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Call number: | 1118919602:ONLINE Show nearby items on shelf |
Title: | Arduino Sketches: Tools and Techniques for Programming Wizardry |
Author(s): |
Langbridge |
Date: | 2014 |
Publisher: | Wiley |
Size: | 1 online resource (481 p.) |
ISBN: | 9781118919606 |
Series: | eBooks |
Series: | Wiley Online Library |
Series: | Wiley 2016 package purchase |
Keywords: | Electrical & Electronics Engineering |
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Call number: | TK5102.9.M67::1994 Show nearby items on shelf |
Title: | Practical DSP modeling, techniques, and programming in C |
Author(s): |
Don Morgan 1948- |
Date: | 1994 |
Publisher: | Wiley, New York |
Size: | 442 |
ISBN: | 0471006068 |
Keywords: | Signal processing Digital techniques. |
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Location: | ILL |
Call number: | TK5102.5.E46::1991 Show nearby items on shelf |
Title: | C language algorithms for digital signal processing |
Author(s): |
Paul M. Embree Bruce Kimble |
Date: | 1991 |
Publisher: | Englewood Cliffs, N.J. : PTR Prentice Hall |
Size: | 456 p |
Contents: | Digital Signal Processing Fundamentals, C Programming Fundamentals, User Interface and Disk Storage Routines, Filtering Routines, Discrete Fourier Transform Routines, Matrix and Vector Routines, Image Processing Routines, Standard C Function Library , DSP Function Library and Programs |
ISBN: | 9780131334069 |
Keywords: | Signal processing Digital techniques Data processing , C (Computer program language) |
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Location: | MAIN |
Call number: | SPRINGER-2016-9784431558033:ONLINE Show nearby items on shelf |
Title: | From Tracking Code to Analysis Generalised Courant-Snyder Theory for Any Accelerator Model |
Author(s): |
Etienne Forest |
Date: | 2016 |
Edition: | 1st ed. 2016 |
Size: | 1 online resource (347 p.) |
Note: | 10.1007/978-4-431-55803-3 |
Contents: | Introduction -- The linear transverse normal form: one degree of freedom -- The nonlinear transverse normal form: one degree of freedom -- Classification of linear normal forms -- Nonlinear normal forms -- Spin normal form -- The |
nonlinear spin-orbital phase advance: the mother of all algorithms -- Deprit-Guignard perturbation theory faithful to the code -- Here is the conclusion of this book -- Phasors basis: why do I reject symplectic phasors? -- The | |
logarithm of a map -- Stroboscopic average for the ISF vector n -- Hierarchy of Analytical Methods | |
ISBN: | 9784431558033 |
Series: | eBooks |
Series: | SpringerLink (Online service) |
Series: | Springer eBooks |
Keywords: | Physics , Computer programming , Particle acceleration , Physics , Particle Acceleration and Detection, Beam Physics , Numerical and Computational Physics , Programming Techniques |
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Call number: | SPRINGER-2016-9783662498873:ONLINE Show nearby items on shelf |
Title: | A Primer on Scientific Programming with Python |
Author(s): |
Hans Petter Langtangen |
Date: | 2016 |
Edition: | 5th ed. 2016 |
Size: | 1 online resource (20 p.) |
Note: | 10.1007/978-3-662-49887-3 |
Contents: | Preface -- Computing with Formulas -- Loops and Lists -- Functions and Branching -- User Input and Error Handling -- Array Computing and Curve Plotting -- Dictionaries and Strings -- Introduction to Classes -- Random Numbers and Simple Games -- Obj ect-Oriented Programming -- Sequences and Difference Equations -- Introduction to Discrete Calculus -- Introduction to Differential Equations -- A Complete Differential Equation Project -- Programming of Differential Equations -- Debugging -- Migrating Py thon to Compiled Code -- Technical Topics -- References -- Index |
ISBN: | 9783662498873 |
Series: | eBooks |
Series: | SpringerLink (Online service) |
Series: | Springer eBooks |
Series: | Texts in Computational Science and Engineering: 6 |
Keywords: | Mathematics , Computer programming , Computer science , Computer mathematics , Physics , Mathematics , Computational Science and Engineering , Programming Techniques , Mathematics of Computing , Numerical and Computational Physics |
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Call number: | SPRINGER-2016-9783319411927:ONLINE Show nearby items on shelf |
Title: | Search and Optimization by Metaheuristics Techniques and Algorithms Inspired by Nature |
Author(s): |
Ke-Lin Du |
Date: | 2016 |
Size: | 1 online resource (40 p.) |
Note: | 10.1007/978-3-319-41192-7 |
Contents: | Preface -- Introduction -- Simulated Annealing -- Optimization by Recurrent Neural Networks -- Genetic Algorithms and Genetic Programming -- Evolutionary Strategies -- Differential Evolution -- Estimation of Distribution Algorithms -- Mimetic Algor ithms -- Topics in EAs -- Particle Swarm Optimization -- Artificial Immune Systems -- Ant Colony Optimization -- Tabu Search and Scatter Search -- Bee Metaheuristics -- Harmony Search -- Biomolecular Computing -- Quantum Computing -- Other Heuristics-Insp ired Optimization Methods -- Dynamic, Multimodal, and Constraint-Satisfaction Optimizations -- Multiobjective Optimization -- Appendix 1: Discrete Benchmark Functions -- Appendix 2: Test Functions -- Index |
ISBN: | 9783319411927 |
Series: | eBooks |
Series: | SpringerLink (Online service) |
Series: | Springer eBooks |
Keywords: | Mathematics , Computer simulation , Algorithms , Computer mathematics , Mathematical optimization , Computational intelligence , Mathematics , Computational Science and Engineering , Algorithms , Optimization , Simulation and Modeling , Computational Intelligence |
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Call number: | SPRINGER-2016-9783319321462:ONLINE Show nearby items on shelf |
Title: | Numerical Simulation in Physics and Engineering Lecture Notes of the XVI 'Jacques-Louis Lions' Spanish-French School |
Author(s): | |
Date: | 2016 |
Size: | 1 online resource (59 p.) |
Note: | 10.1007/978-3-319-32146-2 |
Contents: | 1 L. Beirão da Veiga, A. Buffa, G. Sangalli, and R. Vázquez: An introduction to the numerical analysis of isogeometric methods -- 2 M. Hassell and F.–J. Sayas: Convolution Quadrature for Wave Simulations -- 3 A. Baeza: Mathematical Methods in I mage Processing and Computer Vision -- 4 E. Balsa-Canto, A. A. Alonso, A. Arias-Méndez, M.R. García, A. López-Núñez, M. Mosquera-Fernández, C. Vázquez, and C. Vilas: Modeling and optimization techniques with applications in food processes, bio-proc esses and bio-systems -- 5 J. M. Mantas, M. De la Asunción, and M. J. Castro: An introduction to GPU computing for numerical simulation |
ISBN: | 9783319321462 |
Series: | eBooks |
Series: | SpringerLink (Online service) |
Series: | Springer eBooks |
Series: | SEMA SIMAI Springer Series: 9 |
Keywords: | Mathematics , Computer programming , Image processing , Partial differential equations , Numerical analysis , Mathematical models , Mathematics , Mathematical Modeling and Industrial Mathematics , Numerical Analysis , Partial Differential Equations , Image Processing and Computer Vision , Programming Techniques |
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Call number: | SPRINGER-2016-9783319294391:ONLINE Show nearby items on shelf |
Title: | Finite Difference Computing with Exponential Decay Models |
Author(s): |
Hans Petter Langtangen |
Date: | 2016 |
Size: | 1 online resource (200 p.) |
Note: | 10.1007/978-3-319-29439-1 |
Contents: | Preface -- Algorithms and implementations -- Analysis -- Generalizations -- Models -- Scientific Software Engineering -- References -- Index. |
ISBN: | 9783319294391 |
Series: | eBooks |
Series: | SpringerLink (Online service) |
Series: | Springer eBooks |
Series: | Lecture Notes in Computational Science and Engineering: 110 |
Keywords: | Mathematics , Computer programming , Software engineering , Computer mathematics , Physics , Applied mathematics , Engineering mathematics , Mathematics , Computational Science and Engineering , Programming Techniques , Software Engineering , Numerical and Computational Physics , Appl.Mathematics/Computational Methods of Engineering |
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Call number: | SPRINGER-2016-9783319215938:ONLINE Show nearby items on shelf |
Title: | The Vixen Star Book User Guide How to Use the Star Book TEN and the Original Star Book |
Author(s): |
James Chen |
Date: | 2016 |
Size: | 1 online resource (271 p.) |
Note: | 10.1007/978-3-319-21593-8 |
Contents: | Brief History of Vixen Computerized Telescope Mounts for Amateurs -- Backyard Astronomy Basics -- Introduction to the Star Book-TEN -- Basic Operation of the Star Book-TEN -- Learned Lessons in Using the Star Book-TEN -- Introduction |
to the Original Star Book -- Basic Operation of the Star Book -- Learned Lessons in Using the Star Book -- Notes on the Star Book-One and Star Book-S systems -- Accessories for Vixen Mounts -- Mounting Other Optical Tubes on the Vixen | |
Mounts -- Maintenance and Care of the Star Book mounts | |
ISBN: | 9783319215938 |
Series: | eBooks |
Series: | SpringerLink (Online service) |
Series: | Springer eBooks |
Keywords: | Popular works , Software engineering , Observations, Astronomical , Astronomy , Astronomy , Popular Science , Popular Science in Astronomy , Astronomy, Observations and Techniques , Software Engineering/Programming and Operating Systems |
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Call number: | SPRINGER-2014-9788132219521:ONLINE Show nearby items on shelf |
Title: | Mathematics and Computing 2013 [electronic resource] : International Conference in Haldia, India |
Author(s): |
Ram N Mohapatra Debasis Giri P. K Saxena P. D Srivastava |
Date: | 2014 |
Publisher: | New Delhi : Springer India : Imprint: Springer |
Size: | 1 online resource |
Note: | This book discusses recent developments and contemporary research in mathematics, statistics and their applications in computing. All contributing authors are eminent academicians, scientists, researchers and scholars in theirrespective fields, haili ng from around the world. The conference has emerged as a powerful forum, offering researchers a venue to discuss, interact and collaborate, and stimulating the advancement of mathematics and its applications incomputer science. The book will allow aspiri ng researchers to update their knowledge of cryptography, algebra, frame theory, optimizations, stochastic processes, compressive sensing, functional analysis, complex variables, etc.Educating future consumers, users, producers, developers and researchers in mathematics and computing is a challenging task and essential to the development of modern society. Hence, mathematics and its applications in computer scienceare of vital importance to a broad range of communities, including mathematicians and comput ing professionals across different educational levels and disciplines. |
Contents: | Chapter 1. Propagation of water waves in the presence of thin vertical barrier on the bottom undulation |
Chapter 2. Cryptanalysis of Multilanguage Encryption Techniques | |
Chapter 3. Signcryption with Delayed Identification | |
Chapter 4. HDNM8: A Round | |
8 High Diffusion Block Cipher With Nonlinear Mixing Function | |
Chapter 5. Frames and Erasures | |
Chapter 6. Semi | |
inner Product: Application to Frame Theory and Numerical Range of Operators | |
Chapter 7. Multi | |
level Non | |
Linear Programming Problem With Some Multi | |
choice Parameter | |
Chapter 8. A New Class of Rational Cubic Fractal Splines for U | |
ISBN: | 9788132219521 |
Series: | eBooks |
Series: | SpringerLink |
Series: | Springer Proceedings in Mathematics & Statistics, 2194-1009 : v91 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Computer science |
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Call number: | SPRINGER-2014-9783662434048:ONLINE Show nearby items on shelf |
Title: | Optimization and Control Techniques and Applications [electronic resource] |
Author(s): |
Honglei Xu Kok Lay Teo Yi Zhang |
Date: | 2014 |
Publisher: | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer |
Size: | 1 online resource |
Note: | This book presents advances in state-of-the-art solution methods and their applications to real life practical problems in optimization, control and operations research. Contributions from world-class experts in the field arecollated here in two part s, dealing first with optimization and control theory and then with techniques and applications. Topics covered in the first part include control theory on infinite dimensional Banach spaces, history-dependentinclusion and linear programming complexity th eory. Chapters also explore the use of approximations of Hamilton-Jacobi-Bellman inequality for solving periodic optimization problems and look at multi-objective semi-infinite optimizationproblems, and production planning problems. In the second part, th e authors address techniques and applications of optimization and control in a variety of disciplines, such as chaos synchronization, facial expression recognition anddynamic input-output economic models. Other applications considered here include image r etrieval, natural earth satellites orbital transfers, snap-back repellers, and modern logistic systems. Readers will learn of advances inoptimization, control, and operations research, as well as potential new avenues of research and development. The book will appeal to scientific researchers, mathematicians and all specialists interested in the latest advances inoptimization and control. |
