الصفحة 9
الصفحة 9
Parameter Estimation in Stochastic Differential Equations
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.
Pandemics : Insurance and Social Protection
Starting by considering the impulse given by COVID-19 to the insurance industry and to actuarial research, the text covers compartment models, mortality changes during a pandemic, risk-sharing in the presence of low probability events, group testing, compositional data analysis for detecting data inconsistencies, behaviouristic aspects in fighting a pandemic, and insurers’ legal problems, amongst others.
Organizing for Sustainability : A Guide to Developing New Business Models
Aims to educate students and professionals on how to develop business models that have a positive impact on people, society, and the social and ecological environment. It explores a different view of how to organize value creation, from a focus on an almost exclusively monetary value creation to one that creates positive impact through multiple values.
Optimization in Economics and Finance : Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models
Optimization in Economics and Finance extends and improves the usual optimization techniques, in a form that may be adopted for modeling social choice problems. Problems discussed include: when is an optimum reached; when is it unique; relaxation of the conventional convex (or concave) assumptions on an economic model; associated mathematical concepts such as invex and quasimax; multiobjective optimal control models; and related computational methods and programs. These techniques are applied to economic growth models (including small stochastic perturbations), finance and financial investment models (and the interaction between financial and production variables), modeling sustainability over long time horizons, boundary (transversality) conditions, and models with several conflicting objectives. Although the applications are general and illustrative, the models in this book provide examples of possible models for a society's social choice for an allocation that maximizes welfare and utilization of resources. As well as using existing computer programs for optimization of models, a new computer program, named SCOM, is presented in this book for computing social choice models by optimal control.
Optimisation, Econometric and Financial Analysis
Advanced computational methods are often employed for the solution of modelling and decision-making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to computational optimisation methods and techniques. The first part of the book addresses optimisation problems and decision modelling, with special attention to applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. The second part of the book is devoted to optimisation heuristics, filtering, signal extraction and various time series models.
Operations research : A model-based approach
The main emphasis of the book is on modelling business-related scenarios and the generation of decision alternatives. Fully solved examples from many areas are used to illustrate the main concepts without getting bogged down in technical details. The book presents an approach to operations research that is heavily based on modelling and makes extensive use of sensitivity analyses.
OpenGL Graphics Through Applications
OpenGL Graphics Through Applications is a practical introduction to Computer Graphics with an emphasis on understanding through practice. Throughout the book, theory is followed by implementation using C / C++ to support student centred learning and complete programs are provided on the Springer website.A procedural approach has been taken to algorithmic development while taking an object oriented approach when building artefacts from simple objects. The book covers a range of topics including: image processing, artefact construction , introductory animation , texturing ,curves, surfaces and patterns .
Offshore Risk Assessment : Principles, Modelling and Applications of QRA Studies
This updated and expanded second edition has been informed by a major R&D programme on offshore risk assessment in Norway (2002–2006), and reflects the trend of expanded use of floating production installations. It starts with a thorough discussion of risk metrics and risk analysis methodology with subsequent chapters devoted to analytical approaches to escalation, escape, evacuation and rescue analysis of safety and emergency systems. Separate chapters analyse the main hazards of offshore structures: fire, explosion, collision and falling objects. Risk mitigation and control are discussed, as well as an illustration of how the results from quantitative risk assessment studies should be presented. The second edition has a stronger focus on the use of risk assessment techniques in the operation of offshore installations. Also decommissioning of installations is covered.
Ocean Wave Energy : Current Status and Future Prespectives
The authors of this reference provide an updated and global view on ocean wave energy conversion for wave energy developers as well as for students and professors. The book is orientated to the practical solutions that this new industry has found so far and the problems that any device needs to face. It describes the actual principles applied to machines that convert wave power in electricity. Additionally, an historical review, state of the art of modern systems, a full scale prototype experience, and future perspectives are given.
Object-Based Image Analysis : Spatial Concepts for Knowledge-Driven Remote Sensing Applications
This book discusses means, technologies and approaches related to the processing and analysis of multi-sensor, multi-resolution data with a focus on the generation, modelling and classification of objects. The applications also address the integration of Geographic Information and the concurrent developments of GIScience and vanquish limitations of pixelwise image processing by exploiting image information context-driven and "intelligently".
Numerical Simulation in Molecular Dynamics : Numerics, Algorithms, Parallelization, Applications
Particle models play an important role in many applications in physics, chemistry and biology. They can be studied on the computer with the help of molecular dynamics simulations. This book presents in detail both the necessary numerical methods and techniques (linked-cell method, SPME-method, tree codes, multipole technique) and the theoretical background and foundations. It illustrates the aspects modelling, discretization, algorithms and their parallel implementation with MPI on computer systems with distributed memory. Furthermore, detailed explanations are given to the different steps of numerical simulation, and code examples are provided.
