Mathematical Modeling of Discontinuous Processes

Mathematical Modeling of Discontinuous Processes
Author: Andrey Antonov
Publisher: Scientific Research Publishing, Inc. USA
Total Pages: 239
Release: 2017-12-19
Genre: Mathematics
ISBN: 1618964402

In this monograph as a mathematical apparatus are used and investigated several classes of differential equations. The most significant feature of these differential equations is the presence of impulsive effects. The main goals and the results achieved in the monograph are related to the use of this class of equation for an adequate description of the dynamics of several types of processes that are subject to discrete external interventions and change the speed of development. In all proposed models the following requirements have met: 1) Presented and studied mathematical models in the book are extensions of existing known in the literature models of real objects and related processes. 2) Generalizations of the studied models are related to the admission of external impulsive effects, which lead to “jump-like” change the quantity characteristics of the described object as well as the rate of its modification. 3) Sufficient conditions which guarantee certain qualities of the dynamics of the quantities of the modeled objects are found. 4) Studies of the qualities of the modification of the modeled objects are possible to be successful by differential equations with variable structure and impulsive effects. 5) The considerations relating to the existence of the studied properties of dynamic objects cannot be realized without introducing new concepts and proving of appropriate theorems. The main objectives can be conditionally divided into several parts: 1) New classes of differential equations with variable structure and impulses are introduced and studied; 2) Specific properties of the above-mentioned class of differential equations are introduced and studied. The present monograph consists of an introduction and seven chapters. Each chapter contains several sections.

Mathematical Aspects of Discontinuous Galerkin Methods

Mathematical Aspects of Discontinuous Galerkin Methods
Author: Daniele Antonio Di Pietro
Publisher: Springer Science & Business Media
Total Pages: 392
Release: 2011-11-03
Genre: Mathematics
ISBN: 3642229808

This book introduces the basic ideas to build discontinuous Galerkin methods and, at the same time, incorporates several recent mathematical developments. The presentation is to a large extent self-contained and is intended for graduate students and researchers in numerical analysis. The material covers a wide range of model problems, both steady and unsteady, elaborating from advection-reaction and diffusion problems up to the Navier-Stokes equations and Friedrichs' systems. Both finite element and finite volume viewpoints are exploited to convey the main ideas underlying the design of the approximation. The analysis is presented in a rigorous mathematical setting where discrete counterparts of the key properties of the continuous problem are identified. The framework encompasses fairly general meshes regarding element shapes and hanging nodes. Salient implementation issues are also addressed.

Discontinuous Galerkin Methods

Discontinuous Galerkin Methods
Author: Bernardo Cockburn
Publisher: Springer Science & Business Media
Total Pages: 468
Release: 2012-12-06
Genre: Mathematics
ISBN: 3642597211

A class of finite element methods, the Discontinuous Galerkin Methods (DGM), has been under rapid development recently and has found its use very quickly in such diverse applications as aeroacoustics, semi-conductor device simula tion, turbomachinery, turbulent flows, materials processing, MHD and plasma simulations, and image processing. While there has been a lot of interest from mathematicians, physicists and engineers in DGM, only scattered information is available and there has been no prior effort in organizing and publishing the existing volume of knowledge on this subject. In May 24-26, 1999 we organized in Newport (Rhode Island, USA), the first international symposium on DGM with equal emphasis on the theory, numerical implementation, and applications. Eighteen invited speakers, lead ers in the field, and thirty-two contributors presented various aspects and addressed open issues on DGM. In this volume we include forty-nine papers presented in the Symposium as well as a survey paper written by the organiz ers. All papers were peer-reviewed. A summary of these papers is included in the survey paper, which also provides a historical perspective of the evolution of DGM and its relation to other numerical methods. We hope this volume will become a major reference in this topic. It is intended for students and researchers who work in theory and application of numerical solution of convection dominated partial differential equations. The papers were written with the assumption that the reader has some knowledge of classical finite elements and finite volume methods.

Nodal Discontinuous Galerkin Methods

Nodal Discontinuous Galerkin Methods
Author: Jan S. Hesthaven
Publisher: Springer Science & Business Media
Total Pages: 507
Release: 2007-12-18
Genre: Mathematics
ISBN: 0387720650

This book offers an introduction to the key ideas, basic analysis, and efficient implementation of discontinuous Galerkin finite element methods (DG-FEM) for the solution of partial differential equations. It covers all key theoretical results, including an overview of relevant results from approximation theory, convergence theory for numerical PDE’s, and orthogonal polynomials. Through embedded Matlab codes, coverage discusses and implements the algorithms for a number of classic systems of PDE’s: Maxwell’s equations, Euler equations, incompressible Navier-Stokes equations, and Poisson- and Helmholtz equations.

