Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals.
This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance.
Classroom-tested, Advanced Mathematical Methods in Science and Engineering, Second Edition presents methods of applied mathematics that are particularly suited to address physical problems in science and engineering.
This book is a comprehensive survey of the current state of knowledge about the dynamics and gravitational properties of cosmic strings treated in the idealized classical approximation as line singularities described by the Nambu-Goto action.
The Green function has played a key role in the analytical approach that in recent years has led to important developments in the study of stochastic processes with jumps.
Although many books have been written on computational fluid dynamics (CFD) and many written on combustion, most contain very limited coverage of the combination of CFD and industrial combustion.
A Practical Guide to Geometric Regulation for Distributed Parameter Systems provides an introduction to geometric control design methodologies for asymptotic tracking and disturbance rejection of infinite-dimensional systems.
This Research Note addresses several pivotal problems in spectral theory and nonlinear functional analysis in connection with the analysis of the structure set of zeroes of a general class of nonlinear operators.
Covering both theory and progressive experiments, Quantum Computing: From Linear Algebra to Physical Realizations explains how and why superposition and entanglement provide the enormous computational power in quantum computing.
The mystique of biologically inspired (or bioinspired) paradigms is their ability to describe and solve complex relationships from intrinsically very simple initial conditions and with little or no knowledge of the search space.
Methods Used to Solve Discrete Math ProblemsInteresting examples highlight the interdisciplinary nature of this areaPearls of Discrete Mathematics presents methods for solving counting problems and other types of problems that involve discrete structures.
Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment in decision making.
Extremality results proved in this Monograph for an abstract operator equation provide the theoretical framework for developing new methods that allow the treatment of a variety of discontinuous initial and boundary value problems for both ordinary and partial differential equations, in explicit and implicit forms.
A monotone iterative technique is used to obtain monotone approximate solutions that converge to the solution of nonlinear problems of partial differential equations of elliptic, parabolic and hyperbolic type.
Mathematical Techniques for Wave Interaction with Flexible Structures is a thoughtful compilation of the various mathematical techniques used to deal with wave structure interaction problems.
"e;This book concerns matter that is intrinsically difficult: convex optimization, complementarity and duality, nonsmooth analysis, linear and nonlinear programming, etc.
Although the theory of well-posed Cauchy problems is reasonably understood, ill-posed problems-involved in a numerous mathematical models in physics, engineering, and finance- can be approached in a variety of ways.
Background modeling and foreground detection are important steps in video processing used to detect robustly moving objects in challenging environments.
This volume records the proceedings of an international conference that explored recent developments and the interaction between mathematical theory and physical phenomena.
Incorporating substantial developments from the last thirty years into one resource, Asymptotics and Borel Summability provides a self-contained introduction to asymptotic analysis with special emphasis on topics not covered in traditional asymptotics books.
The application of quantum mechanics to many-particle systems has been an active area of research in recent years as researchers have looked for ways to tackle difficult problems in this area.
Unravels Complex Problems through Quantum Monte Carlo MethodsClusters hold the key to our understanding of intermolecular forces and how these affect the physical properties of bulk condensed matter.
Modern Tools to Perform Numerical DifferentiationThe original direct differential quadrature (DQ) method has been known to fail for problems with strong nonlinearity and material discontinuity as well as for problems involving singularity, irregularity, and multiple scales.
A Guide to the Evaluation of IntegralsSpecial Integrals of Gradshetyn and Ryzhik: the Proofs provides self-contained proofs of a variety of entries in the frequently used table of integrals by I.
Fuzzy social choice theory is useful for modeling the uncertainty and imprecision prevalent in social life yet it has been scarcely applied and studied in the social sciences.
Path Integrals in Physics: Volume I, Stochastic Processes and Quantum Mechanics presents the fundamentals of path integrals, both the Wiener and Feynman type, and their many applications in physics.
Instant Notes in Mathematics and Statistics for Life Scientists is aimed at undergraduate life science students who need to improve or brush-up their mathematical and statistical skills to a level which will make the quantitative components of most undergraduate biological courses accessible.
Intrinsically noncommutative spaces today are considered from the perspective of several branches of modern physics, including quantum gravity, string theory, and statistical physics.
Filled with practical examples, Quasilinear Hyperbolic Systems, Compressible Flows, and Waves presents a self-contained discussion of quasilinear hyperbolic equations and systems with applications.
This book is among the first to present the mathematical models most commonly used to solve optimal execution problems and market making problems in finance.
Contains Nearly 100 Pages of New MaterialThe recent financial crisis has shown that credit risk in particular and finance in general remain important fields for the application of mathematical concepts to real-life situations.
