Modèles aléatoires et physique probabiliste

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Publisher : Springer Science & Business Media
ISBN 13 : 228799307X
Total Pages : 568 pages
Book Rating : 4.2/5 (879 download)

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Book Synopsis Modèles aléatoires et physique probabiliste by : Franck Jedrzejewski

Download or read book Modèles aléatoires et physique probabiliste written by Franck Jedrzejewski and published by Springer Science & Business Media. This book was released on 2009-09-02 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cet ouvrage est un cours de probabilités appliquées à la physique. Partant de notions élémentaires, il introduit les concepts importants des probabilités, la physique statistique, les phénomènes critiques et les simulations numériques de manière rigoureuse et concise. La seconde moitié de l’ouvrage s’intéresse au calcul stochastique introduit par Itô, aux diffusions et au calcul de Malliavin. Les derniers chapitres traitent des probabilités libres et quantiques ainsi que des matrices aléatoires qui sont au cœur des développements actuels.

Applied Probabilistic Calculus for Financial Engineering

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Publisher : John Wiley & Sons
ISBN 13 : 111938804X
Total Pages : 478 pages
Book Rating : 4.1/5 (193 download)

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Book Synopsis Applied Probabilistic Calculus for Financial Engineering by : Bertram K. C. Chan

Download or read book Applied Probabilistic Calculus for Financial Engineering written by Bertram K. C. Chan and published by John Wiley & Sons. This book was released on 2017-09-11 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This clear and concise book covers financial engineering, using R in data analysis, and univariate, bivariate, and multivariate data analysis. It examines probabilistic calculus for modeling financial engineering—walking the reader through building an effective financial model from the Geometric Brownian Motion (GBM) Model via probabilistic calculus, while also covering Ito Calculus. Classical mathematical models in financial engineering and modern portfolio theory are discussed—along with the Two Mutual Fund Theorem and The Sharpe Ratio. The book also looks at R as a calculator and using R in data analysis in financial engineering. Additionally, it covers asset allocation using R, financial risk modeling and portfolio optimization using R, global and local optimal values, locating functional maxima and minima, and portfolio optimization by performance analytics in CRAN. Covers optimization methodologies in probabilistic calculus for financial engineering Answers the question: What does a "Random Walk" Financial Theory look like? Covers the GBM Model and the Random Walk Model Examines modern theories of portfolio optimization, including The Markowitz Model of Modern Portfolio Theory (MPT), The Black-Litterman Model, and The Black-Scholes Option Pricing Model Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R s an ideal reference for professionals and students in economics, econometrics, and finance, as well as for financial investment quants and financial engineers.

The Evolution of Life

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Publisher : John Wiley & Sons
ISBN 13 : 1789451078
Total Pages : 324 pages
Book Rating : 4.7/5 (894 download)

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Book Synopsis The Evolution of Life by : Corinne Fortin

Download or read book The Evolution of Life written by Corinne Fortin and published by John Wiley & Sons. This book was released on 2024-07-23 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this collective work is to give an account of the topicality and dynamics of new research in the didactics of evolution, by articulating francophone and international work. The various contributions pursue a reflection on the challenges of teaching and learning about evolution, based on historical, epistemological and societal approaches. The themes addressed illustrate the vitality and diversity of research issues in educational sciences, from primary school to university. Structured around different theoretical fields (problematization, didactics of the curriculum, nature of science, etc.), this book explores the content, teaching and learning processes and approaches, teaching practices, as well as pre-service and in-service teacher training, with a view to both intelligibility and feasibility.

Diagnosis, Fault Detection & Tolerant Control

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Publisher : Springer Nature
ISBN 13 : 9811517460
Total Pages : 331 pages
Book Rating : 4.8/5 (115 download)

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Book Synopsis Diagnosis, Fault Detection & Tolerant Control by : Nabil Derbel

Download or read book Diagnosis, Fault Detection & Tolerant Control written by Nabil Derbel and published by Springer Nature. This book was released on 2020-02-20 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on unhealthy cyber-physical systems. Consisting of 14 chapters, it discusses recognizing the beginning of the fault, diagnosing the appearance of the fault, and stopping the system or switching to a special control mode known as fault-tolerant control. Each chapter includes the background, motivation, quantitative development (equations), and case studies/illustration/tutorial (simulations, experiences, curves, tables, etc.). Readers can easily tailor the techniques presented to accommodate their ad hoc applications.

