الصفحة 2
الصفحة 2
Tools for Computational Finance
Only in recent years quantitative analysts have asked for the numerical solution of a free-boundary partial di?erential equation. Fast and accurate numerical algorithms have become essential tools to price ?nancial derivatives and to manage portfolio risks. So far, the emerging ?eld of computational ?nance has hardly been discussed in the mathematical ?nance literature. This book attempts to ?ll the gap. Basic principles of computational ?nance are introduced in a monograph with textbook character.
Thermodynamic equilibria and extrema : Analysis of attainability regions and partial equilibrium
Discusses mathematical models that are based on the concepts of classical equilibrium thermodynamics. They are intended for the analysis of possible results of diverse natural and production processes. Unlike the traditional models, these allow one to view the achievable set of partial equilibria with regards to constraints on kinetics, energy and mass exchange and to determine states of the studied systems of interest for the researcher. Application of the suggested models in chemical technology, energy and ecology is illustrated in the examples.
Thermal processes using attosecond laser pulses : When time matters
Contains a study of the thermal processes initiated by attosecond laser pulses. Considering the existence of the experimental evidence for the trains of the attosecond laser pulses, we developed the theoretical framework for attophysics, i.e. physics of phenomena with time duration in the attosecond domain. This time domain is concerned with phenomena whose duration is much shorter than the relaxation time for atomic, molecular and nanoparticles scales.
The Strength of Nonstandard Analysis
This book reflects the progress made in the forty years since the appearance of Robinson’s revolutionary book Nonstandard Analysis: in the foundations of mathematics and logic, number theory, statistics and probability, in ordinary, partial and stochastic differential equations and in education. The contributions are clear and essentially self-contained.
The Stability of Matter : From Atoms to Stars Selecta of Elliott H. Lieb
This collection of papers -- starting with a brilliant article by one of the masters of the field -- gives an excellent current review of our knowledge of matter. Partially basing his own work on a variational formulation of quantum mechanics, E.H. Lieb links the difficult question of the stability of matter with important problems in functional analysis. Here the reader will find general results together with deep insights into quantum systems combined with papers on the structure of atoms and molecules, the thermodynamic limit, and stellar structures. The book is suitable as an accompanying text or recommended reading for a graduate course in quantum mechanics. In the third edition, two new sections were added: one contains papers on quantum electrodynamics, and the other on Boson systems. In this fourth edition, these topics have been further developed, extending the book by approximately 120 pages.
The Painlevé Handbook
This book introduces the reader to methods allowing one to build explicit solutions to these equations. A prerequisite task is to investigate whether the chances of success are high or low, and this can be achieved without any a priori knowledge of the solutions, with a powerful algorithm presented in detail called the Painlevé test. If the equation under study passes the Painlevé test, the equation is presumed integrable. If on the contrary the test fails, the system is nonintegrable or even chaotic, but it may still be possible to find solutions.
The Method of Intrinsic Scaling : A Systematic Approach to Regularity for Degenerate and Singular PDEs
This set of lectures, which had its origin in a mini course delivered at the Summer Program of IMPA (Rio de Janeiro), is an introduction to intrinsic scaling, a powerful method in the analysis of degenerate and singular PDEs. In the first part, the theory is presented from scratch for the model case of the degenerate p-Laplace equation. This approach brings to light what is really essential in the method, leaving aside technical refinements needed to deal with more general equations, and is entirely self-contained. The second part deals with three applications of the theory to relevant models arising from flows in porous media and phase transitions. The aim is to convince the reader of the strength of the method as a systematic approach to regularity for this important class of equations.
The Mathematica GuideBook for Numerics
Mathematica is today's most advanced technical computing system, featuring a rich programming environment, two-and three-dimensional graphics capabilities and hundreds of sophisticated, powerful programming and mathematical functions using state-of-the-art algorithms. Combined with a user-friendly interface and a complete mathematical typesetting system, Mathematica offers an intuitive, easy-to-handle environment of great power and utility.The available types of arithmetic (machine, high-precision, and interval) are introduced, discussed, and put to use. Fundamental numerical operations, such as compiling programs, fast Fourier transforms, minimization, numerical solution of equations, ordinary/partial differential equations are analyzed in detail and are applied to a large number of examples in the main text and solutions to the exercises.
The Malliavin Calculus and Related Topics
In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated with a general 2 Hilbert space H. The case where H is an L -space is trated in detail aft- s,p wards (white noise case). The Sobolev spaces D , with s is an arbitrary real number, are introduced following Watanabe’s work. Chapter 2, includes a general estimate for the density of a one-dimensional random variable, with application to stochastic integrals. Also, the c- position of tempered distributions with nondegenerate random vectors is discussed following Watanabe’s ideas. This provides an alternative proof of the smoothness of densities for nondegenerate random vectors. Some properties of the support of the law are also presented.
The Fermi-Pasta-Ulam Problem : A Status Report
This volume reviews the current understanding of this paradox without trying to force coherence on differing perspectives on the same problem by various groups or approaches. The contributions comprise studies of one-dimensional chains, descriptions of numerical methods, heuristic theories, addressing the "long standing and controversial problem of distinguishing chaos from noise in signal analysis," metastability, the relation of the FPU motions with the integrable equations, approaches using methods of perturbation theory and the proof of the applicability of KAM theory in FPU chains with energy very close to a minimum. For the convenience of the reader the original work of FPU is reprinted in an appendix.
