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SPIRES-BOOKS: FIND KEYWORD NATURAL RESOURCE ECONOMICS *END*INIT* use /tmp/qspiwww.webspi1/32541.354 QRY 131.225.70.96 . find keyword natural resource economics ( in books using www Cover
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Call number:SPRINGER-2016-9783319305455:ONLINE Show nearby items on shelf
Title:Energy, Complexity and Wealth Maximization
Author(s): Robert Ayres
Date:2016
Size:1 online resource (120 p.)
Note:10.1007/978-3-319-30545-5
Contents:Preface -- Glossary of Terms -- Glossary of People -- Part I. -- A Brief History of Ideas: Energy, Entropy and Evolution -- The Cosmos, the Sun and the Earth -- The Origin of Life -- Energy, Water, Climate and Cycles -- Summary of
Part I: From the “Big Bang” to Nutrient Cycles -- Part II -- Energy and Technology -- The New World – and Science -- Energy, Technology and the Future -- Part III -- Mainstream Economics and Energy -- New Perspectives on Capital, Work,
and Wealth -- Epilogue -- Appendix. Energy in Growth Theory -- References
ISBN:9783319305455
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Physics , Energy policy , Energy and state , Thermodynamics , Sociophysics , Econophysics , Economics , Natural resources , Physics , Socio- and Econophysics, Population and Evolutionary Models , Energy Policy, Economics and Management , Economic Systems , Thermodynamics , Natural Resource Economics
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Call number:SPRINGER-2014-9788132217862:ONLINE Show nearby items on shelf
Title:Optimal Mixture Experiments [electronic resource]
Author(s): B.K Sinha
N.K Mandal
Manisha Pal
P Das
Date:2014
Publisher:New Delhi : Springer India : Imprint: Springer
Size:1 online resource
Note:The book dwells mainly on the optimality aspects of mixture designs. As mixture models are a special case of regression models, a general discussion on regression designs has been presented, which includes topics like continuousdesigns, de la Garza p henomenon, Loewner order domination, Equivalence theorems for different optimality criteria and standard optimality results for single variable polynomial regression and multivariate linear and quadraticregression models. This is followed by a review of t he available literature on estimation of parameters in mixture models. Based on recent research findings, the volume also introduces optimal mixture designs for estimation of optimummixing proportions in different mixture models, which include Scheffs qua dratic model, Darroch-Waller model, log- contrast model, mixture-amount models, random coefficient models and multi-response model. Robust mixture designsand mixture designs in blocks have been also reviewed. Moreover, some applications of mixture designs in areas like agriculture, pharmaceutics and food and beverages have been presented. Familiarity with the basic concepts of designand analysis of experiments, along with the concept of optimality criteria are desirable prerequisites for a clear understan ding of the book. It is likely to be helpful to both theoreticians and practitioners working in the area ofmixture experiments
Contents:Chapter 1. Mixture Models and Mixture Designs: Scope of the Monograph
Chapter 2. Optimal Regression Designs
Chapter 3. Parameter Estimation in Linear and Quadratic Mixture Models
Chapter 4. Optimal Mixture Designs for Estimation of Natural Parameters in Scheffs Model
Chapter 5. Optimal Mixture Designs for Estimation of Natural Parameters in Scheffs Model under Constrained Factor Space
Chapter 6. Optimal Mixture Designs for Estimation of Natural Parameters in Other Mixture Models
Chapter 7. Optimal Designs for Estimation of Optimum Mixture in Scheffs Quadratic M
ISBN:9788132217862
Series:eBooks
Series:SpringerLink
Series:Lecture Notes in Statistics, 0930-0325 : v1028
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical optimization , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2014-9783642453670:ONLINE Show nearby items on shelf
Title:Scientific Computing with MATLAB and Octave [electronic resource]
Author(s): Alfio Quarteroni
Fausto Saleri
Paola Gervasio
Date:2014
Edition:4th ed. 2014
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:This textbook is an introduction to Scientific Computing, in which several numerical methods for the computer-based solution of certain classes of mathematical problems are illustrated. The authors show how to compute the zeros,the extrema, and the i ntegrals of continuous functions, solve linear systems, approximate functions using polynomials and construct accurate approximations for the solution of ordinary and partial differential equations. To make theformat concrete and appealing, the programmin g environments Matlab and Octave are adopted as faithful companions. The book contains the solutions to several problems posed in exercises and examples, often originating from importantapplications. At the end of each chapter, a specific section is devot ed to subjects which were not addressed in the book and contains bibliographical references for a more comprehensive treatment of the material. From the review:.... This carefully written textbook, the third English edition, contains substantial new devel opments on the numerical solution of differential equations. It is typeset in a two-color design and is written in a style suited forreaders who have mathematics, natural sciences, computer sciences or economics as a background and who are interested in a well-organized introduction to the subject. Roberto Plato (Siegen), Zentralblatt MATH 1205.65002
Contents:1. What can' t be ignored
2. Nonlinear equations
3. Approximation of functions and data
4. Numerical differentiation and integration
5. Linear systems
6. Eigenvalues and eigenvectors
7. Numerical optimization
8. Ordinary differential equations
9. Numerical approximation of boundary
value problems
10. Solutions of the exercises
References
Index
ISBN:9783642453670
Series:eBooks
Series:SpringerLink
Series:Texts in Computational Science and Engineering, 1611-0994 : v2
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Chemistry , Computer science , Visualization , Engineering
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Call number:SPRINGER-2014-9783319057149:ONLINE Show nearby items on shelf
Title:Stochastic Differential Equations, Backward SDEs, Partial Differential Equations [electronic resource]
Author(s): Etienne Pardoux
Aurel Rcanu
Date:2014
Publisher:Cham : Springer International Publishing : Imprint: Springer
Size:1 online resource
Note:This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations(PDEs), and financial mathe matics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. Theauthors present in particular the theory of ref lected SDEs in the above mentioned framework and include exercises at the end of each chapter. Stochastic calculus and stochastic differential equations (SDEs) were first introduced by K.It in the 1940s, in order to construct the path of diffusion process es (which are continuous time Markov processes with continuous trajectories taking their values in a finite dimensional vector space or manifold), which had beenstudied from a more analytic point of view by Kolmogorov in the 1930s. Since then, this topic has become an important subject of Mathematics and Applied Mathematics, because of its mathematical richness and its importance forapplications in many areas of Physics, Biology, Economics and Finance, where random processes play an increasingly important role. One important aspect is the connection between diffusion processes and linear partial differentialequations of second order, which is in particular the basis for Monte Carlo numerical methods for linear PDEs. Since the pioneering work of Peng and P ardoux in the early 1990s, a new type of SDEs called backward stochastic differentialequations (BSDEs) has emerged. The two main reasons why this new class of equations is important are the connection between BSDEs and semilinear PDEs, and the fact that B SDEs constitute a natural generalization of the famous Black andScholes model from Mathematical Finance, and thus offer a natural mathematical framework for the formulation of many new models in Finan
Contents:Introduction
Background of Stochastic Analysis
Itos Stochastic Calculus
Stochastic Differential Equations
SDE with Multivalued Drift
Backward SDE
Annexes
Bibliography
Index
ISBN:9783319057149
Series:eBooks
Series:SpringerLink
Series:Stochastic Modelling and Applied Probability, 0172-4568 : v69
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential equations, partial , Distribution (Probability theory)
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Call number:SPRINGER-2013-9783642331497:ONLINE Show nearby items on shelf
Title:Stochastic Calculus with Infinitesimals [electronic resource]
Author(s): Frederik Herzberg