Contents: | Part I: Optimization and Control Theory |
Chapter 1. Some Recent Developments in Systems and Control Theory on Infinite Dimensional Banach Spaces | |
Chapter 2. Some Recent Developments in Systems and Control Theory on Infinite Dimensional Banach Spaces | |
Chapter 3. A Class of History | |
dependent Inclusions with Applications to Contact Problems | |
Chapter 4. On the Number of Solutions Generated by the Simplex Method for LP | |
Chapter 5. Use of Approximations of Hamilton | |
Jacobi | |
Bellman Inequality for Solving Periodic Optimization Problems | |
Chapter 6. On Proper Efficiency in Multi objective Sem | |
ISBN: | 9783662434048 |
Series: | eBooks |
Series: | SpringerLink |
Series: | Springer Proceedings in Mathematics & Statistics, 2194-1009 : v86 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Systems theory , Mathematical optimization , Operations research |
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Call number: | SPRINGER-2014-9783319040998:ONLINE Show nearby items on shelf |
Title: | Topological Methods in Data Analysis and Visualization III [electronic resource] : Theory, Algorithms, and Applications |
Author(s): |
Peer-Timo Bremer Ingrid Hotz Valerio Pascucci Ronald Peikert |
Date: | 2014 |
Publisher: | Cham : Springer International Publishing : Imprint: Springer |
Size: | 1 online resource |
Note: | This collection of peer-reviewed conference papers provides comprehensive coverage of cutting-edge research in topological approaches to data analysis and visualization. It encompasses the full range of new algorithms andinsights, including fast homo logy computation, comparative analysis of simplification techniques, and key applications in materials and medical science. The volume also features material on core research challenges such as therepresentation of large and complex datasets and integrati ng numerical methods with robust combinatorial algorithms. Reflecting the focus of the TopoInVis 2013 conference, the contributions evince the progress currently being made onfinding experimental solutions to open problems in the sector. They provide an i nclusive snapshot of state-of-the-art research that enables researchers to keep abreast of the latest developments and provides a foundation for futureprogress. With papers by some of the worlds leading experts in topological techniques, this volume is a major contribution to the literature in a field of growing importance with applications in disciplines that range fromengineering to medicine |
Contents: | Part I Robust Topological Analysis: 1 Robust Detection of Singularities in Vector Fields: H. Bhatia, A. Gyulassy, H. Wang, P |
T. Bremer and V. Pascucci | |
2 Interpreting Feature Tracking Through the Lens of Robustness: P. Skraba and B. Wang | |
3 Simplification of Morse Decompositions using Morse Set Mergers: L. Sipeki and A. Szymczak | |
4 Toward the Extraction of Saddle Periodic Orbits: J. Kasten, J. Reininghaus, W. Reich and G. Scheuermann | |
Part II Efficient Computation of Topology | |
5 Computational Topology via Functional Programming: A Baseline Analysis: D. Duke and H. Carr | |
6 Distribu | |
ISBN: | 9783319040998 |
Series: | eBooks |
Series: | SpringerLink |
Series: | Mathematics and Visualization, 1612-3786 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Computer vision , Optical pattern recognition , Global analysis (Mathematics) , Visualization , Geometry , Topology |
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Call number: | SPRINGER-2014-9783319024998:ONLINE Show nearby items on shelf |
Title: | Mathematical and Statistical Methods for Actuarial Sciences and Finance [electronic resource] |
Author(s): |
Marco Corazza Claudio Pizzi |
Date: | 2014 |
Publisher: | Cham : Springer International Publishing : Imprint: Springer |
Size: | 1 online resource |
Note: | The interaction between mathematicians and statisticians has been shown to be an eective approach for dealing with actuarial, insurance and nancial problems, both from an academic perspective and from an operative one. Thecollection of original paper s presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and nance elds, all treated in the light of the successful cooperation betweenthe above two quantitative approaches. The papers publish ed in this volume present theoretical and methodological contributions and their applications to real contexts. With respect to the theoretical and methodological contributions,some of the considered areas of investigation are: actuarial models alternativ e testing approaches behavioral nance clustering techniques coherent and non-coherent risk measures credit scoring approaches data envelopmentanalysis dynamic stochastic programming nancial contagion models nancial ratios intelligent nancial trading syste ms mixture normality approaches Monte Carlo-based methods multicriteria methods nonlinear parameterestimation techniques nonlinear threshold models particle swarm optimization performance measures portfolio optimization pricing methods for structured and non-structured derivatives risk management skewed distribution analysis |
Contents: | Weak form efficiency of selected European stock markets: alternative testing approaches (G. Albano, M. La Rocca, C. Perna) |
An empirical comparison of variable selection methods in competing risks model (A. Amendola, M. Restaino, L. Sensini) | |
A comparison between different numerical schemes for the valuation of unit | |
linked contracts embedding a surrender option (A.R. Bacinello, P. Millossovich, A. Montealegre) | |
Dynamic tracking error with shortfall control using stochastic programming (D. Barro, E. Canestrelli) | |
Firms volatility risk under microstructure noise (F. Barsotti, S. Sanfe | |
ISBN: | 9783319024998 |
Series: | eBooks |
Series: | SpringerLink |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Finance , Economics Statistics |
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Call number: | SPRINGER-2014-9781493907427:ONLINE Show nearby items on shelf |
Title: | Clusters, Orders, and Trees: Methods and Applications [electronic resource] : In Honor of Boris Mirkin's 70th Birthday |
Author(s): |
Fuad Aleskerov Boris Goldengorin Panos M Pardalos |
Date: | 2014 |
Publisher: | New York, NY : Springer New York : Imprint: Springer |
Size: | 1 online resource |
Note: | The volume is dedicated to Boris Mirkin on the occasion of his 70th birthday. In addition to his startling PhD results in abstract automata theory, Mirkins ground breaking contributions in various fields of decision making anddata analysis have marke d the fourth quarter of the 20th century and beyond.Mirkin has done pioneering work in group choice, clustering, data mining and knowledge discovery aimed at finding and describing non-trivial or hiddenstructuresfirst of all, clusters, orderings, and hier archiesin multivariate and/or network data. This volume contains a collection of papers reflecting recent developments rooted inMirkin's fundamental contribution to thestate-of-the-art in group choice, ordering, clustering, data mining, and knowledge disc overy. Researchers, students, and software engineers will benefit from new knowledge discovery techniques and application directions |
Contents: | Three and One Questions to Dr. B. Mirkin about Complexity Statistics (I. Mandel) |
Section 1 | |
A Polynomial Algorithm for a Class of 0 | |
1 Fractional Programming Problems Involving Composite Functions, with an Application to Additive Clustering (P. Hansen, C. Meyer) | |
Experiments with a Non | |
Convex Variance | |
Based Clustering Criterion (R.F. Toso, E.V. Bauman, C.A. Kulikowski, I.B. Muchnik) | |
Strategy | |
Proof Location Functions on Finite Graphs (F.R. McMorris, H.M. Mulder, F.S. Roberts) | |
A Pseudo | |
Boolean Approach to the Market Graph Analysis by Means of the p | |
Median Model (B. Goldengorin, A. Ko | |
ISBN: | 9781493907427 |
Series: | eBooks |
Series: | SpringerLink |
Series: | Springer Optimization and Its Applications, 1931-6828 : v92 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Computational complexity , Electronic data processing |
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Call number: | SPRINGER-2013-9783319010595:ONLINE Show nearby items on shelf |
Title: | DiscreteTime Stochastic Control and Dynamic Potential Games [electronic resource] : The EulerEquation Approach |
Author(s): |
David Gonzlez-Snchez Onsimo Hernndez-Lerma |
Date: | 2013 |
Publisher: | Cham : Springer International Publishing : Imprint: Springer |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | There are several techniques to study noncooperative dynamic games, suchas dynamic programming and the maximum principle (also called the Lagrangemethod). It turns out, however, that one way to characterize dynamicpotentialgames requires to analyze i nverse optimal control problems, and it is here wherethe Euler equation approach comes in because it is particularly wellsuited tosolve inverse problems.Despite the importance of dynamicpotential games, there is no systematicstudy about them. Thismonograp h isthe firstattempt to provide a systematic, selfcontained presentation of stochastic dynamicpotential games |
Note: | Springer eBooks |
Contents: | Introduction and summary |
Direct problem: the Euler equation approach | |
The inverse optimal control problem | |
Dynamic games | |
Conclusion | |
References | |
Index | |
ISBN: | 9783319010595 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | SpringerBriefs in Mathematics, 2191-8198 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Systems theory , Distribution (Probability theory) |
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Call number: | SPRINGER-2013-9781461489870:ONLINE Show nearby items on shelf |
Title: | Modeling and Optimization: Theory and Applications [electronic resource] : Selected Contributions from the MOPTA 2012 Conference |
Author(s): |
Luis F Zuluaga Tams Terlaky |
Date: | 2013 |
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: | This volume contains a selection of contributions that were presented at the Modeling and Optimization: Theory and Applications Conference (MOPTA) held at Lehigh University in Bethlehem, Pennsylvania, USA onJuly 30-August 1,2012. The conference broug ht together a diverse group of researchers and practitioners, working on both theoretical and practical aspects of continuous or discrete optimization.Topics presented included algorithms for solving convex,network, mixed-integer, nonlinear, and global op timization problems, and addressed the application of optimization techniques in finance, logistics, health, and other important fields. The contributions contained in this volumerepresent a sample of these topics and applications and illustrate the broad diversity of ideas discussed at the meeting |
Note: | Springer eBooks |
Contents: | Preface |
1. M. F. Anjos, Recent Progress in Modeling Unit Commitment Problems | |
2. M. A. Lejeune, Portfolio Optimization with Combinatorial and Downside Return Constraints | |
3. R. R. Regis, An Initialization Strategy for High | |
Dimensional Surrogate | |
Based Expensive Black Box Optimization | |
4. H. Y. Benson U. Saglam, Smoothing and Regularization for Mixed | |
IntegerSecond | |
Order Cone Programming with Application in Portfolio Optimization | |
5. T. Terlaky D. Li, The Duality between the Perceptron Algorithm and the von Neumann Algorithm | |
ISBN: | 9781461489870 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Proceedings in Mathematics & Statistics, 2194-1009 : v62 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Operations research |
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Call number: | SPRINGER-2013-9781461485117:ONLINE Show nearby items on shelf |
Title: | Finance with Monte Carlo [electronic resource] |
Author(s): |
Ronald W Shonkwiler |
Date: | 2013 |
