Some Topics In Numerical Analysis

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Some Topics In Numerical Analysis

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Author : Oak Ridge National Laboratory
language : en
Publisher:
Release Date : 1968

Some Topics In Numerical Analysis written by Oak Ridge National Laboratory and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with categories.

Numerical Analysis

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Author : David Ronald Kincaid
language : en
Publisher: American Mathematical Soc.
Release Date : 2009

Numerical Analysis written by David Ronald Kincaid and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Mathematics categories.

This book introduces students with diverse backgrounds to various types of mathematical analysis that are commonly needed in scientific computing. The subject of numerical analysis is treated from a mathematical point of view, offering a complete analysis of methods for scientific computing with appropriate motivations and careful proofs. In an engaging and informal style, the authors demonstrate that many computational procedures and intriguing questions of computer science arise from theorems and proofs. Algorithms are presented in pseudocode, so that students can immediately write computer programs in standard languages or use interactive mathematical software packages. This book occasionally touches upon more advanced topics that are not usually contained in standard textbooks at this level.

Topics In Numerical Methods For Finance

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Author : Mark Cummins
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-07-15

Topics In Numerical Methods For Finance written by Mark Cummins 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 2012-07-15 with Mathematics categories.

Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.

Numerical Methods Topics For Lectures And Laboratory Classes

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Author : Amelia Bucur
language : en
Publisher: Editura Universității „Lucian Blaga” din Sibiu
Release Date : 2022-08-01

Numerical Methods Topics For Lectures And Laboratory Classes written by Amelia Bucur and has been published by Editura Universității „Lucian Blaga” din Sibiu this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-08-01 with Education categories.

Numerical Analysis Historical Developments In The 20th Century

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Author : C. Brezinski
language : en
Publisher: Elsevier
Release Date : 2012-12-02

Numerical Analysis Historical Developments In The 20th Century written by C. Brezinski and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-02 with Mathematics categories.

Numerical analysis has witnessed many significant developments in the 20th century. This book brings together 16 papers dealing with historical developments, survey papers and papers on recent trends in selected areas of numerical analysis, such as: approximation and interpolation, solution of linear systems and eigenvalue problems, iterative methods, quadrature rules, solution of ordinary-, partial- and integral equations. The papers are reprinted from the 7-volume project of the Journal of Computational and Applied Mathematics on '/homepage/sac/cam/na2000/index.htmlNumerical Analysis 2000'. An introductory survey paper deals with the history of the first courses on numerical analysis in several countries and with the landmarks in the development of important algorithms and concepts in the field.

Selected Topics In Mathematical Analysis

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Author : Liviu C. Florescu
language : en
Publisher: Springer Nature
Release Date : 2024-11-07

Selected Topics In Mathematical Analysis written by Liviu C. Florescu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-11-07 with Mathematics categories.

This book presents four topics related to undergraduate courses, typically not covered in standard lectures. Written in a clear and careful style, these four “pearls” aim at complementing and deepening the knowledge of students and instructors by presenting a variety of techniques and useful methods. The first chapter provides a detailed discussion of real numbers, the foundation of any mathematical construction. Chapter two of the book is dedicated to the study of sequences defined by recurrence relations. The third chapter explores certain problems in asymptotic analysis, and the final chapter of the book discusses mathematical results related to “Integration in Finite Terms”. Each chapter of the book is accompanied by its respective bibliography. The book is intended for readers with a level of maturity typically attained after completing a bachelor’s degree in mathematics.

An Introduction To Numerical Analysis

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Author : Kendall Atkinson
language : en
Publisher: John Wiley & Sons
Release Date : 1991-01-16

An Introduction To Numerical Analysis written by Kendall Atkinson 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 1991-01-16 with Mathematics categories.

This Second Edition of a standard numerical analysis text retains organization of the original edition, but all sections have been revised, some extensively, and bibliographies have been updated. New topics covered include optimization, trigonometric interpolation and the fast Fourier transform, numerical differentiation, the method of lines, boundary value problems, the conjugate gradient method, and the least squares solutions of systems of linear equations. Contains many problems, some with solutions.

An Introduction To High Performance Scientific Computing

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Author :
language : en
Publisher: MIT Press
Release Date : 1996

An Introduction To High Performance Scientific Computing written by and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Computers categories.

Designed for undergraduates, An Introduction to High-Performance Scientific Computing assumes a basic knowledge of numerical computation and proficiency in Fortran or C programming and can be used in any science, computer science, applied mathematics, or engineering department or by practicing scientists and engineers, especially those associated with one of the national laboratories or supercomputer centers. This text evolved from a new curriculum in scientific computing that was developed to teach undergraduate science and engineering majors how to use high-performance computing systems (supercomputers) in scientific and engineering applications. Designed for undergraduates, An Introduction to High-Performance Scientific Computing assumes a basic knowledge of numerical computation and proficiency in Fortran or C programming and can be used in any science, computer science, applied mathematics, or engineering department or by practicing scientists and engineers, especially those associated with one of the national laboratories or supercomputer centers. The authors begin with a survey of scientific computing and then provide a review of background (numerical analysis, IEEE arithmetic, Unix, Fortran) and tools (elements of MATLAB, IDL, AVS). Next, full coverage is given to scientific visualization and to the architectures (scientific workstations and vector and parallel supercomputers) and performance evaluation needed to solve large-scale problems. The concluding section on applications includes three problems (molecular dynamics, advection, and computerized tomography) that illustrate the challenge of solving problems on a variety of computer architectures as well as the suitability of a particular architecture to solving a particular problem. Finally, since this can only be a hands-on course with extensive programming and experimentation with a variety of architectures and programming paradigms, the authors have provided a laboratory manual and supporting software via anonymous ftp. Scientific and Engineering Computation series

An Introduction To Numerical Methods And Analysis

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Author : James F. Epperson
language : en
Publisher: John Wiley & Sons
Release Date : 2013-10-07

An Introduction To Numerical Methods And Analysis written by James F. Epperson 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 2013-10-07 with Mathematics categories.

Praise for the First Edition ". . . outstandingly appealing with regard to its style, contents, considerations of requirements of practice, choice of examples, and exercises."—Zentralblatt MATH ". . . carefully structured with many detailed worked examples."—The Mathematical Gazette The Second Edition of the highly regarded An Introduction to Numerical Methods and Analysis provides a fully revised guide to numerical approximation. The book continues to be accessible and expertly guides readers through the many available techniques of numerical methods and analysis. An Introduction to Numerical Methods and Analysis, Second Edition reflects the latest trends in the field, includes new material and revised exercises, and offers a unique emphasis on applications. The author clearly explains how to both construct and evaluate approximations for accuracy and performance, which are key skills in a variety of fields. A wide range of higher-level methods and solutions, including new topics such as the roots of polynomials, spectral collocation, finite element ideas, and Clenshaw-Curtis quadrature, are presented from an introductory perspective, and the Second Edition also features: Chapters and sections that begin with basic, elementary material followed by gradual coverage of more advanced material Exercises ranging from simple hand computations to challenging derivations and minor proofs to programming exercises Widespread exposure and utilization of MATLAB An appendix that contains proofs of various theorems and other material The book is an ideal textbook for students in advanced undergraduate mathematics and engineering courses who are interested in gaining an understanding of numerical methods and numerical analysis.

Classical Numerical Analysis

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Author : Abner J. Salgado
language : en
Publisher: Cambridge University Press
Release Date : 2022-10-20

Classical Numerical Analysis written by Abner J. Salgado 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 2022-10-20 with Mathematics categories.

A thorough introduction to graduate classical numerical analysis, with all important topics covered rigorously.