Numerical differentiation

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479p chipmoon 19072012 64 18 Download

We have attempted to write a concise modern treatment of differential equations emphasizing applications and containing all the core parts of a course in differential equations.Asemester or quarter course in differential equations is taught to most engineering students (and many science students) at all universities, usually in the second year. Some universities have an earlier brief introduction to differential equations and others do not. Some students will have already seen some differential equations in their science classes.We do not assume any prior exposure to differential equations.
445p bachduong1311 10122012 19 1 Download

The fifth edition of this classic book continues its excellence in teaching numerical analysis and techniques. Interesting and timely applications motivate an understanding of methods and analysis of results. Suitable for students with mathematics and engineering backgrounds, the breadth of topics (partial differential equations, systems of nonlinear equations, and matrix algebra), provide comprehensive and flexible coverage of all aspects of all numerical analysis.
772p chipmoon 19072012 98 35 Download

This section attempts to answer some of the questions you might formulate when you turn the first page: What does this toolbox do? Can I use it? What problems can I solve?, etc. What Does this Toolbox Do? The Partial Differential Equation (PDE) Toolbox provides a powerful and flexible environment for the study and solution of partial differential equations in two space dimensions and time. The equations are discretized by the Finite Element Method (FEM). The objectives of the PDE Toolbox are to provide you with tools that: • Define a PDE problem, i.e.
284p khinhkha 20072010 68 17 Download

In recent years the study of numerical methods for solving ordinary differential equations has seen many new developments. This second edition of the author's pioneering text is fully revised and updated to acknowledge many of these developments. It includes a complete treatment of linear multistep methods whilst maintaining its unique and comprehensive emphasis on RungeKutta methods and general linear methods. Although the specialist topics are taken to an advanced level, the entry point to the volume as a whole is not especially demanding.
479p kennybibo 14072012 39 11 Download

Classical differential geometry is the approach to geometry that takes full advantage of the introduction of numerical coordinates into a geometric space. This use of coordinates in geometry was the essential insight of Rene Descartes that allowed the invention of analytic geometry and paved the way for modern differential geometry. The basic object in differential geometry (and differential topology) is the smooth manifold. This is a topological space on which a sufficiently nice family of coordinate systems or "charts" is defined.
0p taurus23 26092012 29 6 Download

The goal of this book is to expose the reader to modern computational tools for solving differential equation models that arise in chemical engineering, e.g., diffusionreaction, massheat transfer, and fluid flow. The emphasis is placed on the understanding and proper use of software packages. In each chapter we outline numerical techniques that either illustrate a computational property of interest or are the underlying methods of a computer package. At the close of each chapter a survey of computer packages is accompanied by examples of their use....
267p dontetvui 21012013 15 6 Download

The present volume, compiled in honor of an outstanding historian of science, physicist and exceptional human being, Sam Schweber, is unique in assembling a broad spectrum of positions on the history of science by some of its leading representatives. Readers will find it illuminating to learn how prominent authors judge the current status and the future perspectives of their field. Students will find this volume helpful as a guide in a fragmented field that continues to be dominated by idiosyncratic expertise and still lacks a methodical canon.
628p thienbinh1311 13122012 26 3 Download

Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods. Indeed, the area is an expanding source for novel and relevant "realworld" mathematics. In this book, the authors describe the modeling of financial derivative products from an applied mathematician's viewpoint, from modeling to analysis to elementary computation.
338p batrinh 16072009 257 176 Download

The goal of this book is to develop robust, accurate and efficient numerical methods to price a number of derivative products in quantitative finance.We focus on onefactor and multifactor models for a wide range of derivative products such as options, fixed income products, interest rate products and ‘real’ options. Due to the complexity of these products it is very difficult to find exact or closed solutions for the pricing functions. Even if a closed solution can be found it may be very difficult to compute. For this and other reasons we need to resort to approximate methods.
442p luckystar909 12122009 121 57 Download

Computational fluid dynamics (CFD) is concerned with the efficient numerical solution of the partial differential equations that describe fluid dynamics. CFD techniques are commonly used in the many areas of engineering where fluid behavior is an important factor. Traditional fields of application include aerospace and automotive design, and more recently, bioengineering and consumer and medical electronics.
523p chipmoon 19072012 87 30 Download

In addition to Excel's extensive list of worksheet functions and array of calculation tools for scientific and engineering calculations, Excel contains a programming language that allows users to create procedures, sometimes referred to as macros, that can perform even more advanced calculations or that can automate repetitive calculations.
477p tailieuvip13 19072012 60 23 Download

This book presents and develops major numerical methods currently used for solving problems arising in quantitative finance. Our presentation splits into two parts. Part I is methodological, and offers a comprehensive toolkit on numerical methods and algorithms. This includes Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transformbased methods and quadrature techniques. Part II is practical, and features a number of selfcontained cases.
618p thuymonguyen88 07052013 36 19 Download

Basic principles underlying the transactions of financial markets are tied to probability and statistics. Accordingly it is natural that books devoted to mathematical finance are dominated by stochastic methods. Only in recent years, spurred by the enormous economical success of financial derivatives, a need for sophisticated computational technology has developed. For example, to price an American put, quantitative analysts have asked for the numerical solution of a freeboundary partial differential equation.
313p thuymonguyen88 07052013 28 18 Download

This research monograph concerns the design and analysis of discretetime approximations for stochastic differential equations (SDEs) driven by Wiener processes and Poisson processes or Poisson jump measures. In financial and actuarial modeling and other areas of application, such jump diffusions are often used to describe the dynamics of various state variables. In finance these may represent, for instance, asset prices, credit ratings, stock indices, interest rates, exchange rates or commodity prices.
868p namde02 09042013 36 8 Download

Numerical Differentiation, Integration, and Solutions of Ordinary Differential EquationsChương này bàn về các phương pháp cơ bản cho số lượng tìm kiếm các giá trị giới hạn của một hình thức không xác định, giá trị của một phái sinh, giá trị của một khoản tiền vô hạn hội tụ, và giá trị của một tích phân xác định.
40p xuongrong_battien 25102011 36 6 Download

To introduce the ]orwardbackward stochastic differential equations (FBS DEs, for short), let us begin with some examples. Unless otherwise speci fled, throughout the book, we let (~, •, {Ft)t_0, P) be a complete filtered probability space on which is defined a ddimensional standard Brownian motion W(t), such that {5~t }t_0 is the natural filtration of W(t), augmented by...
281p beobobeo 01082012 25 6 Download

Mutual funds have been a significant source of investment in both government and corporate securities. Decades it has been the monopoly of the state with UTI being the key player, with invested funds exceeding Rs.300 bn. The stateowned insurance companies also hold a portfolio of stocks. Presently, numerous mutual funds exist, including private and foreign companies and mainly state owned Banks. Foreign participation in mutual funds and asset management companies (AUM) is permitted on a casebycase basis.
8p quaivatdo 18112012 24 5 Download

The numerical treatment of partial differential equations is, by itself, a vast subject. Partial differential equations are at the heart of many, if not most, computer analyses or simulations of continuous physical systems, such as ﬂuids, electromagnetic ﬁelds, the human body, and so on.
8p babyuni 17082010 37 4 Download

Trying to meet the requirements in the field, present book treats different fuzzy control architectures both in terms of the theoretical design and in terms of comparative validation studies in various applications, numerically simulated or experimentally developed. Through the subject matter and through the inter and multidisciplinary content, this book is addressed mainly to the researchers, doctoral students and students interested in developing new applications of intelligent control, but also to the people who want to become familiar with the control concepts based on fuzzy techniques....
0p cucdai_1 20102012 26 4 Download