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This book constitutes the refereed proceedings of the Third International Conference on Algebraic Biology, AB 2008, held at the Castle of Hagenberg, Austria in July 2008 as part of the RISC Summer 2008, organized by the Research Institute for Symbolic Computation. The 14 revised full papers presented together with 3 tutorial lectures were carefully reviewed and selected from 27 submissions. The conference is the interdisciplinary forum for the presentation of research on all aspects of applications of symbolic computation (computer algebra, computational logic, and related methods) to various issues in biology and life sciences as well as other problems in biology being approached with symbolic methods.
Annotation This book is a collection of state-of-the-art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a a ~Special Semester on Stochastics with Emphasis on Financea (TM) that took place from September to December 2008 at the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences in Linz, Austria
The present collection is the very first contribution of this type in the field of sparse recovery. Compressed sensing is one of the important facets of the broader concept presented in the book, which by now has made connections with other branches such as mathematical imaging, inverse problems, numerical analysis and simulation. The book consists of four lecture notes of courses given at the Summer School on "Theoretical Foundations and Numerical Methods for Sparse Recovery" held at the Johann Radon Institute for Computational and Applied Mathematics in Linz, Austria, in September 2009. This unique collection will be of value for a broad community and may serve as a textbook for graduate courses. From the contents: "Compressive Sensing and Structured Random Matrices" by Holger Rauhut "Numerical Methods for Sparse Recovery" by Massimo Fornasier "Sparse Recovery in Inverse Problems" by Ronny Ramlau and Gerd Teschke "An Introduction to Total Variation for Image Analysis" by Antonin Chambolle, Vicent Caselles, Daniel Cremers, Matteo Novaga and Thomas Pock
This volume constitutes the proceedings of the 2nd International Joint C- ference on Automated Reasoning (IJCAR 2004) held July 4–8, 2004 in Cork, Ireland. IJCAR 2004 continued the tradition established at the ?rst IJCAR in Siena,Italyin2001,whichbroughttogetherdi?erentresearchcommunitieswo- ing in automated reasoning. The current IJCAR is the fusion of the following conferences: CADE: The International Conference on Automated Deduction, CALCULEMUS: Symposium on the Integration of Symbolic Computation and Mechanized Reasoning, FroCoS: Workshop on Frontiers of Combining Systems, FTP: The International Workshop on First-Order Theorem Proving, and TABLEAUX: The International Conference on Aut...
This book deals with algorithms for the solution of linear systems of algebraic equations with large-scale sparse matrices, with a focus on problems that are obtained after discretization of partial differential equations using finite element methods. The authors provide a systematic presentation of the recent advances in robust algebraic multilevel methods and algorithms, e.g., the preconditioned conjugate gradient method, algebraic multilevel iteration (AMLI) preconditioners, the classical algebraic multigrid (AMG) method and its recent modifications, namely AMG using element interpolation (AMGe) and AMG based on smoothed aggregation. The first six chapters can serve as a short introductor...
Commemorating the 50th anniversary of the first time a mathematical theorem was proven by a computer system, Freek Wiedijk initiated the present book in 2004 by inviting formalizations of a proof of the irrationality of the square root of two from scientists using various theorem proving systems. The 17 systems included in this volume are among the most relevant ones for the formalization of mathematics. The systems are showcased by presentation of the formalized proof and a description in the form of answers to a standard questionnaire. The 17 systems presented are HOL, Mizar, PVS, Coq, Otter/Ivy, Isabelle/Isar, Alfa/Agda, ACL2, PhoX, IMPS, Metamath, Theorema, Leog, Nuprl, Omega, B method, and Minlog.
The book presents the state of the art and results and also includes articles pointing to future developments. Most of the articles center around the theme of linear partial differential equations. Major aspects are fast solvers in elastoplasticity, symbolic analysis for boundary problems, symbolic treatment of operators, computer algebra, and finite element methods, a symbolic approach to finite difference schemes, cylindrical algebraic decomposition and local Fourier analysis, and white noise analysis for stochastic partial differential equations. Further numerical-symbolic topics range from applied and computational geometry to computer algebra methods used for total variation energy minimization.
AISC 2004, the 7th International Conference on Artificial Intelligence and Symbolic Computation, was the latest in the series of specialized biennial conferences founded in 1992 by Jacques Calmet of the Universitat ̈ Karlsruhe and John Campbell of University College London with the initial title Artificial Intelligence and Symbolic Mathematical Computing (AISMC).The M disappeared from the title between the 1996 and 1998 conferences. As the editors of the AISC 1998 proceedings said, the organizers of the current meeting decided to drop the adjective 'mathematical' and to emphasize that the conference is concerned with all aspects of symbolic computation in AI: mathematical foundations, imple...
Static hedge portfolios for barrier options are very sensitive with respect to changes of the volatility surface. To prevent potentially significant hedging losses this book develops a static super-replication strategy with market-typical robustness against volatility, skew and liquidity risk as well as model errors. Empirical results and various numerical examples confirm that the static superhedge successfully eliminates the risk of a changing volatility surface. Combined with associated sub-replication strategies this leads to robust price bounds for barrier options which are also relevant in the context of dynamic hedging. The mathematical techniques used to prove appropriate existence, duality and convergence results range from financial mathematics, stochastic and semi-infinite optimization, convex analysis and partial differential equations to semidefinite programming.
This book covers original research and the latest advances in symbolic, algebraic and geometric computation; computational methods for differential and difference equations, symbolic-numerical computation; mathematics software design and implementation; and scientific and engineering applications based on features, invited talks, special sessions and contributed papers presented at the 9th (in Fukuoka, Japan in 2009) and 10th (in Beijing China in 2012) Asian Symposium on Computer Mathematics (ASCM). Thirty selected and refereed articles in the book present the conference participants’ ideas and views on researching mathematics using computers.