A Short Course In Computational Probability And Statistics

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A Course In Computational Probability And Statistics

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Author : Walter Freiberger
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

A Course In Computational Probability And Statistics written by Walter Freiberger and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

This book arose out of a number of different contexts, and numerous persons have contributed to its conception and development. It had its origin in a project initiated jointly with the IBM Cambridge Scien tific Center, particularly with Dr. Rhett Tsao, then of that Center. We are grateful to Mr. Norman Rasmussen, Manager of the IBM Scientific Center Complex, for his initial support. The work is being carried on at Brown University with generous support from the Office of Computing Activities of the National Science Foundation (grants GJ-174 and GJ-7l0); we are grateful to Dr. John Lehmann of this Office for his interest and encouragement. Professors Donald McClure and Richard Vitale of the Division of Applied Mathematics at Brown University contributed greatly to the project and taught courses in its spirit. We are indebted to them and to Dr. Tore Dalenius of the University of Stockholm for helpful criticisms of the manuscript. The final stimulus to the book's completion came from an invLtation to teach a course at the IBM European Systems Research Institute at Geneva. We are grateful to Dr. J.F. Blackburn, Director of the Institute, for his invitation, and to him and his wife Beverley for their hospitality. We are greatly indebted to Mrs. Katrina Avery for her splendid secretarial and editorial work on the manuscript.

A Short Course In Computational Probability And Statistics

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Author : Walter F. Freiberger
language : en
Publisher:
Release Date : 1977

A Short Course In Computational Probability And Statistics written by Walter F. Freiberger and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with Mathematical statistics categories.

Introduction To Probability Statistics And Random Processes

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Author : Hossein Pishro-Nik
language : en
Publisher:
Release Date : 2014-08-15

Introduction To Probability Statistics And Random Processes written by Hossein Pishro-Nik and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-15 with Probabilities categories.

The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.

Computational Statistics

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Author :
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-04-29

Computational Statistics written by and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-04-29 with Mathematics categories.

Computational inference is based on an approach to statistical methods that uses modern computational power to simulate distributional properties of estimators and test statistics. This book describes computationally intensive statistical methods in a unified presentation, emphasizing techniques, such as the PDF decomposition, that arise in a wide range of methods.

Hysteresis And Phase Transitions

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Author : Martin Brokate
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Hysteresis And Phase Transitions written by Martin Brokate and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

Hysteresis is an exciting and mathematically challenging phenomenon that oc curs in rather different situations: jt, can be a byproduct offundamental physical mechanisms (such as phase transitions) or the consequence of a degradation or imperfection (like the play in a mechanical system), or it is built deliberately into a system in order to monitor its behaviour, as in the case of the heat control via thermostats. The delicate interplay between memory effects and the occurrence of hys teresis loops has the effect that hysteresis is a genuinely nonlinear phenomenon which is usually non-smooth and thus not easy to treat mathematically. Hence it was only in the early seventies that the group of Russian scientists around M. A. Krasnoselskii initiated a systematic mathematical investigation of the phenomenon of hysteresis which culminated in the fundamental monograph Krasnoselskii-Pokrovskii (1983). In the meantime, many mathematicians have contributed to the mathematical theory, and the important monographs of 1. Mayergoyz (1991) and A. Visintin (1994a) have appeared. We came into contact with the notion of hysteresis around the year 1980.

Spectral And Scattering Theory For Wave Propagation In Perturbed Stratified Media

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Author : Ricardo Weder
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Spectral And Scattering Theory For Wave Propagation In Perturbed Stratified Media written by Ricardo Weder and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.

The propagation of acoustic and electromagnetic waves in stratified media is a subject that has profound implications in many areas of applied physics and in engineering, just to mention a few, in ocean acoustics, integrated optics, and wave guides. See for example Tolstoy and Clay 1966, Marcuse 1974, and Brekhovskikh 1980. As is well known, stratified media, that is to say media whose physical properties depend on a single coordinate, can produce guided waves that propagate in directions orthogonal to that of stratification, in addition to the free waves that propagate as in homogeneous media. When the stratified media are perturbed, that is to say when locally the physical properties of the media depend upon all of the coordinates, the free and guided waves are no longer solutions to the appropriate wave equations, and this leads to a rich pattern of wave propagation that involves the scattering of the free and guided waves among each other, and with the perturbation. These phenomena have many implications in applied physics and engineering, such as in the transmission and reflexion of guided waves by the perturbation, interference between guided waves, and energy losses in open wave guides due to radiation. The subject matter of this monograph is the study of these phenomena.

