Analysis, Modelling, Optimization, and Numerical Techniques PDF Download

Author: Gerard Olivar Tost
Publisher: Springer
ISBN: 3319125834
Category : Mathematics
Languages : en
Pages : 371

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Book Description
This book highlights recent compelling research results and trends in various aspects of contemporary mathematics, emphasizing applicabilitions to real-world situations. The chapters present exciting new findings and developments in situations where mathematical rigor is combined with common sense. A multi-disciplinary approach, both within each chapter and in the volume as a whole, leads to practical insights that may result in a more synthetic understanding of specific global issues as well as their possible solutions. The volume will be of interest not only to experts in mathematics, but also to graduate students, scientists, and practitioners from other fields including physics, biology, geology, management, and medicine.

Author: Grégoire Allaire
Publisher: OUP Oxford
ISBN: 0191525529
Category : Mathematics
Languages : en
Pages : 472

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Book Description
This text, based on the author's teaching at École Polytechnique, introduces the reader to the world of mathematical modelling and numerical simulation. Covering the finite difference method; variational formulation of elliptic problems; Sobolev spaces; elliptical problems; the finite element method; Eigenvalue problems; evolution problems; optimality conditions and algorithms and methods of operational research, and including a several exercises throughout, this is an ideal text for advanced undergraduate students and graduates in applied mathematics, engineering, computer science, and the physical sciences.

Author: Emmanuel Laporte
Publisher: Springer Science & Business Media
ISBN: 1461200695
Category : Technology & Engineering
Languages : en
Pages : 202

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Book Description
Sensitivity analysis and optimal shape design are key issues in engineering that have been affected by advances in numerical tools currently available. This book, and its supplementary online files, presents basic optimization techniques that can be used to compute the sensitivity of a given design to local change, or to improve its performance by local optimization of these data. The relevance and scope of these techniques have improved dramatically in recent years because of progress in discretization strategies, optimization algorithms, automatic differentiation, software availability, and the power of personal computers. Numerical Methods in Sensitivity Analysis and Shape Optimization will be of interest to graduate students involved in mathematical modeling and simulation, as well as engineers and researchers in applied mathematics looking for an up-to-date introduction to optimization techniques, sensitivity analysis, and optimal design.

Author: Mehiddin Al-Baali
Publisher: Springer Nature
ISBN: 3030720403
Category : Mathematics
Languages : en
Pages : 307

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Book Description
This book gathers selected, peer-reviewed contributions presented at the Fifth International Conference on Numerical Analysis and Optimization (NAO-V), which was held at Sultan Qaboos University, Oman, on January 6-9, 2020. Each chapter reports on developments in key fields, such as numerical analysis, numerical optimization, numerical linear algebra, numerical differential equations, optimal control, approximation theory, applied mathematics, derivative-free optimization methods, programming models, and challenging applications that frequently arise in statistics, econometrics, finance, physics, medicine, biology, engineering and industry. Many real-world, complex problems can be formulated as optimization tasks, and can be characterized further as large scale, unconstrained, constrained, non-convex, nondifferentiable or discontinuous, and therefore require adequate computational methods, algorithms and software tools. These same tools are often employed by researchers working in current IT hot topics, such as big data, optimization and other complex numerical algorithms in the cloud, devising special techniques for supercomputing systems. This interdisciplinary view permeates the work included in this volume. The NAO conference series is held every three years at Sultan Qaboos University, with the aim of bringing together a group of international experts and presenting novel and advanced applications to facilitate interdisciplinary studies among pure scientific and applied knowledge. It is a venue where prominent scientists gather to share innovative ideas and know-how relating to new scientific methodologies, to promote scientific exchange, to discuss possible future cooperations, and to promote the mobility of local and young researchers.

Author: Manfred Gilli
Publisher: Academic Press
ISBN: 0128150653
Category :
Languages : en
Pages : 638

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Book Description
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

Author: Grégoire Allaire
Publisher: Oxford University Press
ISBN: 0199205213
Category : Mathematics
Languages : en
Pages : 472

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Book Description
This work familiarises students with mathematical models (PDEs) and methods of numerical solution and optimisation. Including numerous exercises and examples, this is an ideal text for advanced students in Applied Mathematics, Engineering, Physical Science and Computer Science.

