Numerical methods in computational finance : A partial differential equation (PDE/FDM) approach
This book is a detailed and step-by-step introduction to the mathematical foundations of ordinary and partial differential equations, their approximation by the finite difference method and applications to computational finance.
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 ; Proceedings of ENUMATH 2007, the 7th European Conference on Numerical Mathematics and Advanced Applications, Graz, Austria, September 2007
The European Conference on Numerical Mathematics and Advanced Applications (ENUMATH) is a series of meetings held every two years to provide a forum for discussion on recent aspects of numerical mathematics and their applications. These proceedings contain a selection of invited plenary lectures, papers presented in minisymposia and contributed papers. Topics include theoretical aspects of new numerical techniques and algorithms as well as of applications in engineering and science. The book will be useful for a wide range of readers, giving them an excellent overview of the most modern methods, techniques, algorithms and results in numerical mathematics, scientific computing and their applications.
Network Performance Analysis : Using the J Programming Language
This useful volume introduces concepts and principles of network performance analysis by example, using the J programming language. J is rich in mathematical functionality, which makes it an ideal tool for analytical methods. The book favours a practical approach and develops functions in J to demonstrate mathematical concepts, thereby enabling readers to explore the underlying principles behind network performance analysis. In addition, this allows the subject to become more accessible to those who, although have a mathematical background, are not pure mathematicians.
Multibody Dynamics : Computational Methods and Applications
Multibody Dynamics is an area of Computational Mechanics which blends together various disciplines such as structural dynamics, multi-physics - chanics, computational mathematics, control theory and computer science, in order to deliver methods and tools for the virtual prototyping of complex mechanical systems. Multibody dynamics plays today a central role in the modeling, analysis, simulation and optimization of mechanical systems in a variety of ?elds and for a wide range of industrial applications.
Modellistica numerica per problemi differenziali = Numerical modeling for differential problems
This text introduces the basic concepts for the numerical modeling of partial differential problems. We consider the classic elliptic, parabolic and hyperbolic linear equations, but also other equations, such as those of diffusion and transport, of Navier-Stokes, and the conservation laws, and we provide numerous physical examples underlying these equations. Then we analyze numerical resolution methods based on finite elements, finite differences, finite volumes, spectral methods and domain decomposition methods. In particular, the algorithmic and computer implementation aspects are discussed and various easy-to-use programs are provided.
Méthodes Numériques : Algorithmes, analyse et applications = Numerical Methods : Algorithms, Analysis and Applications
This book aims to present the theoretical and methodological foundations of numerical analysis. Particular attention is paid to the concepts of stability, precision and complexity of algorithms. Modern methods relating to the following topics are presented and analyzed in detail: solving linear and nonlinear systems, polynomial approximation, optimization, numerical integration, orthogonal polynomials, rapid transformations, ordinary differential equations. The techniques presented are illustrated by numerous tables and figures. Many examples and counter-examples are offered to allow the reader to develop his critical sense.
Mathematics and Computation, a Contemporary View ; The Abel Symposium 2006
The 2006 Abel symposium is focusing on contemporary research involving interaction between computer science, computational science and mathematics. In recent years, computation has been affecting pure mathematics in fundamental ways. Conversely, ideas and methods of pure mathematics are becoming increasingly important within computational and applied mathematics. At the core of computer science is the study of computability and complexity for discrete mathematical structures. Studying the foundations of computational mathematics raises similar questions concerning continuous mathematical structures. There are several reasons for these developments. The exponential growth of computing power is bringing computational methods into ever new application areas.
Mathematical Tools for Data Mining : Set Theory, Partial Orders, Combinatorics
Mathematics is presented in a thorough and rigorous manner offering a detailed explanation of each topic, with applications to data mining such as frequent item sets, clustering, decision trees also being discussed. More than 400 exercises are included and they form an integral part of the material. Some of the exercises are in reality supplemental material and their solutions are included. The reader is assumed to have a knowledge of elementary analysis.
Introduction to the Tools of Scientific Computing
The book provides an introduction to common programming tools and methods in numerical mathematics and scientific computing. Unlike widely used standard approaches, it does not focus on any particular language but aims to explain the key underlying concepts. In general, new concepts are first introduced in the particularly user-friendly Python language and then transferred and expanded in various scientific programming environments from C / C ++, Julia and MATLAB to Maple. This includes different approaches to distributed computing.
High performance computing for computational science - VECPAR 2006 ; 7th International Conference, Rio de Janeiro, Brazil, June 10-13, 2006, Revised Selected and Invited Papers
This book constitutes the thoroughly refereed post-proceedings of the 7th International Conference on High Performance Computing for Computational Science, VECPAR 2006, held in Rio de Janeiro, Brazil, in June 2006.
