Download or read book The Levenberg Marquardt Algorithm with Finite Difference Approximations to the Jacobian Matrix written by Portia Ann Wise and published by . This book was released on 1973 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mathematical and Physical Simulation of the Properties of Hot Rolled Products written by Maciej Pietrzyk and published by Elsevier. This book was released on 1999-07-05 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: The objective of this publication is to comprehensively discuss the possibilities of producing steels with pre-determined attributes, demanded by the customer to fit exacting specifications. The information presented in the book has been designed to indicate the reasons for the expenses and to aid in the process of overcoming the difficulties and reducing the costs. In nine detailed chapters, the authors cover topics including: • steel as a major contributor to the economic wealth of a country in terms of its capabilities and production • current concerns of major steel producers • phenomena contributing to the quality of the product • information concerning the boundary conditions of the rolling process and initial conditions, put to use by mathematical models • the solid state incremental approach and flow formulation • parameters and variables - most of which make use of the exponential nature of phenomena that are activated by thermal energy • the application of three dimensional analysis to shape rolling • the evaluation of parameters by a form of inverse analysis to the flat rolling process • knowledge based modeling, using artificial intelligence, expert systems and neural networks They conclude that when either mathematical or physical modeling of the rolling process is considered and the aim is to satisfy the demands for customers, it is possible to produce what the customer wants, exactly.

Download or read book Numerical Methods for Unconstrained Optimization and Nonlinear Equations written by J. E. Dennis, Jr. and published by SIAM. This book was released on 1996-12-01 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: A complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations.

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 Masters Theses in the Pure and Applied Sciences written by Wade H. Shafer and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Masters Theses in the Pure and Applied Sciences was first conceived, published, and disseminated by TPRC at Purdue University in 1957, starting its coverage of theses with the academic year 1955. Beginning with Volume 13, the printing and dissemina tion phases of the activity was transferred to University Microfilms/Xerox of Ann Arbor, Michigan, with the thought that such an arrangement would be more beneficial to the academic and general scientific and technical community. After five years of this joint undertaking we have concluded that it will be in the interest of all concerned if the printing and distribution of the volume were handled by a well-known publishing house to assure improved service and better communication. Hence, effective with this Volume 18, Masters Theses in the Pure and Applied Sciences will be disseminated on a worldwide basis by Plenum Publishing Corporation of New York. All back issues can also be ordered from Plenum. As we embark on this new partnership with Plenum, we also initiate a new venture in that this important annual reference work now covers Canadian universities as well as those in the United States. We are sure that this broader base will greatly enhance the value of these volumes.

Download or read book Inverse Problems and Optimal Design in Electricity and Magnetism written by Pekka Neittaanmäki and published by Oxford University Press. This book was released on 1996-01-11 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: The impact of optimization methods in electromagnetism has been much less than in mechanical engineering and particularly the solution of inverse problems in structural mechanics. This book addresses this omission: it will serve as a guide to the theory as well as the computer implementation of solutions. It is self-contained covering all the mathematical theory necessary.

Download or read book NUMERICAL SYMBOLIC AND STATISTICAL COMPUTING FOR CHEMICAL ENGINEERS USING MATLAB written by Ghosh, Pallab and published by PHI Learning Pvt. Ltd.. This book was released on 2018-09-01 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical, analytical and statistical computations are routine affairs for chemical engineers. They usually prefer a single software to solve their computational problems, and at present, MATLAB has emerged as a powerful computational language, which is preferably used for this purpose, due to its built-in functions and toolboxes. Considering the needs and convenience of the students, the author has made an attempt to write this book, which explains the various concepts of MATLAB in a systematic way and makes its readers proficient in using MATLAB for computing. It mainly focuses on the applications of MATLAB, rather than its use in programming basic numerical algorithms. Commencing with the introduction to MATLAB, the text covers vector and matrix computations, solution of linear and non-linear equations, differentiation and integration, and solution of ordinary and partial differential equations. Next, analytical computations using the Symbolic Math Toolbox and statistical computations using the Statistics and Machine Learning Toolbox are explained. Finally, the book describes various curve fitting techniques using the Curve Fitting Toolbox. Inclusion of all these advanced-level topics in the book stands it out from the rest. KEY FEATURES  Numerous worked-out examples to enable the readers understand the steps involved in solving the chemical engineering problems  MATLAB codes to explain the computational techniques  Several snapshots to help the readers understand the step-by-step procedures of using the toolboxes  Chapter-end exercises, including short-answer questions and numerical problems  Appendix comprising the definitions of some important and special matrices  Supplemented with Solutions Manual containing complete detailed solutions to the unsolved analytical problems  Accessibility of selected colour figures (including screenshots and results/outputs of the programs) cited in the text at www.phindia.com/Pallab_Ghosh. TARGET AUDIENCE • BE/B.Tech (Chemical Engineering) • ME/M.Tech (Chemical Engineering)