Advanced Models of Neural Networks

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Publisher : Springer
ISBN 13 : 3662437643
Total Pages : 296 pages
Book Rating : 4.6/5 (624 download)

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Book Synopsis Advanced Models of Neural Networks by : Gerasimos G. Rigatos

Download or read book Advanced Models of Neural Networks written by Gerasimos G. Rigatos and published by Springer. This book was released on 2014-08-27 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a complete study on neural structures exhibiting nonlinear and stochastic dynamics, elaborating on neural dynamics by introducing advanced models of neural networks. It overviews the main findings in the modelling of neural dynamics in terms of electrical circuits and examines their stability properties with the use of dynamical systems theory. It is suitable for researchers and postgraduate students engaged with neural networks and dynamical systems theory.

Molecular Physical Chemistry for Engineering Applications

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Publisher : Springer Nature
ISBN 13 : 3030638960
Total Pages : 383 pages
Book Rating : 4.0/5 (36 download)

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Book Synopsis Molecular Physical Chemistry for Engineering Applications by : Florin Emilian Daneș

Download or read book Molecular Physical Chemistry for Engineering Applications written by Florin Emilian Daneș and published by Springer Nature. This book was released on 2021-07-06 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook introduces the molecular side of physical chemistry. It offers students and practitioners a new approach to the subject by presenting numerous applications and solved problems that illustrate the concepts introduced for varied and complex technical situations. The book offers a balance between theory, tools, and practical applications. The text aims to be a practical manual for solving engineering problems in industries where processes depend on the chemical composition and physical properties of matter. The book is organized into three main topics: (I) the molecular structure of matter, (II) molecular models in thermodynamics, and (III) transport phenomena and mechanisms. Part I presents methods of analysis of the molecular behavior in a given system, while the following parts use these methods to study the equilibrium states of a material system and to analyze the processes that can take place when the system is in a state of non-equilibrium, in particular the transport phenomena. Molecular Physical Chemistry for Engineering Applications is designed for upper-level undergraduate and graduate courses in physical chemistry for engineers, applied physical chemistry, transport phenomena, colloidal chemistry, and transport/transfer processes. The book will also be a valuable reference guide for engineers, technicians, and scientists working in industry. Offers modeling techniques and tools for solving exercises and practical cases; Provides solutions and conclusions so students can follow results more closely; Step-by-step problem solving enables students to understand how to approach complex issues.

Geostatistics

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Publisher : Springer Science & Business Media
ISBN 13 : 9401568448
Total Pages : 1059 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis Geostatistics by : M. Armstrong

Download or read book Geostatistics written by M. Armstrong and published by Springer Science & Business Media. This book was released on 2013-12-11 with total page 1059 pages. Available in PDF, EPUB and Kindle. Book excerpt: ACKNOWLEDGEMENTS xvii LIST OF PARTICIPANTS xix PLENARY SESSIQNS KRIGE D.G., GUARASCIO M. and CAMISANI-CALZOLARI F.A. Early South African qeostatistical techniques in today's perspective ... 1 MATHERON G. The internal consistency of models in qeostatistics ... 21 MONESTIEZ P., HABIB R. and AUDERGON J.M. Estimation de la covariance et du varioqramme pour une fonction aleatoire a support arborescent : application a l'etude des arbres fruitiers ... 39 CHILES J.P. Modelisation qeostatistique de reseaux de fractures ... 57 BRUNO R. and RASPA G. Geostatistical characterization of fractal models of surfaces 17 RIVOIRARD J. Models with orthoqonal indicator residuals ... 91 OMRE H., HALVORSEN K.B. and BERTEIG V.A Bayesian approach to kriqinq ... 109 THEQRY I SWITZER P. Non-stationary spatial covariances estimated from monitorinq data ... 127 CHAUVET P. Quelques aspects de l'analyse structurale des FAI-k a 1 dimension ... 139 vi TABLE OF CONTENTS DOWD P.A. Generalised cross-covariances ... 151 CRESSIE N. The many faces of spatial prediction ..-- ... - ... --.-.-..-. 163 OBLED C. & BRAUD I. Analogies entre geostatistique et analyse en composantes principales de processus ou analyse EOFs ... 177 THEORY II JEULIN D. Sequential random functions models ... 189 CHAUTRU J.M. The use of Boolean random functions in geostatistics -.--.-- ... 201 SOARES A.O. Use of a mathematical morphology tool in characterizing covariance & of indicator data ... 213 ALLISON H.J. Regularization in geostatistics and in ill-posed inversed problems ... - . . - . - . . - ... - - ... 225 DONG A.

