The hybrid/heterogeneous nature of future microprocessors and large high-performance computing systems will result in a reliance on two major types of components: multicore/manycore central processing units and special purpose hardware/massively parallel accelerators. While these technologies have numerous benefits, they also pose substantial...

This book gives an introduction to the finite element method as a general computational method for solving partial differential equations approximately. Our approach is mathematical in nature with a strong focus on the underlying mathematical principles, such as approximation properties of piecewise polynomial spaces, and variational...

Financial Modelling - Theory, Implementation and Practice is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing...

Adaptive filtering is a branch of digital signal processing which enables the selective enhancement of desired elements of a signal and the reduction of undesired elements. Change detection is another kind of adaptive filtering for non-stationary signals, and is the basic tool in fault detection and diagnosis.
This text takes the...

This concisely written book gives an elementary introduction to a classical area of mathematics – approximation theory – in a way that naturally leads to the modern field of wavelets.  The exposition, driven by ideas rather than technical details and proofs, demonstrates the dynamic nature of mathematics and the...

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures,...

Bridging the gap between the development and history of real analysis, Introduction to Real Analysis: An Educational Approach presents a comprehensive introduction to real analysis while also offering a survey of the field. With its...

Complex interacting networks are observed in systems from such diverse areas as physics, biology, economics, ecology, and computer science. For example, economic or social interactions often organize themselves in complex network structures. Similar phenomena are observed in traffic flow and in communication networks as the internet. In...

On May 21-24, 1997 the Second International Symposium on Algorithms for Macromolecular Modelling was held at the Konrad Zuse Zentrum in Berlin. The event brought together computational scientists in fields like biochemistry, biophysics, physical chemistry, or statistical physics and numerical analysts as well as computer scientists working on...