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Stochastic analysis is not only a thriving area of pure mathematics with intriguing connections to partial differential equations and differential geometry. It also has numerous applications in the natural and social sciences(for instance in financia l mathematics or theoretical quantum mechanics) and therefore appears in physics and economics curricula as well. However, existing approaches to stochastic analysis either presuppose various concepts frommeasure theory and functional analysis or lack ful l mathematical rigour. This short book proposes to solve the dilemma: By adopting E. Nelson's radically elementary theory of continuous-time stochastic processes, it is based on ademonstrably consistent use of infinitesimals and thus permits a radically s implified, yet perfectly rigorous approach to stochastic calculus and its fascinating applications, some of which (notably the Black-Scholes theory of optionpricing and the Feynman path integral) are also discussed in the book
Note:Springer eBooks
Contents:1 Infinitesimal calculus, consistently and accessibly
2 Radically elementary probability theory
3 Radically elementary stochastic integrals
4 The radically elementary Girsanov theorem and the diffusion invariance principle
5 Excursion to nancial economics: A radically elementary approach to the fundamental theorems of asset pricing
6 Excursion to financial engineering: Volatility invariance in the Black
Scholes model
7 A radically elementary theory of It diffusions and associated partial differential equations
8 Excursion to mathematical physics: A radically elementary d
ISBN:9783642331497
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Mathematics, 0075-8434 : v2067
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Logic, Symbolic and mathematical , Distribution (Probability theory)
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Call number:SPRINGER-2013-9783642317422:ONLINE Show nearby items on shelf
Title:Discrete Time Series, Processes, and Applications in Finance [electronic resource]
Author(s): Gilles Zumbach
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing thedynamic behavior of financ ial data, leading to the required forecasts. This book presents a survey of the empirical properties of financial time series, their descriptions by means of mathematical processes, and some implications forimportant financial applications used in many ar eas like risk evaluation, option pricing or portfolio construction. The statistical tools used to extract information from raw data are introduced. Extensive multiscale empiricalstatistics provide a solid benchmark of stylized facts (heteroskedasticity, l ong memory, fat-tails, leverage), in order to assess various mathematical structures that can capture the observed regularities. The author introduces abroad range of processes and evaluates them systematically against the benchmark, summarizing the succe sses and limitations of these models from an empirical point of view. The outcome is that only multiscale ARCH processes with longmemory, discrete multiplicative structures and non-normal innovations are able to capture correctly the empirical properties. In particular, only a discrete time series framework allows to capture all the stylized facts in a process,whereas the stochastic calculus used in the continuum limit is too constraining. The present volume offers various applications and extensions for this class of processes including high-frequency volatility estimators, market riskevaluation, covariance estimation and multivariate extensions of the processes. The book discusses many practical implications and is addressed to practitioners and quants in the financial industry, as well as to academics, includinggraduate (Master or PhD level) students. The prerequisites are basic statistics and some elementary financial mathematics. Gilles Zumbach
Note:Springer eBooks
Contents:Preface
List of Figures
List of Tables
1. Introduction
2.Notation, naming and general definitions
3.Stylized facts
4.Empirical mug shots
5.Process Overview
6.Logarithmic versus relative random walks
7.ARCH processes
8.Stochastic volatility processes
9.Regime switching process
10.Price and volatility using high
frequency data
11.Time reversal asymmetry
12.Characterizing heteroskedasticity
13.The innovation distributions
14.Leverage effect
15.Processes and market risk evaluation
16.Option pricing
17.Properties of large covariance matrices
ISBN:9783642317422
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Finance, 1616-0533
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory) , Economics Statistics
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Call number:SPRINGER-2013-9783642259692:ONLINE Show nearby items on shelf
Title:Inference for Diffusion Processes [electronic resource] : With Applications in Life Sciences
Author(s): Christiane Fuchs
Date:2013
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, ischallenging, and hence dif fusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which alsoaddresses practitioners. It provides a complete o verview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications
Note:Springer eBooks
Contents:Introduction
Stochastic Modelling in Life Sciences
Stochastic Differential Equations and Diffusions in a Nutshell
Approximation of Markov Jump Processes by Diffusions
Diffusion Models in Life Sciences
Parametric Inference for Discretely
observed Diffusions
Bayesian Inference for Diffusions with Low
frequency Observations
Application I: Spread of Influenza
Application II: Analysis of Molecular Binding
Conclusion and Outlook
Benchmark Models
Miscellaneous
Supplementary Material for Application I
Supplementary Material for Application II
Notation
Refer
ISBN:9783642259692
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Statistical methods , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2013-9781447147275:ONLINE Show nearby items on shelf
Title:Pollution Under Environmental Regulation in Energy Markets [electronic resource]
Author(s): Francesco Gull
Date:2013
Publisher:London : Springer London : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Pollution Under Environmental Regulation in Energy Markets provides a study of environmental regulation when energy markets are imperfectly competitive. This theoretical treatment focuses on three relevant cases of energy markets.First, the residenti al space heating sector where hybrid regulation such as taxation and emissions trading together are possible. Second, the electricity market where transactions are organized in the form of multi-period auctions.Third, namely natural gas (input) and electr icity (output) markets where there is combined imperfect competition in vertical related energy markets. The development of free or low carbon technologies supported by energy policies,aiming at increasing security of supply, is also explored whilst cons idering competition policies that reduce market power in energy markets thus improving market efficiency. Pollution Under Environmental Regulation in Energy Marketsdiscusses the key issues of whether imperfect competition can lessen the ability of environ mental policy to reduce pollution and/or to minimize the cost of meeting environmental targets. Policymakers, analysts and researchers gain athorough understanding of the performance of environmental policy from Pollution Under Environmental Regulation i n Energy Markets leading to better design of simulation models of performance and costs of environmental regulation
Note:Springer eBooks
Contents:1.Introduction and Summary
2. Pollution under Hybrid Environmental Regulation: the Case of Space Heating
3. Pollution under Environmental Regulation within Multi
period Auctions: the Case of Electricity Markets
4. Pollution under Imperfect Competition in Vertical Related Energy Markets
ISBN:9781447147275
Series:e-books
Series:SpringerLink (Online service)
Series:Lecture Notes in Energy, 2195-1284 : v6
Series:Physics and Astronomy (Springer-11651)
Keywords: Engineering , Engineering economy , Environmental economics
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Call number:SPRINGER-2012-9783642223686:ONLINE Show nearby items on shelf
Title:Stochastic Differential Equations and Processes [electronic resource] : SAAP, Tunisia, October 7-9, 2010
Author(s): Mounir Zili
Darya V Filatova
Date:2012
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Selected papers submitted by participants of the international Conference Stochastic Analysis and Applied Probability 2010 ( www.saap2010.org ) make up the basis of this volume. The SAAP 2010 was held in Tunisia, from 7-9October, 2010, and was organi zed by the Applied Mathematics & Mathematical Physics research unit of the preparatory institute to the military academies of Sousse (Tunisia), chaired by Mounir Zili. The papers cover theoretical,numerical and applied aspects of stochastic processes and stochastic differential equations. The study of such topic is motivated in part by the need to model, understand, forecast and control the behavior of many natural phenomenathat evolve in time in a random way. Such phenomena appear in the fields of financ e, telecommunications, economics, biology, geology, demography, physics, chemistry, signal processing and modern control theory, to mention just a few.As this book emphasizes the importance of numerical and theoretical studies of the stochastic differenti al equations and stochastic processes, it will be useful for a wide spectrum of researchers in applied probability, stochasticnumerical and theoretical analysis and statistics, as well as for graduate students. To make it more complete and accessible for graduate students, practitioners and researchers, the editors Mounir Zili and Daria Filatova have includeda survey dedicated to the basic concepts of numerical analysis of the stochastic differential equations, written by Henri Schurz
