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Geometrical Properties of Differential Equations

Geometrical Properties of Differential Equations Author Ljudmila A Bordag
ISBN-10 9789814667265
Release 2015-05-27
Pages 340
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This textbook is a short comprehensive and intuitive introduction to Lie group analysis of ordinary and partial differential equations. This practical-oriented material contains a large number of examples and problems accompanied by detailed solutions and figures. In comparison with the known beginner guides to Lie group analysis, the book is oriented toward students who are interested in financial mathematics, mathematical finance and economics. We provide the results of the Lie group analysis of actual models in Financial Mathematics using recent publications. These models are usually formulated as nonlinear partial differential equations and are rather difficult to make use of. With the help of Lie group analysis it is possible to describe some important properties of these models and to obtain interesting reductions in a clear and understandable algorithmic way. The book can serve as a short introduction for a further study of modern geometrical analysis applied to models in financial mathematics. It can also be used as textbook in a master's program, in an intensive compact course, or for self study. The textbook with a large number of examples will be useful not only for students who are interested in Financial Mathematics but also for people who are working in other areas of research that are not directly connected with Physics (for instance in such areas of Applied Mathematics like mathematical economy, bio systems, coding theory, etc.).

Novel Methods in Computational Finance

Novel Methods in Computational Finance Author Matthias Ehrhardt
ISBN-10 9783319612829
Release 2017-10-18
Pages 606
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This book discusses the state-of-the-art and open problems in computational finance. It presents a collection of research outcomes and reviews of the work from the STRIKE project, an FP7 Marie Curie Initial Training Network (ITN) project in which academic partners trained early-stage researchers in close cooperation with a broader range of associated partners, including from the private sector. The aim of the project was to arrive at a deeper understanding of complex (mostly nonlinear) financial models and to develop effective and robust numerical schemes for solving linear and nonlinear problems arising from the mathematical theory of pricing financial derivatives and related financial products. This was accomplished by means of financial modelling, mathematical analysis and numerical simulations, optimal control techniques and validation of models. In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed tremendous growth. Advanced numerical techniques are now essential to the majority of present-day applications in the financial industry. Special attention is devoted to a uniform methodology for both testing the latest achievements and simultaneously educating young PhD students. Most of the mathematical codes are linked into a novel computational finance toolbox, which is provided in MATLAB and PYTHON with an open access license. The book offers a valuable guide for researchers in computational finance and related areas, e.g. energy markets, with an interest in industrial mathematics.

Elementary Lie group analysis and ordinary differential equations

Elementary Lie group analysis and ordinary differential equations Author Nailʹ Khaĭrullovich Ibragimov
ISBN-10 0471974307
Release 1999-05-12
Pages 347
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Lie group analysis, based on symmetry and invariance principles, is the only systematic method for solving nonlinear differential equations analytically. One of Lie's striking achievements was the discovery that the majority of classical devices for integration of special types of ordinary differential equations could be explained and deduced by his theory. Moreover, this theory provides a universal tool for tackling considerable numbers of differential equations when other means of integration fail. * This is the first modern text on ordinary differential equations where the basic integration methods are derived from Lie group theory * Includes a concise and self contained introduction to differential equations * Easy to follow and comprehensive introduction to Lie group analysis * The methods described in this book have many applications The author provides students and their teachers with a flexible text for undergraduate and postgraduate courses, spanning a variety of topics from the basic theory through to its many applications. The philosophy of Lie groups has become an essential part of the mathematical culture for anyone investigating mathematical models of physical, engineering and natural problems.

Conservation Laws and Symmetry Applications to Economics and Finance

Conservation Laws and Symmetry  Applications to Economics and Finance Author Ryuzo Sato
ISBN-10 9789401711456
Release 2013-06-29
Pages 304
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Modem geometric methods combine the intuitiveness of spatial visualization with the rigor of analytical derivation. Classical analysis is shown to provide a foundation for the study of geometry while geometrical ideas lead to analytical concepts of intrinsic beauty. Arching over many subdisciplines of mathematics and branching out in applications to every quantitative science, these methods are, notes the Russian mathematician A.T. Fomenko, in tune with the Renais sance traditions. Economists and finance theorists are already familiar with some aspects of this synthetic tradition. Bifurcation and catastrophe theo ries have been used to analyze the instability of economic models. Differential topology provided useful techniques for deriving results in general equilibrium analysis. But they are less aware of the central role that Felix Klein and Sophus Lie gave to group theory in the study of geometrical systems. Lie went on to show that the special methods used in solving differential equations can be classified through the study of the invariance of these equations under a continuous group of transformations. Mathematicians and physicists later recognized the relation between Lie's work on differential equations and symme try and, combining the visions of Hamilton, Lie, Klein and Noether, embarked on a research program whose vitality is attested by the innumerable books and articles written by them as well as by biolo gists, chemists and philosophers.