Download or read book General Linear Methods for Ordinary Differential Equations written by Zdzislaw Jackiewicz and published by John Wiley & Sons. This book was released on 2009-08-14 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn to develop numerical methods for ordinary differential equations General Linear Methods for Ordinary Differential Equations fills a gap in the existing literature by presenting a comprehensive and up-to-date collection of recent advances and developments in the field. This book provides modern coverage of the theory, construction, and implementation of both classical and modern general linear methods for solving ordinary differential equations as they apply to a variety of related areas, including mathematics, applied science, and engineering. The author provides the theoretical foundation for understanding basic concepts and presents a short introduction to ordinary differential equations that encompasses the related concepts of existence and uniqueness theory, stability theory, and stiff differential equations and systems. In addition, a thorough presentation of general linear methods explores relevant subtopics such as pre-consistency, consistency, stage-consistency, zero stability, convergence, order- and stage-order conditions, local discretization error, and linear stability theory. Subsequent chapters feature coverage of: Differential equations and systems Introduction to general linear methods (GLMs) Diagonally implicit multistage integration methods (DIMSIMs) Implementation of DIMSIMs Two-step Runge-Kutta (TSRK) methods Implementation of TSRK methods GLMs with inherent Runge-Kutta stability (IRKS) Implementation of GLMs with IRKS General Linear Methods for Ordinary Differential Equations is an excellent book for courses on numerical ordinary differential equations at the upper-undergraduate and graduate levels. It is also a useful reference for academic and research professionals in the fields of computational and applied mathematics, computational physics, civil and chemical engineering, chemistry, and the life sciences.

Download or read book Numerical Methods for Energy Applications written by Naser Mahdavi Tabatabaei and published by Springer Nature. This book was released on 2021-03-22 with total page 1033 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a thorough guide to the use of numerical methods in energy systems and applications. It presents methods for analysing engineering applications for energy systems, discussing finite difference, finite element, and other advanced numerical methods. Solutions to technical problems relating the application of these methods to energy systems are also thoroughly explored. Readers will discover diverse perspectives of the contributing authors and extensive discussions of issues including: • a wide variety of numerical methods concepts and related energy systems applications;• systems equations and optimization, partial differential equations, and finite difference method;• methods for solving nonlinear equations, special methods, and their mathematical implementation in multi-energy sources;• numerical investigations of electrochemical fields and devices; and• issues related to numerical approaches and optimal integration of energy consumption. This is a highly informative and carefully presented book, providing scientific and academic insight for readers with an interest in numerical methods and energy systems.

Download or read book Numerical Methods for Least Squares Problems written by Ake Bjorck and published by SIAM. This book was released on 1996-01-01 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: The method of least squares was discovered by Gauss in 1795. It has since become the principal tool to reduce the influence of errors when fitting models to given observations. Today, applications of least squares arise in a great number of scientific areas, such as statistics, geodetics, signal processing, and control. In the last 20 years there has been a great increase in the capacity for automatic data capturing and computing. Least squares problems of large size are now routinely solved. Tremendous progress has been made in numerical methods for least squares problems, in particular for generalized and modified least squares problems and direct and iterative methods for sparse problems. Until now there has not been a monograph that covers the full spectrum of relevant problems and methods in least squares. This volume gives an in-depth treatment of topics such as methods for sparse least squares problems, iterative methods, modified least squares, weighted problems, and constrained and regularized problems. The more than 800 references provide a comprehensive survey of the available literature on the subject.

Download or read book Chemical and Biomedical Engineering Calculations Using Python written by Jeffrey J. Heys and published by John Wiley & Sons. This book was released on 2016-11-28 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents standard numerical approaches for solving common mathematical problems in engineering using Python. Covers the most common numerical calculations used by engineering students Covers Numerical Differentiation and Integration, Initial Value Problems, Boundary Value Problems, and Partial Differential Equations Focuses on open ended, real world problems that require students to write a short report/memo as part of the solution process Includes an electronic download of the Python codes presented in the book

Download or read book Statistical Computing written by WIlliam J. Kennedy and published by Routledge. This book was released on 2021-06-23 with total page 360 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book the authors have assembled the "best techniques from a great variety of sources, establishing a benchmark for the field of statistical computing." ---Mathematics of Computation ." The text is highly readable and well illustrated with examples. The reader who intends to take a hand in designing his own regression and multivariate packages will find a storehouse of information and a valuable resource in the field of statistical computing.

