Books in Computational methods

Advanced Derivatives Pricing and Risk Management

1st Edition
September 8, 2005
Claudio Albanese + 1 more
English
eBook
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Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master. In fact, core portions of the book’s material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master’s program in mathematical finance. The book is designed for students in finance programs, particularly financial engineering.

Parallel Computational Fluid Dynamics 2004

1st Edition
July 12, 2005
Gabriel Winter + 4 more
English
eBook
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Parallel CFD 2004, the sixteenth international conference on Parallel Computational Fluid Dynamics and other modern scientific domains, has been held since May 24th till May 27th, 2004 in Las Palmas de Gran Canaria, Spain. The specialized, high-level Parallel CFD conferences are organised on travelling locations all over the world, yearly because of multidisciplinary subject of parallel CFD and its rapidly evolving nature.The conference featured 8 invited lectures, 3 Mini Symposia, contributed papers and one Tutorial & Short Course. More than 80 multi-disciplinary presentations of the Parallel CFD had been presented, with participants from 17 countries. The sessions involved contributed papers on many diverse subjects including turbulence, complex flows, unstructured and adaptive grids, industrial applications, developments in software tools and environments as parallel optimization tools. This Book presents an up-to-date overview of the state of the art in parallel computational fluid dynamics.

Parallel Computational Fluid Dynamics 2003

1st Edition
May 6, 2004
Boris Chetverushkin + 3 more
English
eBook
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The book is devoted to using of parallel multiprocessor computer systems for numerical simulation of the problems which can be described by the equations of continuum mechanics. Parallel algorithms and software, the problems of meta-computing are discussed in details, some results of high performance simulation of modern gas dynamic problems, combustion phenomena, plasma physics etc are presented.

Computational Finance

1st Edition
December 17, 2003
George Levy
English
Hardback
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eBook
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Computational Finance presents a modern computational approach to mathematical finance within the Windows environment, and contains financial algorithms, mathematical proofs and computer code in C/C++. The author illustrates how numeric components can be developed which allow financial routines to be easily called by the complete range of Windows applications, such as Excel, Borland Delphi, Visual Basic and Visual C++.These components permit software developers to call mathematical finance functions more easily than in corresponding packages. Although these packages may offer the advantage of interactive interfaces, it is not easy or computationally efficient to call them programmatically as a component of a larger system. The components are therefore well suited to software developers who want to include finance routines into a new application.Typical readers are expected to have a knowledge of calculus, differential equations, statistics, Microsoft Excel, Visual Basic, C++ and HTML.

Continuum Damage Mechanics of Materials and Structures

1st Edition
August 13, 2002
O. Allix + 1 more
English
eBook
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Created in 1975, LMT-Cachan is a joint laboratory École Normale Superieure de Cachan, Pierre & Marie Curie (Paris 6) University and the French Research Council CNRS (Department of Engineering Sciences).The Year 2000 marked the 25th anniversary of LMT. On this occasion, a series of lectures was organized in Cachan in September-October, 2000. This publication contains peer-reviewed proceedings of these lectures and is aimed to present engineers and scientists with an overview of the latest developments in the field of damage mechanics. The formulation of damage models and their identification procedures were discussed for a variety of materials.

Inverse Problems in Engineering Mechanics III

1st Edition
November 20, 2001
G.S. Dulikravich + 1 more
English
Hardback
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eBook
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Inverse Problems are found in many areas of engineering mechanics and there are many successful applications e.g. in non-destructive testing and characterization of material properties by ultrasonic or X-ray techniques, thermography, etc. Generally speaking, inverse problems are concerned with the determination of the input and the characteristics of a system, given certain aspects of its output. Mathematically, such problems are ill-posed and have to be overcome through development of new computational schemes, regularization techniques, objective functionals, and experimental procedures. This volume contains a selection of peer-reviewed papers presented at the International Symposium on Inverse Problems in Engineering Mechanics (ISIP2001), held in February of 2001 in Nagano, Japan, where recent development in inverse problems in engineering mechanics and related topics were discussed.The following general areas in inverse problems in engineering mechanics were the subjects of the ISIP2001: mathematical and computational aspects of inverse problems, parameter or system identification, shape determination, sensitivity analysis, optimization, material property characterization, ultrasonic non-destructive testing, elastodynamic inverse problems, thermal inverse problems, and other engineering applications. These papers can provide a state-of-the-art review of the research on inverse problems in engineering mechanics.

Inverse Problems and Inverse Scattering of Plane Waves

1st Edition
October 4, 2001
D.N. Roy + 1 more
English
Hardback
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eBook
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The purpose of this text is to present the theory and mathematics of inverse scattering, in a simple way, to the many researchers and professionals who use it in their everyday research. While applications range across a broad spectrum of disciplines, examples in this text will focus primarly, but not exclusively, on acoustics. The text will be especially valuable for those applied workers who would like to delve more deeply into the fundamentally mathematical character of the subject matter.Practitioners in this field comprise applied physicists, engineers, and technologists, whereas the theory is almost entirely in the domain of abstract mathematics. This gulf between the two, if bridged, can only lead to improvement in the level of scholarship in this highly important discipline. This is the book's primary focus.

Visualising Magnetic Fields

1st Edition
November 30, 2000
John Stuart Beeteson
English
eBook
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Visualizing Magnetic Fields: Numerical Equation Solvers in Action provides a complete description of the theory behind a new technique, a detailed discussion of the ways of solving the equations (including a software visualization of the solution algorithms), the application software itself, and the full source code. Most importantly, there is a succinct, easy-to-follow description of each procedure in the code.The physicist Michael Faraday said that the study of magnetic lines of force was greatly influential in leading him to formulate many of those concepts that are now so fundamental to our modern world, proving to him their "great utility as well as fertility." Michael Faraday could only visualize these lines in his mind's eye and, even with modern computers to help us, it has been very expensive and time consuming to plot lines of force in magnetic fields.

Computational Methods for Process Simulation

2nd Edition
November 20, 1997
W. Fred Ramirez
English
Hardback
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eBook
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Process Modelling and simulation have proved to be extremely successful engineering tools for the design and optimisation of physical, chemical and biochemical processes. The use of simulation has expanded rapidly over the last two decades because of the availability of large high-speed computers and indeed has become even more widespread with the rise of the desk-top PC resources now available to nearly every engineer and student. In the chemical industry large, realistic non-linear problems are routinely solved with the aid of computer simulation. This has a number of benefits, including easy assessment of the economic desirability of a project, convenient investigation of the effects of changes to system variables, and finally the introduction of mathematical rigour into the design process and inherent assumptions that may not have been there before. Computational Methods for Process Simulation develops the methods needed for the simulation of real processes to be found in the process industries. It also stresses the engineering fundamentals used in developing process models. Steady state and dynamic systems are considered, for both spatially lumped and spatially distributed problems. It develops analytical and numerical computational techniques for algebraic, ordinary and partial differential equations, and makes use of computer software routines that are widely available. Dedicated software examples are available via the internet.

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