Note:Springer eBooks
Contents:Preface
1.H. Schurz: Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods
2.C.A. Tudor: Kernel Density Estimation, Local Time and Chaos Expansion
3.W. Jedidi, J. Almhana, V. Choulakian, R. McGorman: General Shot Noise Processes and Functional Convergence to Stable Processes
4.C. El
Nouty: The Lower Classes of the Sub
Fractional Brownian Motion
5.M. Erraoui and Y. Ouknine: On the Bounded Variation of the Flow of Stochastic Differential Equation
6.A. Ayache, Q. Peng: Stochastic Volatility and Multifractional Bro
ISBN:9783642223686
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Proceedings in Mathematics, 2190-5614 : v7
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Systems theory , Distribution (Probability theory)
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Call number:SPRINGER-2011-9783642160295:ONLINE Show nearby items on shelf
Title:Introduction to Insurance Mathematics [electronic resource] : Technical and Financial Features of Risk Transfers
Author(s): Annamaria Olivieri
Ermanno Pitacco
Date:2011
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The book aims at presenting technical and financial features of life insurance, non-life insurance, pension plans. The book has been planned assuming non-actuarial readers as its natural target, namely - advancedundergraduate and graduate students in Economics, Business and Finance - professionals and technicians operating in Insurance and pension areas, whose job may regard investments, risk analysis, financial reporting, etc, and henceimplies a communication with actuarial professionals and manager s. Given the assumed target, the book focuses on technical and financial aspects of insurance, however avoiding the use of complex mathematical tools. In this sense, thebook can be placed at some midpoint of the existing literature, part of which adopts m ore formal approaches to insurance problems implying the use of non-elementary mathematics, whereas another part addresses practical questionstotally avoiding even simple mathematical tools (which, in our opinion, can conversely provide effective tools fo r presenting technical and financial features of the insurance business)
Note:Springer eBooks
Contents:Risks and insurance
Managing a portfolio of risks
Life insurance: modelling the lifetime
Life insurance: pricing
Life insurance: reserving
Reserves and profits in a life insurance portfolio
Finance in life insurance: linking benefits to the investment performance
Pension plans: technical and financial perspectives
Non
life insurance: pricing and reserving
ISBN:9783642160295
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Economics Statistics , Banks and banking
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Call number:SPRINGER-2011-9781441993656:ONLINE Show nearby items on shelf
Title:The Second Law of Economics [electronic resource] Energy, Entropy, and the Origins of Wealth
Author(s): Reiner Kmmel
Date:2011
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Nothing happens in the world without energy conversion and entropy production. These fundamental natural laws are familiar to most of us when applied to the evolution of stars, biological processes, or the working of an internalcombustion engine, but what about industrial economies and wealth production, or their constant companion, pollution? Does economics conform to the First and the Second Law of Thermodynamics? In this important book, ReinerKmmel takes us on a fascinating tour of these laws and their influence on natural, technological, and social evolution. Analyzing economic growth in Germany, Japan, and the United States in light of technological constraints oncapital, labor, and energy, Professor Kmmel upends conventional economic wisdom by showing that the productive power of energy far outweighs its small share of costs, while for labor just the opposite is true. Wealth creation byenergy conversion is accompanied and limited by polluting emissions that are coupled to entropy production. Th ese facts constitute the Second Law of Economics. They take on unprecedented importance in a world that is facing peakoil, debt-driven economic turmoil, and threats from pollution and climate change. They complement the First Law of Economics: Wealth is a llocated on markets, and the legal framework determines the outcome. By applying the First andSecond Law we understand the true origins of wealth production, the issues that imperil the goal of sustainable development, and the technological options that a re compatible both with this goal and with natural laws. The criticalrole of energy and entropy in the productive sectors of the economy must be realized if we are to create a road map that avoids a Dark Age of shrinking natural resources, environmental d egradation, and increasing social tensions
Note:Springer eBooks
ISBN:9781441993656
Series:e-books
Series:SpringerLink (Online service)
Series:The Frontiers Collection, 1612-3018
Series:Physics and Astronomy (Springer-11651)
Keywords: Thermodynamics , Engineering economy , Sustainable development , Environmental economics
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Call number:SPRINGER-2010-9784431538530:ONLINE Show nearby items on shelf
Title:Econophysics Approaches to Large-Scale Business Data and Financial Crisis [electronic resource]
Author(s): Misako Takayasu
Tsutomu Watanabe
Hideki Takayasu
Date:2010
Publisher:Tokyo : Springer Japan : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The new science of econophysics has arisen out of the information age. As large-scale economic data are being increasingly generated by industries and enterprises worldwide, researchers from fields such as physics, mathematics,and information science s are becoming involved. The vast number of transactions taking place, both in the financial markets and in the retail sector, is usually studied by economists and management and now by econophysicists. Usingcutting-edge tools of computational analysis wh ile searching for regularities and laws such as those found in the natural sciences, econophysicists have come up with intriguing results. The ultimate aim is to establishfundamental data collection and analysis techniques that embrace the expertise of a variety of academic disciplines. This book comprises selected papers from the international conference on novel analytical approaches to economic dataheld in Tokyo in March 2009. The papers include detailed reports on the market behavior during the financ ial crisis of 2008 and discussions on the mechanism of bubbles and crashes, with proposals for avoiding new crises. Filled withup-to-date research, this book will interest researchers and students, finance professionals, and scholars in diverse fields
Note:Springer eBooks
Contents:1 Financial Market Properties
Trend Switching Processes in Financial Markets
Nonlinear Memory and Risk Estimation in Financial Records
Microstructure and Execution Strategies in the Global Spot FX Market
Temporal Structure of Volatility Fluctuations
Theoretical Base of the PUCK
Model with Application to Foreign Exchange Markets
2 Financial Crisis and Macroeconomics
Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis
Global and Local Approaches Describing Critical Phenomena on the Developing and Developed Financial Markets
ISBN:9784431538530
Series:e-books
Series:SpringerLink (Online service)
Series:Physics and Astronomy (Springer-11651)
Keywords: Data mining , Economics Statistics , Econometrics
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Call number:SPRINGER-2010-9783642126017:ONLINE Show nearby items on shelf
Title:Extracting Knowledge From Time Series [electronic resource] : An Introduction to Nonlinear Empirical Modeling
Author(s): Boris P Bezruchko
Dmitry A Smirnov
Date:2010
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book addresses the fundamental question of how to construct mathematical models for the evolution of dynamical systems from experimentally-obtained time series. It places emphasis on chaotic signals and nonlinear modeling anddiscusses different approaches to the forecast of future system evolution. In particular, it teaches readers how to construct difference and differential model equations depending on the amount of a priori information that is availableon the system in addition to the experim ental data sets. This book will benefit graduate students and researchers from all natural sciences who seek a self-contained and thorough introduction to this subject
Note:Springer eBooks
Contents:Preface
Introduction
The Concept of Model. What is Remarkable in Mathematical Models
Two Approaches to Modelling and Forecast
Dynamical (Deterministic) Models of Evolution
Stochastic Models of Evolution
Problem Posing in Modelling From Data Series
Data Series as a Source for Modelling
Restoration of Explicit Temporal Dependencies
Moedel Equations: Parameter Estimation
Model Equations: Restoration of Equivalent Characteristics
Model Equations: Black Box Reconstruction
Practical Applications of Empirical Modelling
Identification of Directional Couplings
ISBN:9783642126017
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Synergetics, 0172-7389
Series:Physics and Astronomy (Springer-11651)
Keywords: Physical geography , Finance , Economics, Mathematical