Download or read book Practical Multiscaling written by Jacob Fish and published by John Wiley & Sons. This book was released on 2013-09-03 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical Multiscaling covers fundamental modelling techniques aimed at bridging diverse temporal and spatial scales ranging from the atomic level to a full-scale product level. It focuses on practical multiscale methods that account for fine-scale (material) details but do not require their precise resolution. The text material evolved from over 20 years of teaching experience at Rensselaer and Columbia University, as well as from practical experience gained in the application of multiscale software. This book comprehensively covers theory and implementation, providing a detailed exposition of the state-of-the-art multiscale theories and their insertion into conventional (single-scale) finite element code architecture. The robustness and design aspects of multiscale methods are also emphasised, which is accomplished via four building blocks: upscaling of information, systematic reduction of information, characterization of information utilizing experimental data, and material optimization. To ensure the reader gains hands-on experience, a companion website hosting a lite version of the multiscale design software (MDS-Lite) is available. Key features: Combines fundamental theory and practical methods of multiscale modelling Covers the state-of-the-art multiscale theories and examines their practical usability in design Covers applications of multiscale methods Accompanied by a continuously updated website hosting the multiscale design software Illustrated with colour images Practical Multiscaling is an ideal textbook for graduate students studying multiscale science and engineering. It is also a must-have reference for government laboratories, researchers and practitioners in civil, aerospace, pharmaceutical, electronics, and automotive industries, and commercial software vendors.

Download or read book System Identification 2003 written by Paul Van Den Hof and published by Elsevier. This book was released on 2004-06-29 with total page 2092 pages. Available in PDF, EPUB and Kindle. Book excerpt: The scope of the symposium covers all major aspects of system identification, experimental modelling, signal processing and adaptive control, ranging from theoretical, methodological and scientific developments to a large variety of (engineering) application areas. It is the intention of the organizers to promote SYSID 2003 as a meeting place where scientists and engineers from several research communities can meet to discuss issues related to these areas. Relevant topics for the symposium program include: Identification of linear and multivariable systems, identification of nonlinear systems, including neural networks, identification of hybrid and distributed systems, Identification for control, experimental modelling in process control, vibration and modal analysis, model validation, monitoring and fault detection, signal processing and communication, parameter estimation and inverse modelling, statistical analysis and uncertainty bounding, adaptive control and data-based controller tuning, learning, data mining and Bayesian approaches, sequential Monte Carlo methods, including particle filtering, applications in process control systems, motion control systems, robotics, aerospace systems, bioengineering and medical systems, physical measurement systems, automotive systems, econometrics, transportation and communication systems *Provides the latest research on System Identification*Contains contributions written by experts in the field*Part of the IFAC Proceedings Series which provides a comprehensive overview of the major topics in control engineering.

Download or read book Neural Networks Tricks of the Trade written by Grégoire Montavon and published by Springer. This book was released on 2012-11-14 with total page 753 pages. Available in PDF, EPUB and Kindle. Book excerpt: The twenty last years have been marked by an increase in available data and computing power. In parallel to this trend, the focus of neural network research and the practice of training neural networks has undergone a number of important changes, for example, use of deep learning machines. The second edition of the book augments the first edition with more tricks, which have resulted from 14 years of theory and experimentation by some of the world's most prominent neural network researchers. These tricks can make a substantial difference (in terms of speed, ease of implementation, and accuracy) when it comes to putting algorithms to work on real problems.

Download or read book Neural Networks Tricks of the Trade written by Genevieve B. Orr and published by Springer. This book was released on 2003-07-31 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is our belief that researchers and practitioners acquire, through experience and word-of-mouth, techniques and heuristics that help them successfully apply neural networks to di cult real world problems. Often these \tricks" are theo- tically well motivated. Sometimes they are the result of trial and error. However, their most common link is that they are usually hidden in people’s heads or in the back pages of space-constrained conference papers. As a result newcomers to the eld waste much time wondering why their networks train so slowly and perform so poorly. This book is an outgrowth of a 1996 NIPS workshop called Tricks of the Trade whose goal was to begin the process of gathering and documenting these tricks. The interest that the workshop generated motivated us to expand our collection and compile it into this book. Although we have no doubt that there are many tricks we have missed, we hope that what we have included will prove to be useful, particularly to those who are relatively new to the eld. Each chapter contains one or more tricks presented by a given author (or authors). We have attempted to group related chapters into sections, though we recognize that the di erent sections are far from disjoint. Some of the chapters (e.g., 1, 13, 17) contain entire systems of tricks that are far more general than the category they have been placed in.

Download or read book Numerical Models for Submerged Breakwaters written by Amir Sharifahmadian and published by Butterworth-Heinemann. This book was released on 2015-11-24 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Models for Submerged Breakwaters: Coastal Hydrodynamics and Morphodynamics discusses the practice of submerged breakwaters, an increasingly popular tool used as a coastal defense system because of their amenity and aesthetics as compared to common emerged beach protection measures. The book is the perfect guide for experienced professionals who wish to keep abreast of the latest best practices or those who are entering the field and need a reference, explaining new and traditional numerical methodologies for designing submerged breakwaters and measuring their performance. In addition, the book provides case studies, examples, and practical methods for data selection and pre-processing, model setup, calibration, and analysis. Case studies and worked-out examples illustrate different concepts and methods Offers practical methods for Data Selection and Pre-Processing Provides simplified prediction tools for practical applications