Author: Carl M. Bender
Publisher: Springer Science & Business Media
ISBN: 1475730691
Category : Mathematics
Languages : en
Pages : 605
Book Description
A clear, practical and self-contained presentation of the methods of asymptotics and perturbation theory for obtaining approximate analytical solutions to differential and difference equations. Aimed at teaching the most useful insights in approaching new problems, the text avoids special methods and tricks that only work for particular problems. Intended for graduates and advanced undergraduates, it assumes only a limited familiarity with differential equations and complex variables. The presentation begins with a review of differential and difference equations, then develops local asymptotic methods for such equations, and explains perturbation and summation theory before concluding with an exposition of global asymptotic methods. Emphasizing applications, the discussion stresses care rather than rigor and relies on many well-chosen examples to teach readers how an applied mathematician tackles problems. There are 190 computer-generated plots and tables comparing approximate and exact solutions, over 600 problems of varying levels of difficulty, and an appendix summarizing the properties of special functions.
Advanced Mathematical Methods
Author: Adam Ostaszewski
Publisher: Cambridge University Press
ISBN: 9780521289641
Category : Mathematics
Languages : en
Pages : 564
Book Description
This text is a self-contained second course on mathematical methods dealing with topics in linear algebra and multivariate calculus that can be applied to statistics.
Publisher: Cambridge University Press
ISBN: 9780521289641
Category : Mathematics
Languages : en
Pages : 564
Book Description
This text is a self-contained second course on mathematical methods dealing with topics in linear algebra and multivariate calculus that can be applied to statistics.
Advanced Mathematical Methods in Science and Engineering
Author: S.I. Hayek
Publisher: CRC Press
ISBN: 1420081985
Category : Mathematics
Languages : en
Pages : 862
Book Description
Classroom-tested, Advanced Mathematical Methods in Science and Engineering, Second Edition presents methods of applied mathematics that are particularly suited to address physical problems in science and engineering. Numerous examples illustrate the various methods of solution and answers to the end-of-chapter problems are included at the back of the book. After introducing integration and solution methods of ordinary differential equations (ODEs), the book presents Bessel and Legendre functions as well as the derivation and methods of solution of linear boundary value problems for physical systems in one spatial dimension governed by ODEs. It also covers complex variables, calculus, and integrals; linear partial differential equations (PDEs) in classical physics and engineering; the derivation of integral transforms; Green’s functions for ODEs and PDEs; asymptotic methods for evaluating integrals; and the asymptotic solution of ODEs. New to this edition, the final chapter offers an extensive treatment of numerical methods for solving non-linear equations, finite difference differentiation and integration, initial value and boundary value ODEs, and PDEs in mathematical physics. Chapters that cover boundary value problems and PDEs contain derivations of the governing differential equations in many fields of applied physics and engineering, such as wave mechanics, acoustics, heat flow in solids, diffusion of liquids and gases, and fluid flow. An update of a bestseller, this second edition continues to give students the strong foundation needed to apply mathematical techniques to the physical phenomena encountered in scientific and engineering applications.
Publisher: CRC Press
ISBN: 1420081985
Category : Mathematics
Languages : en
Pages : 862
Book Description
Classroom-tested, Advanced Mathematical Methods in Science and Engineering, Second Edition presents methods of applied mathematics that are particularly suited to address physical problems in science and engineering. Numerous examples illustrate the various methods of solution and answers to the end-of-chapter problems are included at the back of the book. After introducing integration and solution methods of ordinary differential equations (ODEs), the book presents Bessel and Legendre functions as well as the derivation and methods of solution of linear boundary value problems for physical systems in one spatial dimension governed by ODEs. It also covers complex variables, calculus, and integrals; linear partial differential equations (PDEs) in classical physics and engineering; the derivation of integral transforms; Green’s functions for ODEs and PDEs; asymptotic methods for evaluating integrals; and the asymptotic solution of ODEs. New to this edition, the final chapter offers an extensive treatment of numerical methods for solving non-linear equations, finite difference differentiation and integration, initial value and boundary value ODEs, and PDEs in mathematical physics. Chapters that cover boundary value problems and PDEs contain derivations of the governing differential equations in many fields of applied physics and engineering, such as wave mechanics, acoustics, heat flow in solids, diffusion of liquids and gases, and fluid flow. An update of a bestseller, this second edition continues to give students the strong foundation needed to apply mathematical techniques to the physical phenomena encountered in scientific and engineering applications.
