This book is intended to be a useful contribution for the modern teaching of applied mathematics, educating Industrial Mathematicians that will meet the growing demand for such experts.
Focusing on recent advances in option pricing under the SABR model, this book shows how to price options under this model in an arbitrage-free, theoretically consistent manner.
This book presents recent developments in modelling and optimization of engineering systems and the use of advanced mathematical methods for solving complex real-world problems.
This book presents the latest research in the fields of reliability theory and its applications, providing a comprehensive overview of reliability engineering and discussing various tools, techniques, strategies and methods within these areas.
This book introduces the reader to important concepts in modern applied analysis, such as homogenization, gradient flows on metric spaces, geometric evolution, Gamma-convergence tools, applications of geometric measure theory, properties of interfacial energies, etc.
This authored monograph presents a study on fundamental limits and robustness of stability and stabilization of time-delay systems, with an emphasis on time-varying delay, robust stabilization, and newly emerged areas such as networked control and multi-agent systems.
This brief examines mathematical models in nonsmooth mechanics and nonregular electrical circuits, including evolution variational inequalities, complementarity systems, differential inclusions, second-order dynamics, Lur'e systems and Moreau's sweeping process.
In a series of conversational essays, this textbook discusses the manner in which economic thought addresses a broad array of everyday issues beyond classical textbook treatments.
This book presents a unified theory of convex functions, sets, and set-valued mappings in topological vector spaces with its specifications to locally convex, Banach and finite-dimensional settings.
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 includes the best studies on the results of the International Scientific and Practical Conference "e;New behaviors of market players in the digital economy,"e; which was held by the Institute of Scientific Communications on July 8, 2021, online, in YouTube format.
This textbook provides an introduction to the use and understanding of optimization and modeling for upper-level undergraduate students in engineering and mathematics.
This book takes the reader on a journey, navigating the enigmatic aspects of cooperation; a journey that starts inside the body and continues via our thoughts to the human super-organism.
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).
Curated by the Fields Institute for Research in Mathematical Sciences from their COVID-19 Math Modelling Seminars, this first in a series of volumes on the mathematics of public health allows readers to access the dominant ideas and techniques being used in this area, while indicating problems for further research.
The papers presented in this volume address diverse challenges in energy systems, ranging from operational to investment planning problems, from market economics to technical and environmental considerations, from distribution grids to transmission grids and from theoretical considerations to data provision concerns and applied case studies.
This book presents the stream-tube method (STM), a method offering computational means of dealing with the two- and three-dimensional properties of numerous incompressible materials in static and dynamic conditions.
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.
This volume contains a selection of contributions that were presented at the Modeling and Optimization: Theory and Applications Conference (MOPTA) held at Lehigh University in Bethlehem, Pennsylvania, USA on August 17-19, 2016.
Since the days of Lev Pontryagin and his associates, the discipline of Optimal Control has enjoyed a tremendous upswing - not only in terms of its mathematical foundations, but also with regard to numerous fields of application, which have given rise to highly active research areas.
This book constitutes the refereed proceedings of the 17th International Conference on Group Decision and Negotiation, GDN 2017, held in Stuttgart, Germany, in August 2017.
This book offers a timely snapshot of current soft-computing research and solutions to decision-making and optimization problems, which are ubiquitous in the current social and technological context, addressing fields including logistics, transportation and data analysis.
In this monograph, the authors develop a methodology that allows one to construct and substantiate optimal and suboptimal algorithms to solve problems in computational and applied mathematics.
This volume comprises a selection of works presented at the Numerical and Evolutionary Optimization (NEO) workshop held in September 2015 in Tijuana, Mexico.
Current research and applications in nonlinear analysis influenced by Haim Brezis and Louis Nirenberg are presented in this book by leading mathematicians.
This book presents an authoritative collection of contributions reporting on fuzzy logic and decision theory, together with applications and case studies in economics and management science.
The volume includes papers from the WSCMO conference in Braunschweig 2017 presenting research of all aspects of the optimal design of structures as well as multidisciplinary design optimization where the involved disciplines deal with the analysis of solids, fluids or other field problems.