While the term Big Data is open to varying interpretation, it is quite clear that the Volume, Velocity, and Variety (3Vs) of data have impacted every aspect of computational science and its applications.
This book explains the importance of using the probability that the hypothesis is correct (PHC), an intuitive measure that anyone can understand, as an alternative to the p-value.
"e;Failure Rate Modeling for Reliability and Risk"e; focuses on reliability theory, and to the failure rate (hazard rate, force of mortality) modeling and its generalizations to systems operating in a random environment and to repairable systems.
This book presents the refereed proceedings of the 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held in Linz, Austria, and organized by the Johannes Kepler University Linz and the Austrian Academy of Sciences, in July 2022.
These lecture notes are woven around the subject of Burgers' turbulence/KPZ model of interface growth, a study of the nonlinear parabolic equation with random initial data.
Financial Mathematics for Actuarial Science: The Theory of Interest is concerned with the measurement of interest and the various ways interest affects what is often called the time value of money (TVM).
The primary intent of the book is to introduce an array of beautiful problems in a variety of subjects quickly, pithily and completely rigorously to graduate students and advanced undergraduates.
Neutrices and External Numbers: A Flexible Number System introduces a new model of orders of magnitude and of error analysis, with particular emphasis on behaviour under algebraic operations.
This book connects seminal work in affect research and moves forward to provide a developing perspective on affect as the "e;decisive variable"e; of the mathematics classroom.
This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations.
This monograph demonstrates a new approach to the classical mode decomposition problem through nonlinear regression models, which achieve near-machine precision in the recovery of the modes.
Nonlinear Dynamical Systems and Control presents and develops an extensive treatment of stability analysis and control design of nonlinear dynamical systems, with an emphasis on Lyapunov-based methods.
This book presents the foundation and validation of the Cosserat Plate Theory, numerical experiments of deformation and vibration, and the unique properties of the Cosserat plates.
This book collects peer-reviewed contributions on modern statistical methods and topics, stemming from the third workshop on Analytical Methods in Statistics, AMISTAT 2019, held in Liberec, Czech Republic, on September 16-19, 2019.
Illustrating the fascinating interplay between physics and mathematics, Groups, Representations and Physics, Second Edition provides a solid foundation in the theory of groups, particularly group representations.
One of the goals of the Journal of Elasticity: The Physical and Ma- ematical Science of Solids is to identify and to bring to the attention of the research community in the physical and mathematical sciences extensive expositions which contain creative ideas, new approaches and currentdevelopmentsinmodellingthebehaviourofmaterials.
This book constitutes the refereed proceedings of the 7th International Conference on Belief Functions, BELIEF 2022, held in Paris, France, in October 2022.
In recent years, the abundant advantages of quantum physics, quantum dots, quantum wires, quantum wells, and nanocrystals in various applications have attracted considerable scientific attention in the field of nonvolatile memory (NVM).
This comprehensive volume contains the state of the art on ODE's and PDE's of different nature, functional differential equations, delay equations, and others, mostly from the dynamical systems point of view.
Levy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists.
This book covers material ranging from classical hydrodynamic instability to contemporary research areas, including bluff body flow instability and mixed convection flows.
A comprehensive introduction to a wide variety of univariate and multivariate smoothing techniques for regression Smoothing and Regression: Approaches, Computation, and Application bridges the many gaps that exist among competing univariate and multivariate smoothing techniques.
This book introduces the theory, observes the algebraic and topological properties of complex algebraic curves, and shows how they are related to complex analysis.
Introductory Mathematical Analysis for Quantitative Finance is a textbook designed to enable students with little knowledge of mathematical analysis to fully engage with modern quantitative finance.
The 20th International Conference on Systems Engineering Research (CSER 2023) pushes the boundaries of systems engineering research and responds to new challenges for systems engineering.
General Fractional Derivatives: Theory, Methods and Applications provides knowledge of the special functions with respect to another function, and the integro-differential operators where the integrals are of the convolution type and exist the singular, weakly singular and nonsingular kernels, which exhibit the fractional derivatives, fractional integrals, general fractional derivatives, and general fractional integrals of the constant and variable order without and with respect to another function due to the appearance of the power-law and complex herbivores to figure out the modern developments in theoretical and applied science.
Published in 2002, the first edition of Geostatistical Reservoir Modeling brought the practice of petroleum geostatistics into a coherent framework, focusing on tools, techniques, examples, and guidance.
Although no-one is, probably, too enthused about the idea, it is a fact that the development of most empirical sciences to a great extend depends of the development of data analysis methods and techniques, which, due to the necessity of applications of computers for that pur- pose, actually means that it practically depends on the advancements and orientation of computational statistics.
This volume discusses the extended stochastic integral (ESI) (or Skorokhod-Hitsuda Integral) and its relation to the logarithmic derivative of differentiable measure along the vector or operator field.
