Download or read book Applied Stochastic Processes and Control for Jump Diffusions written by Floyd B. Hanson and published by SIAM. This book was released on 2007-01-01 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems.
Download or read book The Stability of Dynamical Systems written by J. P. LaSalle and published by SIAM. This book was released on 1976-01-01 with total page 81 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to aspects of the theory of dynamial systems based on extensions of Liapunov's direct method. The main ideas and structure for the theory are presented for difference equations and for the analogous theory for ordinary differential equations and retarded functional differential equations. The latest results on invariance properties for non-autonomous time-varying systems processes are presented for difference and differential equations.
Download or read book The History of Mathematics written by David M. Burton and published by WCB/McGraw-Hill. This book was released on 1985 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The History of Mathematics: An Introduction," Sixth Edition, is written for the one- or two-semester math history course taken by juniors or seniors, and covers the history behind the topics typically covered in an undergraduate math curriculum or in elementary schools or high schools. Elegantly written in David Burton's imitable prose, this classic text provides rich historical context to the mathematics that undergrad math and math education majors encounter every day. Burton illuminates the people, stories, and social context behind mathematics'greatest historical advances while maintaining appropriate focus on the mathematical concepts themselves. Its wealth of information, mathematical and historical accuracy, and renowned presentation make The History of Mathematics: An Introduction, Sixth Edition a valuable resource that teachers and students will want as part of a permanent library.
Download or read book Semigroups of Linear Operators and Applications to Partial Differential Equations written by Amnon Pazy and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 289 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the characterization of generators of C0 semigroups was established in the 1940s, semigroups of linear operators and its neighboring areas have developed into an abstract theory that has become a necessary discipline in functional analysis and differential equations. This book presents that theory and its basic applications, and the last two chapters give a connected account of the applications to partial differential equations.
Download or read book Constructions of Strict Lyapunov Functions written by Michael Malisoff and published by Springer Science & Business Media. This book was released on 2009-06-13 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt: Converse Lyapunov function theory guarantees the existence of strict Lyapunov functions in many situations, but the functions it provides are often abstract and nonexplicit, and therefore may not lend themselves to engineering applications. Often, even when a system is known to be stable, one still needs explicit Lyapunov functions; however, once an appropriate strict Lyapunov function has been constructed, many robustness and stabilization problems can be solved through standard feedback designs or robustness arguments. Non-strict Lyapunov functions are often readily constructed. This book contains a broad repertoire of Lyapunov constructions for nonlinear systems, focusing on methods for transforming non-strict Lyapunov functions into strict ones. Their explicitness and simplicity make them suitable for feedback design, and for quantifying the effects of uncertainty. Readers will benefit from the authors’ mathematical rigor and unifying, design-oriented approach, as well as the numerous worked examples.
Download or read book Mathematical Methods for Physical and Analytical Chemistry written by David Z. Goodson and published by John Wiley & Sons. This book was released on 2011-11-14 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical Methods for Physical and Analytical Chemistry presents mathematical and statistical methods to students of chemistry at the intermediate, post-calculus level. The content includes a review of general calculus; a review of numerical techniques often omitted from calculus courses, such as cubic splines and Newton’s method; a detailed treatment of statistical methods for experimental data analysis; complex numbers; extrapolation; linear algebra; and differential equations. With numerous example problems and helpful anecdotes, this text gives chemistry students the mathematical knowledge they need to understand the analytical and physical chemistry professional literature.
Download or read book Compatible Spatial Discretizations written by Douglas N. Arnold and published by Springer Science & Business Media. This book was released on 2007-01-26 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: The IMA Hot Topics workshop on compatible spatialdiscretizations was held in 2004. This volume contains original contributions based on the material presented there. A unique feature is the inclusion of work that is representative of the recent developments in compatible discretizations across a wide spectrum of disciplines in computational science. Abstracts and presentation slides from the workshop can be accessed on the internet.
Download or read book Applied Stochastic Control of Jump Diffusions written by Bernt Øksendal and published by Springer Science & Business Media. This book was released on 2007-04-26 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications. Discussion includes the dynamic programming method and the maximum principle method, and their relationship. The text emphasises real-world applications, primarily in finance. Results are illustrated by examples, with end-of-chapter exercises including complete solutions. The 2nd edition adds a chapter on optimal control of stochastic partial differential equations driven by Lévy processes, and a new section on optimal stopping with delayed information. Basic knowledge of stochastic analysis, measure theory and partial differential equations is assumed.
Download or read book Sparse Solutions of Underdetermined Linear Systems and Their Applications written by Ming-Jun Lai and published by SIAM. This book was released on 2021-06-25 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents a special solution to underdetermined linear systems where the number of nonzero entries in the solution is very small compared to the total number of entries. This is called a sparse solution. Since underdetermined linear systems can be very different, the authors explain how to compute a sparse solution using many approaches. Sparse Solutions of Underdetermined Linear Systems and Their Applications contains 64 algorithms for finding sparse solutions of underdetermined linear systems and their applications for matrix completion, graph clustering, and phase retrieval and provides a detailed explanation of these algorithms including derivations and convergence analysis. Exercises for each chapter help readers understand the material. This textbook is appropriate for graduate students in math and applied math, computer science, statistics, data science, and engineering. Advisors and postdoctoral scholars will also find the book interesting and useful.