Numerical Methods and Applications ; 6th International Conference, NMA 2006, Borovets, Bulgaria, August 20-24, 2006, Revised Papers
This book constitutes the thoroughly refereed post-proceedings of the 6th International Conference on Numerical Methods and Applications, NMA 2006. The papers are organized in topical sections on numerical methods for hyperbolic problems, robust preconditioning solution methods, Monte Carlo and quasi-Monte Carlo for diverse applications, metaheuristics for optimization problems, uncertain/control systems and reliable numerics, interpolation and quadrature processes, large-scale computations in environmental modelling, and contributed talks.
Numerical Mathematics and Advanced Applications ENUMATH 2019 ; European Conference, Egmond aan Zee, The Netherlands, September 30 - October 4
It contians basic aspects and new trends in numerical mathematics and scientific and industrial applications, all examined at the highest level of international expertise.
Nonlinear Partial Differential Equations with Applications
This book primarily concerns quasilinear and semilinear elliptic and parabolic partial differential equations, inequalities, and systems. It balances the abstract functional-analysis approach based on nonlinear monotone, pseudomonotone, weakly continuous, or accretive mappings with concrete partial differential equations in their weak (or more general) formulation. Methods of Galerkin or of Rothe are exposed in a large generality. Other methods include various direct methods, regularization, or fixed points. The exposition leads general theory as fast as possible towards the analysis of concrete equations, which have specific applications in continuum (thermo-) mechanics of solids and fluids, electrically (semi-) conductive media, modelling of biological systems, or in mechanical engineering. Selected parts are rather an introduction into the subject while some others form an advanced textbook. The intended audience is graduate and PhD students and researchers in the theory of partial differential equations or in mathematical modelling of distributed parameter systems.
Nonlinear Dynamics and Heterogeneous Interacting Agents
Economic application of nonlinear dynamics, microscopic agent-based modelling, and the use of artificial intelligence techniques as learning devices of boundedly rational actors are among the most exciting interdisciplinary ventures of economic theory over the past decade. This volume provides us with a most fascinating series of examples on "complexity in action" exemplifying the scope and explanatory power of these innovative approaches.
New Directions and Applications in Control Theory
This volume contains a collection of papers in control theory and applications presented at a conference in honor of Clyde Martin on the occasion of his 60th birthday, held in Lubbock, Texas, November 14-15, 2003.
New Algorithms for Macromolecular Simulation
Molecular simulation is a widely used tool in biology, chemistry, physics and engineering. This book contains a collection of articles by leading researchers who are developing new methods for molecular modelling and simulation. Topics addressed here include: multiscale formulations for biomolecular modelling, such as quantum-classical methods and advanced solvation techniques; protein folding methods and schemes for sampling complex landscapes; membrane simulations; free energy calculation; and techniques for improving ergodicity. The book is meant to be useful for practitioners in the simulation community and for those new to molecular simulation who require a broad introduction to the state of the art.
New Advances in Virtual Humans: Artificial Intelligence Environment
In this book, various aspects of cognitive and emotional behaviour is described. In chapter one, a state of the art introduction to VH is presented and the associated research is given. In Chapter 2, cognitive and emotions processes are described. A Comprehensive context model for multi-party interactions with the VH is given in the next chapter. Finally, it is very important to model the socializing of groups of virtual humans. This is discussed in Chapter 4. The automatic modelling of expressions for VH is described in Chapter 5. The last chapter gives a case study of an intelligent kios avatar and its usability.
Neuro–Fuzzy Associative Machinery for Comprehensive Brain and Cognition Modelling
Neuro–Fuzzy Associative Machinery for Comprehensive Brain and Cognition Modelling" is a graduate–level monographic textbook. It represents a comprehensive introduction into both conceptual and rigorous brain and cognition modelling. It is devoted to understanding, prediction and control of the fundamental mechanisms of brain functioning. The reader will be provided with a scientific tool enabling him to perform a competitive research in brain and cognition modelling.
Neurodynamics of Cognition and Consciousness
This book addresses dynamical aspects of brain functions and cognition. This volume gives an overview of recent advances in this interdisciplinary field of cognitive and computer science related to dynamics of cognition, including experimental studies, dynamical modelling and interpretation of cognitive experiments, and theoretical approaches.
