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Numerical Analysis and Optimization

Numerical Analysis and Optimization PDF Author: Grégoire Allaire
Publisher: OUP Oxford
ISBN: 0191525529
Category : Mathematics
Languages : en
Pages : 472

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.

Numerical Analysis and Optimization

Numerical Analysis and Optimization PDF Author: Grégoire Allaire
Publisher: OUP Oxford
ISBN: 0191525529
Category : Mathematics
Languages : en
Pages : 472

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.

Mathematical Modelling and Numerical Methods in Finance

Mathematical Modelling and Numerical Methods in Finance PDF Author:
Publisher: Elsevier
ISBN: 0080931006
Category : Mathematics
Languages : en
Pages : 684

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

Numerical Analysis and Optimization

Numerical Analysis and Optimization PDF Author: Grégoire Allaire
Publisher: Oxford University Press
ISBN: 0199205213
Category : Mathematics
Languages : en
Pages : 472

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.

Numerical Methods in Finance

Numerical Methods in Finance PDF Author: L. C. G. Rogers
Publisher: Cambridge University Press
ISBN: 9780521573542
Category : Business & Economics
Languages : en
Pages : 348

Book Description
Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis.

Advanced Numerical Methods for Differential Equations

Advanced Numerical Methods for Differential Equations PDF Author: Harendra Singh
Publisher: CRC Press
ISBN: 1000381080
Category : Mathematics
Languages : en
Pages : 336

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.

The Nature of Mathematical Modeling

The Nature of Mathematical Modeling PDF Author: Neil A. Gershenfeld
Publisher: Cambridge University Press
ISBN: 9780521570954
Category : Science
Languages : en
Pages : 268

Book Description
This is a book about the nature of mathematical modeling, and about the kinds of techniques that are useful for modeling. The text is in four sections. The first covers exact and approximate analytical techniques; the second, numerical methods; the third, model inference based on observations; and the last, the special role of time in modeling. Each of the topics in the book would be the worthy subject of a dedicated text, but only by presenting the material in this way is it possible to make so much material accessible to so many people. Each chapter presents a concise summary of the core results in an area. The text is complemented by extensive worked problems.

Numerical Methods and Analysis with Mathematical Modelling

Numerical Methods and Analysis with Mathematical Modelling PDF Author: WILLIAM P.. WEST FOX (RICHARD D.)
Publisher:
ISBN: 9781032697239
Category : Mathematics
Languages : en
Pages : 0

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.

Mathematical Modeling and Numerical Techniques in Drying Technology

Mathematical Modeling and Numerical Techniques in Drying Technology PDF Author: Ian Turner
Publisher: CRC Press
ISBN: 148229219X
Category : Science
Languages : en
Pages : 696

Book Description
Offers information necessary for the development of mathematical models and numerical techniques to solve specific drying problems. The book addresses difficult issues involved with the drying equations of numerical analysis, including mesh generation, discretinization strategies, the nonlinear equation set and the linearized algebraic system, convergance criteria, time step control, experimental validation, optimum methods of visualization results, and more.

Mathematical Research in Materials Science

Mathematical Research in Materials Science PDF Author: National Research Council
Publisher: National Academies Press
ISBN: 030904930X
Category : Technology & Engineering
Languages : en
Pages : 142

Book Description
This book describes fruitful past collaborations between the mathematical and materials sciences and indicates future challenges. It seeks both to encourage mathematical sciences research that will complement vital research in materials science and to raise awareness of the value of quantitative methods. The volume encourages both communities to increase cross-disciplinary collaborations, emphasizing that each has much to gain from such an increase, and it presents recommendations for facilitating such work. This book is written for both mathematical and materials science researchers interested in advancing research at this interface; for federal and state agency representatives interested in encouraging such collaborations; and for anyone wanting information on how such cross-disciplinary, collaborative efforts can be accomplished successfully.

Mathematical and Numerical Modelling in Electrical Engineering Theory and Applications

Mathematical and Numerical Modelling in Electrical Engineering Theory and Applications PDF Author: Michal Krízek
Publisher: Springer Science & Business Media
ISBN: 9401586721
Category : Mathematics
Languages : en
Pages : 311

Book Description
Mathematical modeling plays an essential role in science and engineering. Costly and time consuming experiments (if they can be done at all) are replaced by computational analysis. In industry, commercial codes are widely used. They are flexible and can be adjusted for solving specific problems of interest. Solving large problems with tens or hundreds of thousands unknowns becomes routine. The aim of analysis is to predict the behavior of the engineering and physical reality usually within the constraints of cost and time. Today, human cost and time are more important than computer cost. This trend will continue in the future. Agreement between computational results and reality is related to two factors, namely mathematical formulation of the problems and the accuracy of the numerical solution. The accuracy has to be understood in the context of the aim of the analysis. A small error in an inappropriate norm does not necessarily mean that the computed results are usable for practical purposes.