Mathematical Methods for Science Students
Author: G. Stephenson
Publisher: Courier Dover Publications
ISBN: 0486842851
Category : Mathematics
Languages : en
Pages : 544
Book Description
Geared toward undergraduates in the physical sciences, this text offers a very useful review of mathematical methods that students will employ throughout their education and beyond. Includes problems, answers. 1973 edition.
Publisher: Courier Dover Publications
ISBN: 0486842851
Category : Mathematics
Languages : en
Pages : 544
Book Description
Geared toward undergraduates in the physical sciences, this text offers a very useful review of mathematical methods that students will employ throughout their education and beyond. Includes problems, answers. 1973 edition.
Advanced Mathematical Methods for Finance
Author: Julia Di Nunno
Publisher: Springer Science & Business Media
ISBN: 364218412X
Category : Mathematics
Languages : en
Pages : 532
Book Description
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.
Publisher: Springer Science & Business Media
ISBN: 364218412X
Category : Mathematics
Languages : en
Pages : 532
Book Description
This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.
Lectures On Advanced Mathematical Methods For Physicists
Author: N Mukunda
Publisher: World Scientific
ISBN: 9814465275
Category : Science
Languages : en
Pages : 289
Book Description
This book presents a survey of Topology and Differential Geometry and also, Lie Groups and Algebras, and their Representations. The first topic is indispensable to students of gravitation and related areas of modern physics (including string theory), while the second has applications in gauge theory and particle physics, integrable systems and nuclear physics.Part I provides a simple introduction to basic topology, followed by a survey of homotopy. Calculus of differentiable manifolds is then developed, and a Riemannian metric is introduced along with the key concepts of connections and curvature. The final chapters lay out the basic notions of simplicial homology and de Rham cohomology as well as fibre bundles, particularly tangent and cotangent bundles.Part II starts with a review of group theory, followed by the basics of representation theory. A thorough description of Lie groups and algebras is presented with their structure constants and linear representations. Root systems and their classifications are detailed, and this section of the book concludes with the description of representations of simple Lie algebras, emphasizing spinor representations of orthogonal and pseudo-orthogonal groups.The style of presentation is succinct and precise. Involved mathematical proofs that are not of primary importance to physics student are omitted. The book aims to provide the reader access to a wide variety of sources in the current literature, in addition to being a textbook of advanced mathematical methods for physicists.
Publisher: World Scientific
ISBN: 9814465275
Category : Science
Languages : en
Pages : 289
Book Description
This book presents a survey of Topology and Differential Geometry and also, Lie Groups and Algebras, and their Representations. The first topic is indispensable to students of gravitation and related areas of modern physics (including string theory), while the second has applications in gauge theory and particle physics, integrable systems and nuclear physics.Part I provides a simple introduction to basic topology, followed by a survey of homotopy. Calculus of differentiable manifolds is then developed, and a Riemannian metric is introduced along with the key concepts of connections and curvature. The final chapters lay out the basic notions of simplicial homology and de Rham cohomology as well as fibre bundles, particularly tangent and cotangent bundles.Part II starts with a review of group theory, followed by the basics of representation theory. A thorough description of Lie groups and algebras is presented with their structure constants and linear representations. Root systems and their classifications are detailed, and this section of the book concludes with the description of representations of simple Lie algebras, emphasizing spinor representations of orthogonal and pseudo-orthogonal groups.The style of presentation is succinct and precise. Involved mathematical proofs that are not of primary importance to physics student are omitted. The book aims to provide the reader access to a wide variety of sources in the current literature, in addition to being a textbook of advanced mathematical methods for physicists.
Advanced Mathematical Techniques
Author: Jonathan Osborne
Publisher: Createspace Independent Publishing Platform
ISBN: 9781461130871
Category :
Languages : en
Pages : 0
Book Description
The purpose of this book is to illustrate to students both the techniques used in advanced analysis of physical systems and the reasons why these techniques work. Topics include infinite series and product expansions, asymptotic expansions, complex analysis, data fitting and physical models, integral transforms and their use in the solution of differential equations, statistical mechanics, finite and infinidimensional linear algebra, and the solution of the wave equation in one and two dimensions. This revised and updated edition contains all of the material from the first edition (corrected and expanded, especially in the chapter on orbits) as well as two new chapters, on complex variables and integral transformations. There are problems after each section, and answers to selected problems appear at the end. Chapter summaries have also been added at the end of each chapter.
