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Stochastic Optimization Methods in Finance and Energy
This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The invited authors represent a group of scientists and practitioners, who cooperated in recent years to facilitate the growing penetration of stochastic programming techniques in real-world applications, inducing a significant advance over a large spectrum of complex decision problems. After the recent widespread liberalization of the energy sector in Europe and the unprecedented growth of energy prices in international commodity markets, we have witnessed a significant convergence of strategic decis...
Stochastic Programming
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.
Mathematics of Stochastic Manufacturing Systems
In this volume, leading experts in mathematical manufacturing research and related fields review and update recent advances of mathematics in stochastic manufacturing systems and attempt to bridge the gap between theory and applications. The topics covered include scheduling and production planning, modeling of manufacturing systems, hierarchical control for large and complex systems, Markov chains, queueing networks, numerical methods for system approximations, singular perturbed systems, risk-sensitive control, stochastic optimization methods, discrete event systems, and statistical quality control.
Nonlinear Conservation Laws and Applications
This volume contains the proceedings of the Summer Program on Nonlinear Conservation Laws and Applications held at the IMA on July 13--31, 2009. Hyperbolic conservation laws is a classical subject, which has experienced vigorous growth in recent years. The present collection provides a timely survey of the state of the art in this exciting field, and a comprehensive outlook on open problems. Contributions of more theoretical nature cover the following topics: global existence and uniqueness theory of one-dimensional systems, multidimensional conservation laws in several space variables and approximations of their solutions, mathematical analysis of fluid motion, stability and dynamics of vis...
Natural Locomotion in Fluids and on Surfaces
This volume developed from a Workshop on Natural Locomotion in Fluids and on Surfaces: Swimming, Flying, and Sliding which was held at the Institute for Mathematics and its Applications (IMA) at the University of Minnesota, from June 1-5, 2010. The subject matter ranged widely from observational data to theoretical mechanics, and reflected the broad scope of the workshop. In both the prepared presentations and in the informal discussions, the workshop engaged exchanges across disciplines and invited a lively interaction between modelers and observers. The articles in this volume were invited and fully refereed. They provide a representative if necessarily incomplete account of the field of natural locomotion during a period of rapid growth and expansion. The papers presented at the workshop, and the contributions to the present volume, can be roughly divided into those pertaining to swimming on the scale of marine organisms, swimming of microorganisms at low Reynolds numbers, animal flight, and sliding and other related examples of locomotion.
Exploiting Symmetry in Applied and Numerical Analysis
Symmetry plays an important role in theoretical physics, applied analysis, classical differential equations, and bifurcation theory. Although numerical analysis has incorporated aspects of symmetry on an ad hoc basis, there is now a growing collection of numerical analysts who are currently attempting to use symmetry groups and representation theory as fundamental tools in their work. This book contains the proceedings of an AMS-SIAM Summer Seminar in Applied Mathematics, held in 1992 at Colorado State University. The seminar, which drew about 100 scientists from around the world, was intended to stimulate the systematic incorporation of symmetry and group theoretical concepts into numerical methods. The papers in this volume have been refereed and will not be published elsewhere.
Dynamical Systems and Probabilistic Methods in Partial Differential Equations
This volume contains some of the lectures presented in June 1994 during the AMS-SIAM Summer Seminar at the Mathematical Sciences Research Institute in Berkeley. The goal of the seminar was to introduce participants to as many interesting and active applications of dynamical systems and probabilistic methods to problems in applied mathematics as possible. As a result, this book covers a great deal of ground. Nevertheless, the pedagogical orientation of the lectures has been retained, and therefore the book will serve as an ideal introduction to these varied and interesting topics.
Vortex Flows and Related Numerical Methods
Many important phenomena in fluid motion are evident in vortex flow, i.e., flows in which vortical structures are significant in determining the whole flow. This book, which consists of lectures given at a NATO ARW held in Grenoble (France) in June 1992, provides an up-to-date account of current research in the study of these phenomena by means of numerical methods and mathematical modelling. Such methods include Eulerian methods (finite difference, spectral and wavelet methods) as well as Lagrangian methods (contour dynamics, vortex methods) and are used to study such topics as 2- or 3-dimensional turbulence, vorticity generation by solid bodies, shear layers and vortex sheets, and vortex reconnection. For researchers and graduate students in computational fluid dynamics, numerical analysis, and applied mathematics.
Selected Questions of Mathematical Physics and Analysis
This is a collection of original papers on various branches of analysis and mathematical physics. It includes work on the following topics: -- the theory of generalized functions, mathematical questions of quantum field theory, and statistical mechanics, and computational mathematics, and differential equations.
