The goal of this book is to model financial instruments, such as options, bonds and interest-rate products by partial differential equations, finite differences and C++. It is intended for IT and quantitative finance professionals who know this material and wish to deepen their knowledge and for those readers who use...

This monograph presents new model-based design methods for trajectory planning, feedback stabilization, state estimation, and tracking control of distributed-parameter systems governed by partial differential equations (PDEs). Flatness and backstepping techniques and their generalization to PDEs with higher-dimensional spatial domain lie at...

This book is an introduction to the use of geometric partial differential equations (PDEs) in image processing and computer vision. This relatively new research area brings a number of new concepts into the field, providing, among other things, a very fundamental and formal approach to image processing. State-of-the-art practical results in...

This is an accessible book on the advanced symmetry methods for differential equations. Subjects such as conservation laws, Lie-Bäcklund symmetries, contact transformations, adjoint symmetries, Nöther's Theorem, mappings with some modification, potential symmetries, nonlocal symmetries, nonlocal mappings, and non-classical...

Aimed at graduates and researchers, and requiring only a basic knowledge of multi-variable calculus, this introduction to computer-based partial differential equation (PDE) modeling provides readers with the practical methods necessary to develop and use PDE mathematical models in biomedical engineering. Taking an applied approach, rather...