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On The Acceleration Of Explicit Finite Difference Methods For Option Pricing
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Book Synopsis Introductory Finite Difference Methods for PDEs by :
Download or read book Introductory Finite Difference Methods for PDEs written by and published by Bookboon. This book was released on with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Issues in Logic, Operations, and Computational Mathematics and Geometry: 2013 Edition by :
Download or read book Issues in Logic, Operations, and Computational Mathematics and Geometry: 2013 Edition written by and published by ScholarlyEditions. This book was released on 2013-05-01 with total page 1187 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issues in Logic, Operations, and Computational Mathematics and Geometry: 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Random Structures and Algorithms. The editors have built Issues in Logic, Operations, and Computational Mathematics and Geometry: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Random Structures and Algorithms in this book to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Logic, Operations, and Computational Mathematics and Geometry: 2013 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.
Book Synopsis Communcations and Information Processing by : Maotai Zhao
Download or read book Communcations and Information Processing written by Maotai Zhao and published by Springer. This book was released on 2012-06-28 with total page 792 pages. Available in PDF, EPUB and Kindle. Book excerpt: The two volume set, CCIS 288 and 289, constitutes the thoroughly refereed post-conference proceedings of the First International Conference on Communications and Information Processing, ICCIP 2012, held in Aveiro, Portugal, in March 2012. The 168 revised full papers of both volumes were carefully reviewed and selected from numerous submissions. The papers present the state-of-the-art in communications and information processing and feature current research on the theory, analysis, design, test and deployment related to communications and information processing systems.
Book Synopsis Finite Difference Computing with PDEs by : Hans Petter Langtangen
Download or read book Finite Difference Computing with PDEs written by Hans Petter Langtangen and published by Springer. This book was released on 2017-06-21 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is open access under a CC BY 4.0 license. This easy-to-read book introduces the basics of solving partial differential equations by means of finite difference methods. Unlike many of the traditional academic works on the topic, this book was written for practitioners. Accordingly, it especially addresses: the construction of finite difference schemes, formulation and implementation of algorithms, verification of implementations, analyses of physical behavior as implied by the numerical solutions, and how to apply the methods and software to solve problems in the fields of physics and biology.
Book Synopsis Computational Methods in Nonlinear Structural and Solid Mechanics by : Ahmed K. Noor
Download or read book Computational Methods in Nonlinear Structural and Solid Mechanics written by Ahmed K. Noor and published by Elsevier. This book was released on 2014-05-20 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational Methods in Nonlinear Structural and Solid Mechanics covers the proceedings of the Symposium on Computational Methods in Nonlinear Structural and Solid Mechanics. The book covers the development of efficient discretization approaches; advanced numerical methods; improved programming techniques; and applications of these developments to nonlinear analysis of structures and solids. The chapters of the text are organized into 10 parts according to the issue they tackle. The first part deals with nonlinear mathematical theories and formulation aspects, while the second part covers computational strategies for nonlinear programs. Part 3 deals with time integration and numerical solution of nonlinear algebraic equations, while Part 4 discusses material characterization and nonlinear fracture mechanics, and Part 5 tackles nonlinear interaction problems. The sixth part discusses seismic response and nonlinear analysis of concrete structure, and the seventh part tackles nonlinear problems for nuclear reactors. Part 8 covers crash dynamics and impact problems, while Part 9 deals with nonlinear problems of fibrous composites and advanced nonlinear applications. The last part discusses computerized symbolic manipulation and nonlinear analysis software systems. The book will be of great interest to numerical analysts, computer scientists, structural engineers, and other professionals concerned with nonlinear structural and solid mechanics.
