Numerical Approximation Methods

Numerical Methods in Geotechnical Engineering contains the proceedings of the 8th European Conference on Numerical Methods in Geotechnical Engineering (NUMGE 2014, Delft, The Netherlands, 18-20 June 2

The seventh edition of Chapra and Canale's Numerical Methods for Engineers retains the instructional techniques that have made the text so successful. Chapra and Canale's unique approach opens each pa

Silvestrov systematically presents stochastic approximation methods for models of American-type options with general pay-off functions for discrete Markov log-price processes. The discrete-time multiv

This book describes a new approach for the design of electromagnetic metamaterials which combines numerical optimization routines with electromagnetic simulations. It features examples that describe h

This volume presents modern numerical methods specifically tailored for the analysis of strongly correlated systems. It also gives the numerical basis for the design of novel materials with functional

The book covers all basic ingredients of contact and computational contact mechanics: from efficient contact detection algorithms and classical optimization methods to new developments in contact kine

First published in 1961, this book provides information on the methods of treating series of observations, the field covered embraces portions of both statistics and numerical analysis. Originally intended as an introduction to the topic aimed at students and graduates in physics, the types of observation discussed reflect the standard routine work of the time in the physical sciences. The text partly reflects an aim to offer a better balance between theory and practice, reversing the tendency of books on numerical analysis to omit numerical examples illustrating the applications of the methods. This book will be of value to anyone with an interest in the theoretical development of its field.

Numerical Methods using MATLAB, 3rd edition is an extensive reference offering hundreds of useful and important numerical algorithms that can be implemented into MATLAB for a graphical interpretation

Borm (scientific computing, Christian-Albrechts U., Kiel, Germany) and Mehl (numerical mathematics, Technical U. of Berlin) present a number of the most important numerical methods for finding eigenva

This book explains how computer software is designed to perform the tasks required for sophisticated statistical analysis. For statisticians, it examines the nitty-gritty computational problems behind statistical methods. For mathematicians and computer scientists, it looks at the application of mathematical tools to statistical problems. The first half of the book offers a basic background in numerical analysis that emphasizes issues important to statisticians. The next several chapters cover a broad array of statistical tools, such as maximum likelihood and nonlinear regression. The author also treats the application of numerical tools; numerical integration and random number generation are explained in a unified manner reflecting complementary views of Monte Carlo methods. Each chapter contains exercises that range from simple questions to research problems. Most of the examples are accompanied by demonstration and source code available from the author's website. New in this second

Theories with MATLAB Fortran C and Pascal Programs. Suitable for undergraduate and postgraduate students in mechanical aeronautical, civil, electrical and chemical engineering.

Handbook of Sinc Numerical Methods presents an ideal road map for handling general numeric problems. Reflecting the author’s advances with Sinc since 1995, the text most notably provides a detai

Essential Numerical Methods for Electromagnetics presents key contributions selected from the volume in the Handbook of Numerical Analysis: Numerical Methods for Electromagnetics Vol. 13 (2005). This

This series of five volumes focused on environmental hydraulics studies the complete water (or hydrologic) cycle from meteorology to coastal morphodynamics, including looking at river hydraulics, hydr

?The various chapters within this volume include a wide variety of applications that extend far beyond this limited perception. As part of the Reliable Lab Solutions series, Essential Numerical Comput

This scholarly text provides an introduction to the numerical methods used to model partial differential equations, with focus on atmospheric and oceanic flows. The book covers both the essentials of

This book explains how computer software is designed to perform the tasks required for sophisticated statistical analysis. The first half of the book provides a basic background in numerical analysis

Recent Advances in Numerical Methods features contributions from distinguished researchers, focused on significant aspects of current numerical methods and computational mathematics. The increasing n

Dahlquist (late numerical analysis, Royal Institute of Technology, Sweden) and Bjork (mathematics, Linkoping U.) consider traditional and well-developed topics as well as concepts important to the des

This in-depth treatment uses shape theory as a "case study" to illustrate situations common to many areas of mathematics, including the use of archetypal models as a basis for systems of approximation

Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution of portfolio management strategies; statistical procedures; identification of models; Monte Carlo methods; and numerical implications of stochastic volatilities. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems. Thus the book has something to offer economists, probabilists and applied mathematicians working in finance.

An overview of numerical methods for computing special functions, which discusses when to use these methods depending on the function and the range of parameters. It considers not only standard and si

Useful to programmers and stimulating for theoreticians, this text offers a balanced presentation accessible to those with a background in calculus. Topics include approximate integration over finite

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

Although pseudocodes, MathematicaR, and MATLABR illustrate how algorithms work, designers of engineering systems write the vast majority of large computer programs in the Fortran language. Using Fortr

Numerical Modeling in Biomedical Engineering brings together the integrative set of computational problem solving tools important to biomedical engineers. Through the use of comprehensive homework ex

The use of mathematical models and numerical techniques in finance is a growing practice, and an increasing number of applied mathematicians are working on applications in finance and business. This

In recent years, with the introduction of new media products, there has been a shift in the use of programming languages from FORTRAN or C to MATLAB for implementing numerical methods. This book makes

Based on the author's lecture notes and research, this well-illustrated and comprehensive text is one of the first to provide an introduction to image registration with particular emphasis on numeric

Describes numerical continuation methods that have provided important contributions toward the numerical solution of nonlinear systems of equations for many years. These methods may be used not only t

Honorable Mention in the category of Economics in the 1998 Professional/Scholarly Publishing Annual Awards Competition presented by the Association of American Publishers, Inc.To harness the full pow

Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution of portfolio management strategies; statistical procedures; identification of models; Monte Carlo methods; and numerical implications of stochastic volatilities. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems. Thus the book has something to offer economists, probabilists and applied mathematicians working in finance.

Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Mar

These notes were developed for a graduate-level course on the theory and numerical solution of nonlinear hyperbolic systems of conservation laws. Part I deals with the basic mathematical theory of the