Incertitudes, optimisation et fiabilité des structures

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Publisher : Lavoisier
ISBN 13 : 2746295164
Total Pages : 396 pages
Book Rating : 4.7/5 (462 download)

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Book Synopsis Incertitudes, optimisation et fiabilité des structures by : EL HAMI Abdelkhalak

Download or read book Incertitudes, optimisation et fiabilité des structures written by EL HAMI Abdelkhalak and published by Lavoisier. This book was released on 2013-06-01 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: La fiabilité des systèmes complexes est un défi majeur pour les entreprises industrielles. Ces dernières doivent répondre aux exigences des donneurs d’ordre dont le non-respect entraînerait des pénalités compromettant les marchés futurs. L’un des enjeux majeurs de l’optimisation fiabiliste est d’établir une surveillance rigoureuse, capable de prédire et de détecter les modes de défaillances des systèmes étudiés. Cet ouvrage présente les avancées de la recherche et de l’industrie appliquées aux domaines de l’optimisation, de la fiabilité et de la prise en compte des incertitudes en mécanique. Ce couplage est à la base de la compétitivité des entreprises dans les secteurs de l’automobile, de l’aéronautique, du génie civil ou encore de la défense. Accompagné d’exemples détaillés, Incertitudes, optimisation et fiabilité des structures présente les nouveaux outils de conception les plus performants. Il s’adresse aux ingénieurs et aux enseignants-chercheurs.

Mécanique de propagation et de bifurcation des fissures

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Publisher : Lavoisier
ISBN 13 : 2746288052
Total Pages : 306 pages
Book Rating : 4.7/5 (462 download)

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Book Synopsis Mécanique de propagation et de bifurcation des fissures by : RECHONaman

Download or read book Mécanique de propagation et de bifurcation des fissures written by RECHONaman and published by Lavoisier. This book was released on 2012-04-16 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Les objectifs de la mécanique de la rupture sont double, d'une part ils concernent la description des champs mécaniques au voisinage de la pointe de la fissure et les énergies qui leur sont associées et d'autre part, ils traitent de l'évaluation de la nocivité d'une fissure en terme de la propagation de celle-ci. Deux champs d'étude constituent la structure de cet ouvrage, l'un relatif à la modélisation de la singularité induite par la pointe d'une fissure qui est relatée dans le premier tome intitulé : Modélisation des champs mécaniques en pointe de fissure et des singularités. Après un premier volume intitulé "Mécanique de la rupture par fissuration", ce deuxième tome traite des critères de propagation et de bifurcation de fissure en milieu élastique et élastoplastique sous des chargements monotones (Rupture fragile) et dynamique (Rupture par Fatigue). Les solutions analytiques obtenues ne peuvent pas être utilisées dans les structures à géométrie et conditions aux limites variées, alors il sera nécessaire de faire appel aux méthodes d'analyse numérique et plus particulièrement à la méthode des éléments finis. Deux chapitres abordent ces applications numériques : l'un, en tome I, relatif à l'introduction au calcul par éléments finis des structures fissurées et l'autre, dans le tome II traitant de la prévision de la rupture par fissuration des éléments de structures métalliques soumises à la fatigue.