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Call number:SPRINGER-2010-9783642120671:ONLINE Show nearby items on shelf
Title:Energy, Natural Resources and Environmental Economics [electronic resource]
Author(s): Endre Bjrndal
Mette Bjrndal
Panos M Pardalos
Mikael Rnnqvist
Date:2010
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The book consists of a collection of articles (survey and research) describing the area of energy, natural resources and environmental economics. The contents of the book is divided into four sections. The first part considerspetroleum and natural ga s applications, taking up topics ranging from the management of incomes and reserves to market modeling and value chain optimization. The second and most extensive part studies applications from electricitymarkets, including analyses of marked prices, ris k management, various optimization problems, electricity market design and regulation. The third part describes different applications in logistics and management of natural resources.Finally, the fourth part covers more general problems and methods arisi ng within the area. The volume contains many examples from Nordic countries where there is knowledge and experience in managing natural resources
Note:Springer eBooks
Contents:Petroleum and Natural Gas
Electricity Markets and Regulation
Natural Resources and Logistics
General Problems and Methods
ISBN:9783642120671
Series:e-books
Series:SpringerLink (Online service)
Series:Energy Systems, 1867-8998
Series:Mathematics and Statistics (Springer-11649)
Keywords: Economics , Engineering economy , Environmental economics
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Call number:SPRINGER-2010-9783642115462:ONLINE Show nearby items on shelf
Title:Quantitative Sociodynamics [electronic resource] : Stochastic Methods and Models of Social Interaction Processes
Author(s): Dirk Helbing
Date:2010
Edition:2
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This new edition of Quantitative Sociodynamics presents a general strategy for interdisciplinary model building and its application to a quantitative description of behavioral changes based on social interaction processes.Originally, the crucial meth ods for the modeling of complex systems (stochastic methods and nonlinear dynamics) were developed in physics and mathematics, but they have very often proven their explanatory power in chemistry, biology,economics and the social sciences as well. Quantit ative Sociodynamics provides a unified and comprehensive overview of the different stochastic methods, their interrelations and properties. In addition, it introduces important conceptsfrom nonlinear dynamics (e.g. synergetics, chaos theory). The applicab ility of these fascinating concepts to social phenomena is carefully discussed. By incorporating decision-theoretical approaches, a fundamental dynamic model isobtained, which opens new perspectives in the social sciences. It includes many established mod els as special cases, e.g. the logistic equation, the gravity model, some diffusion models, evolutionary game theoryand social fieldtheory. Moreover, it implies numerous new results and is relevant for various application areas, such as opinion formation, migration, the self-organizationof behavioral conventions, and the behavior of customers andvoters.Theoretical results are complemented and illustrated by numerous computer simulations. Quantitative Sociodynamics is relevant both for social scientists an d natural scientists who are interested in the application ofstochastic and synergetics concepts to interdisciplinary topics.
Note:Springer eBooks
Contents:Introduction and Summary
Dynamic Decision Behavior
Part I: Stochastic Methods and Non
Linear Dynamics: Master Equation in State Space
Boltzmann
Like Equations
Master Equation in Configuration Space
The Fokker
Planck Equation
Langevin Equations and Non
Linear Dynamics
Part II: Quantitative Models of Social Processes: Overview
Problems and Terminology
Decision Theoretical Specification of the Transition Rates
Opinion Formation Models
Social Fields and Social Forces
Evolutionary Game Theory
Determination of the Model Parameters from Empirical Data
List of
ISBN:9783642115462
Series:e-books
Series:SpringerLink (Online service)
Series:Physics and Astronomy (Springer-11651)
Keywords: Mathematics , Distribution (Probability theory) , Operations research , Social sciences
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Call number:SPRINGER-2010-9783642051012:ONLINE Show nearby items on shelf
Title:Ubiquitous Quantum Structure [electronic resource] : From Psychology to Finance
Author(s): Andrei Y Khrennikov
Date:2010
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
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Note:Springer 2013 e-book collections
Note:Quantum-like structure is present practically everywhere. Quantum-like (QL) models, i.e. models based on the mathematical formalism of quantum mechanics and its generalizations can be successfully applied to cognitive science,psychology, genetics, ec onomics, finances, and game theory. This book is not about quantum mechanics as a physical theory. The short review of quantum postulates is therefore mainly of historical value: quantum mechanics is just thefirst example of the successful application of non-Kolmogorov probabilities, the first step towards a contextual probabilistic description of natural, biological, psychological, social, economical or financial phenomena. A generalcontextual probabilistic model (Vxj model) is presented. It can be used for describing probabilities in both quantum and classical (statistical) mechanics as well as in the above mentioned phenomena. This model can be representedin a quantum-like way, namely, in complex and more general Hilbert spaces. In this way quantum pro bability is totally demystified: Born's representation of quantum probabilities by complex probability amplitudes, wave functions, issimply a special representation of this type
Note:Springer eBooks
Contents:Quantum
like Paradigm
Classical (Kolmogorovian) and Quantum (Born) Probability
Contextual Probabilistic Model Vxj Model
Quantum
like Representation Algorithm
QLRA
The Quantum
like Brain
Experimental Tests of Quantum
like Behavior of the Mind
Quantum
like Decision Making and Disjunction Effect
Macroscopic Games and Quantum Logic
Contextual Approach to Quantum
like Macroscopic Games
Psycho
financial Model
The Problem of Smoothness of Bohmian Trajectories
ISBN:9783642051012
Series:e-books
Series:SpringerLink (Online service)
Series:Physics and Astronomy (Springer-11651)
Keywords: Distribution (Probability theory) , Quantum theory , Economics
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Call number:SPRINGER-2009-9783540688327:ONLINE Show nearby items on shelf
Title:Historical Encyclopedia of Natural and Mathematical Sciences [electronic resource]
Author(s): Ari Ben-Menahem
Date:2009
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
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Note:This milestone extensive work combines the essentials of history biography, chronology, political and economic background with the observations, theories, principles, laws and equations that constitute the specifics ofscience. The 5800-page Encyclo pedia arises from the conviction that the optimal perspective on science is through the lens of history, setting aside traditional divisions of discipline and specialty, and rising above geopoliticalboundaries. Reaching from 4,200 BCE to the 21st century CE, the Encyclopedia relates (as the author himself puts it) not only who did it and when it was done but also precisely what was done. The author, Ari Ben-Menahem, surveys100 generations of great thinkers, offering 2070 detailed biographies of scientists , engineers, explorers and inventors, who left their mark on the history of science and technology. The span of coverage is all-encompassing:mathematics, philosophy, logic, physical and environmental sciences (including physics, chemistry, astronomy, eart h and space sciences and cosmology), life sciences (biology, medicine, physiology, botany, zoology and biochemistry),associated engineering disciplines, and the social sciences (among them economics, psychology, sociology, anthropology, linguistics and mo re). The six-volume Encyclopedia also includes 380 articles summarizing the time-line of ideas inthe leading fields of science, technology, mathematics and philosophy, plus useful tables, figures and photos, and 20 Science Progress Reports detailing scien tific setbacks. Interspersed throughout are quotations, gathered fromthe wit and wisdom of sages, savants and scholars throughout the ages from antiquity to modern times
Note:Springer eBooks
ISBN:9783540688327
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Geography , Life sciences , Environmental sciences , Humanities
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Call number:SPRINGER-2009-9780817649272:ONLINE Show nearby items on shelf
Title:Iterated Maps on the Interval as Dynamical Systems [electronic resource]
Author(s): Pierre Collet
Jean-Pierre Eckmann
Date:2009
Publisher:Boston : Birkhuser Boston
Size:1 online resource
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Note:Springer 2013 e-book collections
