الصفحة 2
الصفحة 2
Multiphase Flow Dynamics 1 : Fundamentals ; 3rd ed.
Multi-phase flows are part of our natural environment such as tornadoes, typhoons, air and water pollution and volcanic activities as well as part of industrial technology such as power plants, combustion engines, propulsion systems, or chemical and biological industry. The industrial use of multi-phase systems requires analytical and numerical strategies for predicting their behavior. In its third extended edition this monograph contains theory, methods and practical experience for describing complex transient multi-phase processes in arbitrary geometrical configurations, providing a systematic presentation of the theory and practice of numerical multi-phase fluid dynamics. This third edition includes various updates, extensions and improvements in all book chapters.
Multifield Problems in Solid and Fluid Mechanics
This book summarizes the main scientific results of the Collaborative Research Center on Multifield Problems in Continuum Mechanics. The book is divided into three main sections: A: Volume-Coupled Problems, devoted to fields which are coupled inside the processing domain or volume, B: Boundary-Coupled Problems, here physical fields and processes are coupled via domain boundaries, C: Fundamental Methods, search into the mathematical concepts and backgrounds of multifield and multiscale modeling.
Multidisciplinary Methods for Analysis, Optimization and Control of Complex Systems
Consists of lecture notes of a summer school named after the late Jacques Louis Lions. The summer school was designed to alert both Academia and Industry to the increasing role of multidisciplinary methods and tools for the design of complex products in various areas of socio-economic interest.
Modeling, Estimation and Control : Festschrift in Honor of Giorgio Picci on the Occasion of his Sixty-Fifth Birthday
Coefficients of Variations in Analysis of Macro-Policy Effects: An example of two-parameter Poisson-Dirichlet distributions.- How Many Experiments Are Needed to Adapt?- A Mutual Information Based Distance for Multivariate Gaussian Processes.- Differential Forms and Dynamical Systems.- An Algebraic Framework for Bayes Nets of Time Series.- A Birds Eye View on System Identification.- Further Results on the Byrnes-Georgiou-Lindquist Generalized Moment Problem.- Factor Analysis and Alternating Minimization.- Tensored PolynomialModels.- Distances Between Time-Series and Their Autocorrelation Statistics.- Global Identifiability of Complex Models, Constructed from Simple Submodels.- Identification of Hidden MarkovModels - Uniform LLN-s.- Identifiability and Informative Experiments in Open and Closed-Loop Identification.- On Interpolation and the Kimura-Georgiou Parametrization.- The Control of Error in Numerical Methods.- Contour Reconstruction and Matching Using Recursive Smoothing Splines.- Role of LQ Decomposition in Subspace Identification Methods.- Canonical Operators on Graphs.
Modeling of Creep for Structural Analysis
"Creep Modeling for Structural Analysis" develops methods to simulate and analyze the time-dependent changes of stress and strain states in engineering structures up to the critical stage of creep rupture. The principal subjects of creep mechanics are the formulation of constitutive equations for creep in structural materials under multi-axial stress states; the application of structural mechanics models of beams, plates, shells and three-dimensional solids and the utilization of procedures for the solution of non-linear initial-boundary value problems. The objective of this book is to review some of the classical and recently proposed approaches to the modeling of creep for structural analysis applications as well as to extend the collection of available solutions of creep problems by new, more sophisticated examples.
Modeling Excitable Tissue : The EMI Framework
This volume presents a novel computational framework for understanding how collections of excitable cells work. The key approach in the text is to model excitable tissue by representing the individual cells constituting the tissue. This is in stark contrast to the common approach where homogenization is used to develop models where the cells are not explicitly present. The approach allows for very detailed analysis of small collections of excitable cells, but computational challenges limit the applicability in the presence of large collections of cells.
Modeling and computation of boundary-layer flows : Laminar, turbulent and transitional boundary layers in incompressible and compressible flows
This second edition of our book extends the modeling and calculation of boundary-layer flows to include compressible flows. The subjects cover laminar, transitional and turbulent boundary layers for two- and three-dimensional incompressible and compressible flows. The viscous-inviscid coupling between the boundary layer and the inviscid flow is also addressed. The book has a large number of homework problems.
Microscale and Nanoscale Heat Transfer
Constitutes a particularly complete and original collection of ideas, models, numerical methods and experimental tools which will prove invaluable in the study of microscale and nanoscale heat transfer. It should be of interest to research scientists and thermal engineers who wish to carry out theoretical research or metrology in this field, but also to physicists concerned with the problems of heat transfer, or teachers requiring a solid foundation for an undergraduate university course in this area.
Microflows and Nanoflows : Fundamentals and Simulation
This book provides a comprehensive summary of these changes describing fluid flow in micro and nano configurations. Where as in their previous book entitled Microflows: Fundamentals and Simulation. In this new book they discuss length scales from angstroms to microns (and beyond). While still maintaining the emphasis on fundamental concepts with a mix of semianalytical, experimental, and numerical results, this book outlines their relevance to modeling and analyzing functional devices.
