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Computational Methods for Option Pricing
This book allows you to understand fully the modern tools of numerical analysis in finance.
Contributions to Partial Differential Equations and Applications
This book treats Modelling of CFD problems, Numerical tools for PDE, and Scientific Computing and Systems of ODE for Epidemiology, topics that are closely related to the scientific activities and interests of Prof. William Fitzgibbon, Prof. Yuri Kuznetsov, and Prof. O. Pironneau, whose outstanding achievements are recognised in this volume. It contains 20 contributions from leading scientists in applied mathematics dealing with partial differential equations and their applications to engineering, ab-initio chemistry and life sciences. It includes the mathematical and numerical contributions to PDE for applications presented at the ECCOMAS thematic conference "Contributions to PDE for Applica...
An Introduction to Scientific Computing
This book demonstrates scientific computing by presenting twelve computational projects in several disciplines including Fluid Mechanics, Thermal Science, Computer Aided Design, Signal Processing and more. Each follows typical steps of scientific computing, from physical and mathematical description, to numerical formulation and programming and critical discussion of results. The text teaches practical methods not usually available in basic textbooks: numerical checking of accuracy, choice of boundary conditions, effective solving of linear systems, comparison to exact solutions and more. The final section of each project contains the solutions to proposed exercises and guides the reader in using the MATLAB scripts available online.
Mathematical Modeling and Numerical Simulation in Continuum Mechanics
The first international symposium on mathematical foundations of the finite element method was held at the University of Maryland in 1973. During the last three decades there has been great progress in the theory and practice of solving partial differential equations, and research has extended in various directions. Full-scale nonlinear problems have come within the range of nu merical simulation. The importance of mathematical modeling and analysis in science and engineering is steadily increasing. In addition, new possibili ties of analysing the reliability of computations have appeared. Many other developments have occurred: these are only the most noteworthy. This book is the record of t...
Coupling of Fluids, Structures and Waves in Aeronautics
This volume contains the proceedings of a workshop held in Melbourne, Australia, entitled "Coupling of Fluids, Structures and Waves in Aeronautics". The 22 papers deal with new computational methods for multi-disciplinary design in aeronautics. They are grouped into chapters on fluids, structures, electromagnetics, optimisation, mathematical methods and tools, and aircraft design. Several papers treat coupling of these themes in a multi-physics setting. Included is a 17-page report of a Round Table discussion entitled "Future Tools for Design and Manufacture of Innovative Products in the Aeronautics Industry", together with a summary of important themes and issues. This research promotes the advanced technologies necessary for continued development of efficient and environmentally sustainable transport systems.
Computational Methods for Optimal Design and Control
This volume contains the proceedings of the Second International Workshop on Optimal Design and Control, held in Arlington, Virginia, 30 September-3 Octo ber, 1997. The First Workshop was held in Blacksburg, Virginia in 1994. The proceedings of that meeting also appeared in the Birkhauser series on Progress in Systems and Control Theory and may be obtained through Birkhauser. These workshops were sponsored by the Air Force Office of Scientific Re search through the Center for Optimal Design and Control (CODAC) at Vrrginia Tech. The meetings provided a forum for the exchange of new ideas and were designed to bring together diverse viewpoints and to highlight new applications. The primary goal...
Advanced Methods for Practical Applications in Fluid Mechanics
Whereas the field of Fluid Mechanics can be described as complicated, mathematically challenging, and esoteric, it is also imminently practical. It is central to a wide variety of issues that are important not only technologically, but also sociologically. This book highlights a cross-section of methods in Fluid Mechanics, each of which illustrates novel ideas of the researchers and relates to one or more issues of high interest during the early 21st century. The challenges include multiphase flows, compressibility, nonlinear dynamics, flow instability, changing solid-fluid boundaries, and fluids with solid-like properties. The applications relate problems such as weather and climate prediction, air quality, fuel efficiency, wind or wave energy harvesting, landslides, erosion, noise abatement, and health care.
Shape Optimization Problems
This book provides theories on non-parametric shape optimization problems, systematically keeping in mind readers with an engineering background. Non-parametric shape optimization problems are defined as problems of finding the shapes of domains in which boundary value problems of partial differential equations are defined. In these problems, optimum shapes are obtained from an arbitrary form without any geometrical parameters previously assigned. In particular, problems in which the optimum shape is sought by making a hole in domain are called topology optimization problems. Moreover, a problem in which the optimum shape is obtained based on domain variation is referred to as a shape optimi...
System Theory
System Theory: Modeling, Analysis and Control contains thirty-three scientific papers covering a wide range of topics in systems and control. These papers have been contributed to a symposium organized to celebrate Sanjoy K. Mitter's 65th birthday. The following research topics are addressed: distributed parameter systems, stochastic control, filtering and estimation, optimization and optimal control, image processing and vision, hierarchical systems and hybrid control, nonlinear systems, and linear systems. Also included are three survey papers on optimization, nonlinear filtering, and nonlinear systems. Recent advances are reported on the behavioral approach to systems, the relationship be...
Computational Fluid Dynamics 2004
Those interested in state of the art in computational fluid dynamics will find this publication a valuable source of reference. The contributions are drawn from The International Conference on Computational Fluid Dynamics (ICCFD) held in 2004. The conference is staged every two years and brings together physicists, mathematicians and engineers who review and share recent advances in mathematical and computational techniques for modeling fluid dynamics.
