Download or read book Sparse Grids and Applications Munich 2018 written by Hans-Joachim Bungartz and published by Springer Nature. This book was released on 2022-03-14 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sparse grids are a popular tool for the numerical treatment of high-dimensional problems. Where classical numerical discretization schemes fail in more than three or four dimensions, sparse grids, in their different flavors, are frequently the method of choice. This volume of LNCSE presents selected papers from the proceedings of the fifth workshop on sparse grids and applications, and demonstrates once again the importance of this numerical discretization scheme. The articles present recent advances in the numerical analysis of sparse grids in connection with a range of applications including uncertainty quantification, plasma physics simulations, and computational chemistry, to name but a few.
Download or read book Implementing Spectral Methods for Partial Differential Equations written by David A. Kopriva and published by Springer Science & Business Media. This book was released on 2009-05-27 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains how to solve partial differential equations numerically using single and multidomain spectral methods. It shows how only a few fundamental algorithms form the building blocks of any spectral code, even for problems with complex geometries.
Download or read book Interpolation of Spatial Data written by Michael L. Stein and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: A summary of past work and a description of new approaches to thinking about kriging, commonly used in the prediction of a random field based on observations at some set of locations in mining, hydrology, atmospheric sciences, and geography.
Download or read book Iterative Methods for Sparse Linear Systems written by Yousef Saad and published by SIAM. This book was released on 2003-04-01 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of Computing -- General.
Download or read book Numerical Methods in Computational Finance written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2022-03-21 with total page 551 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners, novices and expert users. Part A Mathematical Foundation for One-Factor Problems Chapters 1 to 7 introduce the mathematical and numerical analysis concepts that are needed to understand the finite difference method and its application to computational finance. Part B Mathematical Foundation for Two-Factor Problems Chapters 8 to 13 discuss a number of rigorous mathematical techniques relating to elliptic and parabolic partial differential equations in two space variables. In particular, we develop strategies to preprocess and modify a PDE before we approximate it by the finite difference method, thus avoiding ad-hoc and heuristic tricks. Part C The Foundations of the Finite Difference Method (FDM) Chapters 14 to 17 introduce the mathematical background to the finite difference method for initial boundary value problems for parabolic PDEs. It encapsulates all the background information to construct stable and accurate finite difference schemes. Part D Advanced Finite Difference Schemes for Two-Factor Problems Chapters 18 to 22 introduce a number of modern finite difference methods to approximate the solution of two factor partial differential equations. This is the only book we know of that discusses these methods in any detail. Part E Test Cases in Computational Finance Chapters 23 to 26 are concerned with applications based on previous chapters. We discuss finite difference schemes for a wide range of one-factor and two-factor problems. This book is suitable as an entry-level introduction as well as a detailed treatment of modern methods as used by industry quants and MSc/MFE students in finance. The topics have applications to numerical analysis, science and engineering. More on computational finance and the author’s online courses, see www.datasim.nl.
Download or read book Distributed Hydrologic Modeling Using GIS written by Baxter E. Vieux and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: During ten years serving with the USDA Soil Conservation Service (SCS), now known as the Natural Resources Conservation Service (NRCS), I became amazed at how millions of dollars in contract monies were spent based on simplistic hydrologic models. As project engineer in western Kansas, I was responsible for building flood control dams (authorized under Public Law 566) in the Wet Walnut River watershed. This watershed is within the Arkansas-Red River basin, as is the Illinois River basin referred to extensively in this book. After building nearly 18 of these structures, I became Assistant State Engineer in Michigan and, for a short time, State Engineer for NRCS. Again, we based our entire design and construction program on simplified relationships variously referred to as the SCS method. I recall announcing that I was going to pursue a doctoral degree and develop a new hydrologic model. One of my agency's chief engineers remarked, "Oh no, not another model!" Since then, I hope that I have not built just another model but have significantly advanced the state of hydrologic modeling for both researchers and practitioners. Using distributed hydrologic techniques described in this book, I also hope one day to forecast the response of the dams I built.
Download or read book Computational Techniques for Analytical Chemistry and Bioanalysis written by Philippe B. Wilson and published by Royal Society of Chemistry. This book was released on 2020-12-10 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work will serve as a definitive overview of the field of computational simulation as applied to analytical chemistry and biology, drawing on recent advances as well as describing essential, established theory for graduates and postgraduate researchers.
Download or read book Numerical Methods written by Germund Dahlquist and published by Courier Corporation. This book was released on 2003-01-01 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical text strikes balance between students' requirements for theoretical treatment and the needs of practitioners, with best methods for both large- and small-scale computing. Many worked examples and problems. 1974 edition.
