Applied mathematics

This book constructs a rigorous framework for analysing selected phenomena in evolutionary theory of populations arising due to the combined effects of migration, selection and mutation in a spatial stochastic population model, namely the evolution towards fitter and fitter types through punctuated equilibria.

The book is a primer of the theory of Ordinary Differential Equations.

In addition to linear perspective, complex numbers and probability were notable discoveries of the Renaissance.

This monograph addresses the state of the art of reduced order methods for modeling and computational reduction of complex parametrized systems, governed by ordinary and/or partial differential equations, with a special emphasis on real time computing techniques and applications in computational mechanics, bioengineering and computer graphics.

The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical finance.

This book addresses new questions related to the asymptotic description of converging energies from the standpoint of local minimization and variational evolution.

The book contains a selection of high quality papers, chosen among the best presentations during the International Conference on Spectral and High-Order Methods (2012), and provides an overview of the depth and breath of the activities within this important research area.

This monograph provides a self-contained and easy-to-read introduction to non-commutative multiple-valued logic algebras; a subject which has attracted much interest in the past few years because of its impact on information science, artificial intelligence and other subjects.

This volume addresses some of the research areas in the general field of stability studies for differential equations, with emphasis on issues of concern for numerical studies.

This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths.

Imagine mathematics, imagine with the help of mathematics, imagine new worlds, new geometries, new forms.

The model investigated in this work, a particular cellular automaton with stochastic evolution, was introduced as the simplest case of self-organized-criticality, that is, a dynamical system which shows algebraic long-range correlations without any tuning of parameters.

The goal of this book is to expose the reader to the indispensable role that mathematics plays in modern physics.

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Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the last few decades.

This authored monograph presents the use of dynamic spatiotemporal modeling tools for the identification of complex underlying processes in conflict, such as diffusion, relocation, heterogeneous escalation, and volatility.

Traditional procedures in the statistical forecasting of time series, which are proved to be optimal under the hypothetical model, are often not robust under relatively small distortions (misspecification, outliers, missing values, etc.

This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval.

This book presents an extensive analysis of the dynamics of discrete and distributed baroclinic vortices in a multi-layer fluid that characterizes the main features of the large and mesoscales dynamics of the atmosphere and the ocean.

This thesis presents a new method for following evolving interactions between coupled oscillatory systems of the kind that abound in nature.

This research monograph provides an introduction to tractable multidimensional diffusion models, where transition densities, Laplace transforms, Fourier transforms, fundamental solutions or functionals can be obtained in explicit form.

The book collects over 120 exercises on different subjects of Mathematical Finance, including Option Pricing, Risk Theory, and Interest Rate Models.

The aim of the book is to present for non-specialist researchers as well as for experts a comprehensive overview of the background, key ideas, basic methods, implementation details and a selection of solutions offered by a novel technology for the optimisation of the location of dangerous offshore activities in terms of environmental criteria, as developed in the course of the BalticWay project.

The current volume presents four chapters touching on some of the most important and modern areas of research in Mathematical Finance: asset price bubbles (by Philip Protter); energy markets (by Fred Espen Benth); investment under transaction costs (by Paolo Guasoni and Johannes Muhle-Karbe); and numerical methods for solving stochastic equations (by Dan Crisan, K.

This book introduces the theory of stochastic processes with applications taken from physics and finance.

The series of advanced courses initiated in Seminaire de Probabilites XXXIII continues with a course by Ivan Nourdin on Gaussian approximations using Malliavin calculus.

The book consists of 29 extended chapters which have been selected and invited from the submissions to the 1st International Conference on Computer Science, Applied Mathematics and Applications (ICCSAMA 2013) held on 9-10 May, 2013 in Warsaw, Poland.

The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators.

This text sheds light on how mathematical models and computing can help understanding and prediction of complicated physical processes; how communication networks should be designed and implemented to meet the increasingly challenging requirements from users; and how modern engineering principles can lead to better and more robust software systems.

Every age and every culture has relied on the incorporation of mathematics in their works of architecture to imbue the built environment with meaning and order.

Every age and every culture has relied on the incorporation of mathematics in their works of architecture to imbue the built environment with meaning and order.

The two main themes of this book, logic and complexity, are both essential for understanding the main problems about the foundations of mathematics.

The main interest of this research has been in understanding and characterizing large networks of human interactions as continuously changing objects.

Stability conditions for functional differential equations can be obtained using Lyapunov functionals.

This book is an introduction into stochastic processes for physicists, biologists and financial analysts.

In the history of mathematics there are many situations in which cal- lations were performed incorrectly for important practical applications.

Nonstandard Analysis enhances mathematical reasoning by introducing new ways of expression and deduction.

Soils and rocks are among the most variable of all engineering materials, and as such are highly amenable to a probabilistic treatment.

Algorithmic composition - composing by means of formalizable methods - has a century old tradition not only in occidental music history.

Although nonlinear waves occur in nearly all branches of physics and engi- neering, there is an amazing degree of agreement about the fundamental con- cepts and the basic paradigms.

This monograph presents the geoscientific context arising in decorrelative geomagnetic exploration.

The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process.

This valuable source for graduate students and researchers provides a comprehensive introduction to current theories and applications in optimization methods and network models.

This book examines application and methods to incorporating stochastic parameter variations into the optimization process to decrease expense in corrective measures.

This book provides readers with a comprehensive and recent exposition in deep learning and its multidisciplinary applications, with a concentration on advances of deep learning architectures.

This book explores the rise of theoretical physics in 19th century Germany.

This book develops a quantitative stock market investment methodology using financial indicators that beats the benchmark of S&P500 index.

An Introduction to Probability and Statistical Inference, Third Edition, guides the reader through probability models and statistical methods to develop critical-thinking skills.