Partial Differential Equations I

Partial Differential Equations I Author Michael Eugene Taylor
ISBN-10 0387946535
Release 1996-01-01
Pages 563
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This book is intended to be a comprehensive introduction to the subject of partial differential equations. It should be useful to graduate students at all levels beyond that of a basic course in measure theory. It should also be of interest to professional mathematicians in analysis, mathematical physics, and differential geometry. This work will be divided into three volumes, the first of which focuses on the theory of ordinary differential equations and a survey of basic linear PDEs.

Partial Differential Equations

Partial Differential Equations Author Michael E. Taylor
ISBN-10 0387946543
Release 1996-06-25
Pages 563
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Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modem as weIl as the classical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos, mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Mathematical Sci ences (AMS) series, which will focus on advanced textbooks and research level monographs.

Stochastic Models Information Theory and Lie Groups Volume 1

Stochastic Models  Information Theory  and Lie Groups  Volume 1 Author Gregory S. Chirikjian
ISBN-10 9780817648039
Release 2009-09-02
Pages 383
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This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people. Unlike the many excellent formal treatments available for each of these subjects individually, the emphasis in both of these volumes is on the use of stochastic, geometric, and group-theoretic concepts in the modeling of physical phenomena. Stochastic Models, Information Theory, and Lie Groups will be of interest to advanced undergraduate and graduate students, researchers, and practitioners working in applied mathematics, the physical sciences, and engineering. Extensive exercises and motivating examples make the work suitable as a textbook for use in courses that emphasize applied stochastic processes or differential geometry.

Lectures on Symplectic Geometry

Lectures on Symplectic Geometry Author Ana Cannas da Silva
ISBN-10 9783540453307
Release 2004-10-27
Pages 220
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Lectures on Symplectic Geometry has been writing in one form or another for most of life. You can find so many inspiration from Lectures on Symplectic Geometry also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Lectures on Symplectic Geometry book for free.

Stanford Bulletin

Stanford Bulletin Author
ISBN-10 STANFORD:36105130990026
Release 1995
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Stanford Bulletin has been writing in one form or another for most of life. You can find so many inspiration from Stanford Bulletin also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Stanford Bulletin book for free.

Geometrical Methods of Mathematical Physics

Geometrical Methods of Mathematical Physics Author Bernard F. Schutz
ISBN-10 0521298873
Release 1980-01-28
Pages 250
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For physicists and applied mathematicians working in the fields of relativity and cosmology, high-energy physics and field theory, thermodynamics, fluid dynamics and mechanics. This book provides an introduction to the concepts and techniques of modern differential theory, particularly Lie groups, Lie forms and differential forms.

Enumerative Invariants in Algebraic Geometry and String Theory

Enumerative Invariants in Algebraic Geometry and String Theory Author Marcos Marino
ISBN-10 9783540798132
Release 2008-08-22
Pages 210
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Starting in the middle of the 80s, there has been a growing and fruitful interaction between algebraic geometry and certain areas of theoretical high-energy physics, especially the various versions of string theory. Physical heuristics have provided inspiration for new mathematical definitions (such as that of Gromov-Witten invariants) leading in turn to the solution of problems in enumerative geometry. Conversely, the availability of mathematically rigorous definitions and theorems has benefited the physics research by providing the required evidence in fields where experimental testing seems problematic. The aim of this volume, a result of the CIME Summer School held in Cetraro, Italy, in 2005, is to cover part of the most recent and interesting findings in this subject.


Distributions Author J.J. Duistermaat
ISBN-10 0817646752
Release 2010-08-09
Pages 445
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This textbook is an application-oriented introduction to the theory of distributions, a powerful tool used in mathematical analysis. The treatment emphasizes applications that relate distributions to linear partial differential equations and Fourier analysis problems found in mechanics, optics, quantum mechanics, quantum field theory, and signal analysis. The book is motivated by many exercises, hints, and solutions that guide the reader along a path requiring only a minimal mathematical background.

