Applied mathematics

This compendium of essential formulae, definitions, tables and general information provides the mathematical information required by engineering students, technicians, scientists and professionals in day-to-day engineering practice.

Analytic Methods for Coagulation-Fragmentation Models is a two-volume set that provides a comprehensive exposition of the mathematical analysis of coagulation-fragmentation models.

For this printing of R.

This book uncovers stakes and possibilities offered by Computational Intelligence and Predictive Analytics to Medical Science.

This book introduces readers to both basic and advanced concepts in deep network models.

This volume is dedicated to modeling in fluid mechanics and is divided into four chapters, which contain a significant number of useful exercises with solutions.

Qualitative Estimates For Partial Differential Equations: An Introduction describes an approach to the use of partial differential equations (PDEs) arising in the modelling of physical phenomena.

The concept of "e;reformulation"e; has long been playing an important role in mathematical programming.

This book covers applications of fractional calculus used for medical and health science.

With the exponential growth of program trading in the global financial industry, quantum finance and its underlying technologies have become one of the hottest topics in the fintech community.

Intended for researchers, numerical analysts, and graduate students in various fields of applied mathematics, physics, mechanics, and engineering sciences, Applications of Lie Groups to Difference Equations is the first book to provide a systematic construction of invariant difference schemes for nonlinear differential equations.

The Conference covered a wide range of themes in various disciplines.

This book presents a selection of papers from the International Conference Geometrias'17, which was hosted by the Department of Architecture at the University of Coimbra from 16 to 18 June 2017.

The present textbook contains the recordsof a two-semester course on que- ing theory, including an introduction to matrix-analytic methods.

Now available in paperback for the first time; essential reading for all students of probability theory.

Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods.

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

Probability limit theorems in infinite-dimensional spaces give conditions un- der which convergence holds uniformly over an infinite class of sets or functions.

This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings.

This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures.

This introduction to the few-body problem progresses from two-body motion and classical planetary dynamics to modern numerical methods.

Optimum envelope-constrained filter design is concerned with time-domain synthesis of a filter such that its response to a specific input signal stays within prescribed upper and lower bounds, while minimizing the impact of input noise on the filter output or the impact of the shaped signal on other systems depending on the application.

In 1994 and 1998 F.

Number Theory and its Applications is a textbook for students pursuing mathematics as major in undergraduate and postgraduate courses.

Although transportation economists have advocated the tolling of urban streets as a mechanism for controlling congestion and managing travel demands for over 50 years, it is only recently that this idea has become practical.

The monograph applies sophisticated topological symmetry tools to biological applications of information theory, along with a Black-Scholes model invocation of the Data Rate Theorem which links information and control theories.

Differential geometry is an actively developing area of modern mathematics.

The object of queueing theory (or the theory of mass service) is the investigation of stochastic processes of a special form which are called queueing (or service) processes in this book.

Case Studies in Mathematical Modelling for Medical Devices: How Pulse Oximeters and Doppler Ultrasound Fetal Heart Rate Monitors Work focuses on two medical devices: pulse oximeters and Doppler ultrasound fetal heart rate monitors.

Fuzzy Logic is an analytical tool used in the modeling of those phenomena that fall outside the scope of exact sciences.

Abstract Algebra: A Gentle Introduction advantages a trend in mathematics textbook publishing towards smaller, less expensive and brief introductions to primary courses.

The main purpose of developing stability theory is to examine dynamic responses of a system to disturbances as the time approaches infinity.

(NOTES)This text focuses on the topics which are an essential part of the engineering mathematics course:ordinary differential equations, vector calculus, linear algebra and partial differential equations.

Industry relies heavily on the combustion process.

Developed by the late metallurgy professor and master experimentalist Hubert I.

Across the Board is the definitive work on chessboard problems.

This volume presents a selection of papers presented at the 11th International Conference on Numerical Geometry, Grid Generation, and Scientific Computing held December 12-14, 2022 in memory of Sergei Alexandrovich Ivanenko.

This volume includes both rigorous asymptotic results on the inevitability of random knotting and linking, and Monte Carlo simulations of knot probability at small lengths.

This book analyses and discusses bonds and bond portfolios.

Updated look at financial modeling and Monte Carlo simulation with software by Oracle Crystal Ball This revised and updated edition of the bestselling book on financial modeling provides the tools and techniques needed to perform spreadsheet simulation.

This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series.