Download or read book Introduction to Unconstrained Optimization with R written by Shashi Kant Mishra and published by Springer Nature. This book was released on 2019-12-17 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses unconstrained optimization with R—a free, open-source computing environment, which works on several platforms, including Windows, Linux, and macOS. The book highlights methods such as the steepest descent method, Newton method, conjugate direction method, conjugate gradient methods, quasi-Newton methods, rank one correction formula, DFP method, BFGS method and their algorithms, convergence analysis, and proofs. Each method is accompanied by worked examples and R scripts. To help readers apply these methods in real-world situations, the book features a set of exercises at the end of each chapter. Primarily intended for graduate students of applied mathematics, operations research and statistics, it is also useful for students of mathematics, engineering, management, economics, and agriculture.
Download or read book Preparing for the Worst written by Hrishikesh (Rick) D. Vinod and published by John Wiley & Sons. This book was released on 2004-11-11 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: A timely approach to downside risk and its role in stock market investments When dealing with the topic of risk analysis, most books on investments treat downside and upside risk equally. Preparing for the Worst takes an entirely novel approach by focusing on downside risk and explaining how to incorporate it into investment decisions. Highlighting this asymmetry of the stock market, the authors describe how existing theories miss the downside and follow with explanations of how it can be included. Various techniques for calculating downside risk are demonstrated. This book presents the latest ideas in the field from the ground up, making the discussion accessible to mathematicians and statisticians interested in applications in finance, as well as to finance professionals who may not have a mathematical background. An invaluable resource for anyone wishing to explore the critical issues of finance, portfolio management, and securities pricing, this book: Incorporates Value at Risk into the theoretical discussion Uses many examples to illustrate downside risk in U.S., international, and emerging market investments Addresses downside risk arising from fraud and corruption Includes step-by-step instructions on how to implement the methods introduced in this book Offers advice on how to avoid pitfalls in calculations and computer programming Provides software use information and tips
Download or read book Advanced Dynamics written by Dan B. Marghitu and published by Springer Science & Business Media. This book was released on 2012-05-24 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advanced Dynamics: Analytical and Numerical Calculations with MATLAB provides a thorough, rigorous presentation of kinematics and dynamics while using MATLAB as an integrated tool to solve problems. Topics presented are explained thoroughly and directly,allowing fundamental principles to emerge through applications from areas such as multibody systems, robotics, spacecraft and design of complex mechanical devices. This book differs from others in that it uses symbolic MATLAB for both theory and applications. Special attention is given to solutions that are solved analytically and numerically using MATLAB. The illustrations and figures generated with MATLAB reinforce visual learning while an abundance of examples offer additional support.
Download or read book Micro and Nanobubbles written by Hideki Tsuge and published by CRC Press. This book was released on 2014-08-04 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Microbubbles and nanobubbles have several characteristics that are comparable with millimeter- and centimeter-sized bubbles. These characteristics are their small size, which results in large surface area and high bioactivity, low rising velocity, decreased friction drag, high internal pressure, large gas dissolution capacity, negatively charged surface, and ability to be crushed and form free radicals. Microbubbles and nanobubbles have found applications in a variety of fields such as engineering, agriculture, environment, food, and medicine. Microbubbles have been successfully used in aquacultures of oysters in Hiroshima, scallops in Hokkaido, and pearls in Mie Prefecture, Japan. This field has shown a strong potential for growth. This book comprehensively discusses microbubbles and nanobubbles and their application in aquaculture, environment, engineering, medicine, stock raising, agriculture, and marine industry. It presents their potential as a new technology that can be utilized globally.
Download or read book Matrix Theory and Linear Algebra written by Israel N. Herstein and published by . This book was released on 1989 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Food Texture and Viscosity Concept and Measurement written by Malcolm C. Bourne and published by Elsevier. This book was released on 2014-06-28 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: Food Science and Technology: A Series of Monographs: Food Texture and Viscosity: Concept and Measurement focuses on the texture and viscosity of food and how these properties are measured. The publication first elaborates on texture, viscosity, and food, body-texture interactions, and principles of objective texture measurement. Topics include area and volume measuring instruments, chemical analysis, multiple variable instruments, soothing effect of mastication, reasons for masticating food, rheology and texture, and the rate of compression between the teeth. The book then examines the practice of objective texture measurement and viscosity and consistency, including the general equation for viscosity, methods for measuring viscosity, factors affecting viscosity, tensile testers, distance measuring measurements, and shear testing. The manuscript takes a look at the selection of a suitable test procedure and sensory methods of texture and viscosity measurement. Discussions focus on nonoral methods of sensory measurement; correlations between subjective and objective measurements; variations on the texture profile technique; and importance of sensory evaluation. The publication is a vital source of information for food experts and researchers interested in food texture and viscosity.
Download or read book To Measure the Sky written by Frederick R. Chromey and published by Cambridge University Press. This book was released on 2010-05-27 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: With a lively yet rigorous and quantitative approach, this textbook introduces the fundamental topics in optical observational astronomy for undergraduates. It explains the theoretical foundations for observational practices and reviews essential physics to support students' mastery of the subject. Student understanding is strengthened through over 120 exercises and problems.
Download or read book Hemomath written by Antonio Fasano and published by Springer. This book was released on 2017-10-30 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book illustrates applications of mathematics to various processes (physiological or artificial) involving flowing blood, including hemorheology, microcirculation, coagulation, kidney filtration and dialysis, offering a historical overview of each topic. Mathematical models are used to simulate processes normally occurring in flowing blood and to predict the effects of dysfunctions (e.g. bleeding disorders, renal failure), as well as the effects of therapies with an eye to improving treatments. Most of the models have a completely new approach that makes patient-specific simulations possible. The book is mainly intended for mathematicians interested in medical applications, but it is also useful for clinicians such as hematologists, nephrologists, cardio-surgeons, and bioengineers. Some parts require no specific knowledge of mathematics. The book is a valuable addition to mathematics, medical, biology, and bioengineering libraries.