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Design and Analysis of Simulation Experiments
This book is devoted to a new branch of experimental design theory called simulation experimental design. There are many books devoted either to the theory of experimental design or to system simulation techniques, but in this book an approach to combine both fields is developed. Especially the mathematical theory of such universal variance reduction techniques as splitting and Russian Roulette is explored. The book contains a number of results on regression design theory related to nonlinear problems, the E-optimum criterion and designs which minimize bias. Audience: This volume will be of value to readers interested in systems simulation, applied statistics and numerical methods with basic knowledge of applied statistics and linear algebra.
The Theory of Cubature Formulas
This volume considers various methods for constructing cubature and quadrature formulas of arbitrary degree. These formulas are intended to approximate the calculation of multiple and conventional integrals over a bounded domain of integration. The latter is assumed to have a piecewise-smooth boundary and to be arbitrary in other aspects. Particular emphasis is placed on invariant cubature formulas and those for a cube, a simplex, and other polyhedra. Here, the techniques of functional analysis and partial differential equations are applied to the classical problem of numerical integration, to establish many important and deep analytical properties of cubature formulas. The prerequisites of ...
Programming And Mathematical Techniques In Physics - Proceedings Of The Conference On Programming And Mathematical Methods For Solving Physical Problems
This volume is a collection of papers which were presented at the traditional international conference on programming and mathematical methods for solving physical problems. The topics covered a wide scope of problems including information database systems, networking, data acquisition systems, analytical and numerical methods for solution of the physical problems.
Mathematical Modelling of Immune Response in Infectious Diseases
Beginning his work on the monograph to be published in English, this author tried to present more or less general notions of the possibilities of mathematics in the new and rapidly developing science of infectious immunology, describing the processes of an organism's defence against antigen invasions. The results presented in this monograph are based on the construc tion and application of closed models of immune response to infections which makes it possible to approach problems of optimizing the treat ment of chronic and hypertoxic forms of diseases. The author, being a mathematician, had creative long-Iasting con tacts with immunologists, geneticist, biologists, and clinicians. As far back as 1976 it resulted in the organization of a special seminar in the Computing Center of Siberian Branch of the USSR Academy of Sci ences on mathematical models in immunology. The seminar attracted the attention of a wide circle of leading specialists in various fields of science. All these made it possible to approach, from a more or less united stand point, the construction of models of immune response, the mathematical description of the models, and interpretation of results.
Hamiltonian Mechanics of Gauge Systems
The principles of gauge symmetry and quantization are fundamental to modern understanding of the laws of electromagnetism, weak and strong subatomic forces and the theory of general relativity. Ideal for graduate students and researchers in theoretical and mathematical physics, this unique book provides a systematic introduction to Hamiltonian mechanics of systems with gauge symmetry. The book reveals how gauge symmetry may lead to a non-trivial geometry of the physical phase space and studies its effect on quantum dynamics by path integral methods. It also covers aspects of Hamiltonian path integral formalism in detail, along with a number of related topics such as the theory of canonical transformations on phase space supermanifolds, non-commutativity of canonical quantization and elimination of non-physical variables. The discussion is accompanied by numerous detailed examples of dynamical models with gauge symmetries, clearly illustrating the key concepts.
Numerical Solution of Stochastic Differential Equations
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP
Ill-Posed Problems: Theory and Applications
Recent years have been characterized by the increasing amountofpublications in the field ofso-called ill-posed problems. This is easilyunderstandable because we observe the rapid progress of a relatively young branch ofmathematics, ofwhich the first results date back to about 30 years ago. By now, impressive results have been achieved both in the theory ofsolving ill-posed problems and in the applicationsofalgorithms using modem computers. To mention just one field, one can name the computer tomography which could not possibly have been developed without modem tools for solving ill-posed problems. When writing this book, the authors tried to define the place and role of ill posed problems in...