Physical and Mathematical Modeling of Earth and Environment Processes (2018)

Physical and Mathematical Modeling of Earth and Environment Processes (2018)
Author: V. I. Karev
Publisher: Springer
Total Pages: 502
Release: 2019-03-24
Genre: Science
ISBN: 303011533X

This book entitled "Physical and Mathematical Modeling of Earth and Environment Processes" is the result of a collaborative work after the 4th international scientific youth forum held at the IPMech RAS on November 1–3, 2018. The book includes theoretical and experimental studies of processes in the atmosphere, oceans, the lithosphere and their interaction; environmental issues; problems of human impact on the environment; methods of geophysical research. A special focus is given to the extraction of hydrocarbon resources, including unconventional sources. This book also focuses on new approaches to the development of hydrocarbon fields, very important in today's geopolitical conditions. The book presents new results of the experimental and theoretical modeling of deformation, fracture and filtration processes in the rocks in connection with issues of creating scientific fundamentals for new hydrocarbon production technologies.

Mathematical Models for Structural Reliability Analysis

Mathematical Models for Structural Reliability Analysis
Author: Fabio Casciati
Publisher: CRC Press
Total Pages: 386
Release: 1996-07-24
Genre: Mathematics
ISBN: 9780849396311

Mathematical Models for Structural Reliability Analysis offers mathematical models for describing load and material properties in solving structural engineering problems. Examples are provided, demonstrating how the models are implemented, and the limitations of the models are clearly stated. Analytical solutions are also discussed, and methods are clearly distinguished from models. The authors explain both theoretical models and practical applications in a clear, concise, and readable fashion.

Mathematical Modelling in Science and Technology

Mathematical Modelling in Science and Technology
Author: Xavier J.R. Avula
Publisher: Elsevier
Total Pages: 1023
Release: 2014-05-09
Genre: Mathematics
ISBN: 1483190595

Mathematical Modelling in Science and Technology: The Fourth International Conference covers the proceedings of the Fourth International Conference by the same title, held at the Swiss Federal Institute of Technology, Zurich, Switzerland on August 15-17, 1983. Mathematical modeling is a powerful tool to solve many complex problems presented by scientific and technological developments. This book is organized into 20 parts encompassing 180 chapters. The first parts present the basic principles, methodology, systems theory, parameter estimation, system identification, and optimization of mathematical modeling. The succeeding parts discuss the features of stochastic and numerical modeling and simulation languages. Considerable parts deal with the application areas of mathematical modeling, such as in chemical engineering, solid and fluid mechanics, water resources, medicine, economics, transportation, and industry. The last parts tackle the application of mathematical modeling in student management and other academic cases. This book will prove useful to researchers in various science and technology fields.

Applications of Nonlinear Dynamics To Developmental Process Modeling

Applications of Nonlinear Dynamics To Developmental Process Modeling
Author: Karl M. Newell
Publisher: Psychology Press
Total Pages: 330
Release: 2014-03-05
Genre: Psychology
ISBN: 1317779126

There has been an increasing interest in the application of dynamical systems to the study of development over the last decade. The explosion of the dynamical systems framework in the physical and biological sciences has opened the door to a new Zeitgeist for studying development. This appeal to dynamical systems by developmentalists is natural given the intuitive links between the established fundamental problems of development and the conceptual and operational scope of nonlinear dynamical systems. This promise of a new approach and framework within which to study development has led to some progress in recent years but also a growing appreciation of the difficulty of both fully examining the new metaphor and realizing its potential. Divided into 4 parts, this book is a result of a recent conference on dynamical systems and development held at Pennsylvania State University. The first 3 parts focus on the content domains of development that have given most theoretical and empirical attention to the potential applications of dynamical systems--physical growth and movement, cognition, and communication. These parts show that a range of nonlinear models have been applied to a host of developmental phenomena. Part 4 highlights two particular methodological issues that hold important implications for the modeling of developmental phenomena with dynamical systems techniques.

Mathematical Finance

Mathematical Finance
Author: Ernst Eberlein
Publisher: Springer Nature
Total Pages: 774
Release: 2019-12-03
Genre: Mathematics
ISBN: 3030261069

Taking continuous-time stochastic processes allowing for jumps as its starting and focal point, this book provides an accessible introduction to the stochastic calculus and control of semimartingales and explains the basic concepts of Mathematical Finance such as arbitrage theory, hedging, valuation principles, portfolio choice, and term structure modelling. It bridges thegap between introductory texts and the advanced literature in the field. Most textbooks on the subject are limited to diffusion-type models which cannot easily account for sudden price movements. Such abrupt changes, however, can often be observed in real markets. At the same time, purely discontinuous processes lead to a much wider variety of flexible and tractable models. This explains why processes with jumps have become an established tool in the statistics and mathematics of finance. Graduate students, researchers as well as practitioners will benefit from this monograph.