Tea Time Numerical Analysis
Author : Leon Brin
Publisher :
Page : 278 pages
File Size : 24,92 MB
Release : 2014-09-23
Category : Education
ISBN : 9781312542945
Numerical Algorithms
Author : Justin Solomon
Publisher : CRC Press
Page : 400 pages
File Size : 35,65 MB
Release : 2015-06-24
Category : Computers
ISBN : 1482251892
Book Description
Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic desig
Numerical Computing with MATLAB
Author : Cleve B. Moler
Publisher : SIAM
Page : 340 pages
File Size : 26,10 MB
Release : 2010-08-12
Category : Computers
ISBN : 0898716608
Book Description
A revised textbook for introductory courses in numerical methods, MATLAB and technical computing, which emphasises the use of mathematical software.
Nodal Discontinuous Galerkin Methods
Author : Jan S. Hesthaven
Publisher : Springer Science & Business Media
Page : 507 pages
File Size : 47,1 MB
Release : 2007-12-18
Category : Mathematics
ISBN : 0387720650
Book Description
This book offers an introduction to the key ideas, basic analysis, and efficient implementation of discontinuous Galerkin finite element methods (DG-FEM) for the solution of partial differential equations. It covers all key theoretical results, including an overview of relevant results from approximation theory, convergence theory for numerical PDE’s, and orthogonal polynomials. Through embedded Matlab codes, coverage discusses and implements the algorithms for a number of classic systems of PDE’s: Maxwell’s equations, Euler equations, incompressible Navier-Stokes equations, and Poisson- and Helmholtz equations.
Numerical Methods in Computational Finance
Author : Daniel J. Duffy
Publisher : John Wiley & Sons
Page : 551 pages
File Size : 39,32 MB
Release : 2022-03-14
Category : Business & Economics
ISBN : 1119719720
Book Description
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.
Numerical Methods for Large Eigenvalue Problems
Author : Yousef Saad
Publisher : SIAM
Page : 292 pages
File Size : 46,2 MB
Release : 2011-01-01
Category : Mathematics
ISBN : 9781611970739
Book Description
This revised edition discusses numerical methods for computing eigenvalues and eigenvectors of large sparse matrices. It provides an in-depth view of the numerical methods that are applicable for solving matrix eigenvalue problems that arise in various engineering and scientific applications. Each chapter was updated by shortening or deleting outdated topics, adding topics of more recent interest, and adapting the Notes and References section. Significant changes have been made to Chapters 6 through 8, which describe algorithms and their implementations and now include topics such as the implicit restart techniques, the Jacobi-Davidson method, and automatic multilevel substructuring.
Real Mathematical Analysis
Author : Charles Chapman Pugh
Publisher : Springer Science & Business Media
Page : 445 pages
File Size : 19,13 MB
Release : 2013-03-19
Category : Mathematics
ISBN : 0387216847
Book Description
Was plane geometry your favourite math course in high school? Did you like proving theorems? Are you sick of memorising integrals? If so, real analysis could be your cup of tea. In contrast to calculus and elementary algebra, it involves neither formula manipulation nor applications to other fields of science. None. It is Pure Mathematics, and it is sure to appeal to the budding pure mathematician. In this new introduction to undergraduate real analysis the author takes a different approach from past studies of the subject, by stressing the importance of pictures in mathematics and hard problems. The exposition is informal and relaxed, with many helpful asides, examples and occasional comments from mathematicians like Dieudonne, Littlewood and Osserman. The author has taught the subject many times over the last 35 years at Berkeley and this book is based on the honours version of this course. The book contains an excellent selection of more than 500 exercises.
Introduction to GNU Octave
Author : Jason Lachniet
Publisher : Lulu.com
Page : 156 pages
File Size : 20,3 MB
Release : 2018-11-21
Category : Education
ISBN : 0359329640
Book Description
A brief introduction to scientific computing with GNU Octave. Designed as a textbook supplement for freshman and sophomore level linear algebra and calculus students.
Mathematical Foundations and Numerical Analysis of the Dynamics of an Isotropic Universe
Author : Sergio Benenti
Publisher : Springer Nature
Page : 161 pages
File Size : 18,77 MB
Release : 2024
Category : Einstein field equations
ISBN : 3031640330
Book Description
This book is an enhanced and expanded English edition of the treatise "Fondamenti matematici e analisi numerica della dinamica di un Universo isotropo," published by the Accademia delle Scienze di Torino in volume no. 42-43, 2018-2019. The book summarizes some of the principal findings from a long-term cosmology research project, aiming to clarify significant results through clear mathematical postulates. Despite efforts, a single mathematical model accurately describing the universe's evolution remains elusive due to early universe complexity and numerous observational parameters. Over the past century, various models have been proposed and discarded, illustrated by debates on the cosmological constant and spatial curvature assumptions. Currently, many models lack clear foundations, causing confusion in the field. Standard cosmological approaches rely on principles like Weyl's principle, homogeneity, and isotropy, but may overlook discerning purely geometrical properties from those dependent on field equations. This book aims to bring order to cosmology by starting from understandable mathematical postulates, leading to theorems. Disagreements on postulates can prompt adjustments or alternative approaches. Physics often consists of deductive theories lacking explicit delineation of underlying concepts and postulates, a criticism relevant to cosmological theories. Despite a late 1990s consensus on the Lambda cold dark matter model, the absence of a logical-deductive structure in literature complicates understanding, leading some to humorously dub it the "expanding Universe and expanding confusion."
Optimal Mean Reversion Trading
Author : Tim Leung (Professor of industrial engineering)
Publisher : World Scientific
Page : 221 pages
File Size : 12,94 MB
Release : 2015-11-26
Category : Business & Economics
ISBN : 9814725927
Book Description
"Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical analysis as well as computational methods for trading ETFs, options, futures on commodities or volatility indices, and credit risk derivatives. This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various trading approaches and scenarios, but also addresses the practical aspects of trading problems, such as model estimation, risk premium, risk constraints, and transaction costs. The explanations in the book are detailed enough to capture the interest of the curious student or researcher, and complete enough to give the necessary background material for further exploration into the subject and related literature. This book will be a useful tool for anyone interested in financial engineering, particularly algorithmic trading and commodity trading, and would like to understand the mathematically optimal strategies in different market environments."--
