الصفحة 3
الصفحة 3
Extreme Ocean Waves
The book details the vast progress that has been achieved in the understanding of the physical mechanisms of rogue wave phenomenon in recent years. The selected articles address such issues as the formation of freak waves due to modulation instability of nonlinear wave field, physical and statistical properties of rogue wave generation in deep water and in shallow water, various models of nonlinear water waves, special analysis of nonlinear resonances between water waves and the relation between observations and freak wave theories.
Emergent Nonlinear Phenomena in Bose-Einstein Condensates : Theory and Experiment
This book, written by experts in the fields of atomic physics and nonlinear science, consists of reviews of the current state of the art at the interface of these fields, as is exemplified by the modern theme of Bose-Einstein condensates. Topics covered include bright, dark, gap and multidimensional solitons; vortices; vortex lattices; optical lattices; multicomponent condensates; manipulation of condensates; mathematical methods/rigorous results; and aspects beyond the mean field approach. A distinguishing feature of the contents is the detailed incorporation of both the experimental and theoretical viewpoints through subsections of the relevant chapters.
Elementary linear algebra applications version
Gives an elementary treatment of linear algebra that is suitable for a first course for undergraduate students. The aim is to present the fundamentals of linear algebra in the clearest possible way; pedagogy is the main consideration. Calculus is not a prerequisite, but there are clearly labeled exercises and examples (which can be omitted without loss of continuity) for students who have studied calculus.
Elementary linear algebra
Gives an elementary treatment of linear algebra that is suitable for a first course for undergraduate students. The aim is to present the fundamentals of linear algebra in the clearest possible way; pedagogy is the main consideration. Calculus is not a prerequisite, but there are clearly labeled exercises and examples (which can be omitted without loss of continuity) for students who have studied calculus.
Efficient Approximation and Online Algorithms : Recent Progress on Classical Combinatorial Optimization Problems and New Applications
This book provides a good opportunity for computer science practitioners and researchers to get in sync with current state-of-the-art and future trends in the field of combinatorial optimization and online algorithms. Recent advances in this area are presented focusing on the design of efficient approximation and on-line algorithms. One central idea in the book is to use a linear program relaxation of the problem, randomization and rounding techniques.
Device Applications of Nonlinear Dynamics
This edited book is devoted specifically to the applications of complex nonlinear dynamic phenomena to real systems and device applications. While in the past decades there has been significant progress in the theory of nonlinear phenomena under an assortment of system boundary conditions and preparations, there exist comparatively few devices that actually take this rich behavior into account. "Device Applications of Nonlinear Dynamics" applies and exploits this knowledge to make devices which operate more efficiently and cheaply, while affording the promise of much better performance. Given the current explosion of ideas in areas as diverse as molecular motors, nonlinear filtering theory, noise-enhanced propagation, stochastic resonance and networked systems, the time is right to integrate the progress of complex systems research into real devices.
Dependence in Probability and Statistics
This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. The book covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in times series and random fields. A special section is devoted to statistical estimation problems and specific applications. The book is written as a succession of papers by some specialists of the field, alternating general surveys, mostly at a level accessible to graduate students in probability and statistics, and more general research papers mainly suitable to researchers in the field. The first part of the book considers some recent developments on weak dependent time series, including some new results for Markov chains as well as some developments on new notions of weak dependence. This part also intends to fill a gap between the probability and statistical literature and the dynamical system literature. The second part presents some new results on strong dependence with a special emphasis on non-linear processes and random fields currently encountered in applications. Finally, in the last part, some general estimation problems are investigated, ranging from rate of convergence of maximum likelihood estimators to efficient estimation in parametric or non-parametric time series models, with an emphasis on applications with non-stationary data.
Decomposition Techniques in Mathematical Programming : Engineering and Science Applications
This textbook for students and practitioners presents a practical approach to decomposition techniques in optimization. It provides an appropriate blend of theoretical background and practical applications in engineering and science, which makes the book interesting for practitioners, as well as engineering, operations research and applied economics graduate and postgraduate students. "Decomposition Techniques in Mathematical Programming" is based on clarifying, illustrative and computational examples and applications from electrical, mechanical, energy and civil engineering as well as applied mathematics and economics. It addresses decomposition in linear programming, mixed-integer linear programming, nonlinear programming, and mixed-integer nonlinear programming, and provides rigorous decomposition algorithms as well as heuristic ones.
Decision Support for Forest Management
While earlier books concerning forest planning have tended to focus on linear programming, economic aspects, or specific multi-criteria decision aid tools, this book provides a much broader range of tools to meet a variety of planning situations. The methods themselves cover a range of decision situations – from cases involving single decision makers, through group decision making, to participatory planning. They include traditional decision support tools, from optimization to utility functions, as well as methods that are just gaining ground in forest planning – such as problem structuring methods and social choice theory. Including examples which illustrate the application of each technique to specific management planning problems, the book offers an invaluable resource for both researchers and advanced students specializing in management and planning issues relating to forestry.
Critical point theory and its applications
The book include extrema, even valued functionals, weak and double linking, sign changing solutions, Morse inequalities, and cohomology groups. The applications described include Hamiltonian systems, Schrödinger equations and systems, jumping nonlinearities, elliptic equations and systems, superlinear problems and beam equations. Many minimax theorems are established without the use of the (PS) compactness condition.
Controlled Markov Processes and Viscosity Solutions
This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. Stochastic control problems are treated using the dynamic programming approach. It approachs stochastic control problems by the method of dynamic programming. The fundamental equation of dynamic programming is a nonlinear evolution equation for the value function. For controlled Markov diffusion processes, this becomes a nonlinear partial differential equation of second order, called a Hamilton-Jacobi-Bellman (HJB) equation. Typically, the value function is not smooth enough to satisfy the HJB equation in a classical sense. Viscosity solutions provide framework in which to study HJB equations, and to prove continuous dependence of solutions on problem data. The theory is illustrated by applications from engineering, management science, and financial economics.