The Fast Solution of Boundary Integral Equations
The use of surface potentials to describe solutions of partial differential equations goes back to the middle of the 19th century. Numerical approximation procedures, known today as Boundary Element Methods (BEM), have been developed in the physics and engineering community since the 1950s. These methods turn out to be powerful tools for numerical studies of various physical phenomena which can be described mathematically by partial differential equations. The Fast Solution of Boundary Integral Equations provides a detailed description of fast boundary element methods which are based on rigorous mathematical analysis. In particular, a symmetric formulation of boundary integral equations is used, Galerkin discretisation is discussed, and the necessary related stability and error estimates are derived. For the practical use of boundary integral methods, efficient algorithms together with their implementation are needed.
Textbook of prosthodontics
Encompasses all the different subspecialities of prosthodontics like Complete Dentures (CD), Removable Partial Dentures (RPD), Fixed Partial Dentures (FPD), Oral Implantology (OI) and Maxillofacial Prosthetics (MFP) with an aim to demystify the subject. The book provides a strong basic foundation along with contemporary clinical and laboratory applications.
Text, speech and dialogue ; Vol.3658 ; 8th International Conference, TSD 2005, Karlovy Vary, Czech Republic, September 12-15, 2005, Proceedings
This year’s conference was partially oriented to wards multi-modal human-computer interaction (HCI), which can be seen as the most attractive topic of HCI at the present time. In this way, we are involved in a rich complex of communicative activity, facial expressions, hand gestures, direction of gaze, to name but the most obvious ones. The interpretationof each user utterancedependson the context,prosody,facial expressions (e. g. brows raised, brows and gaze both raised) and gestures. Hearers have to adapt to the speaker (e. g. maintainingthe theme of the conversation,smiling etc. ). Research into the interaction of these channels is however limited, often focusing on the interaction between a pair of channels.
Teeth extraction and immediate implant insertion
The future of oral implantology is very positive and is expected to continue as one of the fastest and largest growth areas in medicine. Dental implant therapy is a widely accepted treatment method for restoring chewing function in partially or fully edentulous patients.
Symmetry in modeling and analysis of dynamic systems
Real-world systems exhibit complex behavior, therefore novel mathematical approaches or modifications of classical ones have to be employed to precisely predict, monitor, and control complicated chaotic and stochastic processes. One of the most basic concepts that has to be taken into account while conducting research in all natural sciences is symmetry, and it is usually used to refer to an object that is invariant under some transformations including translation, reflection, rotation or scaling.The following Special Issue is dedicated to investigations of the concept of dynamical symmetry in the modelling and analysis of dynamic features occurring in various branches of science like physics, chemistry, biology, and engineering, with special emphasis on research based on the mathematical models of nonlinear partial and ordinary differential equations.
Symmetries and Overdetermined Systems of Partial Differential Equations
Symmetries in various forms pervade mathematics and physics. Globally, there are the symmetries of a homogenous space induced by the action of a Lie group. Locally, there are the infinitesimal symmetries induced by differential operators, including not only those of first order but of higher order too. This three-week summer program considered the symmetries preserving various natural geometric structures. Often these structures are themselves derived from partial differential equations whilst their symmetries turn out to be contrained by overdetermined systems. This leads to further topics including separation of variables, conserved quantities, superintegrability, parabolic geometry, represantation theory, the Bernstein-Gelfand-Gelfand complex, finite element schemes, exterior differential systems and moving frames.
Sustainable strategies for the upgrading of natural gas : Fundamentals, challenges, and opportunities ; Proceedings of the NATO Advanced Study Institute, held in Vilamoura, Portugal, July 6 - 18, 2003
The conversion of remote natural gas into liquid fuels or other transportable chemicals is a challenge to industrial catalysis. Few processes exist so far with the major ones involving the conversion of natural gas to synthesis gas by steam reforming, CO2 reforming, or partial oxidation, followed by the syntheses of methanol, hydrocarbons (Fischer-Tropsch synthesis), or ammonia. In this book, a comprehensive overview of the field of processing natural gas is given, through a series of chapters written by leading scientists and engineers in the field. New developments are discussed and current work relevant to the area is shown by a series of recent works by researchers working in this and related fields."
Superlinear Parabolic Problems : Blow-up, Global Existence and Steady States
This book is devoted to the qualitative study of solutions of superlinear elliptic and parabolic partial differential equations and systems. This class of problems contains, in particular, a number of reaction-diffusion systems which arise in various mathematical models, especially in chemistry, physics and biology.Although the techniques introduced in the first two chapters provide efficient tools to attack some aspects of these problems, they often display new phenomena and specifically different behaviors, whose study requires new ideas.
Successful Drug Discovery ; Vol.4
Provides unique insider insight into the current drug development process, and what it takes to achieve success. Covers trends in peptide-based drug discovery and the physicochemical properties of recently approved oral drugs. The section on drug class studies looks at antibody-drug conjugates and the discovery, evolution, and therapeutic potential of dopamine partial agonists. Featured case studies examine the discovery of Etelcalcetide for the treatment of secondary hyper-parathyroidism in patients with chronic kidney disease; the development of Lenvatinib Mesylate; the discovery and development of Venetoclax; and more.
Sturm-Liouville Theory : Past and Present
This is a collection of survey articles based on lectures presented at a colloquium and workshop in Geneva in 2003 to commemorate the 200th anniversary of the birth of Charles François Sturm. It aims at giving an overview of the development of Sturm-Liouville theory from its historical roots to present day research. It is the first time that such a comprehensive survey is made available in compact form. The contributions come from internationally renowned experts and cover a wide range of developments of the theory. The book can therefore serve both as an introduction to Sturm-Liouville theory and as background for ongoing research.