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: | This text introduces upper division undergraduate/beginning graduate students in mathematics, finance, or economics, to the core topics of a beginning course in finance/financial engineering. Particular emphasis is placed onexploiting the power of th e Monte Carlo method to illustrate and explore financial principles. Monte Carlo is the uniquely appropriate tool for modeling the random factors that drive financial markets and simulating their implications.The Monte Carlo method is introduced early and it is used in conjunction with the geometric Brownian motion model (GBM) to illustrate and analyze the topics covered in the remainder of the text. Placing focus on Monte Carlo methodsallows for students to travel a short road from theory to practical ap plications. Coverage includes investment science, mean-variance portfolio theory, option pricing principles, exotic options, option trading strategies, jumpdiffusion and exponential Lvy alternative models, and the Kelly criterion for maximizing investment growth. Novel features: inclusion of both portfolio theory and contingent claim analysis in a single text pricing methodology forexotic options expectation analysis of option trading strategies pricing models that transcend the BlackScholes framework opt imizing investment allocations concepts thoroughly explored through numerous simulation exercises numerousworked examples and illustrations The mathematical background required is a year and one-half course in calculus, matrix algebra covering solutions o f linear systems, and a knowledge of probability including expectation, densities andthe normal distribution. A refresher for these topics is presented in the Appendices. The programming background needed is how to code branching, loops and subroutines in some mathematical or general purpose language. The mathematicalbackground required is a year and one-half course in calculus, matrix algebra covering solutions of linear systems, and a knowledge o |
Note: | Springer eBooks |
Contents: | 1. Geometric Brownian Motion and the Efficient Market Hypothesis |
2. Return and Risk | |
3. Forward and Option Contracts and their Pricing | |
4. Pricing Exotic Options | |
5. Option Trading Strategies | |
6. Alternative to GBM Prices | |
7. Kelly's Criterion | |
Appendices | |
A. Some Mathematical Background Topics | |
B. Stochastic Calculus | |
C. Convergence of the Binomial Method | |
D. Variance Reduction Techniques | |
E. Shell Sort | |
F. Next Day Prices Program | |
References | |
List of Notation | |
List of Algorithms | |
Index | |
ISBN: | 9781461485117 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Undergraduate Texts in Mathematics and Technology, 1867-5506 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Finance , Numerical analysis , Distribution (Probability theory) |
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Call number: | SPRINGER-2013-9781461457404:ONLINE Show nearby items on shelf |
Title: | OpenStat Reference Manual [electronic resource] |
Author(s): |
William Miller |
Date: | 2013 |
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: | This reference manual for the OpenStat software, an open-source software developed by William Miller, coversa broad spectrum ofstatisticalmethods and techniques.A unique feature is its compatibility with many otherstatistical programs. OpenStat users are researchers and students in thesocial sciences,education, orpsychology, who benefit from the hands on approach to Statistics.During and upon completion of courses in Statistics ormeasurement, students and future researchers need a low cost computer p rogram available to them, and OpenStat fills this void. The software is used in Statistics courses around the world with over 50,000 downloads per year. The manualcovers all functions of the OpenStat software, including measurement, ANOVAS, regression ana lyses, simulations, product-moment and partial correlations, and logistic regression. The manual is an important learning tool that explainsthe Statistics behind the many analyses possible with the program and demonstrates these analyses. William Miller h as a diverse background in Industrial Technology, Psychology, Statistics and Measurement. He has taught courses inElectronics, computer programming, educational psychology, measurement and statistics and published many articles in these subject areas He h as taught statistics for over 30 years and developed a number of statistical packages forfree use by educators and researchers in a variety of fields including education, psychology, medicine, economics and geology. He received his PhD. from the Universit y of Iowa in Educational Psychology, Statistics and Measurement.His academic experiences include director of two university computing centers, director of a counseling center and assistant to a university president for information services in addition to his teaching |
Note: | Springer eBooks |
Contents: | OPENSTAT REFERENCE MANUAL |
PREFACE | |
TABLE OF CONTENTS | |
INTRODUCTION | |
INSTALLING OPENSTAT | |
STARTING OPENSTAT | |
FILES | |
CREATING A FILE | |
ENTERING DATA | |
SAVING A FILE | |
DISTRIBUTIONS | |
DESCRIPTIVE ANALYSES | |
VERSUS Y PLOTS | |
VERSUS MULTIPLE Y PLOT | |
CORRELATION | |
COMPARISONS | |
MULTIVARIATE | |
NON | |
PARAMETRIC | |
MEASUREMENT | |
STATISTICAL PROCESS CONTROL | |
LINEAR PROGRAMMING | |
THE ITEM BANKING PROGRAM | |
NEURAL NETWORKS | |
USING THE PROGRAM | |
EXAMPLES | |
INDEX | |
ISBN: | 9781461457404 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Statistics , Mathematical statistics |
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Call number: | SPRINGER-2013-9781461451280:ONLINE Show nearby items on shelf |
Title: | Distance Geometry [electronic resource] : Theory, Methods, and Applications |
Author(s): |
Antonio Mucherino Carlile Lavor Leo Liberti Nelson Maculan |
Date: | 2013 |
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: | Distance Geometry:Theory, Methods, and Applications is the first collection of research surveys dedicated to distance geometry and its applications. The first part of the book discusses theoretical aspects of the DistanceGeometry Problem (DGP), where the relation between DGP and other related subjects are also presented. Covered topics include distance matrix theory, Euclidean distance matrix completion, multispherical structure of distance matrices,geometric algebra, algebraic distance geometry theo ry, visualization of K-dimensional structures in the plane, graph rigidity, and theory of discretizable DGP. The second part of this volume presents mathematical and computationalproperties of methods developed to the problems discussed in the first porti on, including continuous methods (based on Gaussian and hyperbolic smoothing, difference of convex functions, semidefinite programming, branch-and-bound),discrete methods (based on branch-and-prune, geometric build-up, graph rigidity), and also heuristics methods (based on simulated annealing, genetic algorithms, tabu search, variable neighborhood search). Applications comprise thethird part of the book, which is mainly devoted to the application of DGP to NMR structure calculation. This is an important a nd strongly multidisciplinary application in biology and biomedicine |
Note: | Springer eBooks |
Contents: | Preface |
1. Universal Rigidity of Bar Frameworks in General Position (A. Alfakih) | |
2. Mixed Volume and Distance Geometry Techniques for Counting Euclidean Embeddings of Rigid Graphs (I. Emiris, E. Tsigaridas, A. Varvitsiotis) | |
3. (The discretizable molecular distance Geometry Problem Seems Easier on Proteins (L. Liberti, C. Lavor, A. Mucherino) | |
4. Spheres Unions and Intersections and Some of Their Applications in Molecular Modeling (M. Petitjean) | |
5. Is the Distance Geometry Problem in NP? (N. Beeker, S. Gaubert, C. Glusa, L. Liberti) | |
6. Solving Spatial Constraints with Generaliz | |
ISBN: | 9781461451280 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Visualization , Geometry |
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Call number: | SPRINGER-2013-9781461448549:ONLINE Show nearby items on shelf |
Title: | SAS for Epidemiologists [electronic resource] : Applications and Methods |
Author(s): |
Charles DiMaggio |
Date: | 2013 |
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: | This comprehensive text covers the use of SAS for epidemiology and public health research. Developed with students in mind and from their feedback, the text addresses this material in a straightforward manner with a multitude ofexamples. It is direct ly applicable to students and researchers in the fields of public health, biostatistics and epidemiology. Through a hands on approach to the use of SAS for a broad number of epidemiologic analyses, readerslearn techniques for data entry and cleaning, cate gorical analysis, ANOVA, and linear regression and much more. Exercises utilizing real-world data sets are featured throughout the book. SAS screen shots demonstrate the steps forsuccessful programming. SAS (Statistical Analysis System) is an integrated s ystem of software products provided by the SAS institute, which is headquartered in California. It provides programmers and statisticians the ability to engagein many sophisticated statistical analyses and data retrieval and mining exercises. SAS is widel y used in the fields of epidemiology and public healthresearch, predominately due to its ability to reliably analyze very largeadministrative data sets, as well as more commonly encountered clinical trial and observational research data. |
Note: | Springer eBooks |
Contents: | Introduction |
The SAS Environment | |
Working with SAS Data | |
Preliminary Procedures | |
Manipulating Data | |
Descriptive Statistics | |
Histograms and Plots | |
Categorical Data Analysis I and II | |
Cleaning and Assessing Continuous Data using MEANS | |
ANOVA | |
Correlation | |
Linear Regression | |
Regression Diagnostics | |
Solutions | |
ISBN: | 9781461448549 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Statistics |
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Call number: | SPRINGER-2013-9781461442868:ONLINE Show nearby items on shelf |
Title: | Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE [electronic resource] |
Author(s): |
Nizar Touzi |
Date: | 2013 |
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: | This book collects some recent developments in stochastic control theory with applications to financial mathematics. In the first part of the volume, standard stochastic control problems are addressed from the viewpoint of therecently developed weak dynamic programming principle. A special emphasis is put on regularity issues and, in particular, on the behavior of the value function near the boundary. Then a quick review of the main tools from viscositysolutions allowing one to overcome all regularit y problems is provided. The second part is devoted to the class of stochastic target problems, which extends in a nontrivial way the standard stochastic control problems. Here thetheory of viscosity solutions plays a crucial role in the derivation of the dynamic programming equation as the infinitesimal counterpart of the corresponding geometric dynamic programming equation. The various developments of thistheory have been stimulated by applications in finance and by relevant connections with geometric f lows namely, the second order extension was motivated by illiquidity modeling, and the controlled loss version was introduced followingthe problem of quantile hedging. The third part presents an overview of backward stochastic differential equations and their extensions to the quadratic case. Backward stochastic differential equations are intimately related to thestochastic version of Pontryagins maximum principle and can be viewed as a strong version of stochastic target problems in the non-Markov conte xt. The main applications to the hedging problem under market imperfections, the optimalinvestment problem in the exponential or power expected utility framework, and some recent developments in the context of a Nash equilibrium model for interacting inve stors, are presented. The book concludes with a review of thenumerical approximation techniques for nonlinear partial differential equations based on monotonic schemes methods in the theory o |
Note: | Springer eBooks |
Contents: | Preface |
1. Conditional Expectation and Linear Parabolic PDEs | |
2. Stochastic Control and Dynamic Programming | |
3. Optimal Stopping and Dynamic Programming | |
4. Solving Control Problems by Verification | |
5. Introduction to Viscosity Solutions | |
6. Dynamic Programming Equation in the Viscosity Sense | |
7. Stochastic Target Problems | |
8. Second Order Stochastic Target Problems | |
9. Backward SDEs and Stochastic Control | |
10. Quadratic Backward SDEs | |
11. Probabilistic Numerical Methods for Nonlinear PDEs | |
12. Introduction to Finite Differences Methods | |
References | |
ISBN: | 9781461442868 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Fields Institute Monographs, 1069-5273 : v29 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Differential equations, partial , Finance , Mathematical optimization , Distribution (Probability theory) |
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Call number: | SPRINGER-2013-9781441979971:ONLINE Show nearby items on shelf |
Title: | Handbook of Combinatorial Optimization [electronic resource] |
Author(s): |
Panos M Pardalos Ding-Zhu Du Ronald L Graham |
Date: | 2013 |
Edition: | 2nd ed. 2013 |
