Download or read book Environmental Systems Analysis with MATLAB written by Stefano Marsili-Libelli and published by CRC Press. This book was released on 2018-09-03 with total page 563 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explore the inner workings of environmental processes using a mathematical approach. Environmental Systems Analysis with MATLAB® combines environmental science concepts and system theory with numerical techniques to provide a better understanding of how our environment works. The book focuses on building mathematical models of environmental systems, and using these models to analyze their behaviors. Designed with the environmental professional in mind, it offers a practical introduction to developing the skills required for managing environmental modeling and data handling. The book follows a logical sequence from the basic steps of model building and data analysis to implementing these concepts into working computer codes, and then on to assessing their results. It describes data processing (rarely considered in environmental analysis); outlines the tools needed to successfully analyze data and develop models, and moves on to real-world problems. The author illustrates in the first four chapters the methodological aspects of environmental systems analysis, and in subsequent chapters applies them to specific environmental concerns. The accompanying software bundle is freely downloadable from the book web site. It follows the chapters sequence and provides a hands-on experience, allowing the reader to reproduce the figures in the text and experiment by varying the problem setting. A basic MATLAB literacy is required to get the most out of the software. Ideal for coursework and self-study, this offering: Deals with the basic concepts of environmental modeling and identification, both from the mechanistic and the data-driven viewpoint Provides a unifying methodological approach to deal with specific aspects of environmental modeling: population dynamics, flow systems, and environmental microbiology Assesses the similarities and the differences of microbial processes in natural and man-made environments Analyzes several aquatic ecosystems’ case studies Presents an application of an extended Streeter & Phelps (S&P) model Describes an ecological method to estimate the bioavailable nutrients in natural waters Considers a lagoon ecosystem from several viewpoints, including modeling and management, and more

Download or read book Financial Modelling written by Joerg Kienitz and published by John Wiley & Sons. This book was released on 2013-02-18 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial modelling Theory, Implementation and Practice with MATLAB Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers financial markets in general and looks at the complex models needed to handle observed structures, reviewing models based on diffusions including stochastic-local volatility models and (pure) jump processes. It shows the possible risk-neutral densities, implied volatility surfaces, option pricing and typical paths for a variety of models including SABR, Heston, Bates, Bates-Hull-White, Displaced-Heston, or stochastic volatility versions of Variance Gamma, respectively Normal Inverse Gaussian models and finally, multi-dimensional models. The stochastic-local-volatility Libor market model with time-dependent parameters is considered and as an application how to price and risk-manage CMS spread products is demonstrated. The second part of the book deals with numerical methods which enables the reader to use the models of the first part for pricing and risk management, covering methods based on direct integration and Fourier transforms, and detailing the implementation of the COS, CONV, Carr-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation of the Greeks. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. Computation of Greeks is covered using likelihood ratio methods and adjoint techniques. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk. The third part is devoted to the usage of Matlab, introducing the software package by describing the basic functions applied for financial engineering. The programming is approached from an object-oriented perspective with examples to propose a framework for calibration, hedging and the adjoint method for calculating Greeks in a Libor market model. Source code used for producing the results and analysing the models is provided on the author's dedicated website, http://www.mathworks.de/matlabcentral/fileexchange/authors/246981.

Download or read book Applications from Engineering with MATLAB Concepts written by Jan Valdman and published by BoD – Books on Demand. This book was released on 2016-07-07 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents a collection of MATLAB-based chapters of various engineering background. Instead of giving exhausting amount of technical details, authors were rather advised to explain relations of their problems to actual MATLAB concepts. So, whenever possible, download links to functioning MATLAB codes were added and a potential reader can do own testing. Authors are typically scientists with interests in modeling in MATLAB. Chapters include image and signal processing, mechanics and dynamics, models and data identification in biology, fuzzy logic, discrete event systems and data acquisition systems.

