Difference Methods And Their Extrapolations
DOWNLOAD
Download Difference Methods And Their Extrapolations PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Difference Methods And Their Extrapolations book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Difference Methods And Their Extrapolations
DOWNLOAD
Author : G.I. Marchuk
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Difference Methods And Their Extrapolations written by G.I. Marchuk 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.
The stimulus for the present work is the growing need for more accurate numerical methods. The rapid advances in computer technology have not provided the resources for computations which make use of methods with low accuracy. The computational speed of computers is continually increasing, while memory still remains a problem when one handles large arrays. More accurate numerical methods allow us to reduce the overall computation time by of magnitude. several orders The problem of finding the most efficient methods for the numerical solution of equations, under the assumption of fixed array size, is therefore of paramount importance. Advances in the applied sciences, such as aerodynamics, hydrodynamics, particle transport, and scattering, have increased the demands placed on numerical mathematics. New mathematical models, describing various physical phenomena in greater detail than ever before, create new demands on applied mathematics, and have acted as a major impetus to the development of computer science. For example, when investigating the stability of a fluid flowing around an object one needs to solve the low viscosity form of certain hydrodynamic equations describing the fluid flow. The usual numerical methods for doing so require the introduction of a "computational viscosity," which usually exceeds the physical value; the results obtained thus present a distorted picture of the phenomena under study. A similar situation arises in the study of behavior of the oceans, assuming weak turbulence. Many additional examples of this type can be given.
Encyclopaedia Of Mathematics
DOWNLOAD
Author : M. Hazewinkel
language : en
Publisher: Springer
Release Date : 2013-12-01
Encyclopaedia Of Mathematics written by M. Hazewinkel and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-01 with Mathematics categories.
Encyclopaedia Of Mathematics
DOWNLOAD
Author : Michiel Hazewinkel
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Encyclopaedia Of Mathematics written by Michiel Hazewinkel 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 ENCYCLOPAEDIA OF MA THEMA TICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fine subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.
Numerical Solution Of Stochastic Differential Equations
DOWNLOAD
Author : Peter E. Kloeden
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Numerical Solution Of Stochastic Differential Equations written by Peter E. Kloeden 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 2013-04-17 with Mathematics categories.
The aim of this book is to provide an accessible introduction to stochastic differ ential equations and their applications together with a systematic presentation of methods available for their numerical solution. During the past decade there has been an accelerating interest in the de velopment of numerical methods for stochastic differential equations (SDEs). This activity has been as strong in the engineering and physical sciences as it has in mathematics, resulting inevitably in some duplication of effort due to an unfamiliarity with the developments in other disciplines. Much of the reported work has been motivated by the need to solve particular types of problems, for which, even more so than in the deterministic context, specific methods are required. The treatment has often been heuristic and ad hoc in character. Nevertheless, there are underlying principles present in many of the papers, an understanding of which will enable one to develop or apply appropriate numerical schemes for particular problems or classes of problems.
Concise Encyclopedia Of Modelling And Simulation
DOWNLOAD
Author : D.P. Atherton
language : en
Publisher: Elsevier
Release Date : 2013-10-22
Concise Encyclopedia Of Modelling And Simulation written by D.P. Atherton and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-22 with Science categories.
The Concise Encyclopedia of Modelling & Simulation contains 172 alphabetically arranged articles describing the modelling and simulation of physical systems. The emphasis is on mathematical models and their various forms, although other types of models, such as knowledge-based, linguistics-based, graphical and data-based, are also discussed. The articles are revised from the Systems & Control Encyclopedia, and many newly commissioned articles are included describing recent developments in the field. Articles on identification cover all aspects of this problem, from the use and choice of specific test signals to problems of model order and the many algorithms and approaches to parameter estimation. Computational techniques, such as the finite-element method, that play an important role in analyzing nonlinear models are covered. Articles outline the development of simulation, consider currently available simulation languages, describe applications and cover current developments in the area. Where appropriate, illustrations and tables are included to clarify particular topics. This encyclopedia will be a valuable reference source for all practising engineers, researchers and postgraduate students in the field of modelling and simulation.
Numerical Analysis
DOWNLOAD
Author : Donald Greenspan
language : en
Publisher: CRC Press
Release Date : 2018-03-05
Numerical Analysis written by Donald Greenspan and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-03-05 with Mathematics categories.