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: | The second edition of this 5-volume handbook is intended to be a basic yet comprehensive reference work in combinatorial optimization that will benefit newcomers and researchers for years to come. This multi-volumework dealswith several algorithmic a pproaches for discrete problems as well as with many combinatorial problems. The editors have brought together almost every aspect of this enormous field of combinatorial optimization, an area of research atthe intersection of applied mathematics, compute r science, and operations research and which overlaps with many other areas such as computation complexity, computational biology, VLSI design, communications networks, and managementscience. Aninternational team of 30-40 experts in the field form the edi torial board. The Handbook of Combinatorial Optimization, second edition is addressed to all scientists who use combinatorial optimization methods to model andsolve problems. Experts in the field as well as non-specialists will find the material stimulati ng and useful |
Note: | Springer eBooks |
Contents: | Introduction |
Part 1. General Methodology | |
Analysis of Greedy Approximations | |
Guillotine Partition in Geometric Optimization | |
Mixed | |
Integer Nonlinear Optimization in Process Synthesis | |
Connection between Nonlinear Programming and Discrete Optimization | |
Interior Point Methods for Combinatorial Optimization | |
Fractional Combinatorial Optimization | |
Reformulation | |
Linearization Techniques for Discrete Optimization Problems | |
Grobner Bases in Integer Programming | |
Dynamical System Approaches to Combinatorial Optimization | |
Semidefinite Relaxation, Multivariate Norma Distribution an | |
ISBN: | 9781441979971 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Combinatorics , Mathematical optimization |
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Call number: | SPRINGER-2012-9789400713666:ONLINE Show nearby items on shelf |
Title: | Numerical Methods with Worked Examples: Matlab Edition [electronic resource] |
Author(s): |
C Woodford C Phillips |
Date: | 2012 |
Edition: | Second Edition |
Publisher: | Dordrecht : Springer Netherlands |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | This book is for students following an introductory course in numerical methods, numerical techniques or numerical analysis. It introduces MATLAB as a computing environment for experimenting with numerical methods. It approachesthe subject from a pra gmatic viewpoint theory is kept at a minimum commensurate with comprehensive coverage of the subject and it contains abundant worked examples which provide easy understanding through a clear and concisetheoretical treatment. This edition places even great er emphasis on learning by doing than the previous edition. Fully documented MATLAB code for the numerical methods described in the book will be available as supplementarymaterial to to the book on http://extras.springer.com |
Note: | Springer eBooks |
Contents: | 1. Basic Matlab |
2. Linear Equations | |
3.Nonlinear Equations | |
4.Curve Fitting | |
5.Numerical Integration | |
6.Numerical Differentiation | |
7. Linear Programming | |
8.Optimization | |
9.Ordinary Differential Equations | |
10.Eigenvalues and Eigenvectors | |
11. Statistics | |
ISBN: | 9789400713666 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Chemistry , Biology Data processing , Engineering mathematics |
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Call number: | SPRINGER-2012-9783034802918:ONLINE Show nearby items on shelf |
Title: | Modern Optimization Modelling Techniques [electronic resource] |
Author(s): |
Roberto Cominetti Francisco Facchinei Jean B Lasserre |
Date: | 2012 |
Publisher: | Basel : Springer Basel : Imprint: Birkhuser |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | This book contains an expanded version of three series of lectures delivered by the authors at the CRM in July 2009. The theory of optimization, understood in a broad sense, is the basis of modern applied mathematics, covering alarge spectrum of topi cs from theoretical considerations (structure, stability) to applied operational research and engineering applications. The compiled material of this book puts on display this versatility, by exhibiting the threeparallel and complementary components of op timization: theory, algorithms, and practical problems. The first part is a self-contained course on the general moment problem and its relations with semidefinite programming. The second partis dedicated to the problem of determination of Nash equilibria from an algorithmic viewpoint. The last part presents congestion models for traffic networks and develops modern optimization techniques for finding traffic equilibriabased on stochastic optimization and game theory |
Note: | Springer eBooks |
Contents: | Part I: Moments and Positive Polynomials for Optimization by Jean B. Lasserre |
Part II: Computation of Generalized Nash Equilibria: Recent Advancements by Francisco Facchinei | |
Part III: Equilibrium and Learning in Traffic Networks by Roberto Cominetti | |
ISBN: | 9783034802918 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Advanced Courses in Mathematics - CRM Barcelona |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics |
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Call number: | SPRINGER-2012-9781461434337:ONLINE Show nearby items on shelf |
Title: | Topics in Numerical Methods for Finance [electronic resource] |
Author(s): |
Mark Cummins Finbarr Murphy John J.H Miller |
Date: | 2012 |
Publisher: | Boston, MA : Springer US : Imprint: Springer |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using amoving least squares re construction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse controlproblems that arise when the cost of control i ncludes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fearlevels in the market. The problem of American option pricing is con sidered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, avariety of option pricing problems are considered. The COS method is practically applied fo r the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle andFourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Followingthis, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice isdeveloped for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity t heory for the CDS and bond markets |
Note: | Springer eBooks |
Contents: | On Weak Predictor |
Corrector Schemes for Jump | |
Diffusion Processes in Finance | |
Moving Least Squares for Arbitrage | |
Free Price and Volatility Surfaces | |
Solving Impulse Control Problems with Control Delays | |
FIX: The Fear Index ? Measuring Market Fear | |
American Option Pricing using Simulation and Regression: Numerical Convergence Results | |
The COS Method for Pricing Options under Uncertain Volatility | |
Fast Fourier Transform Option Pricing: Efficient Approximation Methods under Multi | |
Factor Stochastic Volatility and Jumps | |
Pricing Credit Derivatives in a Wiener | |
Hopf Framework | |
The Eval | |
ISBN: | 9781461434337 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Proceedings in Mathematics & Statistics, 2194-1009 : v19 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Finance , Computer science Mathematics |
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Call number: | SPRINGER-2012-9781461417019:ONLINE Show nearby items on shelf |
Title: | Design and Analysis of Approximation Algorithms [electronic resource] |
Author(s): |
Ding-Zhu Du Ker-I Ko Xiaodong Hu |
Date: | 2012 |
Publisher: | New York, NY : Springer New York |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | When precise algorithmic solutions are difficult to compute, the use of approximation algorithms can help. Design and Analysis of Approximation Algorithms is a textbook for a graduate course in theoretical computer science taughtglobally in universit ies. It can also be used as a reference work for researchers in the area of design and analysis algorithms. There are few texts available for this standard course, and those that do exist mainly follow aproblem-oriented format. This text follows a struct ured, technique-oriented presentation. Approximation algorithms are organized into chapters based on the design techniques for the algorithms, enabling the reader to study algorithmsof the same nature with ease, and providing an improved understanding of the design and analysis techniques for approximation algorithms. Instructors benefit from this approach allowing for an easy way to present the ideas andtechniques of algorithms with a unified approach |
Note: | Springer eBooks |
Contents: | Preface |
1. Introduction | |
2. Greedy Strategy | |
3. Restriction | |
4. Partition | |
5. Guillotine Cut | |
6. Relaxation | |
7. Linear Programming | |
8. Primal | |
Dual Scheme and Local Ratio | |
9. Semidefinite Programming | |
10. Inapproximability | |
Bibliography | |
Index | |
ISBN: | 9781461417019 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Optimization and Its Applications, 1931-6828 : v62 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Computer software , Mathematical optimization |
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Call number: | SPRINGER-2012-9780817683375:ONLINE Show nearby items on shelf |
Title: | Optimization, Control, and Applications of Stochastic Systems [electronic resource] : In Honor of Onsimo Hernndez-Lerma |
Author(s): |
Daniel Hernndez-Hernndez J. Adolfo Minjrez-Sosa |
Date: | 2012 |
Publisher: | Boston : Birkhuser Boston : Imprint: Birkhuser |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Compiled in honor of Onsimo Hernndez-Lerma, this volume offers a broad presentation of the main concepts, techniques, and methodologies in the fields of optimization and control of stochastic systems. At the same time, thebook provides an overview of their wide-ranging applications and theoretical developments. These topics include various aspects of dynamic programming, discounted and average optimality criteria for discrete- and continuous-timecontrol processes, approximation algorithms, optimal sto pping, and games. The work comprises 18 carefully selected papers written by experts in their respective fields, and explores five major themes: * discrete-time Markov controlprocesses * several optimality criteria * applications in inventory systems and finance * stochastic optimal control problems for diffusion * optimization. This book will be a valuable resource for all practitioners, researchers,and professionals in applied mathematics and operations research who work in the areas of stochastic contr ol, mathematical finance, queueing theory,and inventory systems. It may also serve as a supplemental text for graduate coursesin optimal control and its applications |
Note: | Springer eBooks |
Contents: | 1 On the Policy Iteration Algorithm for Non |
degenerate Controlled Diffusions under the Ergodic Criterion | |
2 Discrete | |
Time Inventory Problems with Lead Time and Order | |
Time Constraint | |
3 Sample | |
Path Optimality in Average Markov Decision Chains | |
4 Approximation of Infinite Horizon Discounted Cost Markov | |
5 Reduction of Discounted Continuous | |
Time MDPs with Unbounded | |
6 Continuous | |
Time Controlled Jump Markov Processes on the Finite | |
7 Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions | |
8 A Constrained Optimization Problem with Applications to Constrained | |
9 Optima | |
ISBN: | 9780817683375 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Systems & Control: Foundations & Applications |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Systems theory , Mathematical optimization , Engineering mathematics |
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Call number: | SPRINGER-2011-9783642163135:ONLINE Show nearby items on shelf |
Title: | The Foundations of Statistics: A Simulation-based Approach [electronic resource] |
Author(s): |
Shravan Vasishth Michael Broe |
Date: | 2011 |
Publisher: | Berlin, Heidelberg : Springer Berlin Heidelberg |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Statistics and hypothesis testing are routinely used in areas (such as linguistics) that are traditionally not mathematically intensive. In such fields, when faced with experimental data, many students and researchers tend torely on commercial packag es to carry out statistical data analysis, often without understanding the logic of the statistical tests they rely on. As a consequence, results are often misinterpreted, and users have difficulty in flexiblyapplying techniques relevant to their own rese arch they use whatever they happen to have learned. A simple solution is to teach the fundamental ideas of statistical hypothesis testing without using too much mathematics. This bookprovides a non-mathematical, simulation-based introduction to basic sta tistical concepts and encourages readers to try out the simulations themselves using the source code and data provided (the freely available programming language Ris used throughout). Since the code presented in the text almost always requires the use of previously introduced programming constructs, diligent students also acquire basic programming abilities in R. The book is intended foradvanced undergraduate and graduate students in any discipline, although the focus is on linguistics, psychology, and co gnitive science. It is designed for self-instruction, but it can also be used as a textbook for a first course onstatistics. Earlier versions of the book have been used in undergraduate and graduate courses in Europe and the US. Vasishth and Broe have wr itten an attractive introduction to the foundations of statistics. It is concise,surprisingly comprehensive, self-contained and yet quite accessible. Highly recommended. Harald Baayen, Professor of Linguistics, University of Alberta, Canada By using the text students not only learn to do the specificthings outlined in the book, they also gain a skill set that empowers them to explore new areas that lie beyond the books coverage. C |