Note:Iterations of continuous maps of an interval to itself serve as the simplest examples of models for dynamical systems. These models present an interesting mathematical structure going far beyond the simple equilibrium solutionsone might expect. If, i n addition, the dynamical system depends on an experimentally controllable parameter, there is a corresponding mathematical structure revealing a great deal about interrelations between the behavior for differentparameter values. This work explains some o f the early results of this theory to mathematicians and theoretical physicists, with the additional hope of stimulating experimentalists to look for more of these general phenomena ofbeautiful regularity, which oftentimes seem to appear near the much les s understood chaotic systems. Although continuous maps of an interval to itself seem to have been first introduced to model biological systems, they can be found asmodels in most natural sciences as well as economics. Iterated Maps on the Interval as Dyna mical Systems is a classic reference used widely by researchers and graduate students in mathematics and physics, opening up some newperspectives on the study of dynamical systems . This book is a thorough and readable introduction to some aspects of the theory of one-dimensional dynamical systemsThe kneading calculus of MilnorThurston receives its mostaccessible treatment to date in printThis is an important and beautiful exposition, both as an orientation for the reader unfamiliar with this theory and a s a prelude to studying in greater depth some of the hard papers on thesubject. Mathematical Reviews (Review of the original hardcover edition) This book provides a good survey of recent developments in the study of the dynamics of smooth self-maps on the interval. Itdeals with a subject whoseliterature often appears in physics journals. This literature suffers in general from a failure to distinguish between mathematical theorems and
Note:Springer eBooks
Contents:Motivation and Interpretation
One
Parameter Families of Maps
Typical Behavior for One Map
Parameter Dependence
Systematics of the Stable Periods
On the Relative Frequency of Periodic and Aperiodic Behavior
Scaling and Related Predictions
Higher Dimensional Systems
Properties of Individual Maps
Unimodal Maps and Thier Itineraries
The Calculus of Itineraries
Itineraries and Orbits
Negative Schwarzian Derivative
Homtervals
Topological Conjugacy
Sensitive Dependence on Initial Conditions
Ergodic Properties
Properties of one
Parameter families of m
ISBN:9780817649272
Series:e-books
Series:SpringerLink (Online service)
Series:Modern Birkhuser Classics
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differentiable dynamical systems , Mathematical physics
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Call number:SPRINGER-2009-9780387689029:ONLINE Show nearby items on shelf
Title:Maximum Penalized Likelihood Estimation [electronic resource] : Volume II: Regression
Author(s): Vincent N LaRiccia
Paul P Eggermont
Date:2009
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This is the second volume of a text on the theory and practice of maximum penalized likelihood estimation. It is intended for graduate students in statistics, operations research and applied mathematics, as well as for researchersand practitioners in the field. The present volume deals with nonparametric regression. The emphasis in this volume is on smoothing splines of arbitrary order, but other estimators (kernels, local and global polynomials) pass review aswell. Smoothing splines and local polyno mials are studied in the context of reproducing kernel Hilbert spaces. The connection between smoothing splines and reproducing kernels is of course well-known. The new twist is that letting theinnerproduct depend on the smoothing parameter opens up new p ossibilities. It leads to asymptotically equivalent reproducing kernel estimators (without qualifications), and thence, via uniform error bounds for kernel estimators, touniform error bounds for smoothing splines and via strong approximations, to confiden ce bands for the unknown regression function. The reason for studying smoothing splines of arbitrary order is that one wants to use them for dataanalysis. Regarding the actual computation, the usual scheme based on spline interpolation is useful for cubic smoothing splines only. For splines of arbitrary order, the Kalman filter is the most important method, the intricacies ofwhich are explained in full. The authors also discuss simulation results for smoothing splines and local and global polynomials for a variety of test problems as well as results on confidence bands for the unknown regression functionbased on undersmoothed quintic smoothing splines with remarkably good coverage probabilities. P.P.B. Eggermont and V.N. LaRiccia are with the Statistics P rogram of the Department of Food and Resource Economics in the College ofAgriculture and Natural Resources at the University of Delaware, and the authors of Maximum Penalized Likelihood Estimation: Volu
Note:Springer eBooks
Contents:Smoothing splines of arbitrary order
Deterministic and random designs
Reproducing kernel Hilbert spaces, equivalent reproducing kernel estimators
Strong approximation and confidence bands
Computing: the Bayesian model and the Kalman filter
Other estimators: kernels, sieves, local polynomials, least
absolute deviations, total
variation penalized least squares
Simulations and examples
ISBN:9780387689029
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Statistics, 0172-7397
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Biometrics , Statistical methods , Computer science Mathematics , Mathematical statistics , Econometrics
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Call number:SPRINGER-2008-9781848002739:ONLINE Show nearby items on shelf
Title:Codes: An Introduction to Information Communication and Cryptography [electronic resource]
Author(s): N.L Biggs
Date:2008
Publisher:London : Springer London
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Information is an important feature of the modern world. Mathematical techniques underlie the devices that we use to handle it, for example, mobile phones, digital cameras, and personal computers. This book is an integratedintroduction to the mathema tics of coding, that is, replacing information expressed in symbols, such as a natural language or a sequence of bits, by another message using (possibly) different symbols. There are three main reasons fordoing this: economy, reliability, and security, a nd each is covered in detail. Only a modest mathematical background is assumed, the mathematical theory being introduced at a level that enables the basic problems to be statedcarefully, but without unnecessary abstraction. Other features include: clear a nd careful exposition of fundamental concepts, including optimal coding, data compression, and public-key cryptography concise but complete proofs ofresults coverage of recent advances of practical interest, for example in encryption standards, authentica tion schemes, and elliptic curve cryptography numerous examples and exercises, and a full solutions manual available tolecturers from www.springer.com This modern introduction to all aspects of coding is suitable for advanced undergraduate or postgraduate courses in mathematics, computer science, electrical engineering, or informatics. It is alsouseful for researchers and practitioners in related areas of science, engineering and economics
Note:Springer eBooks
Contents:Coding and its uses
Prefix
free codes
Economical coding
Data compression
Noisy channels
The problem of reliable communication
The noisy coding theorems
Linear codes
Algebraic coding theory
Coding natural languages
The development of cryptography
Cryptography in theory and practice
The RSA cryptosystem
Cryptography and calculation
Elliptic curve cryptography
Answers to odd
numbered exercises
Index
ISBN:9781848002739
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Undergraduate Mathematics Series, 1615-2085
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Data structures (Computer science) , Coding theory , Combinatorics , Number theory , Telecommunication
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Call number:SPRINGER-2008-9781846287978:ONLINE Show nearby items on shelf
Title:Stochastic Calculus for Fractional Brownian Motion and Applications [electronic resource]
Author(s): Francesca Biagini
Yaozhong Hu
Bernt ksendal
Tusheng Zhang
Date:2008
Publisher:London : Springer London
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. fBm represents anatural one-parameter extension of classical Brownian motion therefore it is natural to ask if a stochastic calculus for fBm can be developed. This is not obvious, since fBm is neither a semimartingale (except when H = ), nor aMarkov process so the classical mathematical machi neries for stochastic calculus are not available in the fBm case. Several approaches have been used to develop the concept of stochastic calculus for fBm. The purpose of this book is topresent a comprehensive account of the different definitions of stocha stic integration for fBm, and to give applications of the resulting theory. Particular emphasis is placed on studying the relations between the different approaches.Readers are assumed to be familiar with probability theory and stochastic analysis, althou gh the mathematical techniques used in the book are thoroughly exposed and some of the necessary prerequisites, such as classical white noisetheory and fractional calculus, are recalled in the appendices. This book will be a valuable reference for graduat e students and researchers in mathematics, biology, meteorology, physics, engineering and finance. Aspects of the bookwill also be useful in other fields where fBm can be used as a model for applications
