Applied mathematics Books

This comprehensive textbook/reference provides an in-depth overview of the key aspects of transportation analysis, with an emphasis on modeling real transportation systems and executing the models. Topics and features: presents comprehensive review...

Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient. Risk Measures and...

This clearly written and enlightening textbook provides a concise, introductory guide to the key mathematical concepts and techniques used by computer scientists. Topics and features: ideal for self-study, offering many pedagogical features such as...

This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical...

If you have ever wondered what quaternions are - then look no further, John Vince will show you how simple and useful they are. This 2nd edition has been completely revised and includes extra detail on the invention of quaternions, a complete review of...

This book introduces a new approach in the field of macroeconomic inventory studies: the use of multivariate statistics to evaluate long-term characteristics of inventory investments in developed countries. By analyzing a 44-year period series of annual...

This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only...

Computational and numerical methods are used in a number of ways across the field of finance. It is the aim of this book to explain how such methods work in financial engineering. By concentrating on the field of option pricing, a core task of financial...

Mathematical models can be used to meet many of the challenges and opportunities offered by modern biology. The description of biological phenomena requires a range of mathematical theories. This is the case particularly for...

This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems (Chapter 3), and control...

A clear, practical and self-contained presentation of the methods of asymptotics and perturbation theory for obtaining approximate analytical solutions to differential and difference equations. Aimed at teaching the most useful...

This well-written book contains the analytical tools, concepts, and viewpoints needed for modern applied mathematics. It treats various practical methods for solving problems such as differential equations, boundary value...

Acoustic and electromagnetic waves underlie a vast range of modern technology from sonar, radio, and television to microwave heating and electromagnetic compatibility analysis. Mathematical modeling of these waves has undergone...

The result of lectures given by the authors at New York University, the University of Utah, and Michigan State University, the material is written for students who have had only one term of calculus, but it contains material...

This book is intended to be an introduction to Delay Differential Equations for upper level undergraduates or beginning graduate mathematics students who have a reasonable background in ordinary differential equations and who would like to get to the...

I Foundations.- Binary and Mary Hypothesis Testing.- Tests with Repeated Observations.- Parameter Estimation Theory.- Composite Hypothesis Testing.- Robust Detection.- II Gaussian Detection.- Karhunen Loeve Expansion of Gaussian Processes.- Detection of...

The Second Edition of this acclaimed text helps you apply theory to real-world applications in mathematics, physics, and engineering. It easily guides you through complex analysis with its excellent coverage of topics such as...

Performance evaluation of increasingly complex human-made systems requires the use of simulation models. However, these systems are difficult to describe and capture by succinct mathematical models. The purpose of this book is...

Derivatives and Differentiation.- Integration.- Ordinary Differential Equations.- Further Topics in ODEs.- Systems of Ordinary Differential Equations.- Numerical Solution of Ordinary Differential Equations.- Second-Order ODEs.- Linear Algebra.-...

The era of interior point methods (IPMs) was initiated by N. Karmarkar's 1984 paper, which triggered turbulent research and reshaped almost all areas of optimization theory and computational practice. This book offers...

For readers with some competence in PDE solution properties, this book offers an interdisciplinary approach to problems occurring in natural environmental media: the hydrosphere, atmosphere, cryosphere, lithosphere, biosphere...

Dealing with dynamics of processes that repeat themselves regularly, this revised and updated edition extends the thread from 1980 to the present day, concentrating on areas of interest where there will be much activity in the...

During the 90s robust control theory has seen major advances and achieved a new maturity, centered around the notion of convexity. The goal of this book is to give a graduate-level course on this theory that emphasizes these...

This book explores connections between control theory and geometric mechanics. The author links control theory with a geometric view of classical mechanics in both its Lagrangian and Hamiltonian formulations, and in particular...

Preface(3rdEd).- Preface(2ndEd).- Preface(1stED).- Basic Concepts.- Sobolev Spaces.- Variational Formulation of Elliptic Boundary Value Problems.- The Construction of a Finite Element of Space.- Polynomial Approximation Theory in Sobolev Spaces.-...