Note: | Springer eBooks |
Contents: | 1. Getting Started |
2. Randomness and Probability | |
3. The Sampling Distribution of the Sample Mean | |
4. Power | |
5. Analysis of Variance (NOVA) | |
6. Bivariate Statistics and Linear Models | |
7. An Introduction to Linear Mixed Models. A. Random Variables | |
B | |
Basic R Commands and Data Structures | |
Index | |
References | |
ISBN: | 9783642163135 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Data mining , Psycholinguistics , Philosophy (General) |
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Call number: | SPRINGER-2011-9783642110399:ONLINE Show nearby items on shelf |
Title: | Mathematical Optimiation in Economics [electronic resource] |
Author(s): |
Bruno de Finetti |
Date: | 2011 |
Publisher: | Berlin, Heidelberg : Springer Berlin Heidelberg |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Preface by B. de Finetti.- G.Th. Guilbaud: Les quilibres dans les modles conomiques.-H.W. Kuhn: Locational problems and mathematical programming.- M. Morishima: The multi-sectoral theory of economic growth.- B. Martos, J.Kornai: Experiments in Hungar y with industry-wide and economy wide programming.- A. Prekopa: Probability distribution problems concerning stochastic programming problems.- R. Frisch: General principles and mathematical techniques ofmacroeconomic programming |
Note: | Springer eBooks |
Contents: | Preface by B. de Finetti |
G.Th. Guilbaud: Les quilibres dans les modles conomiques | |
H.W. Kuhn: Locational problems and mathematical programming | |
M. Morishima: The multi | |
sectoral theory of economic growth | |
B. Martos, J. Kornai: Experiments in Hungary with industry | |
wide and economy wide programming | |
A. Prekopa: Probability distribution problems concerning stochastic programming problems | |
R. Frisch: General principles and mathematical techniques of macroeconomic programming | |
ISBN: | 9783642110399 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | C.I.M.E. Summer Schools : v38 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics |
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Call number: | SPRINGER-2011-9781461402374:ONLINE Show nearby items on shelf |
Title: | Introduction to Stochastic Programming [electronic resource] |
Author(s): |
John R Birge Franois Louveaux |
Date: | 2011 |
Publisher: | New York, NY : Springer New York |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research,mathematics, and probability. A t the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a firstcourse in stochastic programming suitable for student s with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Itsprime goal is to help students develop an intuition on how to model uncerta inty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems.In this extensively updated new edition there is more material on methods and examples includin g several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter onrelationships to other methods including approximate dynamic programming, robust optimization and online methods. T he book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers andpractitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: The discussion on modeling issues, the large number of examples used to illustrate the material, and thebreadth of the coverage make'Introduction to Stochastic Programming' an ideal textbook for the area. (Interfaces, 1998) |
Note: | Springer eBooks |
Contents: | Introduction and Examples |
Uncertainty and Modeling Issues | |
Basic Properties and Theory | |
The Value of Information and the Stochastic Solution | |
Two | |
Stage Recourse Problems | |
Multistage Stochastic Programs | |
Stochastic Integer Programs | |
Evaluating and Approximating Expectations | |
Monte Carlo Methods | |
Multistage Approximations | |
Sample Distribution Functions | |
References | |
ISBN: | 9781461402374 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Series in Operations Research and Financial Engineering, 1431-8598 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Mathematical optimization , Mathematical statistics |
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Call number: | SPRINGER-2011-9781441916440:ONLINE Show nearby items on shelf |
Title: | Hybrid Optimization [electronic resource] : The Ten Years of CPAIOR |
Author(s): |
Pascal van Hentenryck Michela Milano |
Date: | 2011 |
Edition: | 1 |
Publisher: | New York, NY : Springer New York |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | This volume focuses on the integration of artificial intelligence and constraint programming to solve problems in operations research and combinatorial optimization. This volume collects the contributions of experts from variousresearch areas includi ng decision theory, systems engineering, propositional satisfiability, mathematical optimization, and artificial intelligence. These invited scholars describe and demonstrate some of the most important topics andresults from the last ten years of research related to hybrid optimization. Key Features: - Includes both well established research results, and directions for future research. - Provides several solution methods for commoncombinatorial optimization and decision problems. - Presents both theoretic al techniques and real-world applications in artificial intelligence and operations research. Hybrid Optimization can serve as a valuable resource for graduatestudents, researchers and practitioners studying artificial intelligence or operations research who are interested in investigating or applying constraint programming techniques |
Note: | Springer eBooks |
ISBN: | 9781441916440 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Optimization and Its Applications, 1931-6828 : v45 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Artificial intelligence , Mathematical optimization , Operations research , Engineering |
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Call number: | SPRINGER-2010-9783642112997:ONLINE Show nearby items on shelf |
Title: | Elements of Scientific Computing [electronic resource] |
Author(s): |
Aslak Tveito Hans Petter Langtangen Bjrn Frederik Nielsen Xing Cai |
Date: | 2010 |
Publisher: | Berlin, Heidelberg : Springer Berlin Heidelberg |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Science used to be experiments and theory, now it is experiments, theory and computations. The computational approach to understanding nature and technology is currently flowering in many fields such as physics, geophysics,astrophysics, chemistry, bi ology, and most engineering disciplines. This book is a gentle introduction to such computational methods where the techniques are explained through examples. It is our goal to teach principles and ideas thatcarry over from field to field. You will learn basic methods and how to implement them. In order to gain the most from this text, you will need prior knowledge of calculus, basic linear algebra and elementary programming |
Note: | Springer eBooks |
Contents: | Computing Integrals |
Differential Equations: The First Steps | |
Systems of Ordinary Differential Equations | |
Nonlinear Algebraic Equations | |
The Method of Least Squares | |
About Scientific Software | |
The Diffusion Equation | |
Analysis of the Diffusion Equation | |
Parameter Estimation and Inverse Problems | |
A Glimpse ofParallel Computing | |
Index | |
ISBN: | 9783642112997 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Texts in Computational Science and Engineering, 1611-0994 : v7 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Biology Data processing , Computer science Mathematics , Computer science , Engineering |
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Call number: | SPRINGER-2010-9783540928287:ONLINE Show nearby items on shelf |
Title: | Handbook of Multicriteria Analysis [electronic resource] |
Author(s): |
Constantin Zopounidis Panos M Pardalos |
Date: | 2010 |
Publisher: | Berlin, Heidelberg : Springer Berlin Heidelberg |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Multicriteria analysis is a rapidly growing aspect of operations research and management science, with numerous practical applications in a wide range of fields. This book presents all the recent advances in multicriteriaanalysis, including multicrit eria optimization, goal programming, outranking methods, and disaggregation techniques. The latest developments on robustness analysis, preference elicitation, and decision making when faced with incompleteinformation, are also discussed, together with ap plications in business performance evaluation, finance, and marketing. Finally, the interactions of multicriteria analysis with other disciplines are also explored, including amongothers data mining, artificial intelligence, and evolutionary methods |
Note: | Springer eBooks |
Contents: | Issues in Decision Aiding |
To Better Respond to the Robustness Concern in Decision Aiding: Four Proposals Based on a Twofold Observation | |
Multi | |
Criteria Decision Analysis for Strategic Decision Making | |
Multiple Criteria Decision Aid Methodologies | |
ELECTRE Methods: Main Features and Recent Developments | |
The Analytic Hierarchy and Analytic Network Measurement Processes: The Measurement of Intangibles | |
Preference Programming Multicriteria Weighting Models under Incomplete Information | |
New Trends in Aggregation | |
Disaggregation Approaches | |
Disaggregation Analysis and Statistical | |
ISBN: | 9783540928287 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Applied Optimization, 1384-6485 : v103 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Economics , Operations research , Engineering |
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Call number: | SPRINGER-2010-9781441915764:ONLINE Show nearby items on shelf |
Title: | Introducing Monte Carlo Methods with R [electronic resource] |
Author(s): |
Christian Robert George Casella |
Date: | 2010 |
Publisher: | New York, NY : Springer New York |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Computational techniques based on simulation have now become an essential part of the statistician's toolbox. It is thus crucial to provide statisticians with a practical understanding of those methods, and there is no better wayto develop intuition and skills for simulation than to use simulation to solve statistical problems. Introducing Monte Carlo Methods with R covers the main tools used in statistical simulation from a programmer's point of view,explaining the R implementation of each simulatio n technique and providing the output for better understanding and comparison. While this book constitutes a comprehensive treatment of simulation methods, the theoretical justificationof those methods has been considerably reduced, compared with Robert an d Casella (2004). Similarly, the more exploratory and less stable solutions are not covered here. This book does not require a preliminary exposure to the Rprogramming language or to Monte Carlo methods, nor an advanced mathematical background. While many examples are set within a Bayesian framework, advanced expertise in Bayesian statistics is not required. The book covers basic randomgeneration algorithms, Monte Carlo techniques for integration and optimization, convergence diagnoses, Markov chain Monte Carlo methods, including Metropolis {Hastings and Gibbs algorithms, and adaptive algorithms. All chapters includeexercises and all R programs are available as an R package called mcsm. The book appeals to anyone with a practical interest in simulation me thods but no previous exposure. It is meant to be useful for students and practitioners inareas such as statistics, signal processing, communications engineering, control theory, econometrics, finance and more. The programming parts are introduced progres sively to be accessible to any reader. Christian P. Robert isProfessor of Statistics at Universit Paris Dauphine, and Head of the Statistics Laboratory of CREST, both in Paris, France. He has authored |
Note: | Springer eBooks |
Contents: | Basic R Programming |
Random Variable Generation | |
Monte Carlo Integration | |
Controlling and Accelerating Convergence | |
Monte Carlo Optimization | |
MetropolisHastings Algorithms | |
Gibbs Samplers | |
Convergence Monitoring and Adaptation for MCMC Algorithms | |
ISBN: | 9781441915764 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Use R |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Statistics , Computer science , Computer simulation , Computer science Mathematics , Distribution (Probability theory) , Mathematical statistics , Engineering mathematics |