Book Synopsis Finite Difference Computing with Exponential Decay Models by : Hans Petter Langtangen
Download or read book Finite Difference Computing with Exponential Decay Models written by Hans Petter Langtangen and published by Springer. This book was released on 2016-06-10 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides a very simple, initial introduction to the complete scientific computing pipeline: models, discretization, algorithms, programming, verification, and visualization. The pedagogical strategy is to use one case study – an ordinary differential equation describing exponential decay processes – to illustrate fundamental concepts in mathematics and computer science. The book is easy to read and only requires a command of one-variable calculus and some very basic knowledge about computer programming. Contrary to similar texts on numerical methods and programming, this text has a much stronger focus on implementation and teaches testing and software engineering in particular.
Book Synopsis American Environmentalism by : J. Michael Martinez
Download or read book American Environmentalism written by J. Michael Martinez and published by CRC Press. This book was released on 2013-06-20 with total page 1227 pages. Available in PDF, EPUB and Kindle. Book excerpt: Protecting the natural environment and promoting sustainability have become important objectives, but achieving such goals presents myriad challenges for even the most committed environmentalist. American Environmentalism: Philosophy, History, and Public Policy examines whether competing interests can be reconciled while developing consistent, coherent, effective public policy to regulate uses and protection of the natural environment without destroying the national economy. It then reviews a range of possible solutions. The book delves into key normative concepts that undergird American perspectives on nature by providing an overview of philosophical concepts found in the western intellectual tradition, the presuppositions inherent in neoclassical economics, and anthropocentric (human-centered) and biocentric (earth-centered) positions on sustainability. It traces the evolution of attitudes about nature from the time of the Ancient Greeks through Europeans in the Middle Ages and the Renaissance, the Enlightenment and the American Founders, the nineteenth and twentieth centuries, and up to the present. Building on this foundation, the author examines the political landscape as non-governmental organizations (NGOs), industry leaders, and government officials struggle to balance industrial development with environmental concerns. Outrageous claims, silly misrepresentations, bogus arguments, absurd contentions, and overblown prophesies of impending calamities are bandied about by many parties on all sides of the debate—industry spokespeople, elected representatives, unelected regulators, concerned citizens, and environmental NGOs alike. In lieu of descending into this morass, the author circumvents the silliness to explore the crucial issues through a more focused, disciplined approach. Rather than engage in acrimonious debate over minutiae, as so often occurs in the context of "green" claims, he recasts the issue in a way that provides a cohesive look at all sides. This effort may be quixotic, but how else to cut the Gordian knot?
Download or read book Computer Program Abstracts written by and published by . This book was released on 1979 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Interpretive Solutions for Dynamic Structures Through ABAQUS Finite Element Packages by : Farzad Hejazi
Download or read book Interpretive Solutions for Dynamic Structures Through ABAQUS Finite Element Packages written by Farzad Hejazi and published by CRC Press. This book was released on 2021-12-14 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: ABAQUS software is a general-purpose finite element simulation package mainly used for numerically solving a wide variety of design engineering problems; however, its application to simulate the dynamic structures within the civil engineering domain is highly complicated. Therefore, this book aims to present specific complicated and puzzling challenges encountered in the application of Finite Element Method (FEM) for solving the problems related to Structural Dynamics using ABAQUS software that can fully utilize this method in complex simulation and analysis. Various chapters of this book demonstrate the process for the modeling and analysis of impenetrable problems through simplified step-by-step illustration by presenting screenshots from ABAQUS software in each part/step and showing various graphs. Highlights: Focuses on solving problems related to Structural Dynamics using ABAQUS software Helps to model and analyze the different types of structures under various dynamic and cyclic loads Discusses the simulation of irregularly-shaped objects comprising several different materials with multipart boundary conditions Includes the application of various load effects to develop structural models using ABAQUS software Covers a broad array of applications such as bridges, offshores, dams, and seismic resistant systems Overall, this book is aimed at graduate students, researchers, and professionals in structural engineering, solid mechanics, and civil engineering.