Methods of Celestial Mechanics: Vol. I: Physical, Mathematical, and Numerical Principles
G. Beutler's Methods of Celestial Mechanics is a coherent textbook for students in physics, mathematics and engineering as well as an excellent reference for practitioners. This Volume I gives a thorough treatment of celestial mechanics and presents all the necessary mathematical details that a professional would need. After a brief review of the history of celestial mechanics, the equations of motion (Newtonian and relativistic versions) are developed for planetary systems (N-body-problem), for artificial Earth satellites, and for extended bodies (which includes the problem of Earth and lunar rotation). Perturbation theory is outlined in an elementary way from generally known mathematical principles without making use of the advanced tools of analytical mechanics. The variational equations associated with orbital motion - of fundamental importance for parameter estimation (e.g., orbit determination), numerical error propagation, and stability considerations - are introduced and their properties discussed in considerable detail. Numerical methods, especially for orbit determination and orbit improvement, are discussed in considerable depth. The algorithms may be easily applied to objects of the planetary system and to Earth satellites and space debris.
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.
Mécanique céleste et contrôle des véhicules spatiaux = Celestial mechanics and spacecraft control
The textbook contains two parts: Part 1 is an introduction to celestial mechanics, and part II is devoted to the control of cosmic vehicles motion.The book is written in a clear mathematical style-Definition-Proposition-Lemma-Theorem-Corollary-and is almost self contained.
Max-Plus Methods for Nonlinear Control and Estimation
The central focus of this book is the control of continuous-time/continuous-space nonlinear systems. Using new techniques that employ the max-plus algebra, the author addresses several classes of nonlinear control problems, including nonlinear optimal control problems and nonlinear robust/H-infinity control and estimation problems. Several numerical techniques are employed, including a max-plus eigenvector approach and an approach that avoids the curse-of-dimensionality.. The max-plus-based methods examined in this monograph belong to an entirely new class of numerical methods for the solution of nonlinear control problems.The potential advantages of the max-plus-based approaches lie in the fact that solution operators for nonlinear HJB problems are linear over the max-plus algebra, and this linearity is exploited in the construction of algorithms.
Matrix Algebra : Theory, Computations, and Applications in Statistics
Matrix algebra is one of the most important areas of mathematics for data analysis and for statistical theory. The first part of this book presents the relevant aspects of the theory of matrix algebra for applications in statistics. This part begins with the fundamental concepts of vectors and vector spaces, next covers the basic algebraic properties of matrices, then describes the analytic properties of vectors and matrices in the multivariate calculus, and finally discusses operations on matrices in solutions of linear systems and in eigenanalysis. This part is essentially self-contained.
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.
Inverse Problems for Partial Differential Equations
The topic of the inverse problems is of substantial and rapidly growing interest for many scientists and engineers. The second edition covers most important recent developments in the field of inverse problems, describing theoretical and computational methods, and emphasizing new ideas and techniques. It also reflects new changes since the first edition, including some corrections. This edition is considerably expanded, with some concepts such as pseudo-convexity, and proofs simplified. New material is added to reflect recent progress in theory of inverse problems.This book is intended for mathematicians working with partial differential equations and their applications, and physicists, geophysicists and engineers involved with experiments in nondestructive evaluation, seismic exploration, remote sensing and tomography.
Introduction to Numerical Methods in Differential Equations
This is a textbook for upper division undergraduates and beginning graduate students. Its objective is that students learn to derive, test and analyze numerical methods for solving differential equations, and this includes both ordinary and partial differential equations. In this sense the book is constructive rather than theoretical, with the intention that the students learn to solve differential equations numerically and understand the mathematical and computational issues that arise when this is done. An essential component of this is the exercises, which develop both the analytical and computational aspects of the material. The importance of the subject of the book is that most laws of physics involve differential equations, as do the modern theories on financial assets.
Introduction to Bayesian Statistics
This is the second and translated edition of the German book “Einf ̈uhrung in die Bayes-Statistik, Springer-Verlag, Berlin Heidelberg New York, 2000”. It has been completely revised and numerous new developments are pointed out together with the relevant literature. The Chapter 5.2.4 is extended by the stochastic trace estimation for variance components. The new Chapter 5.2.6 presents the estimation of the regularization parameter of type Tykhonov regularization for inverse problems as the ratio of two variance components.The reconstruction and the smoothing of digital three-dimensional images is demonstrated in the new Chapter 5.3. The Chapter 6.2.1 on importance sampling for the Monte Carlo integration is rewritten to solve a more general integral. This chapter contains also the derivation of the SIR (sampling-importance-resampling) algorithm as an alternative to the rejection method for generating random samples. Markov Chain Monte Carlo methods are now frequently applied in Bayesian statistics.
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.
Implementing Models in Quantitative Finance : Methods and Cases
This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transform-based methods and quadrature techniques. The content originates from class notes written for courses on numerical methods for finance and exotic derivative pricing held by the authors at Bocconi University since the year 2000. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and model calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives.