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Call number: | SPRINGER-2010-9781441912213:ONLINE Show nearby items on shelf |
Title: | A Concise Introduction to Mathematical Logic [electronic resource] |
Author(s): |
Wolfgang Rautenberg |
Date: | 2010 |
Edition: | 3 |
Publisher: | New York, NY : Springer New York |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Traditional logic as a part of philosophy is one of the oldest scientific disciplines and can be traced back to the Stoics and to Aristotle. Mathematical logic, however, is a relatively young discipline and arose from theendeavors of Peano, Frege, an d others to create a logistic foundation for mathematics. It steadily developed during the twentieth century into a broad discipline with several sub-areas and numerous applications in mathematics,informatics, linguistics and philosophy. This book treats the most important material in a concise and streamlined fashion. The third edition is a thorough and expanded revision of the former. Although the book is intended for use as agraduate text, the first three chapters can easily be read by undergraduates i nterested in mathematical logic. These initial chapters cover the material for an introductory course on mathematical logic, combined with applications offormalization techniques to set theory. Chapter 3 is partly of descriptive nature, providing a view t owards algorithmic decision problems, automated theorem proving, non-standard models including non-standard analysis, and relatedtopics. The remaining chapters contain basic material on logic programming for logicians and computer scientists, model theory , recursion theory, Gdels Incompleteness Theorems, and applications of mathematical logic. Philosophicaland foundational problems of mathematics are discussed throughout the text. Each section of the seven chapters ends with exercises some of which of imp ortance for the text itself. There are hints to most of the exercises in a separatefile Solution Hints to the Exercises which is not part of the book but is available from the authors website |
Note: | Springer eBooks |
Contents: | Preface |
Introduction | |
Notation | |
Propositional Logic | |
First | |
Order Logic | |
Complete Logical Calculi | |
Foundations of Logical Programming | |
Elements of Model Theory | |
Incompleteness and Undecidability | |
On the Theory of Self | |
Reference | |
Bibliography | |
Index of Terms and Names | |
Index of Symbols | |
ISBN: | 9781441912213 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Universitext |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Computer science , Logic, Symbolic and mathematical |
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Call number: | SPRINGER-2010-9780387895529:ONLINE Show nearby items on shelf |
Title: | Mathematical Optimization and Economic Analysis [electronic resource] |
Author(s): |
Mikuls Luptcik |
Date: | 2010 |
Publisher: | New York, NY : Springer New York |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Mathematical Optimization and Economic Analysis is a self-contained introduction to various optimization techniques used in economic modeling and analysis such as geometric, linear, and convex programming and data envelopmentanalysis. Through a syste matic approach, this book demonstrates the usefulness of these mathematical tools in quantitative and qualitative economic analysis. The book presents specific examples to demonstrate each techniquesadvantages and applicability as well as numerous applica tions of these techniques to industrial economics, regulatory economics, trade policy, economic sustainability, production planning, and environmental policy. Key Featuresinclude: - A detailed presentation of both single-objective and multiobjective optim ization - An in-depth exposition of various applied optimization problems - Implementation of optimization tools to improve the accuracy of variouseconomic models - Extensive resources suggested for further reading. This book is intended for graduate and postgraduate students studying quantitative economics, as well as economics researchers and applied mathematicians.Requirements include a basic knowledge of calculus and linear algebra, and a familiarity with economic modeling |
Note: | Springer eBooks |
Contents: | Single |
Objective Optimization | |
Scarcity and Efficiency | |
KuhnTucker Conditions | |
Convex Programming | |
Linear Programming | |
Data Envelopment Analysis | |
Geometric Programming | |
Multiobjective Optimization | |
Fundamentals of Multiobjective Optimization | |
Multiobjective Linear Programming | |
Multiobjective Geometric Programming | |
ISBN: | 9780387895529 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Optimization and Its Applications, 1931-6828 : v36 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Mathematical optimization , Economics , Economics, Mathematical |
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Call number: | SPRINGER-2010-9780387886701:ONLINE Show nearby items on shelf |
Title: | Introduction to Nonlinear and Global Optimization [electronic resource] |
Author(s): |
Eligius M.T Hendrix Boglrka G.-Tth |
Date: | 2010 |
Publisher: | New York, NY : Springer New York |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | This self-contained text provides a solid introduction to global and nonlinear optimization, providing students of mathematics and interdisciplinary sciences with a strong foundation in applied optimization techniques. The bookoffers a unique hands-o n and critical approach to applied optimization which includes the presentation of numerous algorithms, examples, and illustrations, designed to improve the readers intuition and develop the analytical skillsneeded to identify optimization problems, class ify the structure of a model, and determine whether a solution fulfills optimality conditions. Key features of Introduction to Nonlinear and Global Optimization: - Offers insights intorelevant concepts such as regions of attraction, branch-and-bound, and cross-cutting methods as well as many other useful methodologies. -Exhibits numerical examples and exercises developing the readers familiarity withthe terminology and algorithms that are frequently encountered in scientific literature. - Presents various heuristic and stochastic optimization techniques demonstrating how each be applied to a variety of models from biology,engineering, finance, chemistry, and economics. This book is intended to serve as a primary text in an advanced undergraduate or gradua te course focusing on nonlinear and global optimization and requires an understanding of basiccalculus and linear algebra |
Note: | Springer eBooks |
Contents: | Mathematical modeling, cases |
NLP optimality conditions | |
Goodness of optimization algorithms | |
Nonlinear Programming algorithms | |
Deterministic GO algorithms | |
Stochastic GO algorithms | |
ISBN: | 9780387886701 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Optimization and Its Applications, 1931-6828 : v37 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Global differential geometry , Operations research |
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Call number: | SPRINGER-2009-9783834893963:ONLINE Show nearby items on shelf |
Title: | Shape Optimization under Uncertainty from a Stochastic Programming Point of View [electronic resource] |
Author(s): |
Harald Held |
Date: | 2009 |
Publisher: | Wiesbaden : Vieweg+Teubner |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Optimization problems are relevant in many areas of technical, industrial, and economic applications. At the same time, they pose challenging mathematical research problems in numerical analysis and optimization. Harald Heldconsiders an elastic body subjected to uncertain internal and external forces. Since simply averaging the possible loadings will result in a structure that might not be robust for the individual loadings, he uses techniques from levelset based shape optimization and two-stage stoc hastic programming. Taking advantage of the PDEs linearity, he is able to compute solutions for an arbitrary number of scenarios without significantly increasing the computationaleffort. The author applies a gradient method using the shape derivative and the topological gradient to minimize, e.g., the compliance . and shows that the obtained solutions strongly depend on the initial guess, in particular itstopology. The stochastic programming perspective also allows incorporating risk measures into the mod el which might be a more appropriate objective in many practical applications |
Note: | Springer eBooks |
ISBN: | 9783834893963 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics |
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Call number: | SPRINGER-2009-9783642044540:ONLINE Show nearby items on shelf |
Title: | Modelling, Pricing, and Hedging Counterparty Credit Exposure [electronic resource] : A Technical Guide |
Author(s): |
Giovanni Cesari John Aquilina Niels Charpillon Zlatko Filipovic Gordon Lee Ion Manda |
Date: | 2009 |
Publisher: | Berlin, Heidelberg : Springer Berlin Heidelberg |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Building an accurate representation of firm-wide credit exposure, used for both trading and risk management, raises significant theoretical and technical challenges. This volume can be considered as a roadmap to finding practicalsolutions to the prob lem of modelling, pricing, and hedging counterparty credit exposure for large portfolios of both vanilla and exotic derivatives, usually traded by large Investment Banks. It is divided into four parts, (I)Methodology, (II) Architecture and Implementation, (III) Products, and (IV) Hedging and Managing Counterparty Risk. Starting from a generic modelling and valuation framework based on American Monte Carlo techniques, it presents asoftware architecture, which, with its modular design, allows the computatio n of credit exposure in a portfolio-aggregated and scenario-consistent way. An essential part of the design is the definition of a programming language, whichallows trade representation based on dynamic modelling features. Several chapters are then devote d to the analysis of credit exposure across all asset classes, namely foreign exchange, interest rate, credit derivatives and equity.Finally it considers how to mitigate and hedge counterparty exposure. The crucial question of dynamic hedging is addressed by constructing a hybrid product, the Contingent-Credit Default Swap. This volume addresses, from a quantitativeperspective, recent developments related to counterparty credit exposure computation. Its unique characteristic is the combination of a rigoro us but simple mathematical approach with a practical view of the financial problem at hand....a fantastic book that covers all aspects of credit exposure modelling. Nowhere else can the interested reader find such a comprehensive collection of insights ar ound this topic covering methodology, implementation, products andapplications. A must read for practitioners and quants working in this space. Jrg Behrens, Fintegral Consulting, CH In the afterm |
Note: | Springer eBooks |
Contents: | Preface |
Glossary | |
Abbreviations and Notation | |
Part I: Methodology | |
1.Introduction | |
2.Modelling Framework | |
3.Simulation Models | |
4.Valuation and Sensitivities | |
Part II: Architecture and Implementation | |
5.Computational Framework | |
6.Implementation | |
7.Architecture | |
Part III: Products | |
8.Interest Rate Products | |
9.Equity, Commodity, Inflation and FX Products | |
10.Credit Derivatives | |
11.Hybrids and Structures | |
Part IV: Hedging and Managing Counterparty Risk | |
12.Counterparty Risk Aggregation and Risk Mitigation | |
13.Combining Market and Credit Risk | |
14.Pricing Cou | |
ISBN: | 9783642044540 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Finance |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Finance , Numerical analysis , Distribution (Probability theory) , Economics Statistics |
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Call number: | SPRINGER-2009-9783642033704:ONLINE Show nearby items on shelf |
Title: | Jets From Young Stars V [electronic resource] : High Performance Computing and Applications |
Author(s): |
Jos Gracia Fabio Colle Turlough Downes |
Date: | 2009 |
Publisher: | Berlin, Heidelberg : Springer Berlin Heidelberg |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Studying the complex physical systems of stellar jets necessitates the incorporation of nonlinear effects which occur on a wide variety of length and timescales. One of the primary methods used to study the physics of jets isnumerical simulations tha t apply high performance computing techniques. Such techniques are also required for analysing the huge modern astrophysical datasets. This book examines those computing techniques. It is a collection of thelectures from the fifth and final school of the JETSET network, Jets From Young Stars V: High Performance Computing in Astrophysics. It begins with an introduction to parallel programming techniques, with an emphasis on MessagePassing Interface (MPI), before it goes on to review grid technology techniq ues and offer a practical introduction to Virtual Observatory. The second half of the book, then, is devoted to applications of high performance computingtechniques, including 3D radiation transfer, to jet and star formation processes. Aimed at graduate s tudents in astrophysics, this book presents state-of-the-art methods, thereby offering interesting new insights to researchers in thefield |