Note:Springer eBooks
Contents:Fractional Brownian motion
Intrinsic properties of the fractional Brownian motion
Stochastic calculus
Wiener and divergence
type integrals for fractional Brownian motion
Fractional Wick It Skorohod (fWIS) integrals for fBm of Hurst index H >1/2
WickIt Skorohod (WIS) integrals for fractional Brownian motion
Pathwise integrals for fractional Brownian motion
A useful summary
Applications of stochastic calculus
Fractional Brownian motion in finance
Stochastic partial differential equations driven by fractional Brownian fields
Stochastic optimal control and appl
ISBN:9781846287978
Series:e-books
Series:SpringerLink (Online service)
Series:Probability and Its Applications, 1431-7028
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory) , Economics Statistics
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Call number:SPRINGER-2008-9780387685601:ONLINE Show nearby items on shelf
Title:Survival and Event History Analysis [electronic resource] : A Process Point of View
Author(s): Odd O Aalen
rnulf Borgan
Hkon K Gjessing
Date:2008
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Time-to-event data are ubiquitous in fields such as medicine, biology, demography, sociology, economics and reliability theory. Recently, a need to analyze more complex event histories has emerged. Examples are individuals thatmove among several stat es, frailty that makes some units fail before others, internal time-dependent covariates, and the estimation of causal effects from observational data. The aim of this book is to bridge the gap between standardtextbook models and a range of models where t he dynamic structure of the data manifests itself fully. The common denominator of such models is stochastic processes. The authors show how counting processes, martingales, and stochasticintegrals fit very nicely with censored data. Beginning with standa rd analyses such as Kaplan-Meier plots and Cox regression, the presentation progresses to the additive hazard model and recurrent event data. Stochastic processes arealso used as natural models for individual frailty they allow sensible interpretations of a number of surprising artifacts seen in population data. The stochastic process framework is naturally connected to causality. The authors showhow dynamic path analyses can incorporate many modern causality ideas in a framework that takes the time aspec t seriously. To make the material accessible to the reader, a large number of practical examples, mainly from medicine, aredeveloped in detail. Stochastic processes are introduced in an intuitive and non-technical manner. The book is aimed at investigator s who use event history methods and want a better understanding of the statistical concepts. It issuitable as a textbook for graduate courses in statistics and biostatistics. Odd O. Aalen is professor of medical statistics at the University of Oslo, Norwa y. His Ph.D. from the University of California, Berkeley in 1975 introducedcounting processes and martingales in event history analysis. He has also contributed to numerous other areas of event history
Note:Springer eBooks
Contents:An introduction to survival and event history analysis
Stochastic processes in event history analysis
Nonparametric analysis of survival and event history data
Regression models
Parametric counting process models
Unobserved heterogeneity: The odd effects of frailty
Multivariate frailty models
Marginal and dynamic models for recurrent events and clustered survival data
Causality
First passage time models: Understanding the shape of the hazard rate
Diffusion and Lvy process models for dynamic frailty
ISBN:9780387685601
Series:e-books
Series:SpringerLink (Online service)
Series:Statistics for Biology and Health, 1431-8776
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Epidemiology , Distribution (Probability theory) , System safety , Econometrics
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Call number:SPRINGER-2007-9783540498094:ONLINE Show nearby items on shelf
Title:Numerical Mathematics [electronic resource]
Author(s): Alfio Quarteroni
Riccardo Sacco
Fausto Saleri
Date:2007
Publisher:New York, NY : Springer New York
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Numerical mathematics is the branch of mathematics that proposes, develops, analyzes and applies methods from scientific computing to several fields including analysis, linear algebra, geometry, approximation theory, functionalequations, optimization and differential equations. Other disciplines, such as physics, the natural and biological sciences, engineering, and economics and the financial sciences frequently give rise to problems that need scientificcomputing for their solutions. As such, numeri cal mathematics is the crossroad of several disciplines of great relevance in modern applied sciences, and can become a crucial tool for their qualitative and quantitative analysis. One ofthe purposes of this book is to provide the mathematical foundation s of numerical methods, to analyze their basic theoretical properties (stability, accuracy, computational complexity) and demonstrate their performance on examples andcounterexamples which outline their pros and cons. This is done using the MATLABTM softw are environment which is user-friendly and widely adopted. Within any specific class of problems, the most appropriate scientific computingalgorithms are reviewed, their theoretical analyses are carried out and the expected results are verified on a MATLA BTM computer implementation. Every chapter is supplied with examples, exercises and applications of the discussedtheory to the solution of real-life problems. This book is addressed to senior undergraduate and graduate students with particular focus on de gree courses in engineering, mathematics, physics and computer sciences. The attention whichis paid to the applications and the related development of software makes it valuable also for researchers and users of scientific computing in a large variety of professional fields. In this second edition, the readability ofpictures, tables and program headings has been improved. Several changes in the chapters on iterative methods and on polynomial approximat
Note:Springer eBooks
Contents:Series Preface
Preface
I Getting Started
1. Foundations of Matrix Analysis
2 Principles of Numerical Mathematics
II Numerical Linear Algebra
3 Direct Methods for the Solution of Linear Systems
4 Iterative Methods for Solving Linear Systems
5 Approximation of Eigenvalues and Eigenvectors
III Around Functions and Functionals
6 Rootfinding for Nonlinear Equations
7 Nonlinear Systems and Numerical Optimization
8 Polynomial Interpolation
9 Numerical Integration
IV Transforms, Differentiation and Problem Discretization
10 Orthogonal Polynomials in Approxi
ISBN:9783540498094
Series:e-books
Series:SpringerLink (Online service)
Series:Texts in Applied Mathematics, 0939-2475 : v37
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Numerical analysis , Engineering mathematics
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Call number:SPRINGER-2007-9780817645861:ONLINE Show nearby items on shelf
Title:Dynamical Systems with Applications using Mathematica [electronic resource]
Author(s): Stephen Lynch
Date:2007
Publisher:Boston, MA : Birkhuser Boston
Size:1 online resource
Note:Springer e-book platform
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Note:Dynamical Systems with Applications using Mathematica provides an introduction to the theory of dynamical systems with the aid of the Mathematica computer algebra package. The book has a very hands-on approach and takes thereader from basic theory to recently published research material. Emphasized throughout are numerous applications to biology, chemical kinetics, economics, electronics, epidemiology, nonlinear optics, mechanics, population dynamics,and neural networks. Mathematicas symbolic, numeri cal, and graphical capabilities make it ideal for the study of nonlinear dynamical systems. An introductory chapter provides complete tutorials on how to use Mathematicastext-based input commands and palettes, enabling new users to become familiar with th e program, while providing a good reference source for experts. Working Mathematica notebooks will be available athttp://library.wolfram.com/infocenter/Books/AppliedMathematics/. Throughout the book, the author has focused on breadth of coverage rather th an fine detail, with theorems and proofs being kept to a minimum. The first part of the bookdeals with continuous systems using ordinary differential equations, while the second part is devoted to the study of discrete dynamical systems. Some of the mater ial presented is at the postgraduate level and has been influenced bythe authors own research interests. Exercises are included at the end of every chapter. A comprehensive bibliography including textbooks and research papers rounds out the work. The book is intended for senior undergraduate andgraduate students as well as working scientists in applied mathematics, the natural sciences, and engineering. Many chapters of the book are especially useful as reference material for senior undergraduate independ ent project work.Also by the author: Dynamical Systems with Applications using MATLAB, ISBN 978-0-8176-4321-8 Dynamical Systems with Applications using Maple, ISBN 978-0-8176-4150-4
