Computational Methods for Inverse Problems

Computational Methods for Inverse Problems
Author: Curtis R. Vogel
Publisher: SIAM
Total Pages: 195
Release: 2002-01-01
Genre: Mathematics
ISBN: 0898717574

Provides a basic understanding of both the underlying mathematics and the computational methods used to solve inverse problems.

Computational Methods for Option Pricing

Computational Methods for Option Pricing
Author: Yves Achdou
Publisher: SIAM
Total Pages: 308
Release: 2005-07-18
Genre: Technology & Engineering
ISBN: 0898715733

This book allows you to understand fully the modern tools of numerical analysis in finance.

Optimization Software Guide

Optimization Software Guide
Author: Jorge J. More
Publisher: SIAM
Total Pages: 149
Release: 1993-01-01
Genre: Mathematics
ISBN: 0898713226

Mathematics of Computing -- Numerical Analysis.

Iterative Methods for Optimization

Iterative Methods for Optimization
Author: C. T. Kelley
Publisher: SIAM
Total Pages: 195
Release: 1999-01-01
Genre: Mathematics
ISBN: 9781611970920

This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis rather than generality, and while it provides pointers to the literature for the most general theoretical results and robust software, the author thinks it is more important that readers have a complete understanding of special cases that convey essential ideas. A companion to Kelley's book, Iterative Methods for Linear and Nonlinear Equations (SIAM, 1995), this book contains many exercises and examples and can be used as a text, a tutorial for self-study, or a reference. Iterative Methods for Optimization does more than cover traditional gradient-based optimization: it is the first book to treat sampling methods, including the Hooke-Jeeves, implicit filtering, MDS, and Nelder-Mead schemes in a unified way, and also the first book to make connections between sampling methods and the traditional gradient-methods. Each of the main algorithms in the text is described in pseudocode, and a collection of MATLAB codes is available. Thus, readers can experiment with the algorithms in an easy way as well as implement them in other languages.

Mathematical Modeling in Optical Science

Mathematical Modeling in Optical Science
Author: Gang Bao
Publisher: SIAM
Total Pages: 349
Release: 2001-01-01
Genre: Science
ISBN: 9780898717594

This volume addresses recent developments in mathematical modeling in three areas of optical science: diffractive optics, photonic band gap structures, and waveguides. Particular emphasis is on the formulation of mathematical models and the design and analysis of new computational approaches. The book contains cutting-edge discourses on emerging technology in optics that provides significant challenges and opportunities for applied mathematicians, researchers, and engineers.

Computational Mathematics with SageMath

Computational Mathematics with SageMath
Author: P. Zimmermann
Publisher: SIAM
Total Pages: 459
Release: 2018-12-10
Genre: Science
ISBN: 161197545X

This fantastic and deep book about how to use Sage for learning and doing mathematics at all levels perfectly complements the existing Sage documentation. It is filled with many carefully thought through examples and exercises, and great care has been taken to put computational functionality into proper mathematical context. Flip to almost any random page in this amazing book, and you will learn how to play with and visualize some beautiful part of mathematics. --- William A. Stein, CEO, SageMath, and professor of mathematics, University of Washington SageMath, or Sage for short, is an open-source mathematical software system based on the Python language and developed by an international community comprising hundreds of teachers and researchers, whose aim is to provide an alternative to the commercial products Magma, Maple, Mathematica, and MATLAB. To achieve this, Sage relies on many open-source programs, including GAP, Maxima, PARI, and various scientific libraries for Python, to which thousands of new functions have been added. Sage is freely available and is supported by all modern operating systems. Sage provides a wonderful scientific and graphical calculator for high school students, and it efficiently supports undergraduates in their computations in analysis, linear algebra, calculus, etc. For graduate students, researchers, and engineers in various mathematical specialties, Sage provides the most recent algorithms and tools, which is why several universities around the world already use Sage at the undergraduate level.

Mathematics and Computation

Mathematics and Computation
Author: Avi Wigderson
Publisher: Princeton University Press
Total Pages: 434
Release: 2019-10-29
Genre: Computers
ISBN: 0691189137

From the winner of the Turing Award and the Abel Prize, an introduction to computational complexity theory, its connections and interactions with mathematics, and its central role in the natural and social sciences, technology, and philosophy Mathematics and Computation provides a broad, conceptual overview of computational complexity theory—the mathematical study of efficient computation. With important practical applications to computer science and industry, computational complexity theory has evolved into a highly interdisciplinary field, with strong links to most mathematical areas and to a growing number of scientific endeavors. Avi Wigderson takes a sweeping survey of complexity theory, emphasizing the field’s insights and challenges. He explains the ideas and motivations leading to key models, notions, and results. In particular, he looks at algorithms and complexity, computations and proofs, randomness and interaction, quantum and arithmetic computation, and cryptography and learning, all as parts of a cohesive whole with numerous cross-influences. Wigderson illustrates the immense breadth of the field, its beauty and richness, and its diverse and growing interactions with other areas of mathematics. He ends with a comprehensive look at the theory of computation, its methodology and aspirations, and the unique and fundamental ways in which it has shaped and will further shape science, technology, and society. For further reading, an extensive bibliography is provided for all topics covered. Mathematics and Computation is useful for undergraduate and graduate students in mathematics, computer science, and related fields, as well as researchers and teachers in these fields. Many parts require little background, and serve as an invitation to newcomers seeking an introduction to the theory of computation. Comprehensive coverage of computational complexity theory, and beyond High-level, intuitive exposition, which brings conceptual clarity to this central and dynamic scientific discipline Historical accounts of the evolution and motivations of central concepts and models A broad view of the theory of computation's influence on science, technology, and society Extensive bibliography

Frontiers In Mathematical Analysis And Numerical Methods: In Memory Of Jacques-louis Lions

Frontiers In Mathematical Analysis And Numerical Methods: In Memory Of Jacques-louis Lions
Author: Tatsien Li
Publisher: World Scientific
Total Pages: 306
Release: 2004-07-26
Genre: Mathematics
ISBN: 9814482145

This invaluable volume is a collection of articles in memory of Jacques-Louis Lions, a leading mathematician and the founder of the Contemporary French Applied Mathematics School. The contributions have been written by his friends, colleagues and students, including C Bardos, A Bensoussan, S S Chern, P G Ciarlet, R Glowinski, Gu Chaohao, B Malgrange, G Marchuk, O Pironneau, W Strauss, R Temam, etc.The book concerns many important results in analysis, geometry, numerical methods, fluid mechanics, control theory, etc.