series expansion, providing an application to signal analysis and boundary-value problems; and examines the practical approximation of computing the resulting Fourier series or integral representation of the final solution and treats the errors incurred.;Containing many detailed examples and numerous end-of-chapter exercises of varying difficulty for each section with answers, Integral and Discrete Transforms with Applications and Error Analysis is a thorough reference for analysts; industrial and applied mathematicians; electrical, electronics, and other engineers; and physicists and an informative text for upper-level undergraduate and graduate students in these disciplines.
Download or read book Linear and Nonlinear Inverse Problems with Practical Applications written by Jennifer L. Mueller and published by SIAM. This book was released on 2012-11-30 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inverse problems arise in practical applications whenever there is a need to interpret indirect measurements. This book explains how to identify ill-posed inverse problems arising in practice and gives a hands-on guide to designing computational solution methods for them, with related codes on an accompanying website. The guiding linear inversion examples are the problem of image deblurring, x-ray tomography, and backward parabolic problems, including heat transfer. A thorough treatment of electrical impedance tomography is used as the guiding nonlinear inversion example which combines the analytic-geometric research tradition and the regularization-based school of thought in a fruitful manner. This book is complete with exercises and project topics, making it ideal as a classroom textbook or self-study guide for graduate and advanced undergraduate students in mathematics, engineering or physics who wish to learn about computational inversion. It also acts as a useful guide for researchers who develop inversion techniques in high-tech industry.
Download or read book Reviews in Numerical Analysis 1980 86 written by and published by . This book was released on 1987 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: These five volumes bring together a wealth of bibliographic information in the area of numerical analysis. Containing over 17,600 reviews of articles, books, and conference proceedings, these volumes represent all the numerical analysis entries that appeared in Mathematical Reviews between 1980 and 1986. Author and key indexes appear at the end of volume 5.
Download or read book Rotating Machinery Optical Methods Scanning LDV Methods Volume 6 written by Dario Di Maio and published by Springer Nature. This book was released on 2020-09-23 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rotating Machinery, Optical Methods & Scanning LDV Methods, Volume 6: Proceedings of the 38th IMAC, A Conference and Exposition on Structural Dynamics, 2020, the sixth volume of eight from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Health Monitoring, including papers on: Novel Techniques Optical Methods, Scanning LDV Methods Photogrammetry & DIC Rotating Machinery