Integral Manifolds And Inertial Manifolds For Dissipative Partial Differential Equations

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Author : P. Constantin
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Integral Manifolds And Inertial Manifolds For Dissipative Partial Differential Equations written by P. Constantin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

This work was initiated in the summer of 1985 while all of the authors were at the Center of Nonlinear Studies of the Los Alamos National Laboratory; it was then continued and polished while the authors were at Indiana Univer sity, at the University of Paris-Sud (Orsay), and again at Los Alamos in 1986 and 1987. Our aim was to present a direct geometric approach in the theory of inertial manifolds (global analogs of the unstable-center manifolds) for dissipative partial differential equations. This approach, based on Cauchy integral mani folds for which the solutions of the partial differential equations are the generating characteristic curves, has the advantage that it provides a sound basis for numerical Galerkin schemes obtained by approximating the inertial manifold. The work is self-contained and the prerequisites are at the level of a graduate student. The theoretical part of the work is developed in Chapters 2-14, while in Chapters 15-19 we apply the theory to several remarkable partial differ ential equations.

Introduction To Functional Differential Equations

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Author : Jack K. Hale
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-21

Introduction To Functional Differential Equations written by Jack K. Hale and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-21 with Mathematics categories.

The present book builds upon an earlier work of J. Hale, "Theory of Func tional Differential Equations" published in 1977. We have tried to maintain the spirit of that book and have retained approximately one-third of the material intact. One major change was a complete new presentation of lin ear systems (Chapters 6~9) for retarded and neutral functional differential equations. The theory of dissipative systems (Chapter 4) and global at tractors was completely revamped as well as the invariant manifold theory (Chapter 10) near equilibrium points and periodic orbits. A more complete theory of neutral equations is presented (see Chapters 1, 2, 3, 9, and 10). Chapter 12 is completely new and contains a guide to active topics of re search. In the sections on supplementary remarks, we have included many references to recent literature, but, of course, not nearly all, because the subject is so extensive. Jack K. Hale Sjoerd M. Verduyn Lunel Contents Preface............................................................ v Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 . . . . . . . . . . . . . . . . . . . . 1. Linear differential difference equations . . . . . . . . . . . . . . 11 . . . . . . 1.1 Differential and difference equations. . . . . . . . . . . . . . . . . . . . 11 . . . . . . . . 1.2 Retarded differential difference equations. . . . . . . . . . . . . . . . 13 . . . . . . . 1.3 Exponential estimates of x( ¢,f) . . . . . . . . . . . . . . . . . . . . . 15 . . . . . . . . . . 1.4 The characteristic equation . . . . . . . . . . . . . . . . . . . . . . . . 17 . . . . . . . . . . . . 1.5 The fundamental solution. . . . . . . . . . . . . . . . . . . . . . . . . . 18 . . . . . . . . . . . . 1.6 The variation-of-constantsformula............................. 23 1. 7 Neutral differential difference equations . . . . . . . . . . . . . . . . . 25 . . . . . . . 1.8 Supplementary remarks. . . . . . . . . . . . . . . . . . . . . . . . . . . 34 . . . . . . . . . . . . . 2. Functional differential equations: Basic theory . . . . . . . . 38 . . 2.1 Definition of a retarded equation. . . . . . . . . . . . . . . . . . . . . . 38 . . . . . . . . . 2.2 Existence, uniqueness, and continuous dependence . . . . . . . . . . 39 . . . 2.3 Continuation of solutions . . . . . . . . . . . . . . . . . . . . . . . . . . 44 . . . . . . . . . . . .

Analysis And Simulation Of Chaotic Systems

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Author : Frank C. Hoppensteadt
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09

Analysis And Simulation Of Chaotic Systems written by Frank C. Hoppensteadt and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.

Analysis and Simulation of Chaotic Systems is a text designed to be used at the graduate level in applied mathematics for students from mathematics, engineering, physics, chemistry and biology. The book can be used as a stand-alone text for a full year course or it can be heavily supplemented with material of more mathematical, more engineering or more scientific nature. Computations and computer simulations are used throughout this text to illustrate phenomena discussed and to supply readers with probes to use on new problems.

Inverse Problems For Partial Differential Equations

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Author : Victor Isakov
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29

Inverse Problems For Partial Differential Equations written by Victor Isakov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Mathematics categories.

This book describes the contemporary state of the theory and some numerical aspects of inverse problems in partial differential equations. The topic is of sub stantial and growing interest for many scientists and engineers, and accordingly to graduate students in these areas. Mathematically, these problems are relatively new and quite challenging due to the lack of conventional stability and to nonlinearity and nonconvexity. Applications include recovery of inclusions from anomalies of their gravitational fields; reconstruction of the interior of the human body from exterior electrical, ultrasonic, and magnetic measurements, recovery of interior structural parameters of detail of machines and of the underground from similar data (non-destructive evaluation); and locating flying or navigated objects from their acoustic or electromagnetic fields. Currently, there are hundreds of publica tions containing new and interesting results. A purpose of the book is to collect and present many of them in a readable and informative form. Rigorous proofs are presented whenever they are relatively short and can be demonstrated by quite general mathematical techniques. Also, we prefer to present results that from our point of view contain fresh and promising ideas. In some cases there is no com plete mathematical theory, so we give only available results. We do not assume that a reader possesses an enormous mathematical technique. In fact, a moderate knowledge of partial differential equations, of the Fourier transform, and of basic functional analysis will suffice.