Download or read book Integrated Frequency Synthesis for Convergent Wireless Solutions written by Jad G. Atallah and published by Springer Science & Business Media. This book was released on 2012-05-30 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the design and implementation of an electronic subsystem called the frequency synthesizer, which is a very important building block for any wireless transceiver. The discussion includes several new techniques for the design of such a subsystem which include the usage modes of the wireless device, including its support for several leading-edge wireless standards. This new perspective for designing such a demanding subsystem is based on the fact that optimizing the performance of a complete system is not always achieved by optimizing the performance of its building blocks separately. This book provides “hands-on” examples of this sort of co-design of optimized subsystems, which can make the vision of an always-best-connected scenario a reality.

Download or read book Advances in Neural Network Research and Applications written by Zhigang Zeng and published by Springer Science & Business Media. This book was released on 2010-05-10 with total page 921 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a part of the Proceedings of the Seventh International Symposium on Neural Networks (ISNN 2010), held on June 6-9, 2010 in Shanghai, China. Over the past few years, ISNN has matured into a well-established premier international symposium on neural networks and related fields, with a successful sequence of ISNN series in Dalian (2004), Chongqing (2005), Chengdu (2006), Nanjing (2007), Beijing (2008), and Wuhan (2009). Following the tradition of ISNN series, ISNN 2010 provided a high-level international forum for scientists, engineers, and educators to present the state-of-the-art research in neural networks and related fields, and also discuss the major opportunities and challenges of future neural network research. Over the past decades, the neural network community has witnessed significant breakthroughs and developments from all aspects of neural network research, including theoretical foundations, architectures, and network organizations, modeling and simulation, empirical studies, as well as a wide range of applications across different domains. The recent developments of science and technology, including neuroscience, computer science, cognitive science, nano-technologies and engineering design, among others, has provided significant new understandings and technological solutions to move the neural network research toward the development of complex, large scale, and networked brain-like intelligent systems. This long-term goals can only be achieved with the continuous efforts from the community to seriously investigate various issues on neural networks and related topics.

Download or read book Clinical Nuclear Medicine Physics with MATLAB written by Maria Lyra Georgosopoulou and published by CRC Press. This book was released on 2021-09-28 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: The use of MATLAB® in clinical Medical Physics is continuously increasing, thanks to new technologies and developments in the field. However, there is a lack of practical guidance for students, researchers, and medical professionals on how to incorporate it into their work. Focusing on the areas of diagnostic Nuclear Medicine and Radiation Oncology Imaging, this book provides a comprehensive treatment of the use of MATLAB in clinical Medical Physics, in Nuclear Medicine. It is an invaluable guide for medical physicists and researchers, in addition to postgraduates in medical physics or biomedical engineering, preparing for a career in the field. In the field of Nuclear Medicine, MATLAB enables quantitative analysis and the visualization of nuclear medical images of several modalities, such as Single Photon Emission Computed Tomography (SPECT), Positron Emission Tomography (PET), or a hybrid system where a Computed Tomography system is incorporated into a SPECT or PET system or similarly, a Magnetic Resonance Imaging system (MRI) into a SPECT or PET system. Through a high-performance interactive software, MATLAB also allows matrix computation, simulation, quantitative analysis, image processing, and algorithm implementation. MATLAB can provide medical physicists with the necessary tools for analyzing and visualizing medical images. It is useful in creating imaging algorithms for diagnostic and therapeutic purposes, solving problems of image reconstruction, processing, and calculating absorbed doses with accuracy. An important feature of this application of MATLAB is that the results are completely reliable and are not dependent on any specific γ-cameras and workstations. The use of MATLAB algorithms can greatly assist in the exploration of the anatomy and functions of the human body, offering accurate and precise results in Nuclear Medicine studies. KEY FEATURES Presents a practical, case-based approach whilst remaining accessible to students Contains chapter contributions from subject area specialists across the field Includes real clinical problems and examples, with worked through solutions Maria Lyra Georgosopoulou, PhD, is a Medical Physicist and Associate Professor at the National and Kapodistrian University of Athens, Greece. Photo credit: The Antikythera Mechanism is the world’s oldest known analog computer. It consisted of many wheels and discs that could be placed onto the mechanism for calculations. It is possible that the first algorithms and analog calculations in mathematics were implemented with this mechanism, invented in the early first centuries BC. It has been selected for the cover to demonstrate the importance of calculations in science.

