الصفحة 10
الصفحة 10
Meccanica delle strutture e Controllo attivo strutturale: Modellistica di edifici, ponti, camini, strutture speciali
The basic texts of Structural Engineering, present in the literature, mostly give introductory examples. This text, however, after having given the disciplinary foundations, goes further to guide the reader in the construction of advanced mathematical models ... It is an unprecedented "compromise" between basic theory text and advanced text for advanced-professionals and researchers. Furthermore, the presence in the volume of "synoptic panels" and software cards gives the reader the possibility of always having at hand the foundations of a complex discipline.
Measuring the Business Value of Cloud Computing
The importance of demonstrating the value achieved from IT investments is long established in the Computer Science (CS) and Information Systems (IS) literature. However, emerging technologies such as the ever-changing complex area of cloud computing present new challenges and opportunities for demonstrating how IT investments lead to business value.
Measuring Precipitation from Space : EURAINSAT and the Future
More than 20 years after the last book on the subject the worldwide precipitation community has produced a comprehensive overview of its activities, achievements, ongoing research and future plans. Measuring Precipitation from Space presents state-of-the-art rainfall estimation algorithms, validation strategies, precipitation modelling, and assimilation in numerical weather prediction models. Clouds and precipitation observations and modelling are addressed for the improvement of the rainfall product quality. Special attention is given to the applications to monitoring and forecasting weather events and to climate monitoring in a frame of growing public interest.
Measuring Entrepreneurship : Building a Statistical System
This volume provides a comprehensive review of the theoretical concepts and empirical models of entrepreneurship from a non-conventional perspective. Its main purpose is to contribute to the design of an efficient system of indicators of entrepreneurship and competitiveness. The existence of a gap between the theory of entrepreneurship and the methods and data available for testing its main propositions has been widely recognized. Hence, some of the most prestigious researchers have collaborated to review and develop the statistical sources, indicators and proxies currently available for empirical studies on the phenomena of entrepreneurship. The book thereby makes recent advances in the theory and application of the economics of entrepreneurship accessible to a wider audience, including policy makers, emphasizing data requirements to advance the future research agenda and to allow for a better design and monitoring of entrepreneurial policy.
Means, Ends and Medical Care
In this remarkable book, Gary Wright brings his thirty years of experience as a physician in pediatric and family medicine together with his Ph.D. in philosophy to address the important problem of the nature of good medical reasoning. Wright gives a brilliant analysis of the complex internal structure of our concepts of health and disease, showing that our present models are wholly incapable of dealing with the realities of actual human disease. He then shows the error of assuming that we always know in advance what the medical and moral ends are for any medical situation. This leads to a radical questioning of so-called "rational actor" or "economic" models of rationality that are popular in medicine today.
Maturing Usability : Quality in Software, Interaction and Value
Divided into three parts, ‘Quality in Software’ looks at how using development tools can enhance usability of a system, and how methods and models can be integrated into the development process to produce effective user interfaces. ‘Quality in Interaction’ addresses theoretical frameworks on the nature of interactions; techniques and metrics for evaluation interaction quality; and the transfer of concepts and methods from research to practice. Finally, ‘Quality in Value’ assesses the impact that a system has in the real world, focusing on increasing the value of usability practice for software development and on increasing value for the users.
Matrix Algebra From a Statistician`s Perspective
This book presents matrix algebra in a way that is well-suited for those with an interest in statistics or a related discipline. It provides thorough and unified coverage of the fundamental concepts along with the specialized topics encountered in areas of statistics such as linear statistical models and multivariate analysis. It includes a number of very useful results that have only been available from relatively obscure sources. Detailed proofs are provided for all results. The style and level of presentation are designed to make the contents accessible to a broad audience. The book is essentially self-contained, though it is best-suited for a reader who has had some previous exposure to matrices (of the kind that might be acquired in a beginning course on linear or matrix algebra).
