In this book, a wide range of different topics related to analytical as well as numerical solutions of problems related to scattering, propagation, radiation, and emission in different medium are discussed. Design of several devices and their measurements aspects are introduced. Topics related to microwave region as well as Terahertz and quasi-optical region are considered. Bi-isotropic metamaterial in optical region is investigated.
Tuyển tập các báo cáo nghiên cứu về sinh học được đăng trên tạp chí sinh học Journal of Biology đề tài:
Research Article Analysis and Numerical Solutions of Positive and Dead Core Solutions of Singular Sturm-Liouville Problems
Computing for Numerical Methods Using Visual C++ has been written to promote
the use of Visual C++ in scientiﬁc computing. C++ is a beautiful language that
has contributed to shaping the modern world today. The language has contributed
to many device drivers in electronic equipment, as a tool in the development of
many computer software programs, and as a tool for both research and teaching.
Therefore, its involvement in providing the solution for numerical methods is very
This volume contains a refereed selection of papers, which were first presented at the international conference on Numerical Methods for Finance held in Dublin, Ireland in June 2006 and were then submitted for publication. The refereeing procedure was carried out by members of the International Steering Committee, the Local Organizing Committee and the Editors. The aim of the conference was to attract leading researchers, both practitioners and academics, to discuss new and relevant numerical methods for the solution of practical problems in finance.
Solutions to IRODOV’S problems in General Physics, available in two volumes, are meant for those dedicated physics students who face the challenge of solving numerical problems, particularly JEE (Mains & Advanced). The two volumes provide the complete solutions for each of the 1878 problems in I.E. IRODOV’s problems in General Physics.
This research monograph concerns the design and analysis of discrete-time
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.
Solutions to I.E. Irodov's problems in General Physics, available in two volumes, are meant for those dedicated physics students who face the challenge of solving numerical problems, particularly JEE (Main & Advanced) aspirants. The two volumes provide the complete solutions for each of the 1878 problems in I.E. Irodov's problems in General Physics. The solutions presented in this book are crisp, and guaranteed to make you think beyond the box. This book is exactly what you need to establish a strong foundation for discovering the beauty of physics and cracking any entrance exam in India.
Reflecting: Throughout the learning activities, students are asked to think about, reflect on,
and monitor their own thought processes. For example, questions posed by the teacher
encourage students to think about the strategies they use to solve problems and to examine
mathematical ideas that they are learning. In the Reflecting and Connecting part of each
learning activity, students have an opportunity to discuss, reflect on, and evaluate their
problem-solving strategies, solutions, and mathematical insights....
Gas–liquid multiphase flows play an essential role in the workings of Nature and
the enterprises of mankind. Our everyday encounter with liquids is nearly always
at a free surface, such as when drinking, washing, rinsing, and cooking. Similarly,
such flows are in abundance in industrial applications: heat transfer by boiling is
the preferred mode in both conventional and nuclear power plants, and bubbledriven
circulation systems are used in metal processing operations such as steel
making, ladle metallurgy, and the secondary refining of aluminum and copper.
The CIME-EMS Summer School in applied mathematics on “Multiscale and
Adaptivity:Modeling, Numerics and Applications” was held in Cetraro (Italy) from
July 6 to 11, 2009. This course has focused on mathematical methods for systems
that involve multiple length/time scales and multiple physics. The complexity of
the structure of these systems requires suitable mathematical and computational
tools. In addition, mathematics provides an effective approach toward devising
computational strategies for handling multiple scales and multiple physics.
iOS 6 Recipes: A Problem-Solution Approach is your code reference and guide to developing solutions on iPad, iPhone, and other iOS 6 SDK devices and platforms. This book provides in-depth code samples and discussions for scenarios that developers face every day. You'll find numerous examples of real-world cases that will enable you to build fully functional applications quickly and efficiently.
ONE PARAMETER FAMILY OF LINEAR DIFFERENCE EQUATIONS AND THE STABILITY PROBLEM FOR THE NUMERICAL SOLUTION OF ODEs
L. ACETO, R. PANDOLFI, AND D. TRIGIANTE Received 21 July 2004; Accepted 4 October 2004
The study of the stability properties of numerical methods leads to considering linear difference equations depending on a complex parameter q. Essentially, the associated characteristic polynomial must have constant type for q ∈ C− . Usually such request is proved with the help of computers.
The learning activities described in this guide demonstrate how the mathematical processes
help students develop mathematical understanding. Opportunities to solve problems, to reason
mathematically, to reflect on new ideas, and so on, make mathematics meaningful for students.
A parallel computing model for the numerical solution of the general 20 shallow water equations in conservative form has been developed, tested and implemented in the MPI parallel environment set up on a parallel computer with four 2.8 GHz CPUs in Institute of Mechanics, VAST. The model is based on a Godunov-type numerical scheme, which is devised for 20 unstructured computational meshes, and on a domain decomposition technique.
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 "real-world" 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.
Molecules, small structures composed of atoms, are essential substances for lives.
However, we didn’t have the clear answer to the following questions until the 1920s:
why molecules can exist in stable as rigid networks between atoms, and why
molecules can change into different types of molecules. The most important event for
solving the puzzles is the discovery of the quantum mechanics. Quantum mechanics is
the theory for small particles such as electrons and nuclei, and was applied to
hydrogen molecule by Heitler and London at 1927.
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.
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,
transform-based methods and quadrature techniques.
Part II is practical, and features a number of self-contained cases.
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 free-boundary partial differential equation.