Download or read book Comfort Control in Buildings written by María del Mar Castilla and published by Springer. This book was released on 2014-06-30 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to research comfort control inside buildings, and how this can be achieved through low energy consumption. It presents a comprehensive exploration of the design, development and implementation of several advanced control systems that maintain users' comfort (thermal and indoor air quality) whilst minimizing energy consumption. The book includes a detailed account of the latest cutting edge developments in this area, and presents several control systems based on Model Predictive Control approaches. Real-life examples are provided, and the book is supplemented by illustrations, tables, all of which facilitate understanding of the text. Energy consumption in buildings (residential and non-residential) represents almost the half of the total world energy consumption, and they are also responsible for approximately 35% of CO2 emissions. For these reasons, the reduction of energy consumption associated with the construction and use of buildings, and the increase of energy efficiency in their climatic refurbishment are frequently studied topics in academia and industry. As the productivity of users is directly related to their comfort, a middle ground needs to be found between comfort of users and energy efficiency. In order to achieve this, it is necessary to develop innovation and technology which can provide comfortable environments with minimum energy consumption. This book is intended for researchers interested in control engineering, energy and bioclimatic buildings, and for architects and process control engineers. It is also accessible to postgraduate students embarking on a career in this area, particularly those studying architecture.

Download or read book Ultrasonic Nondestructive Evaluation Systems written by Lester W. Schmerr Jr and published by Springer Science & Business Media. This book was released on 2007-04-22 with total page 602 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using a systems level approach, this book employs aspects of linear systems theory and wave propagation and scattering theory to develop a comprehensive model of an entire ultrasonic measurement system. This integrated approach leads to a new model-based engineering technology for designing, using and optimizing ultrasonic nondestructive evaluation inspections. In addition, the book incorporates MATLAB examples and exercises.

Download or read book Tuning in RBC Growth Spectra written by Szilard Benk and published by International Monetary Fund. This book was released on 2016-11-10 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: For US postwar data, the paper explains central consumption, labor, investment and output correlations and volatilities along with output growth persistence by including a human capital investment sector and a variable physical capital utilization rate. Strong internal "amplication" results from an economy-wide productivity shock across goods and human capital investment sectors that has variances 10,000 fold smaller than in the standard RBC TFP shock. Simulated moments are compared to data moments for the business cycle, the low frequency and the Medium Cycle frequency, as well as the high frequency. A metric is provided to gauge that the results have an average of 46% deviation of simulated moments from data moments, for a broad array of targets across all windows. Within this array, key correlations have only a 15% deviation in the business cycle window, and growth persistence only an 8% deviation in the low frequency, which indicates good "propagation". Countercyclic human capital investment time and procyclic physical capital capacity utilization rates are also found as in data.

Download or read book Mathematical Modelling in Biomedicine written by Vitaly Volpert and published by MDPI. This book was released on 2021-01-26 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical modelling in biomedicine is a rapidly developing scientific discipline at the intersection of medicine, biology, mathematics, physics, and computer science. Its progress is stimulated by fundamental scientific questions and by the applications to public health. This book represents a collection of papers devoted to mathematical modelling of various physiological problems in normal and pathological conditions. It covers a broad range of topics including cardiovascular system and diseases, heart and brain modelling, tumor growth, viral infections, and immune response. Computational models of blood circulation are used to study the influence of heart arrhythmias on coronary blood flow and on operating modes for left-ventricle-assisted devices. Wave propagation in the cardiac tissue is investigated in order to show the influence of tissue heterogeneity and fibrosis. The models of tumor growth are used to determine optimal protocols of antiangiogenic and radiotherapy. The models of viral hepatitis kinetics are considered for the parameter identification, and the evolution of viral quasi-species is investigated. The book presents the state-of-the-art in mathematical modelling in biomedicine and opens new perspectives in this passionate field of research.