Book Synopsis Fundamentals of Engineering Numerical Analysis by : Parviz Moin
Download or read book Fundamentals of Engineering Numerical Analysis written by Parviz Moin and published by Cambridge University Press. This book was released on 2010-08-23 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the original publication of this book, available computer power has increased greatly. Today, scientific computing is playing an ever more prominent role as a tool in scientific discovery and engineering analysis. In this second edition, the key addition is an introduction to the finite element method. This is a widely used technique for solving partial differential equations (PDEs) in complex domains. This text introduces numerical methods and shows how to develop, analyse, and use them. Complete MATLAB programs for all the worked examples are now available at www.cambridge.org/Moin, and more than 30 exercises have been added. This thorough and practical book is intended as a first course in numerical analysis, primarily for new graduate students in engineering and physical science. Along with mastering the fundamentals of numerical methods, students will learn to write their own computer programs using standard numerical methods.
Book Synopsis Chebyshev and Fourier Spectral Methods by : John P. Boyd
Download or read book Chebyshev and Fourier Spectral Methods written by John P. Boyd and published by Courier Corporation. This book was released on 2001-12-03 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt: Completely revised text focuses on use of spectral methods to solve boundary value, eigenvalue, and time-dependent problems, but also covers Hermite, Laguerre, rational Chebyshev, sinc, and spherical harmonic functions, as well as cardinal functions, linear eigenvalue problems, matrix-solving methods, coordinate transformations, methods for unbounded intervals, spherical and cylindrical geometry, and much more. 7 Appendices. Glossary. Bibliography. Index. Over 160 text figures.
Book Synopsis Numerical Partial Differential Equations: Finite Difference Methods by : J.W. Thomas
Download or read book Numerical Partial Differential Equations: Finite Difference Methods written by J.W. Thomas and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 451 pages. Available in PDF, EPUB and Kindle. Book excerpt: What makes this book stand out from the competition is that it is more computational. Once done with both volumes, readers will have the tools to attack a wider variety of problems than those worked out in the competitors' books. The author stresses the use of technology throughout the text, allowing students to utilize it as much as possible.
Book Synopsis Applied Stochastic Differential Equations by : Simo Särkkä
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Book Synopsis Iterative Methods for Sparse Linear Systems by : Yousef Saad
Download or read book Iterative Methods for Sparse Linear Systems written by Yousef Saad and published by SIAM. This book was released on 2003-04-01 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics of Computing -- General.
Book Synopsis Finite Difference Schemes and Partial Differential Equations by : John C. Strikwerda
Download or read book Finite Difference Schemes and Partial Differential Equations written by John C. Strikwerda and published by Springer. This book was released on 1989-09-28 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NASA Conference Publication written by and published by . This book was released on 1986 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Construction Of Integration Formulas For Initial Value Problems by : P.J. Van Der Houwen
Download or read book Construction Of Integration Formulas For Initial Value Problems written by P.J. Van Der Houwen and published by Elsevier. This book was released on 2012-12-02 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Construction of Integration Formulas for Initial Value Problems provides practice-oriented insights into the numerical integration of initial value problems for ordinary differential equations. It describes a number of integration techniques, including single-step methods such as Taylor methods, Runge-Kutta methods, and generalized Runge-Kutta methods. It also looks at multistep methods and stability polynomials. Comprised of four chapters, this volume begins with an overview of definitions of important concepts and theorems that are relevant to the construction of numerical integration methods for initial value problems. It then turns to a discussion of how to convert two-point and initial boundary value problems for partial differential equations into initial value problems for ordinary differential equations. The reader is also introduced to stiff differential equations, partial differential equations, matrix theory and functional analysis, and non-linear equations. The order of approximation of the single-step methods to the differential equation is considered, along with the convergence of a consistent single-step method. There is an explanation on how to construct integration formulas with adaptive stability functions and how to derive the most important stability polynomials. Finally, the book examines the consistency, convergence, and stability conditions for multistep methods. This book is a valuable resource for anyone who is acquainted with introductory calculus, linear algebra, and functional analysis.