This is the only book on spectral methods built around MATLAB programs. Along with finite differences and finite elements, spectral methods are one of the three main technologies for solving partial differential equations on computers. Since spectral methods involve significant linear algebra and graphics they are very suitable for the high...
Approximate Global Convergence and Adaptivity for Coefficient Inverse Problems is the first book in which two new concepts of numerical solutions of multidimensional Coefficient Inverse Problems (CIPs) for a hyperbolic Partial Differential Equation (PDE) are presented: Approximate Global Convergence and the Adaptive Finite Element...
This self-contained introduction to modern cryptography emphasizes the mathematics behind the theory of public key cryptosystems and digital signature schemes. The book focuses on these key topics while developing the mathematical tools needed for the construction and security analysis of diverse cryptosystems. Only basic linear algebra is required...
Simulation based on mathematical models plays a major role in computer aided design of integrated circuits (ICs). Decreasing structure sizes, increasing packing densities and driving frequencies require the use of refined mathematical models, and to take into account secondary, parasitic effects. This leads to very high dimensional problems...
Implementing Models of Financial Derivatives is a comprehensivetreatment of advanced implementation techniques in VBA for modelsof financial derivatives. Aimed at readers who are already familiarwith the basics of VBA it emphasizes a fully object orientedapproach to valuation applications, chiefly in the context of MonteCarlo simulation but...
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...
The book contains twenty-two original scientific research articles that address the state-of-the-art in using partial differential equations for image and signal processing. The articles arose from presentations given at the international conference on PDE-Based Image Processing and Related Inverse Problems, held at the Centre of Mathematics for...
This book concerns the practical solution of Partial Differential Equations (PDE). It reflects an interdisciplinary approach to problems occurring in natural Environmental Phenomena: the hydrosphere, atmosphere, cryosphere, lithosphere, biosphere and ionosphere. It assumes the reader has gained some intuitive knowledge of their solution...
This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in...
A comprehensive introduction to various numerical methods used in computational finance today
Quantitative skills are a prerequisite for anyone working in finance or beginning a career in the field, as well as risk managers. A thorough grounding in numerical methods is necessary, as is the ability to assess their quality,...
This book is about solving partial differential equations (PDEs) . Such equations
are used to model a wide range of phenomena in virtually all fields of science
and technology. In the last decade, the general availability of extremely
powerful computers has shifted the focus in computational mathematics from
simplified model problems...
A Compendium of Partial Differential Equation Models presents numerical methods and associated computer codes in Matlab for the solution of a spectrum of models expressed as partial differential equations (PDEs), one of the mostly widely used forms of mathematics in science and engineering. The authors focus on the method of lines (MOL), a...