Note: | Springer eBooks |
Contents: | I High Performance Computing |
to Message | |
Passing Interface | |
An Introduction to Grid Computing Using EGEE | |
AstroGrid and the Virtual Observatory | |
II Applications in Astrophysics | |
Three Dimensional Continuum Radiative Transfer | |
Large | |
Scale Jet Simulations | |
Modeling Accretion and Ejection Phenomena Around Young Stars: A Numerical Perspective | |
Jet Stability: A Computational Survey | |
Jets and Outflows from Collapsing Objects | |
ISBN: | 9783642033704 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Lecture Notes in Physics, 0075-8450 : v791 |
Series: | Physics and Astronomy (Springer-11651) |
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Call number: | SPRINGER-2009-9781848829374:ONLINE Show nearby items on shelf |
Title: | Mathematical and Numerical Modelling of Heterostructure Semiconductor Devices: From Theory to Programming [electronic resource] |
Author(s): |
E.A.B Cole |
Date: | 2009 |
Publisher: | London : Springer London |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | The commercial development of novel semiconductor devices requires that their properties be examined as thoroughly and rapidly as possible. These properties are investigated by obtaining numerical solutions of the highlynonlinear coupled set of equat ions which govern their behaviour. In particular, the existence of interfaces between different material layers in heterostructures means that quantum solutions must be found in the quantum wells which areformed at these interfaces. This book presents som e of the mathematical and numerical techniques associated with the investigation. It begins with introductions to quantum and statistical mechanics. Later chapters then cover finitedifferences multigrids upwinding techniques simulated annealing mesh gener ation and the reading of computer code in C++ these chapters are self-contained, and do not rely on the reader having met these topics before. The authorexplains how the methods can be adapted to the specific needs of device modelling, the advantages and disadvantages of each method, the pitfalls to avoid, and practical hints and tips for successful implementation. Sections of computercode are included to illustrate the methods used. Written for anyone who is interested in learning about, or refreshing th eir knowledge of, some of the basic mathematical and numerical methods involved in device modelling, this book issuitable for advanced undergraduate and graduate students, lecturers and researchers working in the fields of electrical engineering and semic onductor device physics, and for students of other mathematical and physical disciplinesstarting out in device modelling |
Note: | Springer eBooks |
Contents: | Part I Overview and physical equations |
1 Overview of device modeling | |
2 Quantum mechanics | |
3 Equilibrium thermodynamics and statistical mechanics | |
4 Density of states and applications 1 | |
5 Density of states and applications 2 | |
6 The transport equations and the device equations | |
Part II Mathematical and numerical methods | |
7 Basic approximation and numerical methods | |
8 Fermi and associated integrals | |
9 The upwinding method | |
10 Solution of equations: the Newton and reduced method | |
11 Solution of equations: the phaseplane method | |
12 Solution of equations: the mul | |
ISBN: | 9781848829374 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Mathematical physics , Engineering mathematics |
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Call number: | SPRINGER-2009-9780387981444:ONLINE Show nearby items on shelf |
Title: | Computational Statistics [electronic resource] |
Author(s): |
James E Gentle |
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: | Computational inference has taken its place alongside asymptotic inference and exact techniques in the standard collection of statistical methods. Computational inference is based on an approach to statistical methods that usesmodern computational po wer to simulate distributional properties of estimators and test statistics. This book describes computationally-intensive statistical methods in a unified presentation, emphasizing techniques, such as the PDFdecomposition, that arise in a wide range of m ethods. The book assumes an intermediate background in mathematics, computing, and applied and theoretical statistics. The first part of the book, consisting of a single long chapter,reviews this background material while introducing computationally-inten sive exploratory data analysis and computational inference. The six chapters in the second part of the book are on statistical computing. This part describesarithmetic in digital computers and how the nature of digital computations affects algorithms used in statistical methods. Building on the first chapters on numerical computations and algorithm design, the following chapters cover themain areas of statistical numerical analysis, that is, approximation of functions, numerical quadrature, numerical line ar algebra, solution of nonlinear equations, optimization, and random number generation. The third and fourth partsof the book cover methods of computational statistics, including Monte Carlo methods, randomization and cross validation, the bootstrap, pro bability density estimation, and statistical learning. The book includes a large number ofexercises with some solutions provided in an appendix. James E. Gentle is University Professor of Computational Statistics at George Mason University. He is a Fellow of the American Statistical Association (ASA) and of the AmericanAssociation for the Advancement of Science. He has held several national offices in the ASA and has served as associate editor of journa |
Note: | Springer eBooks |
Contents: | Preliminaries |
Mathematical and Statistical Preliminaries | |
Statistical Computing | |
Computer Storage and Arithmetic | |
Algorithms and Programming | |
Approximation of Functions and Numerical Quadrature | |
Numerical Linear Algebra | |
Solution of Nonlinear Equations and Optimization | |
Generation of Random Numbers | |
Methods of Computational Statistics | |
Graphical Methods in Computational Statistics | |
Tools for Identification of Structure in Data | |
Estimation of Functions | |
Monte Carlo Methods for Statistical Inference | |
Data Randomization, Partitioning, and Augmentation | |
Bootstrap Met | |
ISBN: | 9780387981444 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Statistics and Computing, 1431-8784 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Statistics , Electronic data processing , Data mining , Computer simulation , Numerical analysis , Mathematical statistics , Engineering mathematics |
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Call number: | SPRINGER-2009-9780387886176:ONLINE Show nearby items on shelf |
Title: | Optimization and Logistics Challenges in the Enterprise [electronic resource] |
Author(s): |
Wanpracha Chaovalitwongse Kevin C Furman Panos M Pardalos |
Date: | 2009 |
Publisher: | Boston, MA : Springer US |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Optimization and Logistics Challenges in the Enterprise begins to answer the question of how to bridge the gap from mathematical modeling and optimization techniques, to practical solutions of enterprise operations.Mathematically distinct from classi cal supply chain management, this burgeoning research area has proven to be useful and applicable to a wide variety of industries for example, pharmaceutical, chemical, transportation, and shipping,to name a few. This book consists of high quality researc h results and may serve as a one-stop shop to learn about several industrial problems and logistics challenges, and solution techniques using recent advances in computationaloptimization. This work is intended for practitioners from industry who use techn iques from a wide range of fields: mathematical programming, supply chain and logistics management, and process systems and operations engineering. Itwill also be of value to advanced graduate and PhD students and researchers in operations research, syste ms engineering, and management science |
Note: | Springer eBooks |
Contents: | I Process Industry |
Challenges in Enterprise Wide Optimization for the Process Industries | |
Multi | |
Product Inventory Logistics Modeling in the Process Industries | |
Modeling and Managing Uncertainty in Process Planning and Scheduling | |
A Relative Robust Optimization Approach for Full Factorial Scenario Design of Data Uncertainty and Ambiguity | |
II Supply Chain and Logistics Design | |
An Enterprise Risk Management Model for Supply Chains | |
Notes On Using Optimization And DSS Techniques to Support Supply Chain And Logistics Operations | |
On the Quadratic Programming Approach for Hub Locatio | |
ISBN: | 9780387886176 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Optimization and Its Applications, 1931-6828 : v30 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Computer science Mathematics , Mathematical optimization , Industrial engineering , Economics , Business logistics |
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Call number: | SPRINGER-2009-9780387848068:ONLINE Show nearby items on shelf |
Title: | Optimal Quadratic Programming Algorithms [electronic resource] : With Applications to Variational Inequalities |
Author(s): |
Zdenek Dostl |
Date: | 2009 |
Publisher: | Boston, MA : Springer US |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Solving optimization problems in complex systems often requires the implementation of advanced mathematical techniques. Quadratic programming (QP) is one technique that allows for the optimization of a quadratic function inseveral variables in the pr esence of linear constraints. QP problems arise in fields as diverse as electrical engineering, agricultural planning, and optics. Given its broad applicability, a comprehensive understanding of quadraticprogramming is a valuable resource in nearly every scientific field. Optimal Quadratic Programming Algorithms presents recently developed algorithms for solving large QP problems. The presentation focuses on algorithms which are, in asense optimal, i.e., they can solve important classes of problems at a c ost proportional to the number of unknowns. For each algorithm presented, the book details its classical predecessor, describes its drawbacks, introducesmodifications that improve its performance, and demonstrates these improvements through numerical expe riments. This self-contained monograph can serve as an introductory text on quadratic programming for graduate students andresearchers. Additionally, since the solution of many nonlinear problems can be reduced to the solution of a sequence of QP problems , it can also be used as a convenient introduction to nonlinear programming. The reader is required tohave a basic knowledge of calculus in several variables and linear algebra |
Note: | Springer eBooks |
Contents: | Preface |
Part I Background | |
1. Linear Algebra | |
2. Optimization | |
Part II Algorithms | |
3. Conjugate Gradients for Unconstrained Minimization | |
4. Equality Constrained Minimization | |
5. Bound Constrained Minimization | |
6. Bound and Equality Constrained Minimization | |
Part III Applications to Variational Inequalities | |
7. Solution of a Coercive Variational Inequality by FETI | |
DP method | |
8. Solution to a Semicoercive Variational Inequality by TFETI Method | |
References | |
Index | |
ISBN: | 9780387848068 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Optimization and Its Applications, 1931-6828 : v23 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Numerical analysis , Mathematical optimization , Operations research , Engineering mathematics |
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Call number: | SPRINGER-2009-9780387096865:ONLINE Show nearby items on shelf |
Title: | Emerging Applications of Algebraic Geometry [electronic resource] |
Author(s): |
Mihai Putinar Seth Sullivant |
Date: | 2009 |
