Computational Theory of Iterative Methods


Book Description

The book is designed for researchers, students and practitioners interested in using fast and efficient iterative methods to approximate solutions of nonlinear equations. The following four major problems are addressed. Problem 1: Show that the iterates are well defined. Problem 2: concerns the convergence of the sequences generated by a process and the question of whether the limit points are, in fact solutions of the equation. Problem 3: concerns the economy of the entire operations. Problem 4: concerns with how to best choose a method, algorithm or software program to solve a specific type of problem and its description of when a given algorithm succeeds or fails. The book contains applications in several areas of applied sciences including mathematical programming and mathematical economics. There is also a huge number of exercises complementing the theory.- Latest convergence results for the iterative methods - Iterative methods with the least computational cost- Iterative methods with the weakest convergence conditions- Open problems on iterative methods




Advances In Quantitative Analysis Of Finance And Accounting (Vol. 5)


Book Description

News Professor Cheng-Few Lee ranks #1 based on his publications in the 26 core finance journals, and #163 based on publications in the 7 leading finance journals (Source: Most Prolific Authors in the Finance Literature: 1959-2008 by Jean L Heck and Philip L Cooley (Saint Joseph's University and Trinity University). Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate recent developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. Its objective is to promote interaction between academic research in finance and accounting with applied research in the financial community and the accounting profession.The chapters in this volume cover a wide range of pressing topics including security analysis and mutual fund management, option pricing theory and application, interest rate spread, and electricity pricing.




Topological Methods in Complementarity Theory


Book Description

Complementarity theory is a new domain in applied mathematics and is concerned with the study of complementarity problems. These problems represent a wide class of mathematical models related to optimization, game theory, economic engineering, mechanics, fluid mechanics, stochastic optimal control etc. The book is dedicated to the study of nonlinear complementarity problems by topological methods. Audience: Mathematicians, engineers, economists, specialists working in operations research and anybody interested in applied mathematics or in mathematical modeling.




Probability, Statistics, and Mathematics


Book Description

Probability, Statistics, and Mathematics: Papers in Honor of Samuel Karlin is a collection of papers dealing with probability, statistics, and mathematics. Conceived in honor of Polish-born mathematician Samuel Karlin, the book covers a wide array of topics, from the second-order moments of a stationary Markov chain to the exponentiality of the local time at hitting times for reflecting diffusions. Smoothed limit theorems for equilibrium processes are also discussed. Comprised of 24 chapters, this book begins with an introduction to the second-order moments of a stationary Markov chain, paying particular attention to the consequences of the autoregressive structure of the vector-valued process and how to estimate the stationary probabilities from a finite sequence of observations. Subsequent chapters focus on A. Selberg's second beta integral and an integral of mehta; a normal approximation for the number of local maxima of a random function on a graph; nonnegative polynomials on polyhedra; and the fundamental period of the queue with Markov-modulated arrivals. The rate of escape problem for a class of random walks is also considered. This monograph is intended for students and practitioners in the fields of statistics, mathematics, and economics.




Finite-Dimensional Variational Inequalities and Complementarity Problems


Book Description

This is part one of a two-volume work presenting a comprehensive treatment of the finite-dimensional variational inequality and complementarity problem. It covers the basic theory of finite dimensional variational inequalities and complementarity problems. Coverage includes abundant exercises as well as an extensive bibliography. The book will be an enduring reference on the subject and provide the foundation for its sustained growth.




Handbook of Combinatorics


Book Description

Handbook of Combinatorics




Handbook of Combinatorics Volume 1


Book Description

Handbook of Combinatorics, Volume 1 focuses on basic methods, paradigms, results, issues, and trends across the broad spectrum of combinatorics. The selection first elaborates on the basic graph theory, connectivity and network flows, and matchings and extensions. Discussions focus on stable sets and claw free graphs, nonbipartite matching, multicommodity flows and disjoint paths, minimum cost circulations and flows, special proof techniques for paths and circuits, and Hamilton paths and circuits in digraphs. The manuscript then examines coloring, stable sets, and perfect graphs and embeddings and minors. The book takes a look at random graphs, hypergraphs, partially ordered sets, and matroids. Topics include geometric lattices, structural properties, linear extensions and correlation, dimension and posets of bounded degree, hypergraphs and set systems, stability, transversals, and matchings, and phase transition. The manuscript also reviews the combinatorial number theory, point lattices, convex polytopes and related complexes, and extremal problems in combinatorial geometry. The selection is a valuable reference for researchers interested in combinatorics.




Handbook of Combinatorics


Book Description

Covers combinatorics in graph theory, theoretical computer science, optimization, and convexity theory, plus applications in operations research, electrical engineering, statistical mechanics, chemistry, molecular biology, pure mathematics, and computer science.




Handbook of Combinatorics Volume 1


Book Description

Handbook of Combinatorics, Volume 1 focuses on basic methods, paradigms, results, issues, and trends across the broad spectrum of combinatorics. The selection first elaborates on the basic graph theory, connectivity and network flows, and matchings and extensions. Discussions focus on stable sets and claw free graphs, nonbipartite matching, multicommodity flows and disjoint paths, minimum cost circulations and flows, special proof techniques for paths and circuits, and Hamilton paths and circuits in digraphs. The manuscript then examines coloring, stable sets, and perfect graphs and embeddings and minors. The book takes a look at random graphs, hypergraphs, partially ordered sets, and matroids. Topics include geometric lattices, structural properties, linear extensions and correlation, dimension and posets of bounded degree, hypergraphs and set systems, stability, transversals, and matchings, and phase transition. The manuscript also reviews the combinatorial number theory, point lattices, convex polytopes and related complexes, and extremal problems in combinatorial geometry. The selection is a valuable reference for researchers interested in combinatorics.