MATLAB® Recipes for Earth Sciences
MATLAB is used in a wide range of applications in geosciences, such as image processing in remote sensing, generation and processing of digital elevation models and the analysis of time series. This book introduces basic methods of data analysis in geosciences using MATLAB. The text includes a brief description of each method and numerous examples demonstrating how MATLAB can be used on data sets from earth sciences. All MATLAB recipes can be easily modified in order to analyse the reader's own data sets.
MATLAB® Recipes for Earth Sciences
MATLAB® is used in a wide range of applications in geosciences, such as image processing in remote sensing, generation and processing of digital elevation models and the analysis of time series. This book introduces methods of data analysis in geosciences using MATLAB such as basic statistics for univariate, bivariate and multivariate datasets, jackknife and bootstrap resampling schemes, processing of digital elevation models, gridding and contouring, geostatistics and kriging, processing and georeferencing of satellite images, digitizing from the screen, linear and nonlinear time-series analysis and the application of linear time-invariant and adaptive filters. The revised and updated Second Edition includes new subchapters on windowed Blackman-Tukey, Lomb-Scargle and Wavelet powerspectral analysis, statistical analysis of point distributions and digital elevation models, and a full new chapter on the statistical analysis of directional data. The text includes a brief description of each method and numerous examples demonstrating how MATLAB can be used on data sets from earth sciences. All MATLAB recipes can be easily modified in order to analyse the reader's own data sets.
Mathematics of Large Eddy Simulation of Turbulent Flows
Large eddy simulation (LES) is a method of scientific computation seeking to predict the dynamics of organized structures in turbulent flows by approximating local, spatial averages of the flow. This book focuses on the mathematical foundations of LES and its models and provides a connection between the powerful tools of applied mathematics, partial differential equations and LES. Thus, it is concerned with fundamental aspects not treated so deeply in the other books in the field, aspects such as well-posedness of the models, their energy balance and the connection to the Leray theory of weak solutions of the Navier-Stokes equations.
Mathematics of Financial Markets
This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is developed where it is needed.
Mathematics for Life Science and Medicine
Dynamical systems theory in mathematical biology has attracted much attention from many scientific directions. The purpose of this volume is to present and discuss the many rich properties of the dynamical systems that appear in life science and medicine. The main topics include cancer treatment, dynamics of paroxysmal tachycardia, vector disease models, epidemic diseases and metapopulations, immune systems, pathogen competition and coexistence and the evolution of virulence and the rapid evolution of viruses within a host. Each chapter will serve to introduce students and scholars to the state-of-the-art in an exciting area, to present new results, and to inspire future contributions to mathematical modeling in life science and medicine.
Mathematics for Ecology and Environmental Sciences
Dynamical systems theory in mathematical biology has attracted much attention from many scientific directions. The purpose of this volume is to discuss the many rich and interesting properties of dynamical systems that appear in ecology and environmental sciences. The main topics include population dynamics with dispersal, nonlinear discrete population dynamics, structured population models, mathematical models in evolutionary ecology, stochastic spatial models in ecology, game dynamics and the chemostat model. Each chapter will serve to introduce students and scholars to the state-of-the-art in an exciting area, to present important new results, and to inspire future contributions to mathematical modeling in ecology and environmental sciences.
Mathematics and Politics : Strategy, Voting, Power and Proof
Mathematics and Politics requires no prerequisites in either subject. The underlying philosophy involves minimizing algebraic computations while focusing on the conceptual aspects of mathematics in the context of real-world questions in political science. This new addition has an added co-author, Allison Pacelli, and covers six major topics: social choice, yes-no voting systems, political power, game-theoretic models of international conflict, fairness, and escalation. In addition to having two new chapters (treating apportionment and conflict resolution), the text has been extensively reorganized and the number of exercises increased to over 300.