Fiabilité mécanique appliquée : Études de cas concrets

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Publisher : Lavoisier
ISBN 13 : 2746289296
Total Pages : 386 pages
Book Rating : 4.7/5 (462 download)

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Book Synopsis Fiabilité mécanique appliquée : Études de cas concrets by : GROUS Ammar

Download or read book Fiabilité mécanique appliquée : Études de cas concrets written by GROUS Ammar and published by Lavoisier. This book was released on 2013-02-01 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt: La fiabilité anticipe et prévoit le futur en vue d’améliorer les performances et le niveau de sûreté par l’optimisation des stratégies d’exploitation. Elle a fait preuve d’une évolution notable au niveau des matériaux et des structures. Largement inspiré des modèles de la mécanique de rupture, cet ouvrage présente les cas les plus significatifs dont l’encadrement de la probabilité de rupture par les bornes simples, la méthode Bayésienne appliquée, les chaînes de Markov, les indices de fiabilité de Cornell et de Hasofer-Lind ou l’intégrale indicatrice du dommage et de la simulation de Monte Carlo. Ce volume insiste sur le calcul des incertitudes au sens de la méthode GUM (Guide to the expression of Uncertainty in Measurement) en respectant le vocabulaire international de métrologie. Destiné aux universitaires et aux professionnels, Fiabilité mécanique appliquée se caractérise par son approche pédagogique des méthodes statistiques, structurées autour de cas concrets et illustrées d’applications corrigées et commentées. Ce volume apportera une aide précieuse aux concepteurs et aux décideurs.

Journal de physique

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Publisher :
ISBN 13 :
Total Pages : 724 pages
Book Rating : 4.6/5 (158 download)

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Book Synopsis Journal de physique by :

Download or read book Journal de physique written by and published by . This book was released on 2002 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Concept and the Role of the Model in Mathematics and Natural and Social Sciences

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Publisher : Springer Science & Business Media
ISBN 13 : 9401036675
Total Pages : 201 pages
Book Rating : 4.4/5 (1 download)

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Book Synopsis The Concept and the Role of the Model in Mathematics and Natural and Social Sciences by : Hans Freudenthal

Download or read book The Concept and the Role of the Model in Mathematics and Natural and Social Sciences written by Hans Freudenthal and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 201 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of the Colloquium sponsored by the Division of Philosophy of Sciences of the International Union of History and Philosophy of Sciences organized at Utrecht, January 1960.

Flood Evaluation and Dam Safety

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Publisher : CRC Press
ISBN 13 : 1351031082
Total Pages : 361 pages
Book Rating : 4.3/5 (51 download)

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Book Synopsis Flood Evaluation and Dam Safety by : CIGB ICOLD

Download or read book Flood Evaluation and Dam Safety written by CIGB ICOLD and published by CRC Press. This book was released on 2018-08-06 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hydrology and dams are two fields that are obviously closely related. Four bulletins have so far been published by the Committee: Selection of Design Flood – Current methods, Dams and Floods – Guidelines and cases histories, Role of Dams in Flood Mitigation – A review and Integrated Flood Management. These bulletins have essentially addressed floods, the risks they represent and their significance for the concerned populations. The present Bulletin deviates slightly from this path, adopting a somewhat more technical perspective. The text consists of three chapters, conceived to be accessible to the practitioners.

New avenues for astronomical data analysis

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Publisher :
ISBN 13 :
Total Pages : 284 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis New avenues for astronomical data analysis by : Jean-Pierre Rozelot

Download or read book New avenues for astronomical data analysis written by Jean-Pierre Rozelot and published by . This book was released on 2002 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Actas Y Memorias

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Publisher :
ISBN 13 :
Total Pages : 364 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Actas Y Memorias by : World Power Conference

Download or read book Actas Y Memorias written by World Power Conference and published by . This book was released on 1962 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Survey Methodology

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Publisher :
ISBN 13 :
Total Pages : 570 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Survey Methodology by :

Download or read book Survey Methodology written by and published by . This book was released on 2005 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Annales de la Société géologique de Belgique

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Publisher :
ISBN 13 :
Total Pages : 794 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Annales de la Société géologique de Belgique by : Société géologique de Belgique

Download or read book Annales de la Société géologique de Belgique written by Société géologique de Belgique and published by . This book was released on 1991 with total page 794 pages. Available in PDF, EPUB and Kindle. Book excerpt: