Numerical Analysis and Mathematical Modelling PDF Download

Author: Jan Krzysztof Kowalski
Publisher:
ISBN:
Category : Mathematical models
Languages : en
Pages : 312

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Author:
Publisher: Elsevier
ISBN: 0080931006
Category : Mathematics
Languages : en
Pages : 684

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Book Description
Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains. Coverage of all aspects of quantitative finance including models, computational methods and applications Provides an overview of new ideas and results Contributors are leaders of the field

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: WILLIAM P.. WEST FOX (RICHARD D.)
Publisher:
ISBN: 9781032697239
Category : Mathematics
Languages : en
Pages : 0

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Book Description
What sets this book apart is the modeling aspects utilizing numerical analysis (methods) to obtain solutions. The authors cover the basic numerical analysis methods first with simple examples to illustrate the techniques and discuss possible errors. The modeling prospective reveals the practical relevance of the numerical methods in context to real world problems. At the core of this text are the real-world modeling projects. Chapters are introduced and techniques are discussed with common examples. A modeling scenario is introduced that will be solved with these techniques later in the chapter. Often the modeling problems require more than one previously covered technique presented in the book. Fundamental exercises to practice the techniques are included. Multiple modeling scenarios per numerical methods illustrate the applications of the techniques introduced. Each chapter has several modeling examples that are solved by the methods described within the chapter. The use of technology is instrumental in numerical analysis and numerical methods. In our text, we illustrate MAPLE, EXCEL, R, and Python. Our goal is not to teach technology but illustrate its power and limitations to perform algorithms and reach conclusions. This book fulfills a need in the education of all students who plan to use technology to solve problems whether using physical models or true creative mathematical modeling, like discrete dynamical systems.

Author: Harendra Singh
Publisher: CRC Press
ISBN: 1000381110
Category : Mathematics
Languages : en
Pages : 245

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Book Description
Mathematical models are used to convert real-life problems using mathematical concepts and language. These models are governed by differential equations whose solutions make it easy to understand real-life problems and can be applied to engineering and science disciplines. This book presents numerical methods for solving various mathematical models. This book offers real-life applications, includes research problems on numerical treatment, and shows how to develop the numerical methods for solving problems. The book also covers theory and applications in engineering and science. Engineers, mathematicians, scientists, and researchers working on real-life mathematical problems will find this book useful.

Author: Alfio Quarteroni
Publisher: Springer Nature
ISBN: 3030445410
Category : Mathematics
Languages : en
Pages : 238

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Book Description
In this book we describe the magic world of mathematical models: starting from real-life problems, we formulate them in terms of equations, transform equations into algorithms and algorithms into programs to be executed on computers. A broad variety of examples and exercises illustrate that properly designed models can, e.g.: predict the way the number of dolphins in the Aeolian Sea will change as food availability and fishing activity vary; describe the blood flow in a capillary network; calculate the PageRank of websites. This book also includes a chapter with an elementary introduction to Octave, an open-source programming language widely used in the scientific community. Octave functions and scripts for dealing with the problems presented in the text can be downloaded from https://paola-gervasio.unibs.it/quarteroni-gervasio This book is addressed to any student interested in learning how to construct and apply mathematical models.

Author: Ivo Babuska
Publisher: Springer Science & Business Media
ISBN: 3642562884
Category : Computers
Languages : en
Pages : 306

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Book Description
The first international symposium on mathematical foundations of the finite element method was held at the University of Maryland in 1973. During the last three decades there has been great progress in the theory and practice of solving partial differential equations, and research has extended in various directions. Full-scale nonlinear problems have come within the range of nu merical simulation. The importance of mathematical modeling and analysis in science and engineering is steadily increasing. In addition, new possibili ties of analysing the reliability of computations have appeared. Many other developments have occurred: these are only the most noteworthy. This book is the record of the proceedings of the International Sympo sium on Mathematical Modeling and Numerical Simulation in Continuum Mechanics, held in Yamaguchi, Japan from 29 September to 3 October 2000. The topics covered by the symposium ranged from solids to fluids, and in cluded both mathematical and computational analysis of phenomena and algorithms. Twenty-one invited talks were delivered at the symposium. This volume includes almost all of them, and expresses aspects of the progress mentioned above. All the papers were individually refereed. We hope that this volume will be a stepping-stone for further developments in this field.

Author: Roland Glowinski
Publisher: Springer Science & Business Media
ISBN: 1402087586
Category : Science
Languages : en
Pages : 294

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For more than 250 years partial di?erential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at ?rst and then those originating from - man activity and technological development. Mechanics, physics and their engineering applications were the ?rst to bene?t from the impact of partial di?erential equations on modeling and design, but a little less than a century ago the Schr ̈ odinger equation was the key opening the door to the application of partial di?erential equations to quantum chemistry, for small atomic and molecular systems at ?rst, but then for systems of fast growing complexity. The place of partial di?erential equations in mathematics is a very particular one: initially, the partial di?erential equations modeling natural phenomena were derived by combining calculus with physical reasoning in order to - press conservation laws and principles in partial di?erential equation form, leading to the wave equation, the heat equation, the equations of elasticity, the Euler and Navier–Stokes equations for ?uids, the Maxwell equations of electro-magnetics, etc. It is in order to solve ‘constructively’ the heat equation that Fourier developed the series bearing his name in the early 19th century; Fourier series (and later integrals) have played (and still play) a fundamental roleinbothpureandappliedmathematics,includingmanyareasquiteremote from partial di?erential equations. On the other hand, several areas of mathematics such as di?erential ge- etry have bene?ted from their interactions with partial di?erential equations.

Author: Victor S. Ryaben'kii
Publisher: CRC Press
ISBN: 1000738280
Category : Mathematics
Languages : en
Pages : 564

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Book Description
A Theoretical Introduction to Numerical Analysis presents the general methodology and principles of numerical analysis, illustrating these concepts using numerical methods from real analysis, linear algebra, and differential equations. The book focuses on how to efficiently represent mathematical models for computer-based study. An access

Author: Roderick Melnik
Publisher: John Wiley & Sons
ISBN: 111885411X
Category : Mathematics
Languages : en
Pages : 336

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Book Description
Illustrates the application of mathematical and computational modeling in a variety of disciplines With an emphasis on the interdisciplinary nature of mathematical and computational modeling, Mathematical and Computational Modeling: With Applications in the Natural and Social Sciences, Engineering, and the Arts features chapters written by well-known, international experts in these fields and presents readers with a host of state-of-the-art achievements in the development of mathematical modeling and computational experiment methodology. The book is a valuable guide to the methods, ideas, and tools of applied and computational mathematics as they apply to other disciplines such as the natural and social sciences, engineering, and technology. Mathematical and Computational Modeling: With Applications in the Natural and Social Sciences, Engineering, and the Arts also features: Rigorous mathematical procedures and applications as the driving force behind mathematical innovation and discovery Numerous examples from a wide range of disciplines to emphasize the multidisciplinary application and universality of applied mathematics and mathematical modeling Original results on both fundamental theoretical and applied developments in diverse areas of human knowledge Discussions that promote interdisciplinary interactions between mathematicians, scientists, and engineers Mathematical and Computational Modeling: With Applications in the Natural and Social Sciences, Engineering, and the Arts is an ideal resource for professionals in various areas of mathematical and statistical sciences, modeling and simulation, physics, computer science, engineering, biology and chemistry, industrial, and computational engineering. The book also serves as an excellent textbook for graduate courses in mathematical modeling, applied mathematics, numerical methods, operations research, and optimization.