Note:Springer eBooks
Contents:Preface
A Tutorial Introduction to Mathematica
Differential Equations
Planar Systems
Interacting Species
Limit Cycles
Hamiltonian Systems, Lyapunov Functions, and Stability
Bifurcation Theory
Three
Dimensional Autonomous Systems and Chaos
Poincar Maps and Nonautonomous Systems in the Plane
Local and Global Bifurcations
The Second Part of David Hilbert's Sixteenth Problem
Linear Discrete Dynamical Systems
Nonlinear Discrete Dynamical Systems
Complex Iterative Maps
Electromagnetic Waves and Optical Resonators
Fractals and Multifractals
Chaos C
ISBN:9780817645861
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Differential Equations , Engineering mathematics , Engineering
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Call number:SPRINGER-2006-9783540331827:ONLINE Show nearby items on shelf
Title:Critical Phenomena in Natural Sciences [electronic resource] : Chaos, Fractals, Selforganization and Disorder: Concepts and Tools
Author(s): Didier Sornette
Date:2006
Edition:Second Edition
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Concepts, methods and techniques of statistical physics in the study of correlated, as well as uncorrelated, phenomena are being applied ever increasingly in the natural sciences, biology and economics in an attempt to understandand model the large v ariability and risks of phenomena. This is the first textbook written by a well-known expert that provides a modern up-to-date introduction for workers outside statistical physics. The emphasis of the book is on aclear understanding of concepts and method s, while it also provides the tools that can be of immediate use in applications. Although this book evolved out of a course for graduate students, it will be of great interest to researchersand engineers, as well as to post-docs in geophysics and meteoro logy
Note:Springer eBooks
Contents:Useful Notions of Probability Theory
Sums of Random Variables, Random Walks and the Central Limit Theorem
Large Deviations
Power Law Distributions
Fractals and Multifractals
Rank
Ordering Statistics and Heavy Tails
Statistical Mechanics: Probabilistic Point of View and the Concept of Temperature
Long
Range Correlations
Phase Transitions: Critical Phenomena and First
Order Transitions
Transitions, Bifurcations and Precursors
The Renormalization Group
The Percolation Model
Rupture Models
Mechanisms for Power Laws
Self
Organized Criticality
to th
ISBN:9783540331827
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Series in Synergetics, 0172-7389
Series:Physics and Astronomy (Springer-11651)
Keywords: Mathematics , Statistical physics
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Call number:SPRINGER-2006-9783540272663:ONLINE Show nearby items on shelf
Title:Extreme Financial Risks [electronic resource] : From Dependence to Risk Management
Author(s): Yannick Malevergne
Didier Sornette
Date:2006
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties ofdependences between the different assets. This book offers an original and thorough treatment of these two domains, focusing mainly on the concepts and tools that remain valid for large and extreme price moves. Strong emphasis isplaced on the theory of copulas and their empirica l testing and calibration, because they offer intrinsic and complete measures of dependences. Extreme Financial Risks will be useful to: students looking for a general and in-depthintroduction to the field financial engineers, economists, econometricians, actuarial professionals researchers and mathematicians looking for a synoptic view comparing the pros and cons of different modelling strategies andquantitative practitioners for the insights offered on the subtleties and the many dimensional components of both risk and dependence. In toto, the content of this book will also be useful to a broader scientific community interestedin quantifying the complexity of many natural and artificial processes in which a growing emphasis is on the role and importance of extreme phenomena
Note:Springer eBooks
Contents:On the Origin of Risks and Extremes
Marginal Distributions of Returns
Notions of Copulas
Measures of Dependences
Description of Financial Dependences With Copulas
Measuring Extreme Dependences
Summary and Outlook
ISBN:9783540272663
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory) , Statistical physics , Economics Statistics , Econometrics , Economics
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Call number:SPRINGER-2005-9783540305910:ONLINE Show nearby items on shelf
Title:Semiparametric Modeling of Implied Volatility [electronic resource]
Author(s): Matthias R Fengler
Date:2005
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are ofimmediate importance in practice: they may appear as estimates of the current surface or as fully specified dynamic models describing its propagation through space and time. This book fills a gap in the financial literature by bringingtogether both recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces: the first part of the book is devoted to smile-consistentpricing appoaches. The theory of implied and local volatility is prese nted concisely, and vital smile-consistent modeling approaches such as implied trees, mixture diffusion, or stochastic implied volatility models are discussed indetail. The second part of the book familiarizes the reader with estimation techniques that ar e natural candidates to meet the challenges in implied volatility modeling, such as the rich functional structure of observed impliedvolatility surfaces and the necessity for dimension reduction: non- and semiparametric smoothing techniques. The book intr oduces Nadaraya-Watson, local polynomial and least squares kernel smoothing, and dimension reduction methods suchas common principle components, functional principle components models and dynamic semiparametric factor models. Throughout, most methods are illustrated with empirical investigations, simulations and pictures
Note:Springer eBooks
Contents:Introduction
The Implied Volatility Surface
Smile Consistent Volatility Models
Smoothing Techniques
Dimension
Reduced Modeling
ISBN:9783540305910
Series:e-books
Series:SpringerLink (Online service)
Series:Springer Finance
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Economics Statistics
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Call number:SPRINGER-2005-9781846281501:ONLINE Show nearby items on shelf
Title:Theory of Random Sets [electronic resource]
Author(s): Ilya Molchanov
Date:2005
Publisher:London : Springer London
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:Stochastic geometry is a relatively new branch of mathematics. Although its predecessors such as geometric probability date back to the 18th century, the formal concept of a random set was developed in the beginning of the 1970s.Theory of Random Sets presents a state of the art treatment of the modern theory, but it does not neglect to recall and build on the foundations laid by Matheron and others, including the vast advances in stochastic geometry,probability theory, set-valued analysis, and statis tical inference of the 1990s. The book is entirely self-contained, systematic and exhaustive, with the full proofs that are necessary to gain insight. It shows the variousinterdisciplinary relationships of random set theory within other parts of mathemati cs, and at the same time, fixes terminology and notation that are often varying in the current literature to establish it as a natural part of modernprobability theory, and to provide a platform for future development. An extensive, searchable bibliograph y to accompany the book is freely available via the web. The book will be an invaluable reference for probabilists,mathematicians in convex and integral geometry, set-valued analysis, capacity and potential theory, mathematical statisticians in spatial st atistics and image analysis, specialists in mathematical economics, and electronic andelectrical engineers interested in image analysis
Note:Springer eBooks
Contents:Random Closed Sets and Capacity Functionals
Expectations of Random Sets
Minkowski Addition
Unions of Random Sets
Random Sets and Random Functions. Appendices: Topological Spaces
Linear Spaces
Space of Closed Sets
Compact Sets and the Hausdorff Metric
Multifunctions and Continuity
Measures and Probabilities
Capacities
Convex Sets
Semigroups and Harmonic Analysis
Regular Variation. References
List of Notation
Name Index
Subject Index
ISBN:9781846281501
Series:e-books
Series:SpringerLink (Online service)
Series:Probability and Its Applications, 1431-7028
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Distribution (Probability theory) , Mathematical physics , Statistics , Economics
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Call number:SPRINGER-1994-9789401109628:ONLINE Show nearby items on shelf
Title:Predictability and Nonlinear Modelling in Natural Sciences and Economics
Author(s):
Date:1994
Size:1 online resource (653 p.)
