الصفحة 12
الصفحة 12
Interior Point Methods for Linear Optimization
Linear Optimization (LO) is one of the most widely applied and taught techniques in mathematics, with applications in many areas of science, commerce and industry. The dramatically increased interest in the subject is due mainly to advances in computer technology and the development of Interior Point Methods (IPMs) for LO. This book provides a unified presentation of the field. The authors present a self-contained comprehensive interior point approach to both the theory of LO and algorithms for LO (design, convergence, complexity, asymptotic behaviour and computational issues). A common thread throughout the book is the role of strictly complementary solutions, which play a crucial role in the interior point approach and distinguishes the new approach from the classical Simplex-based approach
Interfacial Convection in Multilayer Systems
This book contains a systematic investigation of the convection in systems with interfaces. For the first time, it classifies all of the known types of convective instabilities in such systems, and discusses the peculiarities of multilayer systems. The book provides an overview of the wide variety of steady and oscillatory patterns, waves, and other dynamic phenomena characteristic for multilayer fluid systems. Various physical effects, including heat and mass transfer, thermal and mechanical couplings on the interfaces, interfacial deformability, the influence of surfactants on different types of convective motions are investigated.
Interest Rate Models : an Infinite Dimensional Stochastic Analysis Perspective
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensions. The book is comprised of three parts. Part I is a crash course on interest rates, including a statistical analysis of the data and an introduction to some popular interest rate models. Part II is a self-contained introduction to infinite dimensional stochastic analysis, including SDE in Hilbert spaces and Malliavin calculus. Part III presents some recent results in interest rate theory, including finite dimensional realizations of HJM models, generalized bond portfolios, and the ergodicity of HJM models.
Interest Rate Models - Theory and Practice : With Smile, Inflation and Credit
The fast-growing interest for hybrid products has led to new chapters. A special focus here is devoted to the pricing of inflation-linked derivatives. The three final new chapters are devoted to credit. Since Credit Derivatives are increasingly fundamental, and since in the reduced-form modeling framework much of the technique involved is analogous to interest-rate modeling, Credit Derivatives -- mostly Credit Default Swaps (CDS), CDS Options and Constant Maturity CDS - are discussed, building on the basic short rate-models and market models introduced earlier for the default-free market. Counterparty risk in interest rate payoff valuation is also considered, motivated by the recent Basel II framework developments.
Interactive and dynamic graphics for data analysis : With R and Ggobi
This richly illustrated book describes the use of interactive and dynamic graphics as part of multidimensional data analysis. Chapters include clustering, supervised classification, and working with missing values. A variety of plots and interaction methods are used in each analysis, often starting with brushing linked low-dimensional views and working up to manual manipulation of tours of several variables. The role of graphical methods is shown at each step of the analysis, not only in the early exploratory phase, but in the later stages, too, when comparing and evaluating models.
Interacting Stochastic Systems
The Research Network on "Interacting stochastic systems of high complexity" set up by the German Research Foundation aimed at exploring and developing connections between research in infinite-dimensional stochastic analysis, statistical physics, spatial population models from mathematical biology, complex models of financial markets or of stochastic models interacting with other sciences. This book presents a structured collection of papers on the core topics, written at the close of the 6-year programme by the research groups who took part in it. The structure chosen highlights the interweaving of certain themes and certain interconnections discovered through the joint work.
Interacting particle systems
This book presents a complete treatment of a new class of random processes, which have been studied intensively during the last fifteen years.The first monographic presentation of this important and rapidly developing theory.
Intelligent Algorithms in Ambient and Biomedical Computing
The rapid growth in electronic systems in the past decade has boosted research in the area of computational intelligence. As it has become increasingly easy to generate, collect, transport, process, and store huge amounts of data, the role of intelligent algorithms has become prominent in order to visualize, manipulate, retrieve, and interpret the data. For instance, intelligent search techniques have been developed to search for relevant items in huge collections of web pages, and data mining and interpretation techniques play a very important role in making sense out of huge amounts of biomolecular measurements. As a result, the added value of many modern systems is no longer determined by hardware only, but increasingly by the intelligent software that supports and facilitates the user in realizing his or her objectives.
Intégration : Chapitres 7 et 8 = Integration : Chapters 7 and 8
Nicolas BOURBAKI's Elements of Mathematics aim to provide a rigorous, systematic presentation without prerequisites of mathematics from their foundations. applications. The concepts introduced, such as Haar measures and the convolution product, are the basis of harmonic analysis. It includes the chapters: Haar measure; Convolution and representations.
Intégration : Chapitres 1 à 4 = Integration : Chapters 1 to 4
Nicolas BOURBAKI's Elements of Mathematics aim to provide a rigorous, systematic presentation without prerequisites of mathematics from their foundations. it includes the chapters: Inequalities of convexity, Riesz spaces, Measures on locally compact spaces.
Intégration : Chapitre 6 = Integration : Chapters 6
Nicolas BOURBAKI's Elements of Mathematics aim to provide a rigorous, systematic presentation without prerequisites of mathematics from their foundations.This sixth chapter of the Book of Integration, the sixth Book of the elements of mathematics, extends the notion of integration to values in locally convex Hausdorff vector spaces.
Intégration : Chapitre 5 = Integration : Chapters 5
Nicolas BOURBAKI's Elements of Mathematics aim to provide a rigorous, systematic presentation without prerequisites of mathematics from their foundations. This fifth chapter of the Book of Integration, the sixth Book of the elements of mathematics, deals in particular with a generalization of the Lebesgue theorem -Fubini and Lebesque-Nikodym's theorem. It also contains historical notes.