Download or read book Multiscale Nonlinear and Adaptive Approximation written by Ronald DeVore and published by Springer Science & Business Media. This book was released on 2009-09-16 with total page 671 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book of invited articles offers a collection of high-quality papers in selected and highly topical areas of Applied and Numerical Mathematics and Approximation Theory which have some connection to Wolfgang Dahmen's scientific work. On the occasion of his 60th birthday, leading experts have contributed survey and research papers in the areas of Nonlinear Approximation Theory, Numerical Analysis of Partial Differential and Integral Equations, Computer-Aided Geometric Design, and Learning Theory. The main focus and common theme of all the articles in this volume is the mathematics building the foundation for most efficient numerical algorithms for simulating complex phenomena.
Download or read book Computational Science ICCS 2004 written by Marian Bubak and published by Springer. This book was released on 2004-05-13 with total page 810 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Conference on Computational Science (ICCS 2004) held in Krak ́ ow, Poland, June 6–9, 2004, was a follow-up to the highly successful ICCS 2003 held at two locations, in Melbourne, Australia and St. Petersburg, Russia; ICCS 2002 in Amsterdam, The Netherlands; and ICCS 2001 in San Francisco, USA. As computational science is still evolving in its quest for subjects of inves- gation and e?cient methods, ICCS 2004 was devised as a forum for scientists from mathematics and computer science, as the basic computing disciplines and application areas, interested in advanced computational methods for physics, chemistry, life sciences, engineering, arts and humanities, as well as computer system vendors and software developers. The main objective of this conference was to discuss problems and solutions in all areas, to identify new issues, to shape future directions of research, and to help users apply various advanced computational techniques. The event harvested recent developments in com- tationalgridsandnextgenerationcomputingsystems,tools,advancednumerical methods, data-driven systems, and novel application ?elds, such as complex - stems, ?nance, econo-physics and population evolution.
Download or read book Numerical Methods in Scientific Computing written by Germund Dahlquist and published by SIAM. This book was released on 2008-01-01 with total page 742 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new book from the authors of the classic book Numerical methods addresses the increasingly important role of numerical methods in science and engineering. More cohesive and comprehensive than any other modern textbook in the field, it combines traditional and well-developed topics with other material that is rarely found in numerical analysis texts, such as interval arithmetic, elementary functions, operator series, convergence acceleration, and continued fractions. Although this volume is self-contained, more comprehensive treatments of matrix computations will be given in a forthcoming volume. A supplementary Website contains three appendices: an introduction to matrix computations; a description of Mulprec, a MATLAB multiple precision package; and a guide to literature, algorithms, and software in numerical analysis. Review questions, problems, and computer exercises are also included. For use in an introductory graduate course in numerical analysis and for researchers who use numerical methods in science and engineering.
Download or read book Finite Difference Methods for Ordinary and Partial Differential Equations written by Randall J. LeVeque and published by SIAM. This book was released on 2007-01-01 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.
Download or read book Quantitative Methods of Data Analysis for the Physical Sciences and Engineering written by Douglas G. Martinson and published by Cambridge University Press. This book was released on 2018-04-30 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides thorough and comprehensive coverage of most of the new and important quantitative methods of data analysis for graduate students and practitioners. In recent years, data analysis methods have exploded alongside advanced computing power, and it is critical to understand such methods to get the most out of data, and to extract signal from noise. The book excels in explaining difficult concepts through simple explanations and detailed explanatory illustrations. Most unique is the focus on confidence limits for power spectra and their proper interpretation, something rare or completely missing in other books. Likewise, there is a thorough discussion of how to assess uncertainty via use of Expectancy, and the easy to apply and understand Bootstrap method. The book is written so that descriptions of each method are as self-contained as possible. Many examples are presented to clarify interpretations, as are user tips in highlighted boxes.
Download or read book Proceedings of the 1987 IEEE International Conference on Systems Man and Cybernetics October 20 23 1987 Radisson Mark Plaza Hotel Alexandria Virginia written by and published by . This book was released on 1987 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Applied Computational Economics and Finance written by Mario J. Miranda and published by MIT Press. This book was released on 2004-08-20 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs. The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.
Download or read book SAGA Advances in ShApes Geometry and Algebra written by Tor Dokken and published by Springer. This book was released on 2014-10-24 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book summarizes research carried out in workshops of the SAGA project, an Initial Training Network exploring the interplay of Shapes, Algebra, Geometry and Algorithms. Written by a combination of young and experienced researchers, the book introduces new ideas in an established context. Among the central topics are approximate and sparse implicitization and surface parametrization; algebraic tools for geometric computing; algebraic geometry for computer aided design applications and problems with industrial applications. Readers will encounter new methods for the (approximate) transition between the implicit and parametric representation; new algebraic tools for geometric computing; new applications of isogeometric analysis and will gain insight into the emerging research field situated between algebraic geometry and computer aided geometric design.
Download or read book Partial Derivatives in Arithmetic Complexity and Beyond written by Xi Chen and published by Now Publishers Inc. This book was released on 2011 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: Partial Derivatives in Arithmetic Complexity and Beyond is devoted mainly to the study of polynomials from a computational perspective. The main point of this book is that one can learn a great deal about the structure and complexity of polynomials by studying (some of) their partial derivatives.