High performance computing for computational science - VECPAR 2004 ; 6th International conference, Valencia, Spain, June 28-30, 2004, Revised Selected and Invited Papers
VECPAR is a series of international conferences dedicated to the promotion and advancement of all aspects of high-performance computing for computational science, as an industrial technique and academic discipline, extending the fr- tier of both the state of the art and the state of practice. The audience for and participants in VECPAR are seen as researchers in academic departments, g- ernment laboratories and industrial organizations. There is now a permanent website for the series, http://vecpar.fe.up.pt, where the history of the conf- ences is described. ThesixtheditionofVECPARwasthe?rsttimetheconferencewascelebrated outside Porto – at the Universitad Politecnica de Valencia (Spain), June 28–30, 2004.
Frontiers of Numerical Analysis : Durham 2004
Contains lecture notes on four topics at the forefront of research in computational mathematics. This book presents a self-contained guide to a research area, an extensive bibliography, and proofs of the key results. It is suitable for professional mathematicians who require an accurate account of research in areas parallel to their own.
Experimental and Efficient Algorithms ; 4th International Workshop, WEA 2005, Santorini Island, Greece, May 10-13, 2005, Proceedings
This proceedings volume contains the accepted papers and invited talks p- sented at the 4th International Workshop of E?cient and Experimental Al- rithms (WEA 2005), that was held May 10–13, on Santorini Island, Greece. The WEA events are intended to be an international forum for research on the design, analysis and especially the experimental implementation, evaluation and engineering of algorithms, as well as on combinatorial optimization and its applications. The?rstthreeworkshopsinthisserieswereheldinRiga(2001),MonteVerita (2003) and Rio de Janeiro (2004). Thisvolumecontains3invitedpapersrelatedtocorrespondingkeynotetalks.
Differential Equations with Symbolic Computation
This book presents the state-of-the-art in tackling differential equations using advanced methods and software tools of symbolic computation. It focuses on the symbolic-computational aspects of three kinds of fundamental problems in differential equations: transforming the equations, solving the equations, and studying the structure and properties of their solutions.
Cryptography and cryptanalysis in Java : Creating and programming advanced algorithms with Java SE 17 LTS and Jakarta EE 10
Includes challenging cryptographic solutions that are implemented in Java 17 and Jakarta EE 10. It provides a robust introduction to Java 17's new features and updates, a roadmap for Jakarta EE 10 security mechanisms, a unique presentation of the "hot points" (advantages and disadvantages) from the Java Cryptography Architecture (JCA), and more. You Will Learn : Develop programming skills for writing cryptography algorithms in Java / Dive into security schemes and modules using Java / Explore “good” vs “bad” cryptography based on processing execution times and reliability / Play with pseudo-random generators, hash functions, etc. / Leverage lattice-based cryptography methods, the NTRU framework library, and more
Computing and Combinatorics ; Vol. 4112 ; 12th Annual International Conference, COCOON 2006, Taipei, Taiwan, August 15-18, 2006, Proceedings
The papers are organized in topical sections on computational economics, finance, and management, graph algorithms, computational complexity and computability, quantum computing, computational biology and medicine, computational geometry, graph theory, and more.
Computer Science Logic ; Vol. 3634
This book constitutes the refereed proceedings of the 19th International Workshop on Computer Science Logic, CSL 2005, held as the 14th Annual Conference of the EACSL in Oxford, UK in August 2005. The 33 revised full papers presented together with 4 invited contributions were carefully reviewed and selected from 108 papers submitted. All current aspects of logic in computer science are addressed ranging from mathematical logic and logical foundations to methodological issues and applications of logics in various computing contexts. The volume is organized in topical sections on semantics and logics, type theory and lambda calculus, linear logic and ludics, constraints, finite models, decidability and complexity, verification and model checking, constructive reasoning and computational mathematics, and implicit computational complexity and rewriting.
Computational Turbulent Incompressible Flow: Applied Mathematics : Body and Soul 4
This is Volume 4 of the book series of the Body & Soul mathematics education reform program, and presents a unified new approach to computational simulation of turbulent.
Computational Science and Its Applications - ICCSA 2008 ; International Conference, Perugia, Italy, June 30– July 3, 2008, Proceedings, Part II
The two-volume set LNCS 5072 and 5073 constitutes the refereed proceedings of the International Conference on Computational Science and Its Applications, ICCSA 2008, held in Perugia, Italy in June/July 2008.



