Download or read book The LIBOR Market Model in Practice written by Dariusz Gatarek and published by John Wiley & Sons. This book was released on 2007-01-30 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: The LIBOR Market Model (LMM) is the first model of interest rates dynamics consistent with the market practice of pricing interest rate derivatives and therefore it is widely used by financial institution for valuation of interest rate derivatives. This book provides a full practitioner's approach to the LIBOR Market Model. It adopts the specific language of a quantitative analyst to the largest possible level and is one of first books on the subject written entirely by quants. The book is divided into three parts - theory, calibration and simulation. New and important issues are covered, such as various drift approximations, various parametric and nonparametric calibrations, and the uncertain volatility approach to smile modelling; a version of the HJM model based on market observables and the duality between BGM and HJM models. Co-authored by Dariusz Gatarek, the 'G' in the BGM model who is internationally known for his work on LIBOR market models, this book offers an essential perspective on the global benchmark for short-term interest rates.

Download or read book Comprehensive Chemometrics written by Steven Brown and published by Elsevier. This book was released on 2020-05-26 with total page 2948 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive Chemometrics, Second Edition, Four Volume Set features expanded and updated coverage, along with new content that covers advances in the field since the previous edition published in 2009. Subject of note include updates in the fields of multidimensional and megavariate data analysis, omics data analysis, big chemical and biochemical data analysis, data fusion and sparse methods. The book follows a similar structure to the previous edition, using the same section titles to frame articles. Many chapters from the previous edition are updated, but there are also many new chapters on the latest developments. Presents integrated reviews of each chemical and biological method, examining their merits and limitations through practical examples and extensive visuals Bridges a gap in knowledge, covering developments in the field since the first edition published in 2009 Meticulously organized, with articles split into 4 sections and 12 sub-sections on key topics to allow students, researchers and professionals to find relevant information quickly and easily Written by academics and practitioners from various fields and regions to ensure that the knowledge within is easily understood and applicable to a large audience Presents integrated reviews of each chemical and biological method, examining their merits and limitations through practical examples and extensive visuals Bridges a gap in knowledge, covering developments in the field since the first edition published in 2009 Meticulously organized, with articles split into 4 sections and 12 sub-sections on key topics to allow students, researchers and professionals to find relevant information quickly and easily Written by academics and practitioners from various fields and regions to ensure that the knowledge within is easily understood and applicable to a large audience

Download or read book Fitting Local Volatility Analytic And Numerical Approaches In Black scholes And Local Variance Gamma Models written by Andrey Itkin and published by World Scientific. This book was released on 2020-01-22 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: The concept of local volatility as well as the local volatility model are one of the classical topics of mathematical finance. Although the existing literature is wide, there still exist various problems that have not drawn sufficient attention so far, for example: a) construction of analytical solutions of the Dupire equation for an arbitrary shape of the local volatility function; b) construction of parametric or non-parametric regression of the local volatility surface suitable for fast calibration; c) no-arbitrage interpolation and extrapolation of the local and implied volatility surfaces; d) extension of the local volatility concept beyond the Black-Scholes model, etc. Also, recent progresses in deep learning and artificial neural networks as applied to financial engineering have made it reasonable to look again at various classical problems of mathematical finance including that of building a no-arbitrage local/implied volatility surface and calibrating it to the option market data.This book was written with the purpose of presenting new results previously developed in a series of papers and explaining them consistently, starting from the general concept of Dupire, Derman and Kani and then concentrating on various extensions proposed by the author and his co-authors. This volume collects all the results in one place, and provides some typical examples of the problems that can be efficiently solved using the proposed methods. This also results in a faster calibration of the local and implied volatility surfaces as compared to standard approaches.The methods and solutions presented in this volume are new and recently published, and are accompanied by various additional comments and considerations. Since from the mathematical point of view, the level of details is closer to the applied rather than to the abstract or pure theoretical mathematics, the book could also be recommended to graduate students with majors in computational or quantitative finance, financial engineering or even applied mathematics. In particular, the author used to teach some topics of this book as a part of his special course on computational finance at the Tandon School of Engineering, New York University.

