This book includes a review of mathematical tools like modelling, analysis of stochastic processes, calculus of variations and stochastic differential equations which are applied to solve financial problems like modern portfolio theory and option pricing.
Theoretical advances in dynamical-systems theory and their applications to pattern-forming processes in the sciences and engineering are discussed in this volume that resulted from the conference Patterns in Dynamics held in honor of Bernold Fiedler, in Berlin, July 25-29, 2016.
This book uses Ludwig Wittgenstein's philosophical methodology to solve a problem that has perplexed thinkers for thousands of years: 'how come (abstract) mathematics applies so wonderfully well to the (concrete, physical) world?
This book provides a handy, unified introduction to the theory of compact extended formulations of exponential-size integer linear programming (ILP) models.
Collecting together contributed lectures and mini-courses, this book details the research presented in a special semester titled "e;Geometric mechanics - variational and stochastic methods"e; run in the first half of 2015 at the Centre Interfacultaire Bernoulli (CIB) of the Ecole Polytechnique Federale de Lausanne.
This book addresses a modern topic in reliability: multi-state and continuous-state system reliability, which has been intensively developed in recent years.
Providing an introduction to current research topics in functional analysis and its applications to quantum physics, this book presents three lectures surveying recent progress and open problems.
This book removes the mystery and pressure from calculations by equipping readers with the tools they need to understand calculations and how they work.
This book addresses mathematics in a wide variety of applications, ranging from problems in electronics, energy and the environment, to mechanics and mechatronics.
This book establishes a unified framework for dealing with typical engineering complications arising in modern, complex, large-scale networks such as parameter uncertainties, missing measurement and cyber-attack.
This book addresses mathematics in a wide variety of applications, ranging from problems in electronics, energy and the environment, to mechanics and mechatronics.
The contributions gathered here provide an overview of current research projects and selected software products of the Fraunhofer Institute for Algorithms and Scientific Computing SCAI.
This textbook, now in its second edition, provides a broad introduction to the theory and practice of both continuous and discrete dynamical systems with the aid of the Mathematica software suite.
This book constitutes the refereed proceedings of the 24th International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 2017, held in Newcastle-upon-Tyne UK, in July 2017.
This book provides an advanced guide to correlation modelling for credit portfolios, providing both theoretical underpinnings and practical implementation guidance.
Presenting some recent results on the construction and the moments of Levy-type processes, the focus of this volume is on a new existence theorem, which is proved using a parametrix construction.
This book both analyzes and synthesizes new cutting-edge theories and methods for future design implementations in smart cities through interdisciplinary synergizing of architecture, technology, and the Internet of Things (IoT).
This book presents a concise introduction to piecewise deterministic Markov processes (PDMPs), with particular emphasis on their applications to biological models.
This Festschrift contains numerous colorful and eclectic essays from well-known mathematicians, philosophers, logicians, and linguists celebrating the 90th birthday of Reuben Hersh.
The monograph compares two approaches that describe the statistical stability phenomenon - one proposed by the probability theory that ignores violations of statistical stability and another proposed by the theory of hyper-random phenomena that takes these violations into account.
Focusing on applications to science and engineering, this book presents the results of the ITN-FP7 SADCO network's innovative research in optimization and control in the following interconnected topics: optimality conditions in optimal control, dynamic programming approaches to optimal feedback synthesis and reachability analysis, and computational developments in model predictive control.
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.
Inspired by the Research Collaboration Workshop for Women in Mathematical Biology, this volume contains research and review articles that cover topics ranging from models of animal movement to the flow of blood cells in the embryonic heart.
Written by leading experts in an emerging field, this book offers a unique view of the theory of stochastic partial differential equations, with lectures on the stationary KPZ equation, fully nonlinear SPDEs, and random data wave equations.
This book describes the derivation of the equations of motion of fluids as well as the dynamics of ocean and atmospheric currents on both large and small scales through the use of variational methods.
The articles in this collection are a sampling of some of the research presented during the conference "e;Stochastic Analysis and Related Topics"e;, held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Banuelos.