Author: Jorge Nocedal
Publisher: Springer Science & Business Media
ISBN: 0387400656
Category : Mathematics
Languages : en
Pages : 664

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Book Description
Optimization is an important tool used in decision science and for the analysis of physical systems used in engineering. One can trace its roots to the Calculus of Variations and the work of Euler and Lagrange. This natural and reasonable approach to mathematical programming covers numerical methods for finite-dimensional optimization problems. It begins with very simple ideas progressing through more complicated concepts, concentrating on methods for both unconstrained and constrained optimization.

Author: William P. Fox
Publisher: CRC Press
ISBN: 1000196968
Category : Mathematics
Languages : en
Pages : 306

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Book Description
Optimization is the act of obtaining the "best" result under given circumstances. In design, construction, and maintenance of any engineering system, engineers must make technological and managerial decisions to minimize either the effort or cost required or to maximize benefits. There is no single method available for solving all optimization problems efficiently. Several optimization methods have been developed for different types of problems. The optimum-seeking methods are mathematical programming techniques (specifically, nonlinear programming techniques). Nonlinear Optimization: Models and Applications presents the concepts in several ways to foster understanding. Geometric interpretation: is used to re-enforce the concepts and to foster understanding of the mathematical procedures. The student sees that many problems can be analyzed, and approximate solutions found before analytical solutions techniques are applied. Numerical approximations: early on, the student is exposed to numerical techniques. These numerical procedures are algorithmic and iterative. Worksheets are provided in Excel, MATLAB®, and MapleTM to facilitate the procedure. Algorithms: all algorithms are provided with a step-by-step format. Examples follow the summary to illustrate its use and application. Nonlinear Optimization: Models and Applications: Emphasizes process and interpretation throughout Presents a general classification of optimization problems Addresses situations that lead to models illustrating many types of optimization problems Emphasizes model formulations Addresses a special class of problems that can be solved using only elementary calculus Emphasizes model solution and model sensitivity analysis About the author: William P. Fox is an emeritus professor in the Department of Defense Analysis at the Naval Postgraduate School. He received his Ph.D. at Clemson University and has taught at the United States Military Academy and at Francis Marion University where he was the chair of mathematics. He has written many publications, including over 20 books and over 150 journal articles. Currently, he is an adjunct professor in the Department of Mathematics at the College of William and Mary. He is the emeritus director of both the High School Mathematical Contest in Modeling and the Mathematical Contest in Modeling.

Author: John R. Hauser
Publisher: Springer Science & Business Media
ISBN: 1402099207
Category : Technology & Engineering
Languages : en
Pages : 1013

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Book Description
There are many books on the use of numerical methods for solving engineering problems and for modeling of engineering artifacts. In addition there are many styles of such presentations ranging from books with a major emphasis on theory to books with an emphasis on applications. The purpose of this book is hopefully to present a somewhat different approach to the use of numerical methods for - gineering applications. Engineering models are in general nonlinear models where the response of some appropriate engineering variable depends in a nonlinear manner on the - plication of some independent parameter. It is certainly true that for many types of engineering models it is sufficient to approximate the real physical world by some linear model. However, when engineering environments are pushed to - treme conditions, nonlinear effects are always encountered. It is also such - treme conditions that are of major importance in determining the reliability or failure limits of engineering systems. Hence it is essential than engineers have a toolbox of modeling techniques that can be used to model nonlinear engineering systems. Such a set of basic numerical methods is the topic of this book. For each subject area treated, nonlinear models are incorporated into the discussion from the very beginning and linear models are simply treated as special cases of more general nonlinear models. This is a basic and fundamental difference in this book from most books on numerical methods.

Author: Pammy Manchanda
Publisher: Springer Nature
ISBN: 981150928X
Category : Mathematics
Languages : en
Pages : 431

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Book Description
This book discusses a variety of topics related to industrial and applied mathematics, focusing on wavelet theory, sampling theorems, inverse problems and their applications, partial differential equations as a model of real-world problems, computational linguistics, mathematical models and methods for meteorology, earth systems, environmental and medical science, and the oil industry. It features papers presented at the International Conference in Conjunction with 14th Biennial Conference of ISIAM, held at Guru Nanak Dev University, Amritsar, India, on 2–4 February 2018. The conference has emerged as an influential forum, bringing together prominent academic scientists, experts from industry, and researchers. The topics discussed include Schrodinger operators, quantum kinetic equations and their application, extensions of fractional integral transforms, electrical impedance tomography, diffuse optical tomography, Galerkin method by using wavelets, a Cauchy problem associated with Korteweg–de Vries equation, and entropy solution for scalar conservation laws. This book motivates and inspires young researchers in the fields of industrial and applied mathematics.