Note:10.1007/978-94-011-0962-8
Contents:1. Geophysics -- Karl Popper and the accountability of scientific models -- Evaluation of forecasts -- The Liouville equation and prediction of forecast skill -- An improved formula to describe error growth in meteorological models --
Searching for periodic motions in long-time series -- Comparison study of the response of the climate system to major volcanic eruptions and el nino events -- Detection of a pertubed equator-pole temperature gradient in a spectral
model of the atmospheric circulation -- A simple two-dimensional climate model with ocean and atmosphere coupling -- Climate modelling at different scales of space -- 2. Agriculture -- Simulation of effects of climatic change on
cauliflower production -- Validation of large scale process-oriented models for managing natural resource populations: a case study -- Uncertainty of predictions in supervised pest control in winter wheat, its price and its causes --
The implications and importance of non-linear responses in modelling the growth and development of wheat -- Growth curve analysis of sedentary plant parasitic nematodes in relation to plant resistance and tolerance -- 3. Population
Biology -- Using chaos to understand biological dynamics -- Qualitative analysis of unpredictability: a case study from childhood epidemics -- Control and prediction in seasonally driven population models -- Simple theoretical models
and population predictions -- Individual based population modelling -- Ecological systems are not dynamical systems: some consequences of individual variability -- Spatio-temporal organization mediated by hierarchy in time scales in
ensembles of predator-prey pairs -- Continental expansion of plant disease: a survey of some recent results -- Modelling of fish behavior -- 4. Systems sciences -- Understanding uncertain environmental systems -- System identification
by approximate realization -- Sensitivity analysis versus uncertainty analysis: when to use what? -- Monte Carlo estimation of uncertainty contributions from several independent multivariate sources -- Assessing sensitivities and
uncertainties in models: a critical evaluation -- UNCSAM: a software tool for sensitivity and uncertainty analysis of mathematical models -- Set-membership identification of nonlinear conceptual models -- Parameter sensitivity and the
quality of model predictions -- Towards a metrics for simulation model validation -- Use of a Fourier decomposition technique in aquatic ecosystems modelling -- Multiobjective inverse problems with ecological and economical motivations
-- An expert-opinion approach to the prediction problem in complex systems -- 5. Environmental Sciences -- Critical loads and a dynamic assessment of ecosystem recovery -- Uncertainty analysis on critical loads for forest soils in
Finland -- Monte Carlo simulations in ecological risk assessment -- Sensitivity analysis of a model for pesticide leaching and accumulation -- Bayesian uncertainty analysis in water quality modelling -- Modelling dynamics of air
pollution dispersion in mesoscale -- Uncertainty factors analysis in linear water quality models -- Uncertainty analysis and risk assessment combined: application to a bioaccumulation model -- Diagnosis of model applicability by
identification of incompatible data sets illustrated on a pharmacokinetic model for dioxins in mamals -- Regional calibration of a steady state model to assess critical acid loads -- Uncertainty analysis for the computation of
greenhouse gas concentrations in IMAGE -- 6. Economics -- Forecast uncertainty in economics -- Some aspects of nonlinear discrete-time descriptor systems in economics -- Quasi-periodic and strange, chaotic attractors in Hick’s
nonlinear trade cycle model -- Monte Carlo experimentation for large scale forward-looking economic models -- Erratic dynamics in a restricted tatonnement process with two and three goods -- Chaotic dynamics in a two-dimensional
overlapping generation model: a numerical investigation -- Nonlinearity and forecasting aspects of periodically integrated autoregressions -- Classical and modified resealed range analysis: some evidence
ISBN:9789401109628
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Atmospheric sciences , Plant science , Botany , System theory , Mathematical models , Applied mathematics , Engineering mathematics , Environment , Mathematics , Mathematical Modeling and Industrial Mathematics , Environment, general , Appl.Mathematics/Computational Methods of Engineering , Systems Theory, Control , Atmospheric Sciences , Plant Sciences
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Call number:SPRINGER-1992-9783642499814:ONLINE Show nearby items on shelf
Title:The Stability Concept of Evolutionary Game Theory A Dynamic Approach
Author(s):
Date:1992
Size:1 online resource (129 p.)
Note:10.1007/978-3-642-49981-4
Contents:1. Introduction -- 2. Frequency-Dependent Evolution in a Single Haploid Species -- 1. Pure and Mixed Strategies -- 2. Monomorphic ESS’s and Stability -- 3. The Hawk-Dove Game -- 4. The Static Characterization of an ESS -- 5. Stability
for the Continuous Dynamic -- 6. The Strong Stability Concept and the Dynamic Characterization of an ESS -- 7. Stability for the Discrete Dynamic -- 8. Alternative Proof of Theorem 2.5.2 -- 9. Nonlinear Fitness Functions -- 10.
Appendix on Centre Manifold Theory -- 3. Frequency-Dependent Evolution in a Two-Species Haploid System -- 1. Frequency-Dependent Fitness -- 2. Monomorphic ESS’s and Stability -- 3. Examples: Battle-of-the-Sexes and Edgeworth Market
Games -- 4. The Static Characterization of a Two-Species ESS -- 5. Strong Stability for the Continuous Dynamic -- 6. Multi-Species Frequency-Dependent Evolution -- 4. Frequency-Dependent Evolution in a Randomly-Mating Diploid Species
-- 1. Natural Selection as an Evolutionary Game -- 2. Single-Locus Models -- 3. Two-Phenotype, Frequency-Dependent Evolution at a Single Locus -- 4. Multi-Phenotype, Frequency-Dependent Evolution at a Single Locus -- 5. A Two-Locus,
Two-Allele, Two-Phenotype Example -- 5. Frequency- and Density-Dependent Evolution in a Haploid Species -- 1. Frequency- and Density-Dependent Fitness (and the Haploid Dynamic) -- 2. Monomorphic DDESS’s and Stability -- 3. The
Density-Dependent Hawk-Dove Game -- 4. The DDESS Conditions and Strong Stability -- 5. Density-Dependent Natural Selection as a Haploid Evolutionary Game -- 6. Evolutionary Stability in Multi-Species Population-Dynamic Models -- An
Intermission -- 6. Evolutionary Stable Sets and Contestant Information -- 1. A Mixed-Strategy Hawk-Dove Game -- 2. The Static Characterization of an ES Set -- 3. The Dynamic Characterization of an ES Set -- 4. The Hawk-Dove Game with
Varying Resource -- 5. ES Sets for Games in Extensive Form -- 6. The Owner-Intruder Game -- 7. Multi-Stage Games -- 7. References -- 8. Index
ISBN:9783642499814
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Lecture Notes in Biomathematics: 94
Keywords: Mathematics , Ecology , Biomathematics , Statistics , Economic theory , Mathematics , Mathematical and Computational Biology , Economic Theory/Quantitative Economics/Mathematical Methods , Statistics for Life Sciences, Medicine, Health Sciences , Ecology
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Call number:SPRINGER-1980-9781468435726:ONLINE Show nearby items on shelf
Title:Dynamic Optimization and Mathematical Economics
Author(s):
Date:1980
Size:1 online resource (269 p.)
Note:10.1007/978-1-4684-3572-6
Contents:I. Control Theory in Economic Systems -- 1. Asset Pricing in an Economy with Production: A “Selective” Survey of Recent Work on Asset-Pricing Models -- 2. Alternative Long-Run Goals and the Theory of the Firm: Why Profit Maximization
May Be a Better Assumption Than You Think -- 3. Mathematical Optimization and Economic Behavior -- 4. Performance Improvement of Uncertain Macroeconomic Systems -- 5. Stochastic Games, Oligopoly Theory, and Competitive Resource
Allocation -- II. Dynamical Theory of the Economics of Extractive Natural Resources -- 6. Optimal Pricing, Use, and Exploration of Uncertain Natural Resource Stocks -- 7. Restricted Access to Common-Property Fishery Resources: A Game-
Theoretic Analysis -- 8. Cartel and Oligopoly Pricing of Nonreplenishable Natural Resources -- 9. Optimum Extraction of an Exhaustible Resource: A Mathematical Analysis -- 10. Royalties and the Extraction Rate of an Exhaustible
Resource -- III. Large-Scale Systems and Decentralized Control -- 11. Dynamics and Control of a System Composed of a Large Number of Similar Subsystems -- 12. Hierarchical Decisionmaking under Uncertainty -- 13. A Game-Theoretic
Approach to Bureaucratic Behavior -- 14. Optimal Stabilization Policies for Decentralized Macroeconomic Systems with Conflicting Targets -- 15. A Minimum Principle for Decentralized Stochastic Control Problems
ISBN:9781468435726
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Science , Science, general , Science, general
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