Numerical Analysis and Optimization - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Numerical Analysis and Optimization write by Grégoire Allaire. This book was released on 2007-05-24. Numerical Analysis and Optimization available in PDF, EPUB and Kindle. This text, based on the author's teaching at École Polytechnique, introduces the reader to the world of mathematical modelling and numerical simulation. Covering the finite difference method; variational formulation of elliptic problems; Sobolev spaces; elliptical problems; the finite element method; Eigenvalue problems; evolution problems; optimality conditions and algorithms and methods of operational research, and including a several exercises throughout, this is an ideal text for advanced undergraduate students and graduates in applied mathematics, engineering, computer science, and the physical sciences.
Numerical Analysis and Optimization
Numerical Analysis and Optimization - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Numerical Analysis and Optimization write by Mehiddin Al-Baali. This book was released on 2021-12-01. Numerical Analysis and Optimization available in PDF, EPUB and Kindle. This book gathers selected, peer-reviewed contributions presented at the Fifth International Conference on Numerical Analysis and Optimization (NAO-V), which was held at Sultan Qaboos University, Oman, on January 6-9, 2020. Each chapter reports on developments in key fields, such as numerical analysis, numerical optimization, numerical linear algebra, numerical differential equations, optimal control, approximation theory, applied mathematics, derivative-free optimization methods, programming models, and challenging applications that frequently arise in statistics, econometrics, finance, physics, medicine, biology, engineering and industry. Many real-world, complex problems can be formulated as optimization tasks, and can be characterized further as large scale, unconstrained, constrained, non-convex, nondifferentiable or discontinuous, and therefore require adequate computational methods, algorithms and software tools. These same tools are often employed by researchers working in current IT hot topics, such as big data, optimization and other complex numerical algorithms in the cloud, devising special techniques for supercomputing systems. This interdisciplinary view permeates the work included in this volume. The NAO conference series is held every three years at Sultan Qaboos University, with the aim of bringing together a group of international experts and presenting novel and advanced applications to facilitate interdisciplinary studies among pure scientific and applied knowledge. It is a venue where prominent scientists gather to share innovative ideas and know-how relating to new scientific methodologies, to promote scientific exchange, to discuss possible future cooperations, and to promote the mobility of local and young researchers.
Numerical Methods and Optimization in Finance
Numerical Methods and Optimization in Finance - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Numerical Methods and Optimization in Finance write by Manfred Gilli. This book was released on 2019-08-30. Numerical Methods and Optimization in Finance available in PDF, EPUB and Kindle. Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk management and from option pricing to model calibration-can be efficiently handled using modern computational techniques. Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested empirically. This revised edition includes two new chapters, a self-contained tutorial on implementing and using heuristics, and an explanation of software used for testing portfolio-selection models. Postgraduate students, researchers in programs on quantitative and computational finance, and practitioners in banks and other financial companies can benefit from this second edition of Numerical Methods and Optimization in Finance. Introduces numerical methods to readers with economics backgrounds Emphasizes core simulation and optimization problems Includes MATLAB and R code for all applications, with sample code in the text and freely available for download
Numerical Methods and Optimization
Numerical Methods and Optimization - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Numerical Methods and Optimization write by Jean-Pierre Corriou. This book was released on 2022-01-04. Numerical Methods and Optimization available in PDF, EPUB and Kindle. This text, covering a very large span of numerical methods and optimization, is primarily aimed at advanced undergraduate and graduate students. A background in calculus and linear algebra are the only mathematical requirements. The abundance of advanced methods and practical applications will be attractive to scientists and researchers working in different branches of engineering. The reader is progressively introduced to general numerical methods and optimization algorithms in each chapter. Examples accompany the various methods and guide the students to a better understanding of the applications. The user is often provided with the opportunity to verify their results with complex programming code. Each chapter ends with graduated exercises which furnish the student with new cases to study as well as ideas for exam/homework problems for the instructor. A set of programs made in MatlabTM is available on the author’s personal website and presents both numerical and optimization methods.
Numerical Methods and Optimization
Numerical Methods and Optimization - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Numerical Methods and Optimization write by Éric Walter. This book was released on 2014-07-22. Numerical Methods and Optimization available in PDF, EPUB and Kindle. Initial training in pure and applied sciences tends to present problem-solving as the process of elaborating explicit closed-form solutions from basic principles, and then using these solutions in numerical applications. This approach is only applicable to very limited classes of problems that are simple enough for such closed-form solutions to exist. Unfortunately, most real-life problems are too complex to be amenable to this type of treatment. Numerical Methods – a Consumer Guide presents methods for dealing with them. Shifting the paradigm from formal calculus to numerical computation, the text makes it possible for the reader to · discover how to escape the dictatorship of those particular cases that are simple enough to receive a closed-form solution, and thus gain the ability to solve complex, real-life problems; · understand the principles behind recognized algorithms used in state-of-the-art numerical software; · learn the advantages and limitations of these algorithms, to facilitate the choice of which pre-existing bricks to assemble for solving a given problem; and · acquire methods that allow a critical assessment of numerical results. Numerical Methods – a Consumer Guide will be of interest to engineers and researchers who solve problems numerically with computers or supervise people doing so, and to students of both engineering and applied mathematics.