Publisher: Createspace Independent Publishing Platform
ISBN: 9781461130871
Category :
Languages : en
Pages : 0
Book Description
The purpose of this book is to illustrate to students both the techniques used in advanced analysis of physical systems and the reasons why these techniques work. Topics include infinite series and product expansions, asymptotic expansions, complex analysis, data fitting and physical models, integral transforms and their use in the solution of differential equations, statistical mechanics, finite and infinidimensional linear algebra, and the solution of the wave equation in one and two dimensions. This revised and updated edition contains all of the material from the first edition (corrected and expanded, especially in the chapter on orbits) as well as two new chapters, on complex variables and integral transformations. There are problems after each section, and answers to selected problems appear at the end. Chapter summaries have also been added at the end of each chapter.
Advanced Mathematical Techniques in Engineering Sciences
Author: Mangey Ram
Publisher: CRC Press
ISBN: 1351371886
Category : Mathematics
Languages : en
Pages : 402
Book Description
The goal of this book is to publish the latest mathematical techniques, research, and developments in engineering. This book includes a comprehensive range of mathematics applied in engineering areas for different tasks. Various mathematical tools, techniques, strategies, and methods in engineering applications are covered in each chapter. Mathematical techniques are the strength of engineering sciences and form the common foundation of all novel disciplines within the field. Advanced Mathematical Techniques in Engineering Sciences provides an ample range of mathematical tools and techniques applied across various fields of engineering sciences. Using this book, engineers will gain a greater understanding of the practical applications of mathematics in engineering sciences. Features Covers the mathematical techniques applied in engineering sciences Focuses on the latest research in the field of engineering applications Provides insights on an international and transnational scale Offers new studies and research in modeling and simulation
Publisher: CRC Press
ISBN: 1351371886
Category : Mathematics
Languages : en
Pages : 402
Book Description
The goal of this book is to publish the latest mathematical techniques, research, and developments in engineering. This book includes a comprehensive range of mathematics applied in engineering areas for different tasks. Various mathematical tools, techniques, strategies, and methods in engineering applications are covered in each chapter. Mathematical techniques are the strength of engineering sciences and form the common foundation of all novel disciplines within the field. Advanced Mathematical Techniques in Engineering Sciences provides an ample range of mathematical tools and techniques applied across various fields of engineering sciences. Using this book, engineers will gain a greater understanding of the practical applications of mathematics in engineering sciences. Features Covers the mathematical techniques applied in engineering sciences Focuses on the latest research in the field of engineering applications Provides insights on an international and transnational scale Offers new studies and research in modeling and simulation
Advanced Mathematics for Applications
Author: Andrea Prosperetti
Publisher: Cambridge University Press
ISBN: 1139492683
Category : Mathematics
Languages : en
Pages : 743
Book Description
The partial differential equations that govern scalar and vector fields are the very language used to model a variety of phenomena in solid mechanics, fluid flow, acoustics, heat transfer, electromagnetism and many others. A knowledge of the main equations and of the methods for analyzing them is therefore essential to every working physical scientist and engineer. Andrea Prosperetti draws on many years' research experience to produce a guide to a wide variety of methods, ranging from classical Fourier-type series through to the theory of distributions and basic functional analysis. Theorems are stated precisely and their meaning explained, though proofs are mostly only sketched, with comments and examples being given more prominence. The book structure does not require sequential reading: each chapter is self-contained and users can fashion their own path through the material. Topics are first introduced in the context of applications, and later complemented by a more thorough presentation.
Publisher: Cambridge University Press
ISBN: 1139492683
Category : Mathematics
Languages : en
Pages : 743
Book Description
The partial differential equations that govern scalar and vector fields are the very language used to model a variety of phenomena in solid mechanics, fluid flow, acoustics, heat transfer, electromagnetism and many others. A knowledge of the main equations and of the methods for analyzing them is therefore essential to every working physical scientist and engineer. Andrea Prosperetti draws on many years' research experience to produce a guide to a wide variety of methods, ranging from classical Fourier-type series through to the theory of distributions and basic functional analysis. Theorems are stated precisely and their meaning explained, though proofs are mostly only sketched, with comments and examples being given more prominence. The book structure does not require sequential reading: each chapter is self-contained and users can fashion their own path through the material. Topics are first introduced in the context of applications, and later complemented by a more thorough presentation.