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: | Recent advances in both the theory and implementation of computational algebraic geometry have led to new, striking applications to a variety of fields of research. The articles in this volume highlight a range of theseapplications and provide introd uctory material for topics covered in the IMA workshops on Optimization and Control and Applications in Biology, Dynamics, and Statistics held during the IMA year on Applications of AlgebraicGeometry. The articles related to optimization and control focus on burgeoning use of semidefinite programming and moment matrix techniques in computational real algebraic geometry. The new direction towards a systematic study ofnon-commutative real algebraic geometry is well represented in the volume. Other articles provide an overview of the way computational algebra is useful for analysis of contingency tables, reconstruction of phylogenetic trees, and insystems biology. The contributions collected in this volume are accessible to non-experts, self-contained and in formative they quickly move towards cutting edge research in these areas, and provide a wealth of open problems for futureresearch |
Note: | Springer eBooks |
Contents: | Polynomial Optimization on Odd |
Dimensional Spheres | |
Engineering Systems and Free Semi | |
Algebraic Geometry | |
Algebraic Statistics and Contingency Table Problems: Log | |
Linear Models, Likelihood Estimation, and Disclosure Limitation | |
Using Invariants for Phylogenetic Tree Construction | |
On the Algebraic Geometry of Polynomial Dynamical Systems | |
A Unified Approach to Computing Real and Complex Zeros of Zero | |
Dimensional Ideals | |
Sums of Squares, Moment Matrices and Optimization Over Polynomials | |
Positivity and Sums of Squares: A Guide to Recent Results | |
Noncommutative Real Algebraic Geom | |
ISBN: | 9780387096865 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | The IMA Volumes in Mathematics and its Applications, 0940-6573 : v149 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Algebra , Geometry, algebraic |
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Call number: | SPRINGER-2008-9783834895363:ONLINE Show nearby items on shelf |
Title: | Risk Management in Stochastic Integer Programming [electronic resource] : With Application to Dispersed Power Generation |
Author(s): |
Frederike Neise |
Date: | 2008 |
Publisher: | Wiesbaden : Vieweg+Teubner |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | Two-stage stochastic optimization is a useful tool for making optimal decisions under uncertainty. Frederike Neise describes two concepts to handle the classic linear mixed-integer two-stage stochastic optimization problem: Thewell-known mean-risk mo deling, which aims at finding a best solution in terms of expected costs and risk measures, and stochastic programming with first order dominance constraints that heads towards a decision dominating a given costbenchmark and optimizing an additional objec tive. For this new class of stochastic optimization problems results on structure and stability are proven. Moreover, the author develops equivalent deterministic formulations of the problem,which are efficiently solved by the presented dual decomposition method based on Lagrangian relaxation and branch-and-bound techniques. Finally, both approaches mean-risk optimization and dominance constrained programming areapplied to find an optimal operation schedule for a dispersed generation system, a problem f rom energy industry that is substantially influenced by uncertainty |
Note: | Springer eBooks |
ISBN: | 9783834895363 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics |
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Call number: | SPRINGER-2008-9783540688501:ONLINE Show nearby items on shelf |
Title: | Mathematics and Computation, a Contemporary View [electronic resource] : The Abel Symposium 2006 Proceedings of the Third Abel Symposium, Alesund, Norway, May 2527, 2006 |
Author(s): |
Hans Munthe-Kaas Brynjulf Owren |
Date: | 2008 |
Publisher: | Berlin, Heidelberg : Springer Berlin Heidelberg |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | The 2006 Abel symposium is focusing on contemporary research involving interaction between computer science, computational science and mathematics. In recent years, computation has been affecting pure mathematics in fundamentalways. Conversely, ideas and methods of pure mathematics are becoming increasingly important within computational and applied mathematics. At the core of computer science is the study of computability and complexity for discretemathematical structures. Studying the foundations o f computational mathematics raises similar questions concerning continuous mathematical structures. There are several reasons for these developments. The exponential growth ofcomputing power is bringing computational methods into ever new application area s. Equally important is the advance of software and programming languages, which to an increasing degree allows the representation of abstract mathematicalstructures in program code. Symbolic computing is bringing algorithms from mathematical analysis int o the hands of pure and applied mathematicians, and the combination of symbolic and numerical techniques is becoming increasinglyimportant both in computational science and in areas of pure mathematics. We are witnessing a development where a focus on com putability, computing and algorithms is contributing towards a unification of areas of computer science,applied and pure mathematics. The 2006 Abel symposium brought together some of the leading international researchers working in these areas, presented a snapshot of current state of the art, and raised questions about future researchdirections |
Note: | Springer eBooks |
ISBN: | 9783540688501 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Abel Symposia : v3 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Software engineering , Computer science , Computer science Mathematics |
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Call number: | SPRINGER-2008-9780817646066:ONLINE Show nearby items on shelf |
Title: | Set-Theoretic Methods in Control [electronic resource] |
Author(s): |
Franco Blanchini Stefano Miani |
Date: | 2008 |
Publisher: | Boston, MA : Birkhuser Boston |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | This self-contained monograph describes basic set-theoretic methods for control and provides a discussion of their links to fundamental problems in Lyapunov stability analysis and stabilization, optimal control, control underconstraints, persistent d isturbance rejection, and uncertain systems analysis and synthesis. New computer technology has catalyzed a resurgence of research in this area, particularly in the development of set-theoretic techniques, manyof which are computationally demanding. The w ork presents several established and potentially new applications, along with numerical examples and case studies. A key theme of the presentation is the trade-off between exact (butcomputationally intensive) and approximate (but conservative) solutions t o problems. Mathematical language is kept to the minimum necessary for the adequate formulation and statement of main concepts. Numerical algorithms for thesolution of the proposed problems are described in detail. Set-Theoretic Methods in Control is acce ssible to readers familiar with the basics of systems and control theory prerequisites such as convexity theory are included. The textprovides a solid foundation of mathematical techniques and applications and also features avenues for further theoretical study. Aimed primarily at graduate students and researchers in applied mathematics and engineering, the book willalso appeal to practitioners since it contains extensive references to the literature and supplies many recipes for solving significant contr ol problems |
Note: | Springer eBooks |
Contents: | Preface |
Introduction | |
Lyapunov and Lyapunov | |
like Functions | |
Convex Sets and Their Representation | |
Invariant Sets | |
Dynamic Programming | |
Set | |
Theoretic Analysis of Dynamic Systems | |
Control of Parameter | |
Varying Systems | |
Control with Time | |
Domain Constraints | |
(Sub | |
)Optimal Control | |
Set | |
Theoretic Estimation | |
Related Topics | |
Appendix | |
References | |
Index | |
ISBN: | 9780817646066 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Systems & Control: Foundations & Applications |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Systems theory , Mathematical optimization , Engineering mathematics |
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Call number: | SPRINGER-2008-9780387787237:ONLINE Show nearby items on shelf |
Title: | Nonlinear Optimization with Engineering Applications [electronic resource] |
Author(s): |
Michael Bartholomew-Biggs |
Date: | 2008 |
Publisher: | Boston, MA : Springer US |
Size: | 1 online resource |
Note: | Springer e-book platform |
Note: | Springer 2013 e-book collections |
Note: | This textbook examines a broad range of problems in science and engineering, describing key numerical methods applied to real life. The case studies presented are in such areas as data fitting, vehicle route planning and optimalcontrol, scheduling an d resource allocation, sensitivity calculations and worst-case analysis. Among the main topics covered: * one-variable optimization optimality conditions, direct search and gradient * unconstrainedoptimization in n variables solution methods including N elder and Mead simplex, steepest descent, Newton, GaussNewton, and quasi-Newton techniques, trust regions and conjugate gradients * constrained optimization in n variables solution methods including reduced-gradients, penalty and barrier methods, sequenti al quadratic programming, and interior point techniques * an introduction to global optimization * an introduction to automatic differentiationChapters are self-contained with exercises provided at the end of most sections. Nonlinear Optimization with Eng ineering Applications is ideal for self-study and classroom use in engineering courses at the senior undergraduate orgraduate level. The book will also appeal to postdocs and advanced researchers interested in the development and use of optimization algor ithms. Also by the author: Nonlinear Optimization with Financial Applications, ISBN:978-1-4020-8110-1, (c)2005, Springer |
Note: | Springer eBooks |
Contents: | Preface |
1. Introduction to engineering optimization problems | |
2. Some engineering problems in one variable | |
3. Numerical optimization in one variable | |
4. Route | |
planning and other problems in several variables | |
5. Gradients, Hessians and automatic differentiation | |
6. Optimality conditions for n variable unconstrained problems | |
7. Steepest descent method | |
8. Newton method | |
9. Quasi | |
Newton methods | |
10. Conjugate gradient methods | |
11. Problem transformations to handle constraints | |
12. Maintenance scheduling a case study | |
13. Data fitting and identification | |
14. Th | |
ISBN: | 9780387787237 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Springer Optimization and Its Applications, 1931-6828 : v19 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Mathematics , Mathematical optimization , Operations research |
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Call number: | SPRINGER-2008-9780387759364:ONLINE Show nearby items on shelf |
Title: | Software for Data Analysis [electronic resource] : Programming with R |
Author(s): |
John Chambers |
Date: | 2008 |
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: | John Chambers has been the principal designer of the S language since its beginning, and in 1999 received the ACM System Software award for S, the only statistical software to receive this award. He is author or coauthor of thelandmark books on S. No w he turns to R, the enormously successful open-source system based on the S language. R's international support and the thousands of packages and other contributions have made it the standard for statisticalcomputing in research and teaching. This book g uides the reader through programming with R, beginning with simple interactive use and progressing by gradual stages, starting with simple functions. More advanced programming techniquescan be added as needed, allowing users to grow into software contribu tors, benefiting their careers and the community. R packages provide a powerful mechanism for contributions to be organized and communicated. The techniques coveredinclude such modern programming enhancements as classes and methods, namespaces, and interf aces to spreadsheets or data bases, as well as computations for data visualization, numerical methods, and the use of text data |
Note: | Springer eBooks |
Contents: | Introduction: Principles and Concepts |
Using R | |
Programming with R: The Basics | |
R Packages | |
Objects | |
Basic Data and Computations | |
Data Visualization and Graphics | |
Computing with Text | |
New Classes | |
Methods and Generic Functions | |
Interfaces I: Using C and Fortran | |
Interfaces II: Between R and Other Systems | |
How R Works | |
Errata and Notes for Software for Data Analysis: Programming with R | |
ISBN: | 9780387759364 |
Series: | e-books |
Series: | SpringerLink (Online service) |
Series: | Statistics and Computing, 1431-8784 |
Series: | Mathematics and Statistics (Springer-11649) |
Keywords: | Statistics , Mathematical statistics |
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