Download or read book Introduction to the Modelling of Marine Ecosystems written by W. Fennel and published by Elsevier. This book was released on 2004-08-24 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modelling of marine ecosystems is a rapidly developing branch of interdisciplinary oceanographic research. Introduction to the Modelling of Marine Ecosystems is the first consistent and comprehensive introduction to the development of models of marine ecosystems. It begins with simple first steps of modelling and develops more and more complex models. This step-by-step approach to increasing the complexity of the models is intended to allow students of biological oceanography and interested scientists with only limited experience in mathematical modelling to explore the theoretical framework and familiarize oneself with the methods. The book describes how biological model components can be integrated into three dimensional circulation models and how such models can be used for 'numerical experiments'. The book illustrates the mathematical aspects of modelling and gives application examples. The tutorial aspect of the book is supported by a set of MATLAB programs, which are provided on an accompanying CD-Rom and which can be used to reproduce many of the results presented in the book. Also available in paperback, ISBN 0-444-51704-9

Download or read book Light Metals 2014 written by John Grandfield and published by Springer. This book was released on 2016-12-23 with total page 1351 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Light Metals symposia are a key part of the TMS Annual Meeting & Exhibition, presenting the most recent developments, discoveries, and practices in primary aluminum science and technology. Publishing the proceedings from these important symposia, the Light Metals volume has become the definitive reference in the field of aluminum production and related light metal technologies. The 2014 collection includes papers from the following symposia: •Alumina and Bauxite •Aluminum Alloys: Fabrication, Characterization and Applications •Aluminum Processing •Aluminum Reduction Technology •Cast Shop for Aluminum Production •Electrode Technology for Aluminum Production •Light-metal Matrix (Nano)-composites

Download or read book RF Microwave Engineering and Applications in Energy Systems written by Abdullah Eroglu and published by John Wiley & Sons. This book was released on 2022-05-02 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: RF/MICROWAVE ENGINEERING AND APPLICATIONS IN ENERGY SYSTEMS An essential text with a unique focus on RF and microwave engineering theory and its applications In RF/Microwave Engineering and Applications in Energy Systems, accomplished researcher Abdullah Eroglu delivers a detailed treatment of key theoretical aspects of radio-frequency and microwave engineering concepts along with parallel presentations of their practical applications. The text includes coverage of recent advances in the subject, including energy harvesting methods, RFID antenna designs, HVAC system controls, and smart grids. The distinguished author provides step-by-step solutions to common engineering problems by way of numerous examples and offers end-of-chapter problems and solutions on each topic. These practical applications of theoretical subjects aid the reader with retention and recall and demonstrate a solid connection between theory and practice. The author also applies common simulation tools in several chapters, illustrating the use and implementation of time domain circuit simulators in conjunction with electromagnetic simulators, as well as Matlab for design, simulation, and implementation at the component and system levels. Readers will also benefit from: A thorough introduction to the foundations of electromagnetics, including line, surface, and volume integrals, vector operation and theorems, and Maxwell’s equations Comprehensive explorations of passive and active components in RF and microwave engineering, including resistors, capacitors, inductors, and semiconductor materials and active devices Practical discussions of transmission lines, including transmission line analysis, Smith charts, microstrip lines, and striplines In-depth examinations of network parameters, including impedance parameters, ABCD parameters, h-Hybrid parameters, and network connections Perfect for senior-level undergraduates and graduate students studying RF or Microwave engineering, RF/Microwave Engineering and Applications in Energy Systems is also an indispensable resource for professionals whose work touches on radio-frequency and microwave technologies.

Download or read book Numerical Methods and Optimization in Finance written by Manfred Gilli and published by Academic Press. This book was released on 2019-08-16 with total page 640 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems—ranging from asset allocation to risk management and from option pricing to model calibration—can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance. - Introduces numerical methods to readers with economics backgrounds - Emphasizes core simulation and optimization problems - Includes MATLAB and R code for all applications, with sample code in the text and freely available for download