Positioning on Earth and in Space.- Friezes and Mosaics.- Robotic Motion.- Skeletons and Gamma Ray Radiosurgery.- Savings and Loans.- Error Correcting Codes.- Public Key Cryptography.- Random Number Generators.- Google and the Page Rank Algorithm.- Why...

Simple Interest.- Compound Interest.- Infiation and Taxes.- Annuities.- Loans and Risks.- Amortization.- Credit Cards.- Bonds.- Stocks and Stock Markets.- Stock Market Indexes, Pricing, and Risk.- Options.

This book presents a unified theory of the Finite Element Method and the Boundary Element Method for a numerical solution of second order elliptic boundary value problems. This includes the solvability, stability, and error...

The content of this book is multidisciplinary by nature. It uses mathematical tools from the theories of probability and stochastic processes, partial differential equations, and asymptotic analysis, combined with the physics...

The book covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. It includes detailed treatment of the fundamental properties of stochastic...

Production Planning and MIP.- The Modeling and Optimization Approach.- Production Planning Models and Systems.- Mixed Integer Programming Algorithms.- Classification and Reformulation.- Reformulations in Practice.- Basic Polyhedral Combinatorics for...

Preface * Foreword by General George Babbitt * Introduction * Background * Backgound Concepts * An Exact Model * Tactical Planning Models * A Continuous Time * Lateral Resupply * Capacity Limited Systems * Extension of Palm's Theorem to Non-Stationary...

Digital Signal Processing for Audio and Acoustics.- Foundations of Digital Signal Processing for Audio and Acoustics.- Filter Design for Audio Applications.- Acoustics and Auditory Perception.- to Acoustics and Auditory Perception.- Immersive Audio...

This book introduces the geometry of 3-D vision, that is, the reconstruction of 3-D models of objects from a collection of 2-D images. It details the classic theory of two view geometry and shows that a more proper tool for...

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing...

This book covers compressible flow however the authors also show how wave phenomena in electromagnetism and solid mechanics can be treated using similar mathematical methods. It caters to the needs of the modern student by...

Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many...

This book contains an edited versIOn of lectures presented at the NATO ADVANCED STUDY INSTITUTE on VIRTUAL NONLINEAR MUL TIBODY SYSTEMS which was held in Prague, Czech Republic, from 23 June to 3 July 2002. It was organized by...

From Markov Jump Processes to Spatial Queues aims to develop a unified theory of spatial queues that yields concrete results for the performance analysis of mobile communication networks. A particular objective is to develop...

This book is designed for students in engineering, physics and mathematics. The material can be taught from the beginning of the third academic year. It could also be used for self­ study, given its pedagogical structure and...

New and striking results obtained in recent years from an intensive study of asymptotic combinatorics have led to a new, higher level of understanding of related problems: the theory of integrable systems, the Riemann-Hilbert...

Infinitesimal analysis, once a synonym for calculus, is now viewed as a technique for studying the properties of an arbitrary mathematical object by discriminating between its standard and nonstandard constituents. Resurrected...

This volume presents a short guide to the extensive literature concerning semir­ ings along with a complete bibliography. The literature has been created over many years, in variety of languages, by authors representing...

Optimization methods have been considered in many articles, monographs, and handbooks. However, experts continue to experience difficulties in correctly stating optimization problems in engineering. These troubles typically...

Over the last thirty years an abundance of papers have been writ­ ten on adaptive dynamic control systems. Nevertheless, now it may be predicted with confidence that the adaptive mechanics, a new division, new line of inquiry...

Approach your problems from the right It isn't that they can't see the solution. end and begin with the answers. Then It is that they can't see the problem. one day, perhaps you will find the final question. G.K. Chesterton...

Over the past few years a certain shift of focus within the theory of algebras of generalized functions (in the sense of J. F. Colombeau) has taken place. Originating in infinite dimensional analysis and initially applied...

Preface. 1. Introduction to Riemannian Manifolds. 2. Canonical Differential Operators Associated to a Riemannian Manifold. 3. Spectral Properties of the Laplace-Beltrami Operator and Applications. 4. Isospectral Closed Riemannian Manifolds. 5...