Mathematical Problems from Applied Logic II : Logics for the XXIst Century
Mathematical Problems from Applied Logic II presents chapters from selected, world renowned, logicians. Important topics of logic are discussed from the point of view of their further development in light of requirements arising from their successful application in areas such as Computer Science and AI language. Fields covered include: logic of provability, applications of computability theory to biology, psychology, physics, chemistry, economics, and other basic sciences; computability theory and computable models; logic and space-time geometry; hybrid systems; logic and region-based theory of space.
Mathematical Models of Granular Matter
Granular matter displays a variety of peculiarities that distinguish it from other appearances studied in condensed matter physics and renders its overall mathematical modelling somewhat arduous. Prominent directions in the modelling granular flows are analyzed from various points of view. Foundational issues, numerical schemes and experimental results are discussed. The volume furnishes a rather complete overview of the current research trends in the mechanics of granular matter. Various chapters introduce the reader to different points of view and related techniques. New models describing granular bodies as complex bodies are presented. Results on the analysis of the inelastic Boltzmann equations are collected in different chapters. Gallavotti-Cohen symmetry is also discussed.
Mathematical Models of Financial Derivatives
Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial engineering approach, focussing on the martingale pricing principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analyzed, emphasizing on the aspects of pricing, hedging and their risk management. Starting from the renowned Black-Scholes-Merton formulation of option pricing model, readers are guided through the text on the new advances on the state-of-the-art derivative pricing models and interest rate models. Both analytic techniques and numerical methods for solving various types of derivative pricing models are emphasized.
Mathematical Models of Distribution Channels
In Chapters 1 and 2 the authors provide an introduction to the current, analytical literature on distribution channels, and they present an intuitively appealing prologue to the Channel Myths that are developed rigorously in later Chapters. In Chapters 3, 4, and 10 they extend the literature by ascertaining the relationship between the manufacturer-optimal wholesale-price strategy and channel breadth. Specific analyses include multiple, non-competing retailers, multiple states-of-nature, and multiple, competing retailers. In Chapters 5-7 the authors determine the profitability of various wholesale-price strategies; this analysis culminates in Chapters 8 and 9 with the determination of the (very limited) conditions under which channel coordination can be optimal for the manufacturer. In Chapter 11 they prove that existing methods of measuring the effect of a change in the degree of inter-retailer substitutability are totally misleading. They then develop an original, theoretical basis for measuring the impact of a change in the degree of inter-retailer substitutability that yields insightful, intuitively appealing results. In Chapter 12 the authors set forth an agenda for future research based on a meta-model that embraces all existing models in the literature. They also issue an appeal for creation of a "Unifying Theory of Distribution Channels" that will enable researchers to work independently and yet to contribute toward the common goal of deepening the marketing science professions’ understanding of distribution channels.
Islamic banking and finance
Explores the nature and role of money in modern economies and elaborates on the process of credit deposit creation, trade cycles and instruments for the creation of value in financial markets through the perspectives of Islamic finance. The author explains its characteristics, especially the rationale for the lack of interest-based financial activities. He examines the intrinsic ethical and humanistic frameworks that govern financial theories and practices and the models for the creation of value, risk-sharing and socially responsible investing, as well as the governance and regulation that these systems follow. The author also does a comparative assessment of conventional financial systems with Islamic finance with relevant examples, assesses the performance of Islamic systems and examines existing and expanding markets for Islamic finance.
Irreversible Decisions under Uncertainty : Optimal Stopping Made Easy
In real life, as well as in economic models, individuals often make decisions in an uncertain environment. In many cases, a problem which an optimizing agent faces can be formulated or reformulated as a problem of optimal timing of a certain irreversible or partially reversible action or optimal stopping problem. In this book, the authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the approach can be explained much simpler than the standard methods in the literature on optimal stopping problems. The monograph will teach the reader to apply the technique to many problems in economics and finance, including new ones. From the technical point of view, the method can be characterized as option pricing via the Wiener-Hopf factorization.
