Computational Mathematical Modeling

Download or read book Computational Mathematical Modeling written by Daniela Calvetti and published by SIAM. This book was released on 2013-03-21 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: Interesting real-world mathematical modelling problems are complex and can usually be studied at different scales. The scale at which the investigation is carried out is one of the factors that determines the type of mathematics most appropriate to describe the problem. The book concentrates on two modelling paradigms: the macroscopic, in which phenomena are described in terms of time evolution via ordinary differential equations; and the microscopic, which requires knowledge of random events and probability. The exposition is based on this unorthodox combination of deterministic and probabilistic methodologies, and emphasizes the development of computational skills to construct predictive models. To elucidate the concepts, a wealth of examples, self-study problems, and portions of MATLAB code used by the authors are included. This book, which has been extensively tested by the authors for classroom use, is intended for students in mathematics and the physical sciences at the advanced undergraduate level and above.

Download or read book Mathematical and Computational Modeling written by Roderick Melnik and published by John Wiley & Sons. This book was released on 2015-05-18 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical and Computational Modeling Illustrates the application of mathematical and computational modeling in a variety of disciplines With an emphasis on the interdisciplinary nature of mathematical and computational modeling, Mathematical and Computational Modeling: With Applications in the Natural and Social Sciences, Engineering, and the Arts features chapters written by well-known, international experts in these fields and presents readers with a host of state-of-theart achievements in the development of mathematical modeling and computational experiment methodology. The book is a valuable guide to the methods, ideas, and tools of applied and computational mathematics as they apply to other disciplines such as the natural and social sciences, engineering, and technology. The book also features: Rigorous mathematical procedures and applications as the driving force behind mathematical innovation and discovery Numerous examples from a wide range of disciplines to emphasize the multidisciplinary application and universality of applied mathematics and mathematical modeling Original results on both fundamental theoretical and applied developments in diverse areas of human knowledge Discussions that promote interdisciplinary interactions between mathematicians, scientists, and engineers Mathematical and Computational Modeling: With Applications in the Natural and Social Sciences, Engineering, and the Arts is an ideal resource for professionals in various areas of mathematical and statistical sciences, modeling and simulation, physics, computer science, engineering, biology and chemistry, and industrial and computational engineering. The book also serves as an excellent textbook for graduate courses in mathematical modeling, applied mathematics, numerical methods, operations research, and optimization.

Download or read book Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes written by Cornelis W Oosterlee and published by World Scientific. This book was released on 2019-10-29 with total page 1310 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, 'do not fall in love with your favorite model.' The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing.The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry, for those aiming to work there one day, and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students, academic researchers, and for quants in the financial industry.

Download or read book Computational and Mathematical Modeling in the Social Sciences written by Scott de Marchi and published by Cambridge University Press. This book was released on 2005-08-15 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers an overview of mathematical modeling concentrating on game theory, statistics and computational modeling.

Download or read book Mathematical Modeling and Computation of Real-Time Problems written by Rakhee Kulshrestha and published by CRC Press. This book was released on 2021-01-04 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers an interdisciplinary approach for understanding mathematical modeling by offering a collection of models, solved problems related to the models, the methodologies employed, and the results using projects and case studies with insight into the operation of substantial real-time systems. The book covers a broad scope in the areas of statistical science, probability, stochastic processes, fluid dynamics, supply chain, optimization, and applications. It discusses advanced topics and the latest research findings, uses an interdisciplinary approach for real-time systems, offers a platform for integrated research, and identifies the gaps in the field for further research. The book is for researchers, students, and teachers that share a goal of learning advanced topics and the latest research in mathematical modeling.

Download or read book Mathematical and Computational Modeling and Simulation written by Dietmar Möller and published by Springer. This book was released on 2004 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical and Computational Modeling and Simulation - a highly multi-disciplinary field with ubiquitous applications in science and engineering - is one of the key enabling technologies of the 21st century. This book introduces the reader to the use of mathematical and computational modeling and simulation in order to develop an understanding of the solution characteristics of a broad class of real-world problems. The relevant basic and advanced methodologies are explained in detail, with special emphasis on ill-defined problems. Some 15 simulation systems are presented on the language and the logical level. Moreover, the reader can accumulate experience by studying a wide variety of case studies. The latter are briefly described within the book but their full versions as well as some simulation software demos are available on the Web. The book can be used for university courses of different levels as well as for self-study. Advanced sections are marked and can be skipped in a first reading or in undergraduate courses.

Download or read book Computational Mathematics written by Robert E. White and published by CRC Press. This book was released on 2003-09-17 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational Mathematics: Models, Methods, and Analysis with MATLAB and MPI explores and illustrates this process. Each section of the first six chapters is motivated by a specific application. The author applies a model, selects a numerical method, implements computer simulations, and assesses the ensuing results. These chapters include an abundance of MATLAB code. By studying the code instead of using it as a "black box, " you take the first step toward more sophisticated numerical modeling. The last four chapters focus on multiprocessing algorithms implemented using message passing interface (MPI). These chapters include Fortran 9x codes that illustrate the basic MPI subroutines and revisit the applications of the previous chapters from a parallel implementation perspective. All of the codes are available for download from www4.ncsu.edu./~white. This book is not just about math, not just about computing, and not just about applications, but about all three--in other words, computational science. Whether used as an undergraduate textbook, for self-study, or for reference, it builds the foundation you need to make numerical modeling and simulation integral parts of your investigational toolbox.