Implicit Filtering
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Implicit Filtering
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Author : C. T. Kelley
language : en
Publisher: SIAM
Release Date : 2011-01-01
Implicit Filtering written by C. T. Kelley and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-01 with Mathematics categories.
Implicit filtering is a way to solve bound-constrained optimization problems for which derivative information is not available. Unlike methods that use interpolation to reconstruct the function and its higher derivatives, implicit filtering builds upon coordinate search and then interpolates to get an approximation of the gradient. The author describes the algorithm, its convergence theory, and a new MATLAB implementation, and includes three case studies. This book is unique in that it is the only one in the area of derivative-free or sampling methods and is accompanied by publicly available software. It is also designed as a software manual and as a reference for implicit filtering - one can approach the book as a consumer of the software, as a student, or as a researcher in sampling and derivative-free methods. The book includes a chapter on convergence theory that is both accessible to students and an overview of recent results on optimization of noisy functions, including results that depend on non-smooth analysis and results on the handling of constraints. Implicit filtering is used in applications in electrical, civil, and mechanical engineering.
Implicit Filtering
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Author : C. T. Kelley
language : en
Publisher: SIAM
Release Date : 2011-09-29
Implicit Filtering written by C. T. Kelley and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-29 with Mathematics categories.
A description of the implicit filtering algorithm, its convergence theory and a new MATLAB® implementation.
Solution Of A Well Field Design Problem With Implicit Filtering
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Author :
language : en
Publisher:
Release Date : 2003
Solution Of A Well Field Design Problem With Implicit Filtering written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with categories.
See report.
An Application Of Implicit Filtering To Water Resources Management
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Author : Karen Edna Michele Dillard
language : en
Publisher:
Release Date : 2007
An Application Of Implicit Filtering To Water Resources Management written by Karen Edna Michele Dillard and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with categories.
Keywords: water resources, implicit filtering, stochastic simulation, variance reduction, noisy functions, optimization.
An Application Of Implicit Filtering To Water Resources Management
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Author :
language : en
Publisher:
Release Date : 2004
An Application Of Implicit Filtering To Water Resources Management written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.
System Modeling And Optimization Xx
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Author : E.W. Sachs
language : en
Publisher: Springer
Release Date : 2013-03-14
System Modeling And Optimization Xx written by E.W. Sachs and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Technology & Engineering categories.
System Modeling and Optimization XX deals with new developments in the areas of optimization, optimal control and system modeling. The themes range across various areas of optimization: continuous and discrete, numerical and analytical, finite and infinite dimensional, deterministic and stochastic, static and dynamic, theory and applications, foundations and case studies. Besides some classical topics, modern areas are also presented in the contributions, including robust optimization, filter methods, optimization of power networks, data mining and risk control. This volume contains invited and selected papers from presentations at the 20th IFIP TC7 Conference on System Modeling and Optimization, which took place at the University of Trier, Germany from July 23 to 27, 2001, and which was sponsored by the International Federation for Information Processing (IFIP).
Closure Strategies For Turbulent And Transitional Flows
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Author : Brian Edward Launder
language : en
Publisher: Cambridge University Press
Release Date : 2002-02-21
Closure Strategies For Turbulent And Transitional Flows written by Brian Edward Launder and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-02-21 with Mathematics categories.
Publisher Description
Turbulence And Interactions
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Author : Michel Deville
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-09-28
Turbulence And Interactions written by Michel Deville 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 2010-09-28 with Technology & Engineering categories.
This volume contains six keynote lectures and 44 contributed papers of the TI 2009 conference that was held in Saint-Luce, La Martinique, May 31-June 5, 2009. These lectures address the latest developments in direct numerical simulations, large eddy simulations, compressible turbulence, coherent structures, droplets, two-phase flows, etc. The present monograph is a snapshot of the state-of-the-art in the field of turbulence with a broad view on theory, experiments and numerical simulations.
Monthly Weather Review
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Author :
language : en
Publisher:
Release Date : 1995
Monthly Weather Review written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Meteorology categories.
Numerical Solution Of Stochastic Differential Equations With Jumps In Finance
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Author : Eckhard Platen
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-23
Numerical Solution Of Stochastic Differential Equations With Jumps In Finance written by Eckhard Platen 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 2010-07-23 with Mathematics categories.
In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical methods needed to solve such equations. It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability. Furthermore, it includes chapters on exact simulation, estimation and filtering. Besides serving as a basic text on quantitative methods, it offers ready access to a large number of potential research problems in an area that is widely applicable and rapidly expanding. Finance is chosen as the area of application because much of the recent research on stochastic numerical methods has been driven by challenges in quantitative finance. Moreover, the volume introduces readers to the modern benchmark approach that provides a general framework for modeling in finance and insurance beyond the standard risk-neutral approach. It requires undergraduate background in mathematical or quantitative methods, is accessible to a broad readership, including those who are only seeking numerical recipes, and includes exercises that help the reader develop a deeper understanding of the underlying mathematics.