Introduction L Optimisation Et Au Calcul Semi Diff Rentiel
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Introduction L Optimisation Et Au Calcul Semi Diff Rentiel
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Author : Michel Delfour
language : fr
Publisher:
Release Date : 2012
Introduction L Optimisation Et Au Calcul Semi Diff Rentiel written by Michel Delfour and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
Ce livre est destiné aux étudiants en Mathématiques, Physique, Sciences économiques, et autres disciplines où sont requises des connaissances de base en analyse mathématique et en algèbre linéaire.Il présente l'ensemble des connaissances pour l'optimisation en dimension finie, ainsi qu'une initiation au calcul semi-différentiel accessible à tous les étudiants.De nombreux exemples et exercices illustrent les points importants du cours. Toutes les solutions sont données.
Numerical Analysis And Optimization
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Author : Grégoire Allaire
language : en
Publisher: OUP Oxford
Release Date : 2007-05-24
Numerical Analysis And Optimization written by Grégoire Allaire and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05-24 with Mathematics categories.
This text, based on the author's teaching at École Polytechnique, introduces the reader to the world of mathematical modelling and numerical simulation. Covering the finite difference method; variational formulation of elliptic problems; Sobolev spaces; elliptical problems; the finite element method; Eigenvalue problems; evolution problems; optimality conditions and algorithms and methods of operational research, and including a several exercises throughout, this is an ideal text for advanced undergraduate students and graduates in applied mathematics, engineering, computer science, and the physical sciences.
Introduction To Stochastic Calculus Applied To Finance
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Author : Damien Lamberton
language : en
Publisher: CRC Press
Release Date : 2011-12-14
Introduction To Stochastic Calculus Applied To Finance written by Damien Lamberton and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-14 with Business & Economics categories.
Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, this concise and accessible introduction covers the probabilistic techniques required to understand the most widely used financial models. Along with additional exercises, this edition presents fully updated material on stochastic volatility models and option pricing as well as a new chapter on credit risk modeling. It contains many numerical experiments and real-world examples taken from the authors' own experiences. The book also provides all of the necessary stochastic calculus theory and implements some of the algorithms using SciLab. Key topics covered include martingales, arbitrage, option pricing, and the Black-Scholes model.
Nondifferentiable Optimization
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Author : V.F. Dem'yanov
language : en
Publisher: Springer
Release Date : 1985-12-12
Nondifferentiable Optimization written by V.F. Dem'yanov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985-12-12 with Science categories.
Of recent coinage, the term "nondifferentiable optimization" (NDO) covers a spectrum of problems related to finding extremal values of nondifferentiable functions. Problems of minimizing nonsmooth functions arise in engineering applications as well as in mathematics proper. The Chebyshev approximation problem is an ample illustration of this. Without loss of generality, we shall consider only minimization problems. Among nonsmooth minimization problems, minimax problems and convex problems have been studied extensively ([31], [36], [57], [110], [120]). Interest in NDO has been constantly growing in recent years (monographs: [30], [81], [127] and articles and papers: [14], [20], [87]-[89], [98], [130], [135], [140]-[142], [152], [153], [160], all dealing with various aspects of non smooth optimization). For solving an arbitrary minimization problem, it is neces sary to: 1. Study properties of the objective function, in particular, its differentiability and directional differentiability. 2. Establish necessary (and, if possible, sufficient) condi tions for a global or local minimum. 3. Find the direction of descent (steepest or, simply, feasible--in appropriate sense). 4. Construct methods of successive approximation. In this book, the minimization problems for nonsmooth func tions of a finite number of variables are considered. Of fun damental importance are necessary conditions for an extremum (for example, [24], [45], [57], [73], [74], [103], [159], [163], [167], [168].
Convex Analysis And Monotone Operator Theory In Hilbert Spaces
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Author : Heinz H. Bauschke
language : en
Publisher: Springer
Release Date : 2017-02-28
Convex Analysis And Monotone Operator Theory In Hilbert Spaces written by Heinz H. Bauschke and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-28 with Mathematics categories.
This reference text, now in its second edition, offers a modern unifying presentation of three basic areas of nonlinear analysis: convex analysis, monotone operator theory, and the fixed point theory of nonexpansive operators. Taking a unique comprehensive approach, the theory is developed from the ground up, with the rich connections and interactions between the areas as the central focus, and it is illustrated by a large number of examples. The Hilbert space setting of the material offers a wide range of applications while avoiding the technical difficulties of general Banach spaces. The authors have also drawn upon recent advances and modern tools to simplify the proofs of key results making the book more accessible to a broader range of scholars and users. Combining a strong emphasis on applications with exceptionally lucid writing and an abundance of exercises, this text is of great value to a large audience including pure and applied mathematicians as well as researchers in engineering, data science, machine learning, physics, decision sciences, economics, and inverse problems. The second edition of Convex Analysis and Monotone Operator Theory in Hilbert Spaces greatly expands on the first edition, containing over 140 pages of new material, over 270 new results, and more than 100 new exercises. It features a new chapter on proximity operators including two sections on proximity operators of matrix functions, in addition to several new sections distributed throughout the original chapters. Many existing results have been improved, and the list of references has been updated. Heinz H. Bauschke is a Full Professor of Mathematics at the Kelowna campus of the University of British Columbia, Canada. Patrick L. Combettes, IEEE Fellow, was on the faculty of the City University of New York and of Université Pierre et Marie Curie – Paris 6 before joining North Carolina State University as a Distinguished Professor of Mathematics in 2016.
Banach Frechet Hilbert And Neumann Spaces
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Author : Jacques Simon
language : en
Publisher: John Wiley & Sons
Release Date : 2017-06-26
Banach Frechet Hilbert And Neumann Spaces written by Jacques Simon 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 2017-06-26 with Mathematics categories.
This book is the first of a set dedicated to the mathematical tools used in partial differential equations derived from physics. Its focus is on normed or semi-normed vector spaces, including the spaces of Banach, Fréchet and Hilbert, with new developments on Neumann spaces, but also on extractable spaces. The author presents the main properties of these spaces, which are useful for the construction of Lebesgue and Sobolev distributions with real or vector values and for solving partial differential equations. Differential calculus is also extended to semi-normed spaces. Simple methods, semi-norms, sequential properties and others are discussed, making these tools accessible to the greatest number of students – doctoral students, postgraduate students – engineers and researchers without restricting or generalizing the results.
Elementary Numerical Analysis
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Author : S. D. Conte
language : en
Publisher: SIAM
Release Date : 2018-02-27
Elementary Numerical Analysis written by S. D. Conte and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-27 with Science categories.
This book provides a thorough and careful introduction to the theory and practice of scientific computing at an elementary, yet rigorous, level, from theory via examples and algorithms to computer programs. The original FORTRAN programs have been rewritten in MATLAB and now appear in a new appendix and online, offering a modernized version of this classic reference for basic numerical algorithms.
Manual Of Fish Sclerochronology
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Author : Hervé Troadec
language : en
Publisher:
Release Date : 2002
Manual Of Fish Sclerochronology written by Hervé Troadec and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Calcification categories.
Les Livres Disponibles
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Author :
language : fr
Publisher:
Release Date : 2000
Les Livres Disponibles written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with French imprints categories.
La liste exhaustive des ouvrages disponibles publiés en langue française dans le monde. La liste des éditeurs et la liste des collections de langue française.
Cours De Math Matique
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Author : J. Bass
language : en
Publisher:
Release Date : 1961
Cours De Math Matique written by J. Bass and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1961 with categories.