Introduction to Differential Geometry for Engineers

Introduction to Differential Geometry for Engineers Author Brian F. Doolin
ISBN-10 9780486281940
Release 2013-05-13
Pages 176
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This outstanding guide supplies important mathematical tools for diverse engineering applications, offering engineers the basic concepts and terminology of modern global differential geometry. Suitable for independent study as well as a supplementary text for advanced undergraduate and graduate courses, this volume also constitutes a valuable reference for control, systems, aeronautical, electrical, and mechanical engineers.The treatment's ideas are applied mainly as an introduction to the Lie theory of differential equations and to examine the role of Grassmannians in control systems analysis. Additional topics include the fundamental notions of manifolds, tangent spaces, vector fields, exterior algebra, and Lie algebras. An appendix reviews concepts related to vector calculus, including open and closed sets, compactness, continuity, and derivative.

Basic Theory of Fractional Differential Equations

Basic Theory of Fractional Differential Equations Author Yong Zhou
ISBN-10 9789813148185
Release 2016-10-20
Pages 380
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This invaluable monograph is devoted to a rapidly developing area on the research of qualitative theory of fractional ordinary and partial differential equations. It provides the readers the necessary background material required to go further into the subject and explore the rich research literature. The tools used include many classical and modern nonlinear analysis methods such as fixed point theory, measure of noncompactness method, topological degree method, the technique of Picard operators, critical point theory and semigroup theory. Based on the research work carried out by the authors and other experts during the past seven years, the contents are very recent and comprehensive. In this edition, two new topics have been added, that is, fractional impulsive differential equations, and fractional partial differential equations including fractional Navier–Stokes equations and fractional diffusion equations. Contents:Preliminaries:IntroductionSome Notations, Concepts and LemmasFractional CalculusSome Results from Nonlinear AnalysisSemigroupsFractional Functional Differential Equations:IntroductionNeutral Equations with Bounded Delayp-Type Neutral EquationsNeutral Equations with Infinite DelayIterative Functional Differential EquationsNotes and RemarksFractional Ordinary Differential Equations in Banach Spaces:IntroductionCauchy Problems via Measure of Noncompactness MethodCauchy Problems via Topological Degree MethodCauchy Problems via Picard Operators TechniqueNotes and RemarksFractional Abstract Evolution Equations:IntroductionEvolution Equations with Riemann–Liouville DerivativeEvolution Equations with Caputo DerivativeNonlocal Problems for Evolution EquationsAbstract Cauchy Problems with Almost Sectorial OperatorsNotes and RemarksFractional Impulsive Differential Equations:IntroductionImpulsive Initial Value ProblemsImpulsive Boundary Value ProblemsImpulsive Langevin EquationsImpulsive Evolution EquationsNotes and RemarksFractional Boundary Value Problems:IntroductionSolution for BVP with Left and Right Fractional IntegralsMultiple Solutions for BVP with ParametersInfinite Solutions for BVP with Left and Right Fractional IntegralsSolutions for BVP with Left and Right Fractional DerivativesNotes and RemarksFractional Partial Differential Equations:IntroductionFractional Navier–Stokes EquationsFractional Euler–Lagrange EquationsFractional Diffusion EquationsFractional Schrödinger EquationsNotes and Remarks Readership: Researchers and graduate or PhD students dealing with fractional calculus and applied analysis, differential equations and related areas of research.

Fundamentals of Differential Geometry

Fundamentals of Differential Geometry Author Serge Lang
ISBN-10 9781461205418
Release 2012-12-06
Pages 540
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This book provides an introduction to the basic concepts in differential topology, differential geometry, and differential equations, and some of the main basic theorems in all three areas. This new edition includes new chapters, sections, examples, and exercises. From the reviews: "There are many books on the fundamentals of differential geometry, but this one is quite exceptional; this is not surprising for those who know Serge Lang's books." --EMS NEWSLETTER

Introduction to Smooth Manifolds

Introduction to Smooth Manifolds Author John M. Lee
ISBN-10 0387954481
Release 2003
Pages 628
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Author has written several excellent Springer books.; This book is a sequel to Introduction to Topological Manifolds; Careful and illuminating explanations, excellent diagrams and exemplary motivation; Includes short preliminary sections before each section explaining what is ahead and why

The Directory of Graduate Studies 1996 97

The Directory of Graduate Studies 1996 97 Author Hobsons Publishing, PLC
ISBN-10 UCAL:B4467612
Release 1996-05-01
Pages 1048
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The Directory of Graduate Studies 1996 97 has been writing in one form or another for most of life. You can find so many inspiration from The Directory of Graduate Studies 1996 97 also informative, and entertaining. Click DOWNLOAD or Read Online button to get full The Directory of Graduate Studies 1996 97 book for free.