First Published in 2018. This book is designed for a first course in numerical analysis. It differs considerably from other such texts in its choice of topics.
Financial Instrument Pricing Using C
DOWNLOAD
Author : Daniel J. Duffy
language : en
Publisher: John Wiley & Sons
Release Date : 2013-10-23
Financial Instrument Pricing Using C written by Daniel J. Duffy and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-23 with Business & Economics categories.
One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates (?write once?) and support for legacy C applications. In this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models. He employs modern software engineering techniques to produce industrial-strength applications: Using the Standard Template Library (STL) in finance Creating your own template classes and functions Reusable data structures for vectors, matrices and tensors Classes for numerical analysis (numerical linear algebra ?) Solving the Black Scholes equations, exact and approximate solutions Implementing the Finite Difference Method in C++ Integration with the ?Gang of Four? Design Patterns Interfacing with Excel (output and Add-Ins) Financial engineering and XML Cash flow and yield curves Included with the book is a CD containing the source code in the Datasim Financial Toolkit. You can use this to get up to speed with your C++ applications by reusing existing classes and libraries. 'Unique... Let's all give a warm welcome to modern pricing tools.' -- Paul Wilmott, mathematician, author and fund manager
Numerical Mathematics Singapore 1988
DOWNLOAD
Author : Agarwal
language : en
Publisher: Birkhäuser
Release Date : 2013-11-21
Numerical Mathematics Singapore 1988 written by Agarwal and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-21 with Social Science categories.
Field Solutions On Computers
DOWNLOAD
Author : Stanley Humphries, Jr.
language : en
Publisher: CRC Press
Release Date : 2020-09-23
Field Solutions On Computers written by Stanley Humphries, Jr. and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-23 with Technology & Engineering categories.
Field Solutions on Computers covers a broad range of practical applications involving electric and magnetic fields. The text emphasizes finite-element techniques to solve real-world problems in research and industry. After introducing numerical methods with a thorough treatment of electrostatics, the book moves in a structured sequence to advanced topics. These include magnetostatics with non-linear materials, permanent magnet devices, RF heating, eddy current analysis, electromagnetic pulses, microwave structures, and wave scattering. The mathematical derivations are supplemented with chapter exercises and comprehensive reviews of the underlying physics. The book also covers essential supporting techniques such as mesh generation, interpolation, sparse matrix inversions, and advanced plotting routines.
Numerical Methods In Computational Finance
DOWNLOAD
Author : Daniel J. Duffy
language : en
Publisher: John Wiley & Sons
Release Date : 2022-03-14
Numerical Methods In Computational Finance written by Daniel J. Duffy and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-03-14 with Business & Economics categories.
This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance. The book is structured so that it can be read by beginners, novices and expert users. Part A Mathematical Foundation for One-Factor Problems Chapters 1 to 7 introduce the mathematical and numerical analysis concepts that are needed to understand the finite difference method and its application to computational finance. Part B Mathematical Foundation for Two-Factor Problems Chapters 8 to 13 discuss a number of rigorous mathematical techniques relating to elliptic and parabolic partial differential equations in two space variables. In particular, we develop strategies to preprocess and modify a PDE before we approximate it by the finite difference method, thus avoiding ad-hoc and heuristic tricks. Part C The Foundations of the Finite Difference Method (FDM) Chapters 14 to 17 introduce the mathematical background to the finite difference method for initial boundary value problems for parabolic PDEs. It encapsulates all the background information to construct stable and accurate finite difference schemes. Part D Advanced Finite Difference Schemes for Two-Factor Problems Chapters 18 to 22 introduce a number of modern finite difference methods to approximate the solution of two factor partial differential equations. This is the only book we know of that discusses these methods in any detail. Part E Test Cases in Computational Finance Chapters 23 to 26 are concerned with applications based on previous chapters. We discuss finite difference schemes for a wide range of one-factor and two-factor problems. This book is suitable as an entry-level introduction as well as a detailed treatment of modern methods as used by industry quants and MSc/MFE students in finance. The topics have applications to numerical analysis, science and engineering. More on computational finance and the author’s online courses, see www.datasim.nl.