numerical solution of time dependent advection diffusion reaction equations springer series in computational mathematics

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Numerical Solution Of Time Dependent Advection Diffusion Reaction Equations

Author : Willem Hundsdorfer
ISBN : 9783662090176
Genre : Mathematics
File Size : 61. 72 MB
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Unique book on Reaction-Advection-Diffusion problems

Acta Numerica 2010

Author : Arieh Iserles
ISBN : 0521192846
Genre : Mathematics
File Size : 82. 85 MB
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A high-impact, prestigious, annual publication containing invited surveys by subject leaders: essential reading for all practitioners and researchers.

Advanced Computational Methods In Science And Engineering

Author : Barry Koren
ISBN : 9783642033872
Genre : Mathematics
File Size : 85. 39 MB
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The aim of the present book is to show, in a broad and yet deep way, the state of the art in computational science and engineering. Examples of topics addressed are: fast and accurate numerical algorithms, model-order reduction, grid computing, immersed-boundary methods, and specific computational methods for simulating a wide variety of challenging problems, problems such as: fluid-structure interaction, turbulent flames, bone-fracture healing, micro-electro-mechanical systems, failure of composite materials, storm surges, particulate flows, and so on. The main benefit offered to readers of the book is a well-balanced, up-to-date overview over the field of computational science and engineering, through in-depth articles by specialists from the separate disciplines.

Robust Numerical Methods For Singularly Perturbed Differential Equations

Author : Hans-Görg Roos
ISBN : 9783540344674
Genre : Mathematics
File Size : 59. 8 MB
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This new edition incorporates new developments in numerical methods for singularly perturbed differential equations, focusing on linear convection-diffusion equations and on nonlinear flow problems that appear in computational fluid dynamics.


Author : New Zealand Mathematical Society
ISBN : UOM:39015057376611
Genre : Mathematics
File Size : 63. 53 MB
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Numerical Analysis And Applied Mathematics

Author : Theodore E. Simos
ISBN : 073540447X
Genre : Science
File Size : 84. 77 MB
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This volume contains peer-reviewed papers presented at the International Conference on Numerical Analysis and Applied Mathematics 2007, ICNAAM-2007. This conference brought together leading scientists of the international Numerical and Applied Mathematics community. More than 350 papers were submitted to be considered for presentation at ICNAAM-2007. From these submissions, 189 papers were selected after an international peer review by at least two independent reviewers.

Numerical Methods For Finance

Author : John Miller
ISBN : 1584889268
Genre : Mathematics
File Size : 88. 89 MB
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Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the few books entirely devoted to numerical methods as applied to the financial field. Presenting state-of-the-art methods in this area, the book first discusses the coherent risk measures theory and how it applies to practical risk management. It then proposes a new method for pricing high-dimensional American options, followed by a description of the negative inter-risk diversification effects between credit and market risk. After evaluating counterparty risk for interest rate payoffs, the text considers strategies and issues concerning defined contribution pension plans and participating life insurance contracts. It also develops a computationally efficient swaption pricing technology, extracts the underlying asset price distribution implied by option prices, and proposes a hybrid GARCH model as well as a new affine point process framework. In addition, the book examines performance-dependent options, variance reduction, Value at Risk (VaR), the differential evolution optimizer, and put-call-futures parity arbitrage opportunities. Sponsored by DEPFA Bank, IDA Ireland, and Pioneer Investments, this concise and well-illustrated book equips practitioners with the necessary information to make important financial decisions.

Computational Science Iccs 2004

Author : Marian Bubak
ISBN : 3540221298
Genre : Computers
File Size : 78. 58 MB
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The four-volume set LNCS 3036, LNCS 3037, LNCS 3038 and LNCS 3039 constitutes the refereed proceedings of the 4th International Conference on Computational Science, ICCS 2004, held in Kraków, Poland in June 2004. The four volumes present more than 550 reviewed contributed and invited papers of the main conference and its 30 workshops. The papers span the whole range of computational science, from foundational and methodological issues in computer science and algorithmic mathematics to advanced applications in virtually all sciences making use of computational techniques. The proceedings is a unique record of recent progress in the field.

Discrete And Continuous Dynamical Systems

Author :
ISBN : UVA:X006182426
Genre : Differentiable dynamical systems
File Size : 37. 69 MB
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Siam Journal On Scientific Computing

Author :
ISBN : UOM:39015085194986
Genre : Mathematical statistics
File Size : 66. 66 MB
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