Mathematical Formulas for Economists
This collection of formulas constitutes a compendium of mathematics for eco nomics and business. It contains the most important formulas, statements and algorithms in this significant subfield of modern mathematics and addresses primarily students of economics or business at universities, colleges and trade schools. But people dealing with practical or applied problems will also find this collection to be an efiicient and easy-to-use work of reference. First the book treats mathematical symbols and constants, sets and state ments, number systems and their arithmetic as well as fundamentals of com binatorics. The chapter on sequences and series is followed by mathematics of finance, the representation of functions of one and several independent vari ables, their differential and integral calculus and by differential and difference equations. In each case special emphasis is placed on applications and models in economics. The chapter on linear algebra deals with matrices, vectors, determinants and systems of linear equations. This is followed by the representation of struc tures and algorithms of linear programming. Finally, the reader finds formu las on descriptive statistics (data analysis, ratios, inventory and time series analysis), on probability theory (events, probabilities, random variables and distributions) and on inductive statistics (point and interval estimates, tests). Some important tables complete the work.
Linear Programming and its Applications
This book presents a unified treatment of linear programming. Without sacrificing mathematical rigor, the main emphasis of the book is on models and applications. The most important classes of problems are surveyed and presented by means of mathematical formulations, followed by solution methods and a discussion of a variety of "what-if" scenarios. Non-simplex based solution methods and newer developments such as interior point methods are covered along with a variety of approaches that incorporate multiple objectives in the model.
Linear Programming : Foundations and Extensions
Linear Programming: Foundations and Extensions is an introduction to the field of optimization. The book emphasizes constrained optimization, beginning with a substantial treatment of linear programming, and proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization. The book is carefully written. Specific examples and concrete algorithms precede more abstract topics. Topics are clearly developed with a large number of numerical examples worked out in detail.
Linear Partial Differential Equations for Scientists and Engineers
This significantly expanded fourth edition is designed as an introduction to the theory and applications of linear PDEs. The authors provide fundamental concepts, underlying principles, a wide range of applications, and various methods of solutions to PDEs. In addition to essential standard material on the subject, the book contains new material that is not usually covered in similar texts and reference books, including conservation laws, the spherical wave equation, the cylindrical wave equation, higher-dimensional boundary-value problems, the finite element method, fractional partial differential equations, and nonlinear partial differential equations with applications.
Linear Optimization Problems with Inexact Data
Linear programming attracted the interest of mathematicians during and after World War II when the first computers were constructed and methods for solving large linear programming problems were sought in connection with specific practical problems—for example, providing logistical support for the U.S. Armed Forces or modeling national economies. Early attempts to apply linear programming methods to solve practical problems failed to satisfy expectations. There were various reasons for the failure. One of them, which is the central topic of this book, was the inexactness of the data used to create the models. This phenomenon, inherent in most pratical problems, has been dealt with in several ways. At first, linear programming models used "average” values of inherently vague coefficients, but the optimal solutions of these models were not always optimal for the original problem itself. Later researchers developed the stochastic linear programming approach, but this too has its limitations. Recently, interest has been given to linear programming problems with data given as intervals, convex sets and/or fuzzy sets. The individual results of these studies have been promising, but the literature has not presented a unified theory. Linear Optimization Problems with Inexact Data attempts to present a comprehensive treatment of linear optimization with inexact data, summarizing existing results and presenting new ones within a unifying framework.
Linear Genetic Programming
Linear Genetic Programming examines the evolution of imperative computer programs written as linear sequences of instructions. In contrast to functional expressions or syntax trees used in traditional Genetic Programming (GP), Linear Genetic Programming (LGP) employs a linear program structure as genetic material whose primary characteristics are exploited to achieve acceleration of both execution time and evolutionary progress.
Linear and Nonlinear Programming
"Linear and Nonlinear Programming" is considered a classic textbook in Optimization. While it is a classic, it also reflects modern theoretical insights. These insights provide structure to what might otherwise be simply a collection of techniques and results, and this is valuable both as a means for learning existing material and for developing new results. One major insight of this type is the connection between the purely analytical character of an optimization problem, expressed perhaps by properties of the necessary conditions, and the behavior of algorithms used to solve a problem. This was a major theme of the first and second editions. Now the third edition has been completely updated with recent Optimization Methods. Yinyu Ye has written chapters and chapter material on a number of these areas including Interior Point Methods.
Languages and Compilers for Parallel Computing ; 21th International Workshop, LCPC 2008, Edmonton, Canada, July 31 - August 2, 2008, Revised Selected Papers
This book constitutes the thoroughly refereed post-conference proceedings of the 21th International Workshop on Languages and Compilers for Parallel Computing, LCPC 2008, held in Edmonton, Canada, in July/August 2008.The 18 revised full papers and 6 revised short papers presented were carefully reviewed and selected from 35 submissions. The papers address all aspects of languages, compiler techniques, run-time environments, and compiler-related performance evaluation for parallel and high-performance computing and comprise
Complex Scheduling
This book deals with such complex scheduling problems and methods to solve them. It consists of three parts: The ?rst part (Chapters 1 and 2) contains a description of basic scheduling models with applications and an introduction into discrete optimization (covering complexity, shortest path algorithms, linear programming, network ?ow algorithms and general optimization methods). In the second part (Chapter 3) resource-constrained project scheduling problems are considered. Especially, methods like constraint propagation, branch-a- bound algorithms and heuristic procedures are described. Furthermore, lower bounds and general objective functions are discussed.