Integrated Methods for Optimization
Integrated Methods for Optimization integrates the key concepts of Mathematical Programming and Constraint Programming into a unified framework that allows them to be generalized and combined. The unification of MP and CP creates optimization methods that have much greater modeling power, increased computational speed, and a sizeable reduction computational coding. Hence the benefits of this integration are substantial, providing the Applied Sciences with a powerful, high-level modeling solution for optimization problems. As reviewers of the book have noted, this integration along with constraint programming being incorporated into a number of programming languages, brings the field a step closer to being able to simply state a problem and having the computer solve it.
Integral Methods in Science and Engineering : Theoretical and Practical Aspects
The quantitative and qualitative study of the physical world makes use of many mathematical models governed by a great diversity of ordinary, partial differential, integral, and integro-differential equations. An essential step in such investigations is the solution of these types of equations, which sometimes can be performed analytically, while at other times only numerically. This edited, self-contained volume presents a series of state-of-the-art analytic and numerical methods of solution constructed for important problems arising in science and engineering, all based on the powerful operation of (exact or approximate) integration.It covers a wide variety of topics, from the theoretical development of boundary integral methods to the application of integration-based analytic and numerical techniques that include integral equations, finite and boundary elements, conservation laws, hybrid approaches, and other procedures.
Integral Methods in Science and Engineering : Techniques and Applications
The physical world is studied by means of mathematical models, which consist of differential, integral, and integro-differential equations accompanied by a large assortment of initial and boundary conditions. In certain circumstances, such models yield exact analytic solutions. When they do not, they are solved numerically by means of various approximation schemes. Whether analytic or numerical, these solutions share a common feature: they are constructed by means of the powerful tool of integration—the focus of this self-contained book. This work illustrates the application of integral methods to diverse problems in mathematics, physics, biology, and engineering. The thirty two chapters of the book, written by scientists with established credentials in their fields, contain state-of-the-art information on current research in a variety of important practical disciplines.
Integral closure : Rees algebras, multiplicities, algorithms
Integral Closure gives an account of theoretical and algorithmic developments on the integral closure of algebraic structures. These are shared concerns in commutative algebra, algebraic geometry, number theory and the computational aspects of these fields. The overall goal is to determine and analyze the equations of the assemblages of the set of solutions that arise under various processes and algorithms. It gives a comprehensive treatment of Rees algebras and multiplicity theory - while pointing to applications in many other problem areas. Its main goal is to provide complexity estimates by tracking numerically invariants of the structures that may occur.
Integrable Systems in Celestial Mechanics
This work presents a unified treatment of three important integrable problems relevant to both Celestial and Quantum Mechanics. Under discussion are the Kepler (two-body) problem and the Euler (two-fixed center) problem, the latter being the more complex and more instructive, as it exhibits a richer and more varied solution structure. Further, because of the interesting investigations by the 20th century mathematical physicist J.P. Vinti, the Euler problem is now recognized as being intimately linked to the Vinti (Earth-satellite) problem. Here the analysis of these problems is shown to follow a definite shared pattern yielding exact forms for the solutions. A central feature is the detailed treatment of the planar Euler problem where the solutions are expressed in terms of Jacobian elliptic functions, yielding analytic representations for the orbits over the entire parameter range.
Institution-independent Model Theory
A model theory that is independent of any concrete logical system allows a general handling of a large variety of logics. This generality can be achieved by applying the theory of institutions that provides a precise mathematical formulation for the intuitive concept of a logical system. Especially in computer science, where the development of a huge number of specification logics is observable, institution-independent model theory simplifies and sometimes even enables a concise model-theoretic analysis of the system. Besides incorporating important methods and concepts from conventional model theory, the proposed top-down methodology allows for a structurally clean understanding of model-theoretic phenomena. As a consequence, results from conventional concrete model theory can be understood more easily, and sometimes even new results are obtained.
Instability in Models Connected with Fluid Flows II
Instability in Models Connected with Fluid Flows II presents chapters from world renowned specialists. The stability of mathematical models simulating physical processes is discussed in topics on control theory, first order linear and nonlinear equations, water waves, free boundary problems, large time asymptotics of solutions, stochastic equations, Euler equations, Navier-Stokes equations, and other PDEs of fluid mechanics. Fields covered include: the free surface Euler (or water-wave) equations, the Cauchy problem for transport equations, irreducible Chapman--Enskog projections and Navier-Stokes approximations, randomly forced PDEs, stability of equilibrium figures of uniformly rotating viscous incompressible liquid, Navier-Stokes equations in cylindrical domains, Navier-Stokes-Poisson flows in a vacuum.
Instability in Models Connected with Fluid Flows I
Instability in Models Connected with Fluid Flows I presents chapters from world renowned specialists. The stability of mathematical models simulating physical processes is discussed in topics on control theory, first order linear and nonlinear equations, water waves, free boundary problems, large time asymptotics of solutions, stochastic equations, Euler equations, Navier-Stokes equations, and other PDEs of fluid mechanics. Fields covered include: controllability and accessibility properties of the Navier- Stokes and Euler systems, nonlinear dynamics of particle-like wavepackets, attractors of nonautonomous Navier-Stokes systems, large amplitude monophase nonlinear geometric optics, existence results for 3D Navier-Stokes equations and smoothness results for 2D Boussinesq equations, instability of incompressible Euler equations, increased stability in the Cauchy problem for elliptic equations.
